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5096 Commits (8bc946c148b3e3321e23bfbace19c91feb2893dc)

Author SHA1 Message Date
Johannes Pfeifer 5d8da65e6d Add check for unique data entries in dataset 
Leads to cryptic crashes if not filtered out
 2015-06-08 11:16:40 +02:00
Houtan Bastani 41155369ac Merge pull request #955 from JohannesPfeifer/identification_fixes 
Various fixes to GSA and Identification
 2015-06-08 10:17:24 +02:00
Johannes Pfeifer 249c2ca7ad Force sampling from uniform distribution for ML in stab_map_.m 2015-06-08 09:45:09 +02:00
Stéphane Adjemian e07607011c Merge pull request #710 from JohannesPfeifer/estimation_init_analytic_derivation 
Fix bug in dynare_estimation_init.m with analytic_derivation where param...
 2015-06-06 23:17:10 +02:00
Johannes Pfeifer 79ca991b02 Add initialization of c1 to sylvester3.m 
Prevents crashes in older Matlab versions for pathological cases (e.g. if p=0)
 2015-06-06 18:45:05 +02:00
Johannes Pfeifer 27622a29da Fix initialization of parameter bounds for ML case in stab_map_.m 2015-06-06 17:40:37 +02:00
Johannes Pfeifer 68c9c3e9ab Account for ML in map_ident_.m 
In this case, pdraws is empty. Closes #676
 2015-06-05 20:49:43 +02:00
Johannes Pfeifer 4e6ce64081 Account for possibility of ML estimation in stab_map_.m 2015-06-05 20:48:43 +02:00
Johannes Pfeifer a269bed26e Account for fact that varobs is row cell now, not char column array in GSA 2015-06-05 20:47:51 +02:00
Johannes Pfeifer 88ae542a8a Fix copy and paste error in set_shocks_param.m introduced in 3ea44d47cf 2015-06-05 20:46:46 +02:00
Johannes Pfeifer 1232d51765 Cosmetic fixes to stab_map_.m 
Also fixes initialization of variables; closes #764
 2015-06-05 19:22:03 +02:00
Johannes Pfeifer 446b1f6dc1 Fix bug in identification when estimating only standard deviations 
Closes #945
 2015-06-05 18:22:45 +02:00
Johannes Pfeifer 3ea44d47cf Port changes from #511 to gsa/set_shocks_param.m 
Closes #662
 2015-06-05 16:56:32 +02:00
Johannes Pfeifer 01cb238a22 Account for NaN in graphs during identification if ML is used 2015-06-05 16:40:01 +02:00
Johannes Pfeifer d09bf195c9 Make sure diffuse_filter option is correctly passed in dynare_identification.m 
Closes #677
 2015-06-05 16:39:17 +02:00
Stéphane Adjemian (Karaba) 0b99367648 Fixed bug in makedataset (do not use 'exist' function, cannot make the difference between xls and xlsx files). 2015-06-05 16:35:05 +02:00
Stéphane Adjemian (Hermes) 11c84b733f Fixed bug. 
isoctave is not in the path when calling add_path_to_mex_files.
 2015-06-05 11:32:44 +02:00
Stéphane Adjemian (Hermes) 6196501f37 Updated dseries submodule (fix for octave and big csv files loading). 2015-06-04 18:38:37 +02:00
Michel Juillard c782ca3686 adding occbin original files from 20140630 2015-06-04 14:18:46 +02:00
Stéphane Adjemian (Hermes) ccad2848db Homotopy not implemented for purely backward or forward perfect foresight 
models.
 2015-06-04 12:28:58 +02:00
Houtan Bastani 08635df66f submodule update: reporting 2015-06-03 15:22:47 +02:00
Houtan Bastani c639e4a075 Merge pull request #952 from JohannesPfeifer/ident_lag_fix 
Update computation of non-zero moments within loop that increases num…
 2015-06-03 14:26:34 +02:00
Stéphane Adjemian (Hermes) 7a1b5a3dfc Updated particles submodule. 2015-06-03 12:05:18 +02:00
Johannes Pfeifer 6d17a860b5 Update computation of non-zero moments within loop that increases number of lags 
Closes #949
 2015-06-03 11:16:55 +02:00
Stéphane Adjemian (Hermes) c43cfb45a8 Fixed bug in Extended Path (added second argument to get_complementarity_condition). 2015-06-03 08:22:26 +02:00
Stéphane Adjemian (Hermes) 3602a0b1a8 Fix bug in pm3 for filtered variables that led to crashes. 
Manual merge of Johannes PR #737.

-> Check for size of array failed with singleton dimension.
 2015-06-01 18:22:54 +02:00
Stéphane Adjemian (Hermes) b53578dc80 Completed description of minimizer_algorithm input argument. 2015-06-01 16:42:02 +02:00
Johannes Pfeifer 05635a4546 Change dynare_minimize_objective.m to use the correct field when selecting user-defined optimizer. 2015-06-01 16:42:02 +02:00
Stéphane Adjemian 583d20848f Merge pull request #941 from JohannesPfeifer/huge_number 
Document new options huge_number and dr_disp_tol
 2015-06-01 16:40:32 +02:00
Michel Juillard c22d31330c Adding 'ramsey_constraints' block to declare contraints for Ramsey 
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
 2015-05-31 12:18:20 +02:00
Stéphane Adjemian (Hermes) c97aaad62d Fixed bug. 
Rename options as options4fsolve, otherwise original options structure is lost.
 2015-05-29 15:19:20 +02:00
Stéphane Adjemian (Hermes) 959349d30f Put rgwmh options in a substructure. 2015-05-28 18:03:53 +02:00
Stéphane Adjemian (Hermes) 194bdb57c3 Merge branch 'rewrite-nonlinear-filters' 2015-05-28 15:40:39 +02:00
Stéphane Adjemian (Hermes) a211e91378 Updated particles. 2015-05-28 15:36:56 +02:00
Houtan Bastani 60b3577a09 avoid call to dyn2vec in stoch_simul when the minimal_workspace option is passed, closes #946 2015-05-28 11:53:50 +02:00
Houtan Bastani fe8750c1bc preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
Frédéric Karamé 0c2483278c Add three variables for RWGMH. 2015-05-28 11:45:16 +02:00
Stéphane Adjemian (Hermes) 94776660ff Merge branch 'master' into rewrite-nonlinear-filters 2015-05-28 10:03:26 +02:00
Stéphane Adjemian (Hermes) 47f4d37e70 Fixed online filter with first order approximation of the model. 2015-05-27 18:06:48 +02:00
Frédéric Karamé 888cf1eeff Updated particles. 2015-05-27 16:00:09 +02:00
Frédéric Karamé 38a276fb08 restore the default value for distribution_approximation 2015-05-27 14:57:01 +02:00
Frédéric Karamé df67efcb7c add an exception for the use of gaussian filters and gradient-based estimation methods 2015-05-27 14:37:50 +02:00
Stéphane Adjemian (Hermes) 96b484d89c Updated particles. 2015-05-27 14:35:55 +02:00
Michel Juillard 127730d731 solve bugs when there are lags of exogenous variables on more than one 
period in deterministic models.
 2015-05-27 12:22:32 +02:00
Stéphane Adjemian (Hermes) ccd4e40b49 Merge branch 'master' into rewrite-nonlinear-filters 
Conflicts:
	.gitmodules
	tests/particle/dsge_base2.mod
 2015-05-27 12:18:33 +02:00
Michel Juillard eefa7bb70a fixing problem with endogenous_terminal_period 2015-05-27 10:23:14 +02:00
Michel Juillard 1b822a9105 fix calls to dynare_solve() when Jacobian of function must be computed 
numerically. Fix call to dynare_solve() in simulation_core()
 2015-05-26 15:51:09 +02:00
Houtan Bastani 90c4f834f2 fix typo introduced in f03839cf12 2015-05-26 12:11:24 +02:00
Michel Juillard 92a33f9792 changed another call to dynare_solve() forgotten in last commit 2015-05-25 17:15:09 +02:00
Michel Juillard f03839cf12 removed "global options_" in dynare_solve.m and made it an 
argument. Modified all calling functions.
 2015-05-25 17:15:09 +02:00