893a0ef8ad
Cosmetic/Efficiency changes.
2013-12-30 15:41:06 +01:00
c3a9f0b972
Added new routine to compute the max. abs. error associated to a path (perfect foresight models). Use this routine to compute (and report) the true max. abs. error when sim1 (stack_algo==0) is used with option endogenous_terminal_period.
2013-12-28 17:41:36 +01:00
3fbeba66a7
Merge branch 'master' into sim1-with-variable-dimension
2013-12-27 20:32:17 +01:00
c35f3d2e52
Document new option (endogenous_terminal_period).
2013-12-27 20:29:30 +01:00
1ea7631930
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
503d2baa89
Fix bug in deterministic conditional forecast.
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The type of the first shock was not set according to the user request.
Concretely, it would be random, and almost always a perfect foresight shock.
2013-12-27 12:20:25 +01:00
49506c6ec4
Document default for new option posterior_max_subsample_draws.
2013-12-18 16:44:31 +01:00
63986a0ebf
Closes #567 .
2013-12-18 16:44:31 +01:00
6efdfb5414
Use options_.prior_draws in posteriorIRF.
2013-12-18 16:44:31 +01:00
4a4c06b781
Fixed bug (options_.subdraws does not exist).
2013-12-18 16:44:31 +01:00
79f35961ed
clean up file
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* remove comment as rmdir with 's' option is Octave (not Windows) specific
* remove val as it's not used
* take confirm_recursive_rmdir out of for loop to avoid unnecessary resetting of the value
2013-12-18 14:13:31 +01:00
bbdad94d96
parallel: add local switch to confirm_recursive_rmdir
2013-12-18 14:07:25 +01:00
7bc5d5c2ec
ms-sbvar: add confirm_recursive_rmdir
2013-12-18 12:48:20 +01:00
8dcb36b9e2
ms-sbvar: submodule update
2013-12-18 09:27:51 +01:00
6efe62a3b2
Transposed the definition of the innovations in (stochastic) extended path routine, so that, for a given state of the random number generator, stochastic simulations obtained with extended_path and stoch_simul commands consider the same innovations (when the number of shocks is greater than one). Otherwise the stochastic simulations cannot be compared.
2013-12-17 22:49:37 +01:00
8ddd7d0300
Minor fix to release announcement.
2013-12-16 18:19:56 +01:00
e43e54cfde
Remove spurious executable permission
2013-12-16 16:23:50 +01:00
cd1574e3cf
Update README.md
2013-12-16 15:07:16 +01:00
fd7e9afd9d
Fix test/Makefile.am following 8f8bfe6c.
2013-12-16 12:52:22 +01:00
bb1353e46b
Fix bug introduced in 8b1e76a1bf.
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The unitary tests file was renamed, but his output file wasn't.
2013-12-16 10:25:39 +01:00
80868b2955
Bug fix (max function not yet implemented for dseries objects).
2013-12-16 09:54:49 +01:00
8f8bfe6cc3
Renamed tests/ep/linear.mod as tests/ep/linearmodel.mod to avoid conflict with matlab's system identification toolbox.
2013-12-16 09:50:12 +01:00
32e162ec48
Reduced the dimension of the problem in the unitary test for cycle_reduction and logarithmic_reduction routines.
2013-12-16 09:44:15 +01:00
732c463d27
Merge pull request #565 from JohannesPfeifer/master
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Initialize stock1_filter_step_ahead to prevent crash in Octave
2013-12-13 09:41:20 -08:00
264460e9d0
Added @dates/ne method. Overloads the ~= operator.
2013-12-13 18:30:37 +01:00
dd10c788ff
Added @dseries/abs method. Returns the absolute value of a dseries object.
2013-12-13 18:30:37 +01:00
cac48d2e80
Initialize stock1_filter_step_ahead to prevent crash in Octave
2013-12-13 18:29:48 +01:00
c0149f69d9
reporting: bug fix: Windows can't handle windows-style file separators in latex
2013-12-13 17:23:56 +01:00
359245b65b
reporting: bug fix: avoid underscores altogether
2013-12-13 17:23:26 +01:00
b9df616c18
Fix treatment of error conditions in bytecode.
2013-12-13 16:49:08 +01:00
6e8b35c7f3
Fix bug in method disp of dseries.
2013-12-13 16:49:08 +01:00
8b1e76a1bf
Renamed tests/run_unitary_tests.m script to avoid conflict with matlab/utilities/tests/run_unitary_tests.m function.
2013-12-13 16:21:10 +01:00
8e6df85604
Fixed bug.
2013-12-13 15:53:06 +01:00
fd5742a399
Add a second output argument to CheckPath nonzero iff the routine creates a new directory.
2013-12-13 15:53:06 +01:00
08199dc881
reporting: fix if statement for changes in dynDates/dates class
2013-12-13 15:36:04 +01:00
6f8d7fd0ec
reporting: add xTicks argument
2013-12-13 15:36:04 +01:00
832f8ee82f
Bug fixes (related to the loading of the mcmc files) + Cosmetic changes.
2013-12-13 12:49:19 +01:00
c6ca0c593c
Fixes to the release notes
2013-12-13 12:07:48 +01:00
684ce13ac1
Fix internal link for verbatim section
2013-12-13 12:04:36 +01:00
4669231d25
Adding correction of evaluation of planner objective to NEWS file
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(cherry picked from commit 886e78a1ee076cca0a33bf767c763dcb54217a6b)
2013-12-13 10:58:54 +01:00
58c40fdca9
ramsey_policy: correcting the computation of the value of the
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objective function; adding details about the period objective function
in the manual.
2013-12-13 10:44:29 +01:00
77fdd3bfda
ms-sbvar: corrected bug with final_subperiod default value and
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clarified in the manual.
2013-12-13 09:56:11 +01:00
3990707e36
reporting: fix typo
2013-12-12 16:05:57 +01:00
99f4a01a48
reporting: fix figure inclusion for windows
2013-12-12 16:05:57 +01:00
85905cbb1d
reporting: for windows filenames escape underscore
2013-12-12 16:05:57 +01:00
7cc259ea46
fix permissions
2013-12-12 16:05:57 +01:00
d75d6a3079
Document oo_.osr.optim_params
2013-12-12 15:47:34 +01:00
857a2b0e35
Add missing antislashes
2013-12-12 11:26:03 +01:00
1ddd00b502
ms-sbvar: corrected bug in initialization/computation of final
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subperiod
2013-12-12 10:02:31 +01:00
ed15f0bcac
ms-sbvar: corrected bug in initialization/computation of final subperiod
2013-12-12 09:10:09 +01:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Houtan Bastani
Sébastien Villemot
Johannes Pfeifer
Michel Juillard