8fa29513f3
extended path: fixing bug for order > 2 and several shocks
2016-06-09 12:02:48 +02:00
335a188dac
Fixed bug in extended path.
...
Allow innovations with zero variance (ie do not force removal of the
variables from the varexo list).
2016-06-09 10:32:25 +02:00
fbc71aa95c
Allow Screening with neighborhood_width sampling.
...
Allow calibrated values for neighborhood_width sampling to violate prior bounds.
2016-06-07 12:22:39 +02:00
fe9ef566a6
Fix duplicate texinfo anchor introduced in previous commit.
2016-06-02 14:01:14 +02:00
ea4ec224e1
preprocessor: add all_values_required option to histval. closes #261
2016-06-02 12:57:11 +02:00
3d16707dd9
Updated particles submodule (bug fixes).
2016-06-01 19:56:09 +02:00
dc1cfb4509
Updated particles submodule (bug fix).
2016-06-01 17:12:39 +02:00
392977d4ef
Changed default parameters for unscented transform (Particle filters).
2016-06-01 17:01:23 +02:00
7df352a60b
correct the name of simulated dataset files.
...
(cherry picked from commit e35beb605bafbd462ec7dc79f0d67f7455a93dbd)
2016-06-01 16:40:26 +02:00
15f83d0e18
Added new option for setting weights in CPF algorithm.
2016-06-01 16:29:53 +02:00
67b808207c
Added new algorithm for the estimation of nonlinear models.
2016-06-01 16:29:53 +02:00
272e3c96f8
Updated particles submodule.
2016-06-01 16:29:53 +02:00
90a493ac98
preprocessor: fix bug in writing of temporary terms. closes #1201
2016-06-01 15:29:10 +02:00
e0475fd4ef
extended path: use deterministic_simulation.status instead of maxerror
2016-05-31 12:10:12 +02:00
0ce2834281
extended path: fixed boundaries for linear problem
2016-05-31 12:10:12 +02:00
5024af0099
extended path: fixed calibrated shocks
2016-05-31 12:10:12 +02:00
c14125d585
PATH: fixing bugs
2016-05-31 12:10:12 +02:00
76f008e4e4
PATH: remove calls to lcppath that doesn't work with perfect foresight models
2016-05-31 12:10:12 +02:00
d106b20b69
perfect foresight: set boundaries with PATH
2016-05-31 12:10:12 +02:00
ddb9c0657c
fixing linear complementarity problem
2016-05-31 12:10:12 +02:00
450d7b099a
fixing error status for PATH hook
2016-05-31 12:10:12 +02:00
11161063d4
removing debugging output
2016-05-31 12:10:12 +02:00
c49332df43
add support for PATH for steady state
2016-05-31 12:10:12 +02:00
c159dff19c
adding hook for PATH solver
2016-05-31 12:10:12 +02:00
b8132eb556
extended path: adding support for calibrated shock.
...
This commit is not satisfactory because it uses M_.det_shocks
for unexpected shocks. We need to improve on it soon.
2016-05-31 12:10:12 +02:00
66ecdbf368
Merge pull request #1206 from JohannesPfeifer/doc_fixes
...
Various documentation and cosmetic fixes
2016-05-30 19:58:15 +02:00
14c4a5c131
Fix copy and paste mistake in manual
2016-05-30 17:20:26 +02:00
cd128cb563
Document configuration file setting for Windows
...
Closes #337
2016-05-30 13:58:38 +02:00
96098a17d2
Cosmetic fix to set_all_parameters.m
2016-05-30 13:31:22 +02:00
b58c8274dd
Manual: clarify that name tags are not required for all equations for display of residuals with tags
2016-05-28 19:34:07 +02:00
118b3ccb74
catstruct.m: remove call to nargchk, which will be removed in future Matlab versions
2016-05-28 19:32:11 +02:00
eca30eff75
Modify lmmcp unit test to have second (name) tag
2016-05-28 19:31:53 +02:00
f5fd699149
Update documentation on equation tags and LMMCP
...
Also documents solve_algo=10
2016-05-28 18:02:57 +02:00
06ed7ad83f
Update manual on slice mode_files option to reflect 3e8dbcfc7e
2016-05-28 15:45:39 +02:00
96ca17623b
Fix URL fir equation tags
2016-05-28 15:25:03 +02:00
dfbad0404d
Fixed crash in sim1_linear when periods=1.
...
Closes #1176 .
2016-05-26 22:19:36 +02:00
adb1471a3a
Added example for dynare++ in windows package.
...
Closes #1178 .
2016-05-26 15:05:59 +02:00
03da338b05
Added more informative error messages.
2016-05-25 12:54:47 +02:00
6007d51ef4
Code factorization.
2016-05-25 12:42:56 +02:00
fb4dfc6da6
Fixed typo.
2016-05-24 22:32:02 +02:00
0ea9bc4e90
Fixed typo introduced in 0abb9dc6f9.
2016-05-24 21:18:13 +02:00
cd55ed749c
extended_path: fixing inititalization for PATH
...
(cherry picked from commit 7d29e917f77e7e20211e5be01544d86c64af8c65)
2016-05-24 18:08:33 +02:00
28c0c92ae8
fixing typos
...
(cherry picked from commit 86995a3bd478a3dc02919424aeb77e2a550a84c5)
2016-05-24 17:57:26 +02:00
3fa6a96bfb
Added homotopy.
...
Fixes the issue of paths containing spurious solutions for (stochastic)
perfect foresight models.
2016-05-24 17:28:24 +02:00
cfc6957625
Cosmetic changes.
2016-05-24 17:28:24 +02:00
8b5b7921f6
Improved solver for (S)EP.
...
Use previous solution as an initial condition for the perfect foresight problem.
2016-05-24 17:28:24 +02:00
80f1baad7e
Changed solver in simul_backward_nonlinear_model.
2016-05-24 17:28:24 +02:00
6c7f3f1932
Added input to pass sequence of shocks.
2016-05-24 17:28:24 +02:00
7d1d860a53
Fixed ep.init option.
...
Initialization of the perfect foresight solver (in extended path) with
the solution of the first order approximation of the model was broken.
If the value of options_.ep.init is "true"" (1) then the solution of the
first order approximation is used as an initial guess for the newton
lilke solver. If the value of options_.ep.init is "false" (0) the solver
is initialized with the steady state.
2016-05-24 17:28:24 +02:00
dabdda0506
Fixed wrong definition of a logical variable.
...
The second outputr returned by perfect_foresight_solver_core is the
max. abs. residual, not a dummy variable indicating success or failure
of the perfect foresight solver.
2016-05-24 17:28:24 +02:00
Michel Juillard
Stéphane Adjemian (Hermes)
Marco Ratto
Sébastien Villemot
Houtan Bastani
Frédéric Karamé
Johannes Pfeifer