cfea63b4de
Merge pull request #474 from houtanb/geweke
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Geweke
2013-09-25 05:54:31 -07:00
80768beb1f
Fix a bug similar to #476 in estimated_params_bounds
2013-09-25 14:44:49 +02:00
e75e6a12db
estim_params: remove short-circuit ops, #476
2013-09-24 16:01:47 +02:00
8c12e4afe3
estim_params: remove extraneous find, ref #476
2013-09-24 15:39:15 +02:00
691828cc2f
estim_params: correct for symmetry of correlation, closes #476
2013-09-24 15:31:41 +02:00
388b32ef94
estim_params: fix parenthesis bug, ref #476
2013-09-24 15:12:52 +02:00
d2b020c853
estim_params: use short-circuit AND
2013-09-24 15:10:35 +02:00
30cb093048
front end for Geweke convergence diagnostics for single chains
2013-09-23 15:40:19 +02:00
d8a64df886
nostrict option works for endval too
2013-09-16 17:25:41 -04:00
ebd9d9dee7
nostrict command-line option ignores extraneous assignments in initval. closes #1
2013-09-16 16:14:34 -04:00
20dba7e623
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
e1fbb2c5cd
Move check on variables types within 'shocks' block to the checking pass stage
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Closes #448
2013-08-27 10:38:54 +02:00
a75d8d318e
stoch_simul: add loglinear option #431
2013-08-14 12:02:51 -04:00
201239dbf7
introduce verbatim block closes #437
2013-08-13 17:08:39 -04:00
87dfa938bb
Remove unfinished "shocks" and "labels" options to shock_decomposition
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The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.
Ref. #136
2013-08-13 11:37:16 +02:00
85667336a1
macroprocessor: add length command. closes #436
2013-08-12 17:24:47 -04:00
c9edb8d215
fix typo
2013-08-06 16:02:55 -04:00
a7eedef031
Add full function header to static and dynamic model files
2013-07-28 11:32:14 +02:00
3dc372e5bc
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
dd21816b13
Added (command line) nograph option.
2013-07-10 11:03:48 +02:00
5d56a4f2b0
Make calib_smoother command call evaluate_smoother matlab routine.
2013-06-28 11:14:24 +02:00
2e4a52d69f
osr: add tolf option closes #423
2013-06-26 12:33:48 +02:00
4569dd9427
osr: add maxit option ref #423
2013-06-26 12:32:30 +02:00
340bcc2739
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
cb2228acad
Merge branch 'master' into experimental-mjdgges-threshold
2013-06-12 17:27:25 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
d284f8fb83
Added qz_zero_threshold to check, stoch_simul and estimation commands.
2013-06-12 11:46:56 +02:00
f6f218f828
extended_path: new order and hybrid options (ref #152 )
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Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
b5eb134a29
extended_path is a statement, not a block
2013-06-07 17:16:45 +02:00
2f248dcec4
Do not check for the steady state in diffuse filter mode
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Closes #400
2013-06-03 15:56:10 +02:00
688e30019c
preprocessor: pretty print error info
2013-05-31 18:27:24 +02:00
f48141755c
Add new option parallel_local_files to model block
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Ref #389
2013-05-31 14:47:38 +02:00
11bea492ac
preprocessor: config file: if creating windows node from unix machine, check to see if the password or remoteDrive are empty
2013-05-30 15:33:33 +02:00
b98bf5e84b
preprocessor: config file: if on Windows machine and operatingSystem is empty, then check to see if password or remoteDrive is empty. otherwise, don't check
2013-05-30 15:33:33 +02:00
7b1ddfb43c
preprocessor: config file: remove redundant check
2013-05-30 15:33:26 +02:00
9ba5ffd68e
Revert "Reset oo_.{exo_}steady_state to zero before endval"
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This reverts commit cf146ec4e5
2013-05-27 17:31:41 +02:00
bd72848d27
Add interface and doc to use_univariate_filters_if_singularity_is_detected option
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Closes #414
2013-05-27 17:07:47 +02:00
eb8ba88ea9
Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
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Closes #320
2013-05-24 12:13:32 +02:00
7bbe121769
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
921e7fdafd
Document how functions with a kink are differentiated
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Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.
Closes #355
2013-05-17 16:53:14 +02:00
75b5f1d18a
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
50f2d00ad8
Detect if an extended_path statement is present
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Unused for the time being
2013-04-25 18:07:32 +02:00
35e77136c3
Remove obsolete stuff from pow/log aux vars
2013-04-25 17:26:39 +02:00
a7e29af81c
Fix handling of auxiliary variables in endval block
2013-04-22 18:02:32 +02:00
cf146ec4e5
Reset oo_.{exo_}steady_state to zero before endval
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This is necessary to enforce the documented behavior which says that, if a
variable is not given a value in the endval block, a zero value is assumed.
2013-04-22 18:02:32 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
39cc313964
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
3c5ce6aab9
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
c681b5e4ed
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
Sébastien Villemot
Sébastien Villemot
Houtan Bastani
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Michel Juillard