8c480aea3d
Merge pull request #936 from JohannesPfeifer/cosmetics
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Two cosmetic fixes
2015-05-11 18:03:41 +02:00
646658a0f2
Add missing deblank to disp_dr.m
2015-05-11 17:40:03 +02:00
3c3b255025
Clarify that output of mode_check.m is minus likelihood/posterior
2015-05-11 17:39:26 +02:00
662c4e64ee
preprocessor: organize external function code
2015-05-11 17:09:29 +02:00
3171e87448
fixing logic in creation of checksum file. Improving documentation.
2015-05-11 08:57:24 +02:00
9d8823dd73
Merge pull request #932 from JohannesPfeifer/t_dist
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Unit test and cosmetic changes for t-distribution
2015-05-10 23:29:17 +02:00
ea08badcf3
Merge pull request #935 from JohannesPfeifer/fix_makefile
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Fix typos Makefile.am
2015-05-10 23:24:57 +02:00
cf5a36a1a8
Fix typos Makefile.am
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Prevents test suite from running
2015-05-10 21:44:36 +02:00
530e314786
adding dynare command line option 'fast' in order not to recompile MEX
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files if the lists of variables and the equations haven't changed
between two runs of the same model file.
2015-05-10 20:29:03 +02:00
a5a5490a12
adding feature to recompile MEX files only if the model has
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changed (not activated yet)
detail of compilation code moved from preprocessor (ModFile.cc) to
./matlab/utilities/general/dyn_mex.m
2015-05-10 18:16:53 +02:00
b67e9626f7
Add more information to header of rand_multivariate_student.m
2015-05-10 10:06:42 +02:00
787f6d37c2
Add unit test for t-distribution as proposal density
2015-05-10 10:06:22 +02:00
16a29d58a6
Merge pull request #930 from JohannesPfeifer/rename_hessian
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Make sure that no variable is named hessian
2015-05-10 09:09:43 +02:00
e76f81740f
Make sure that no variable is named hessian.
2015-05-10 08:17:40 +02:00
29f9cb4d53
Merge pull request #929 from JohannesPfeifer/delete_stale_files
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Delete stale files from previous MCMC runs
2015-05-09 22:47:25 +02:00
e91d92ba6d
Changed encoding to utf-8.
2015-05-09 22:36:19 +02:00
b8eb0ff72d
Added online help to prior command (cli).
2015-05-09 22:36:19 +02:00
de427b77f2
Add unit test for differentiate_forward_vars
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Closes #727
2015-05-09 22:36:19 +02:00
fa1f7794d5
Delete stale files from previous MCMC runs
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Closes #566 . Also adds cosmetic changes to headers of affected routines
2015-05-09 15:13:59 +02:00
450520e946
Merge pull request #926 from JohannesPfeifer/return_values
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Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m retu…
2015-05-09 14:27:03 +02:00
90597ed568
Merge pull request #927 from JohannesPfeifer/Unit_test_leads_lags
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Add unit test for deterministic simulations with several leads and lags
2015-05-09 14:25:35 +02:00
e5da8c9c0d
Merge pull request #928 from JohannesPfeifer/check_input
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Fix various copy and paste errors in check_input_arguments.m
2015-05-09 14:24:37 +02:00
8aec696b95
Fix various copy and paste errors in check_input_arguments.m
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During moving to a separate function, not all variables had been renamed
2015-05-09 08:22:31 +02:00
120946dfb3
Add unit test for deterministic simulations with several leads and lags
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Tests #617
2015-05-09 08:13:22 +02:00
481c470ac9
Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m return correct error codes if prior or likelihood are Inf or NaN
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Closes #284
2015-05-09 08:03:55 +02:00
3bcb89bd72
Merge pull request #893 from JohannesPfeifer/Fix_message
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Fix crash in error message display of perfect_foresight_setup.m when mor...
2015-05-07 17:23:25 +02:00
f960e7bb68
Merged branch simpsa-inf-fix.
2015-05-07 16:01:43 +02:00
6d0dfc2d3f
Do not use hard coded value for the finite interval replacing unbounded intervals in simpsa and simulated annealing algorithms.
2015-05-07 15:59:46 +02:00
f26cec2430
Merge pull request #904 from JohannesPfeifer/mode_compute7_octave
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Fix compatibility of mode_compute=7
2015-05-07 15:16:15 +02:00
de526eae57
Merge pull request #906 from JohannesPfeifer/table_display
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Cosmetic fixes to the on-screen display of tables
2015-05-07 15:15:38 +02:00
f9f763878c
Merge pull request #907 from JohannesPfeifer/optimizer_unit_tests
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Deletes redundant mode_compute tests and moves others to optimizers dire...
2015-05-07 15:14:31 +02:00
efc5ec7002
Merge pull request #908 from JohannesPfeifer/optimizer_doc
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Add documentation for new optimizers
2015-05-07 15:12:15 +02:00
ddc7464b9b
Merge pull request #911 from JohannesPfeifer/MH_cosmetics
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Cosmetic Fixes to Metropolis-Hastings routines
2015-05-07 14:29:27 +02:00
971142131e
Merge pull request #918 from JohannesPfeifer/Geweke_fix
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Fix Geweke convergence when used with load_mh_file
2015-05-07 14:09:36 +02:00
cd509427bf
Merge pull request #919 from JohannesPfeifer/Trace_Plot
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Add possibility to plot posterior density to trace_plot.m
2015-05-07 14:09:11 +02:00
0e0cb1a191
Merge pull request #920 from JohannesPfeifer/Bayesian_IRF_display
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Fix plotting of Bayesian IRFs where IRFs turn from negative to positive.
2015-05-07 14:07:21 +02:00
3a79f28941
Merge pull request #921 from JohannesPfeifer/dynasave
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Add check for field existence to dynasave.m
2015-05-07 12:49:31 +02:00
7e3778df7f
Merge pull request #922 from JohannesPfeifer/identification_JJ_unit_root
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Add check for presence of NaN in JJ to identification_analysis.m
2015-05-07 12:48:49 +02:00
93d5fc96fc
Merge pull request #923 from rattoma/diffuse_filter_and_smoother
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diffuse_kalman_tol was not properly triggered
2015-05-07 12:48:02 +02:00
e2b59630c1
diffuse_kalman_tol not properly triggered
2015-05-07 10:18:55 +02:00
0c7b4f542c
Add check for presence of NaN in JJ to identification_analysis.m
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Usually happens when model has a unit root and unconditional second moments are NaN
2015-05-06 16:14:45 +02:00
f2617fcf74
deterministic simulations: more efficient manner to build the Jacobian matrix
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of the stacked system. Gains is not as much as expected.
2015-05-06 11:16:53 +02:00
7d263dcd2f
Add check for field existence to dynasave.m
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Otherwise, if simulations do not exist, a cryptic crash happens
2015-05-05 16:09:05 +02:00
b8c6c87908
Fix plotting of Bayesian IRFs where IRFs turn from negative to positive.
2015-05-05 16:02:37 +02:00
6d7cbe33c5
Add possibility to plot posterior density to trace_plot.m
2015-05-04 10:49:24 +02:00
50f0dadec8
Fix Geweke convergence when used with load_mh_file
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By accessing mh_replic instead of NumberOfDraws, the diagnostics were not correctly computed on the full chain
2015-05-02 14:23:23 +02:00
85422a2f7d
Added two rules in tests/makefile.am
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A mod file distributed in the tests folder can be executed with
~$ make ramst.o.drs
for Octave, or
~$ make ramst.m.drs
for Matlab. The new rules call %.m.trs or %.o.trs and display the
generated log file.
2015-04-30 16:23:15 +02:00
e550aa806a
change convert_oo_ to be forward compatible
2015-04-30 15:25:54 +02:00
9cf352e471
bug fix in check_valid_ver
2015-04-30 15:24:12 +02:00
a93e0157e4
add utilities to convert oo_ between different versions of dynare, #546
2015-04-30 14:45:53 +02:00
Houtan Bastani
Johannes Pfeifer
Michel Juillard
Stéphane Adjemian
Marco Ratto