Sébastien Villemot
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
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This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
Sébastien Villemot
0e204673fd
Correctly set oo_.deterministic_simulation.status in sim1_purely_{backward,forward}.m.
2014-04-10 16:39:06 +02:00
Michel Juillard
98357c4591
left over change for external API
2014-04-10 16:37:47 +02:00
Sébastien Villemot
52d4944c9c
Remove extra whitespace introduced in 4a8e737c
.
2014-04-10 15:19:00 +02:00
Sébastien Villemot
9c279dca85
Merge pull request #646 from JohannesPfeifer/var_decomp
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Var decomp
2014-04-10 12:13:50 +02:00
Sébastien Villemot
a8f9fdf296
New option "overwrite" to "shocks" and "mshocks".
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Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
Sébastien Villemot
df0db38b3c
Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks.
2014-04-10 11:43:26 +02:00
Sébastien Villemot
755b572548
Simplify MATLAB output of symbol lists.
2014-04-10 11:29:11 +02:00
Sébastien Villemot
828f9d73d5
Cosmetic change for clearer code.
2014-04-09 18:33:24 +02:00
Sébastien Villemot
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
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simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot
242a504cdc
Multiple "shocks" block are cumulative.
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This was the default behavior before commit 82b31156
. This commit reintroduces
this behavior.
2014-04-09 15:23:20 +02:00
Sébastien Villemot
a03bc44d45
Remove workaround preventing the use of "shocks" before "endval".
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It now works correctly since 82b31156
.
Closes #35
2014-04-08 17:53:10 +02:00
Sébastien Villemot
82b3115696
Store deterministic shocks information in M_.
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Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35 .
Closes #271
2014-04-08 17:43:58 +02:00
Sébastien Villemot
bb1fd49629
Remove nonexistent global variable ex_det0_.
2014-04-08 17:19:55 +02:00
Johannes Pfeifer
6eb3a3d3ad
Disentangle computation and display of conditional_variance_decomposition
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Previously, noprint suppressed the computation of conditional_variance_decomposition although it should only suppress its display. Also adds a dedicated field for the unconditional variance decomposition.
2014-04-07 17:38:27 +02:00
Sébastien Villemot
e396b4d86d
smoother2histval/test: change datafile to avoid non-posdef matrix under MATLAB.
2014-04-07 14:58:58 +02:00
Sébastien Villemot
295f8d53f0
smoother2histval, histval_file: fix compatibility problems with MATLAB.
2014-04-07 14:58:28 +02:00
Sébastien Villemot
184b810b65
Fix compilation error introduced in 0983ca78
.
2014-04-07 14:21:28 +02:00
Johannes Pfeifer
4a8e737c7a
Improve documentation on unconditional variance decomposition
2014-04-07 11:30:11 +02:00
Johannes Pfeifer
3afdbf8e47
Add warning if conditional_variance_decomposition is requested with simulated moments
2014-04-07 11:29:05 +02:00
Michel Juillard
fa7d123ea4
fix bug when there is no parameter declared in the model
2014-04-05 16:40:25 +02:00
Michel Juillard
0983ca78f7
extended-preprocessor: starting a C interface (not finished)
2014-04-05 15:46:35 +02:00
Sébastien Villemot
1f2b847a45
Documentation for smoother2histval and histval_file.
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Ref #594
2014-04-04 18:16:19 +02:00
Sébastien Villemot
614dc3e5a6
smoother2histval/histval_file: handle lagged exogenous.
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Ref #594
2014-04-04 17:22:09 +02:00
Sébastien Villemot
37af4b073f
Add datafile forgotten in commit 9eebfc87
.
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Ref #594
2014-04-04 14:51:49 +02:00
Sébastien Villemot
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Sébastien Villemot
c24ae80ae2
Add per-directory local Emacs variables.
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The idea is to enforce the coding style for Emacs users.
2014-04-01 17:33:01 +02:00
Sébastien Villemot
afe286ebef
Merge pull request #645 from JohannesPfeifer/diagnostics
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Add check to model_diagnostics.m whether Hessian was computed
2014-04-01 14:52:34 +02:00
Johannes Pfeifer
9cf83b6e63
Add check to model_diagnostics.m whether Hessian was computed
2014-04-01 14:39:19 +02:00
Sébastien Villemot
8deec694ec
Merge pull request #643 from JohannesPfeifer/Jacobian
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Improve checks of Jacobian
2014-04-01 12:36:12 +02:00
Sébastien Villemot
7da5065db4
Don't skip first observation when loading XLS(X) or CSV files.
2014-04-01 12:14:49 +02:00
Houtan Bastani
7849707843
fix typo
2014-03-28 15:25:22 +01:00
Johannes Pfeifer
90b4cae92a
Expand model_diagnostics.m to check Jacobians for NaN and Inf
2014-03-28 14:52:29 +01:00
Johannes Pfeifer
d9d4fef251
Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m
2014-03-28 14:52:06 +01:00
Sébastien Villemot
d5da406544
Fixed bug in dseries constructor introduced in 4e1c26db
.
2014-03-27 18:25:46 +01:00
Sébastien Villemot
8daed40ab3
Fix exception handling under MATLAB in unitary test infrastructure.
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The getReport() function of MATLAB expects an exception coming from the "catch"
statement. It is not happy with the value returned by lasterror().
2014-03-27 18:18:29 +01:00
Sébastien Villemot
f0f355e9b5
Fix typo.
2014-03-27 17:48:13 +01:00
Stéphane Adjemian (Scylla)
fb75d1e19d
Added a new routine for cleaning up a folder (delete all the files generated by Dynare).
2014-03-26 16:55:34 +01:00
Stéphane Adjemian (Scylla)
5e95824168
Fixed bug in the error message displayed when the mod file is not in the current folder.
2014-03-26 15:43:32 +01:00
Stéphane Adjemian (Scylla)
4e1c26db76
Changed dseries' constructor so that the third and fourth inputs arguments accept cell of strings *and* character arrays.
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=> It is possible to pass M_.endo_names as a third input argument.
2014-03-26 11:40:21 +01:00
Houtan Bastani
8956bddeba
dmm/estimation: add dirichlet prior shape front end, #642
2014-03-26 11:12:43 +01:00
Sébastien Villemot
adae298d95
Improvements to smoother2histval.
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- Support saving to an output MAT file.
- Handle smoothed variables computed by a Metropolis, by adding support for the
parameter_set option.
- When an auxiliary variable is not in the output model, emit a warning instead
of stopping with an error message (aux vars may be different between input
and output models, even if the equations are identical).
Ref #594
2014-03-25 19:01:50 +01:00
Sébastien Villemot
f3dad7f7e5
Fix doc for oo_.{Smoothed,Updated,Filtered}Variables and oo_.SmoothedShocks.
2014-03-25 18:21:57 +01:00
Houtan Bastani
b0546cd939
add missing semicolon
2014-03-25 15:42:33 +01:00
Houtan Bastani
4973aa986e
changes related to #641 for os x
2014-03-25 10:43:14 +01:00
Sébastien Villemot
8783122c39
Merge pull request #639 from JohannesPfeifer/Geweke
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Fix invalid check for size of interval in Geweke
2014-03-24 17:32:04 +01:00
Sébastien Villemot
865ad09ee3
Remove last preprocessor information message.
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First, the current logic is buggy, because mod_file->use_dll is undefined at
this point (mod_file having been deleted above).
More fundamentally, the preprocessor is now evolving into something to be used
without MATLAB/Octave, so this statement is now inaccurate in some use cases.
2014-03-24 17:06:18 +01:00
Stéphane Adjemian (Scylla)
5afee622d4
Fixed typo.
2014-03-24 16:51:42 +01:00
Sébastien Villemot
9aabb82c76
Fix call to "mex" helper under MATLAB 8.3 (R2014a) and GNU/Linux.
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There is a new LINKOPTS variable which governs the list of symbols to be
exported, so we set it to an empty value to have all symbols exported.
Previously we were overloading the LDFLAGS which was containing the list of
exported symbols.
2014-03-24 16:31:43 +01:00
Houtan Bastani
4808dfbf22
dmm: submodule update
2014-03-24 15:49:15 +01:00