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9725 Commits (8dadd1519edb503f71f1f795cd799e06f6b86a52)

Author SHA1 Message Date
Johannes Pfeifer 8dadd1519e Restore backward compatibility of OSR command with maxit and tolf options 
Translates these options into optim_opt structure
 2016-07-22 16:53:19 +02:00
Houtan Bastani 816b5bb884 Revert "preprocessor: remove maxit, tolf from osr. #1249" 
This reverts commit 86bc3bd435.
 2016-07-21 11:04:04 -04:00
Houtan Bastani 9d5f4c930a Merge pull request #1256 from JohannesPfeifer/tolf-doc 
Document tolf and tolx options for perfect foresight and steady
 2016-07-21 09:47:12 -04:00
Houtan Bastani 86bc3bd435 preprocessor: remove maxit, tolf from osr. #1249 2016-07-21 09:46:08 -04:00
Houtan Bastani ed549d3ba7 preprocessor: add tolx to perfect_foresight_solver 2016-07-21 09:40:19 -04:00
Johannes Pfeifer 08e63f1812 Document tolf and tolx options for perfect foresight and steady 
Related to #1249
 2016-07-21 09:40:35 +02:00
Houtan Bastani 8446e6bc14 preprocessor: add tolf to perfect_foresight_solver and steady. #1249 2016-07-20 10:57:06 -04:00
Houtan Bastani e5b851d175 preprocessor: remove extraneous token 2016-07-20 10:43:13 -04:00
Houtan Bastani aa703462d0 fix spacing 2016-07-20 10:42:36 -04:00
Houtan Bastani 5fda0ffd2a fix installation instructions for os x 2016-07-20 10:39:48 -04:00
Houtan Bastani 258cab7493 Merge pull request #1253 from JohannesPfeifer/Merge_fix_likelihood 
Add missing logical operator from likelihood functions introduces whe…
 2016-07-20 10:37:10 -04:00
Johannes Pfeifer 72b8c650e5 Add missing logical operator from likelihood functions introduces when removing global penalty 2016-07-18 11:11:43 +02:00
Michel Juillard e7a1988223 throwing exception if dgges reports an error 2016-07-17 14:40:15 +02:00
Michel Juillard 5d38280f27 remove one instance of dynamic exception specification 
closes issue #1250
 2016-07-16 00:13:47 +02:00
Michel Juillard dcff4b57a9 adding missing initializations 2016-07-15 17:43:58 +02:00
Michel Juillard 22f49971bc fixing bug in mcp model setup 
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
 2016-07-03 10:56:44 +02:00
Michel Juillard 2f2413e64a addind ep accuracy check 2016-07-03 10:56:44 +02:00
Marco Ratto bf293396b6 Harmonize FilteredVariables with Updated and Smoothed ones, by adding steady state to stored values, both point estimate and MCMC 
(cherry picked from commit fd0d7d6d27a7937b135521c4dd76d7fa242d89ab)
 2016-07-01 20:40:17 +02:00
Johannes Pfeifer 7621ebb5ea Harmonize spelling and function arguments of collect_latex_files.m 
All lower caps and no inputs
 2016-07-01 19:09:29 +02:00
Johannes Pfeifer 8694617bd0 Add rplot to TeX-test 2016-07-01 19:09:29 +02:00
Johannes Pfeifer 9275cd089b Add eps-loader to rplot.m 
Also makes sure that every single graph is saved when looping over figures
 2016-07-01 19:09:29 +02:00
Johannes Pfeifer 2a2d81784b Allow rplot to plot exogenous variables 2016-07-01 19:09:29 +02:00
Stéphane Adjemian (Lupi) 46a149576b Merge branch 'pr#1241' 2016-07-01 16:30:49 +02:00
Stéphane Adjemian (Hermes) 2435040929 Changed default for nonlinear filters. 2016-07-01 11:47:21 +02:00
Stéphane Adjemian (Hermes) b6ecf5fdd0 Updated particles submodule (fixes for apf and cpf). 2016-07-01 11:41:39 +02:00
Houtan Bastani 848d81eb84 Merge pull request #1238 from rattoma/gsa 
Bug fixes for identification with ML
 2016-06-27 23:45:05 +02:00
Stéphane Adjemian (Hermes) c5f8fe7f85 Added integration test for {variables,parameters} partitioning. 2016-06-27 12:10:15 +02:00
Stéphane Adjemian (Hermes) 581198741f Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions"" 
This reverts commit b0e7f1cfd7.
 2016-06-24 17:38:54 +02:00
Stéphane Adjemian (Hermes) fcaf457f35 Cosmetic change (code factorization). 2016-06-24 17:35:56 +02:00
Johannes Pfeifer 420e80e538 discretionary_policy: Call steady_state-file to make sure that parameter dependence is correctly handled 
Prevents cryptic crashes due to NaN in derivatives of objective function
 2016-06-23 20:50:17 +02:00
Johannes Pfeifer 317f958184 Ramsey: Test whether number of instruments matches number of missing equation 
Otherwise cryptic crashes can result
 2016-06-23 20:48:01 +02:00
Houtan Bastani b0e7f1cfd7 Revert "preprocessor: allow for partitioning of variables along multiple dimensions" 
This reverts commit 7a29f50d99.
 2016-06-23 15:59:35 +02:00
Houtan Bastani 7a29f50d99 preprocessor: allow for partitioning of variables along multiple dimensions 2016-06-23 15:36:42 +02:00
Marco Ratto be758613f4 fixed bugs that prevented the computation of the asymptotic Hessian with ML. 2016-06-19 11:09:59 +02:00
Marco Ratto 25120e54f5 added check for singular values whose eigenvectors contains only ONE column 2016-06-19 11:08:37 +02:00
Michel Juillard b75f333a7e fixed snes_1.cc for petsc-3.7.2 2016-06-18 11:21:42 +02:00
Michel Juillard 5d1162d229 fixed bug in writeCCOutput 2016-06-18 11:21:42 +02:00
Stéphane Adjemian (Hermes) 25243712ba Fixed bug on non linux platforms + Cosmetic changes. 
The paths to mex files was wrong.
 2016-06-17 22:02:34 +02:00
Johannes Pfeifer e214ec2976 Allow for parameter_set=mle_mode in conditional_forecast 2016-06-17 00:21:08 +02:00
Johannes Pfeifer 1c420e6056 Allow for parameter_set=mle_mode in shock_decomposition 
Required after writing results into oo_.mle_mode for ML estimation
 2016-06-17 00:21:08 +02:00
Stéphane Adjemian (Hermes) 1dea10d478 Updated dynare_config wrt #c7e848948156fe8febca22276a77c9586c565d87 2016-06-17 00:16:06 +02:00
Stéphane Adjemian (Hermes) af9b069830 Moved isoctave routine in base directory. 2016-06-17 00:04:00 +02:00
Stéphane Adjemian (Hermes) d80f6d9a99 Minimize the number of calls to addpath. 
These calls have a prohibitive cost...
 2016-06-16 23:55:07 +02:00
Stéphane Adjemian 3ae44efbea Merge pull request #1218 from rattoma/gsa 
Allow Screening with neighborhood_width sampling.
 2016-06-16 22:18:39 +02:00
Stéphane Adjemian (Lupi) 33d35bc3c5 Added quantile routine in missing. 
This is missing if the stats toolbox is not available. Integration test
TeX/fs2000_corr_ME.mod was failing because of its absence.
 2016-06-16 14:33:57 +02:00
Johannes Pfeifer f86b0a5ad6 Make dyn_forecast.m account for trend_coeffs saving coefficients for all variables 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 3b09ab5424 Save Smoother.Trend and Smoother.Constant after MCMC 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 1c84ccdc34 Save trend and constant for all variables in smoother 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 3efe283bf0 Make oo_.Smoother.TrendCoeff have size of endogenous variables 
Sets coefficients with unspecified trends to 0, allowing to later use the trend_var command for setting trends
 2016-06-16 12:05:38 +02:00
Johannes Pfeifer 5d6d1336ef Enable filter_covariance option in posterior sampling 2016-06-16 12:05:38 +02:00