7ec12aaa43
Removed unused generalized cholesky routines
2011-12-12 10:25:47 +01:00
8f1326e2f8
changed name of function forecast.m -> dyn_forecast.m because of
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name conflict with cszt
2011-12-11 11:15:38 +01:00
bc8d4d8f08
gsa: converted DOS end of lines in Unix end of lines
2011-12-09 21:13:16 +01:00
ec0af45fc8
further fixes to gsa testsuite; make gsa compatible with Linux
2011-12-09 20:55:02 +01:00
9334958461
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-09 18:10:54 +01:00
6d9983df0c
New version of the extended path routines.
2011-12-09 18:03:30 +01:00
ae36279ac7
attempt to fix occasional problem with octave_ver_less_than.m
2011-12-09 17:45:52 +01:00
3318542895
Removed old verison of extended path routine. Added new version in dynare/matlab/ep. Added field (ep) in option_ for the extended path routines.
2011-12-05 10:58:39 +01:00
7aeb881e3a
Temporarily set the variance of the shocks to zero when computing or checking the deterministic steady
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state. This is necessary if the model contains mean preverving spread terms.
2011-12-04 23:57:46 +01:00
6deaa23d95
changed critical value of secant for inverse_gamma_specification
2011-12-03 15:55:06 +01:00
9abd894f78
bug fix + added new utility to clean temporary remote folder from new files generated by a completed parallel session.
2011-12-02 16:11:10 +01:00
a0e1d3b34f
Fixed bugs + cosmetic changes.
2011-12-02 12:14:38 +01:00
16d2fd5673
Fixed bugs. Changed internal documentation.
2011-12-02 12:14:38 +01:00
6105ed433c
Removed useless calls to set_default_options.
2011-12-02 12:14:38 +01:00
12a3af8167
Renamed routine. Fixed unitary tests.
2011-12-02 12:14:38 +01:00
76407c97b5
corrected bug in computation of dr.ghs2 introduced in commit 84eaaaf759
2011-12-02 11:41:42 +01:00
84eaaaf759
fixed another bug with missing current value at 2nd order
2011-12-01 22:07:29 +01:00
97c09eb4ac
fixing bug relative to auxiliary variables in model_diagnostics
2011-12-01 22:07:29 +01:00
8df1b5d1e8
fixed bug in 2nd order approximation introduced in commit 0303b1c02b
2011-12-01 22:07:29 +01:00
27918e6067
fixed bug in calling solve_one_boundary (introduced in 12187710e7)
2011-11-28 14:18:02 +01:00
0303b1c02b
fixed bug at order 2, when a variable is absent at the current period;
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cleaned code that is useless since we transform leads and lags on
period > 1
2011-11-26 19:29:57 +01:00
244e0ffb14
Corrects a minor bug related to a matrix transposition
2011-11-25 13:07:50 +01:00
12187710e7
Get rid of global variables
2011-11-25 13:07:50 +01:00
e4c803d0db
fixed issues with estimation of non-stationary models. Option lik_init=2
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is contradictory with diffuse_filter or unit_root_variables
declaration. Models with non-stationary variables, but only stationary
observed variables need diffuse_filter option and make a useless call
to kalman_filter_d (this seems better than trying to distinguish these
rare cases)
2011-11-21 12:39:02 +01:00
40cc11385a
added an error if periods in conditional_variance_decomposition option
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are not strictly positive.
2011-11-20 15:13:05 +01:00
074515bfc2
fixed bug in drawing of prior densities (It must always return
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'steps' values)
2011-11-19 21:14:43 +01:00
b58eaa8e2b
introducing new test for 0/0 case in mjdgges
2011-11-18 22:12:36 +01:00
1cd827b5ad
removed faulty test for small elements on the diagonal of ss and tt
2011-11-18 18:44:05 +01:00
ef1cf5f062
Merge remote-tracking branch 'marco/master'
2011-11-17 12:33:28 +01:00
4a33af5a80
Added missing copyright header
2011-11-16 11:13:55 +01:00
e1856be59b
fixing problems for computing steady state in ramsey policy
2011-11-14 21:59:39 +01:00
7af760db32
ms-sbvar: converted CR/LF to Unix new line files in ./matlab/ms-sbvar/cstz
2011-11-14 21:59:39 +01:00
12003fbdab
Do not show plots of the smoothed variables, shocks and errors if nograph option is used. Note that with this option the plot are done behind the scene and saved in fig, eps and pdf format (see trac#216).
2011-11-14 18:30:45 +01:00
bcf7e88217
Do not plot the priors if option nograph is used.
2011-11-14 17:56:27 +01:00
30ed317d26
Cosmetic change in unitary test.
2011-11-14 12:08:21 +01:00
2e01bb13fe
Cosmetic change.
2011-11-14 12:04:45 +01:00
418382b364
Fixed bug (trac#225). Added texinfo header and unitary test.
2011-11-14 12:04:23 +01:00
91dab8751e
ms-sbvar: adding display of Fhat
2011-11-07 15:47:16 +01:00
9d5953403e
allow tighter tolerance in htol if requested by the user.
2011-11-07 09:21:36 +01:00
3d2e55274d
bug fix + inclusion of prior derivatives in analytic computations.
2011-11-07 09:19:36 +01:00
9d2e153ef2
bug fixes in analytic likelihood scores.
2011-11-07 09:18:26 +01:00
434157f611
errors fixed in 2nd order derivatives
2011-11-07 09:17:56 +01:00
bd26eb2251
provisions for analytic 1st and 2nd derivatives
2011-11-07 09:17:38 +01:00
4acd50bdaf
When using steady state in the old format, M_ should be updated beforehand.
2011-11-07 09:14:26 +01:00
5bb2b2faad
Fixed call to mode_check
2011-11-07 09:12:54 +01:00
9be0749e1c
small bug fix
2011-11-05 11:09:10 +01:00
9ebb86784d
Extension to full Hessian (partial commit, to be debugged).
2011-11-05 11:08:00 +01:00
7517b51630
Added scores and likelihood as optional output arguments
2011-11-05 11:05:10 +01:00
db61c7c144
Extended for second order derivatives and full Hessian.
2011-11-05 11:04:08 +01:00
8313b158b6
Aligned with DsgeLikelihood.m,
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manual cherry-picks from
30afa5f415
2011-11-05 11:02:05 +01:00
Sébastien Villemot
Michel Juillard
Stéphane Adjemian (Charybdis)
Marco Ratto
Ferhat Mihoubi