Houtan Bastani
574ec94772
Merge pull request #701 from JohannesPfeifer/ident_fix
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Fix bug in dynare_identification.m that led to missing output and crashe...
2014-07-23 12:45:15 +02:00
Johannes Pfeifer
4c6aad3d2d
Fix bug in dynare_identification.m that led to missing output and crashes if the initial parameterization was invalid
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If the initial parameters did not solve, the code for displaying results and saving was not reached. The also led to later crashes with saving as the -append option was used and no file existed. If no valid draw can be found, the function exits in any case, so no additional check is needed.
2014-07-23 12:10:00 +02:00
Johannes Pfeifer
bf69cee91f
Set missing argument in makedataset.m that leads to crashes with GSA
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Fixes the recent problem with unit tests
2014-07-23 12:05:45 +02:00
Stéphane Adjemian (Scylla)
0efcef8f20
Added the possibility to declare non linear prior restrictions over estimated parameters.
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If a file <MOD_FILE_NAME>_prior_restrictions.m exists in current folder, the value returned by this routine is
substracted to fval (likelihood-lnprior) at the end of dsge_likelihood. The arguments of this routine are: M_,
oo_, options_, dataset_ and dataset_info. Routines for writing <MOD_FILE_NAME>_prior_restrictions.m will be
provided later.
2014-07-21 12:45:49 +02:00
Stéphane Adjemian (Charybdis)
c13738eea7
Changed fourth remark added by Johannes in commit e7727ba2d3
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2014-07-18 18:37:31 +02:00
Stéphane Adjemian (Charybdis)
871fa6aa86
Issue a warning if conditional forecasts are computed with correlated innovations (if these correlations are defined in the covariance matrix of the innovations).
2014-07-18 18:36:02 +02:00
Johannes Pfeifer
36222cb40d
Account for presence of Lagrange multipliers and auxiliary equations in display_problematic_vars_Jacobian.m
2014-07-18 14:05:12 +02:00
Johannes Pfeifer
6fb7877113
Add bunch of unit test checking the correctness of Ramsey computation with initval and steady state files
2014-07-18 13:31:01 +02:00
Johannes Pfeifer
27572277d0
Test the result of steady state computation for correctness
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- Checks correctness of steady state file
- Tests whether result of computation really is a steady state
- Also eliminates case that can never be reached
2014-07-18 13:18:14 +02:00
Sébastien Villemot
1123cb2b9e
Fix equation number associated to Ramsey Lagrange multipliers in M_.aux_vars.
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Closes #695
2014-07-18 12:44:15 +02:00
Johannes Pfeifer
7c09435e5e
Fix bug in dyn_ramsey_static.m with steady state file that resulted in incorrect steady state when running twice
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The x returned by a steady state file includes Lagrange multipliers. When starting with 0 multipliers, the steady state of the multipliers is computed correctly. But when running it a second time like in a subsequent call to stoch_simul, the algorithm thinks that elements of xx are 0 which they aren't. As a result, it finds minus the multiplier as the solution, resulting in an output of 0 for all multipliers.
2014-07-18 12:35:52 +02:00
Sébastien Villemot
9b5a09958c
Fixes to make install.
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- fix DESTDIR for preprocessor and MEX files (it was duplicated)
- don't install libdynare++.a
2014-07-18 12:15:36 +02:00
Johannes Pfeifer
3f72f394aa
Cosmetic fixes to dyn_ramsey_static.m
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Also makes sure that the check flag is returned and the steady state file always called if it exists. Otherwise, parameters might not be updated and NaN not detected.
2014-07-18 08:53:51 +02:00
Stéphane Adjemian (Scylla)
49e53f9299
Added isdiagonal routine.
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
3f496b494d
Moved routines under utilities folder.
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
71df21bf0d
Fixed issue induced by the merge of 74fd0850d61f8ba464ff08ed42c4019d27722fb3 in master (changed DynareDataset field name).
2014-07-17 22:05:08 +02:00
Johannes Pfeifer
b69174477c
Add more info on requirement on dsge_var prior weight needed for prior to be proper.
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(cherry picked from commit 74fd0850d61f8ba464ff08ed42c4019d27722fb3)
2014-07-17 22:05:08 +02:00
Johannes Pfeifer
fbdfaf640a
Document computation of theoretical mean at second order
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(cherry picked from commit 7084913382dc892fa4385fb7783e5daec41449f7)
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
7ccaf3e3fa
Added two mod files in testsuite (new data interface).
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
afb5be2067
Set options_.nobs if the new data interface is used.
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
5b08223820
Changed default value of initial_period (NaN).
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
afbd0bd47a
Cosmetic change (added white space).
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
863fe4998f
Fixed typo/bug (removed space).
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
1a98943651
Fixed bug (tex names with underscores were not correctly saved in m datafile).
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
a261c3bbce
Fixed bug. The instantiation of a dseries object with a file name (for the datafile) and a string (for the initial period) was not working correctly.
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
7b089ec2b3
Cosmetic change. Renamed nobs as vobs.
2014-07-17 22:05:07 +02:00
Stéphane Adjemian (Scylla)
e5a419ecaf
Removed reference to options_.nobs
2014-07-17 22:05:07 +02:00
Johannes Pfeifer
04554967fc
Fix bug in imcforecast.m where covariance matrix was decomposed element-wise instead of via Cholesky.
2014-07-17 22:05:07 +02:00
Johannes Pfeifer
bf674fa59f
Deal with cases where too few draws are available for posterior moments
2014-07-17 22:05:07 +02:00
Johannes Pfeifer
e7727ba2d3
Expand manual entry for conditional forecasts
2014-07-17 22:05:07 +02:00
Johannes Pfeifer
b9aa971d73
Add description for conditional_forecasts
2014-07-17 22:05:07 +02:00
Johannes Pfeifer
7ead968240
Add info to dynamic and static file headers that auxiliary equations may be present
2014-07-17 20:39:59 +02:00
Houtan Bastani
8d2b79a224
make install, closes #576
2014-07-16 16:18:06 +02:00
Sébastien Villemot
46a0edb9b3
Better error message when block option when a variable does not appear at current period.
2014-07-15 17:32:12 +02:00
Sébastien Villemot
cebed5435f
Clarify error message for external functions misuse in model block.
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Thanks to Johannes Pfeifer.
2014-07-15 16:54:30 +02:00
Sébastien Villemot
064c1bb8fc
Clarify license of LMMCP.
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Closes #680
2014-07-10 14:24:41 +02:00
Houtan Bastani
179e8b867a
reporting: bug fix. closes #673
2014-07-09 15:46:28 +02:00
Houtan Bastani
34610ad4eb
reporting: fix bug in creating table when data option is passed to constructor
2014-07-09 15:46:28 +02:00
Stéphane Adjemian (Charybdis)
94b87beb10
Fixed bug (missing code for handling prefilter=1).
2014-07-09 15:34:53 +02:00
Stéphane Adjemian (Charybdis)
03975f7d01
Fixed bug (wrong definition of rawdata).
2014-07-09 15:34:53 +02:00
Stéphane Adjemian (Charybdis)
57c583867b
Added new method @dseries/detrend.
2014-07-09 15:34:53 +02:00
Sébastien Villemot
8ac6a671db
Update documentation for building under Cygwin.
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In particular, document the procedure for Cygwin64 (ref #640 ).
Thanks to Johannes Pfeifer for his feedback on this issue.
2014-07-09 15:23:44 +02:00
Houtan Bastani
946bf4f5e2
reporting: modify depricated method of changing font (thanks to Dirk Muir for the solution)
2014-07-08 16:12:17 +02:00
Sébastien Villemot
7400c2c143
evaluate_steady_state.m: fix bugs when static and dynamic models differ.
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Closes #661
2014-07-08 16:10:09 +02:00
Sébastien Villemot
def9ee92e5
Steady state calculation of Ramsey problem: fix bug when params are updated.
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If the steady state file was modifying parameters, the changes were not taken
fully taken into account.
Thanks to Junior Maih for noticing and proposing the fix.
2014-07-08 15:06:26 +02:00
Stéphane Adjemian (Charybdis)
9c733de40a
Added unitary tests.
2014-07-08 14:06:55 +02:00
Michel Juillard
4613fb2bf4
Adding initialization for lmmcp options
2014-07-08 13:53:18 +02:00
Houtan Bastani
a64ded92cd
dseries: fix subtraction bug. closes #686
2014-07-08 12:06:27 +02:00
Sébastien Villemot
658151aa48
Merge pull request #682 from JohannesPfeifer/model_comparison
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Filter out ML of model_comparison.m
2014-07-07 18:18:38 +02:00
Sébastien Villemot
24ec8e2b81
Merge pull request #685 from JohannesPfeifer/Load_Excel
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Account for loading of only one variable when loading Excel-file
2014-07-07 18:15:04 +02:00