Commit Graph

5303 Commits (91314724293efd9f06ab1da56fd19d029dcdef7d)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 9131472429 Do not ask for confirmation when deleting a non empty directory (Octave) 2015-10-07 18:13:44 +02:00
Stéphane Adjemian (Charybdis) c064e9ed5e Make unit test compatible with Octave. 2015-10-07 17:47:14 +02:00
Stéphane Adjemian (Charybdis) 44c198f3f4 Updated dseries module (fix for csv files). 2015-10-07 11:58:17 +02:00
MichelJuillard f4e8fc74da Merge pull request #1068 from JohannesPfeifer/trust_region
Test for solution before breaking with error code -3 in trust_region
2015-10-06 14:17:25 +02:00
Johannes Pfeifer 934901036b Test for solution before breaking with error code -3 in trust_region.m
Fixes #1067
2015-10-06 13:59:59 +02:00
Stéphane Adjemian (Charybdis) 489bffdfd8 Fixed option names for mode_compute=6. 2015-10-06 11:34:56 +02:00
Stéphane Adjemian (Charybdis) 03b92c6387 Added file to clear all functions with persistent variables. 2015-10-06 11:34:56 +02:00
Houtan Bastani 07e29125a2 Revert "Merge pull request #1064 from JohannesPfeifer/trust_region"
This reverts commit 9cc96b93c0, reversing
changes made to 1bc965625c.
2015-10-06 09:52:16 +02:00
Houtan Bastani 51463929d1 reporting submodule update 2015-10-02 16:22:35 +02:00
Stéphane Adjemian (Charybdis) a42a9a427f Added a routine to test if a file is older than all the files in a folder (and subfolders). 2015-09-25 23:37:45 +02:00
Johannes Pfeifer c01352ea3b Fix exit criterion in trust_region.m
Otherwise, error code -3 (Trust region became uselessly small) was accepted as a solved steady state
2015-09-25 09:11:47 +02:00
Stéphane Adjemian (Charybdis) a911568b37 Updated dseries submodule and reference manual.
Remove the possibility to instantiate an empty dseries with a range of dates.
2015-09-14 14:07:51 +02:00
Houtan Bastani 268384572b Merge pull request #1017 from JohannesPfeifer/gsa_fix
Fix bugs in gsa with morris and posterior sampling
2015-09-09 11:44:49 +02:00
Stéphane Adjemian (Charybdis) e5e9bdb892 Adding missing exception...
For cases where a generalized eigenvalue is too close to 0/0.
2015-09-04 11:02:39 +02:00
Stéphane Adjemian (Charybdis) 59618d132e Do not print warning backtrace when some parameters are not initialized. 2015-09-03 18:31:02 +02:00
Stéphane Adjemian (Charybdis) 267218b5b2 Updated m-unit-tests submodule. 2015-09-01 14:55:23 +02:00
Stéphane Adjemian edcddd9008 Merge pull request #1037 from JohannesPfeifer/rolling_window
Add capacities for rolling window estimation
2015-08-31 12:56:02 +02:00
Stéphane Adjemian ffa281a058 Merge pull request #1043 from JohannesPfeifer/check_matlab_path
Make check_matlab_path.m able to deal with one-letter files
2015-08-31 09:12:35 +02:00
Stéphane Adjemian (Charybdis) d8eff0843f Updated particles submodule. 2015-08-28 11:20:24 +02:00
Johannes Pfeifer 14e2b6ec67 Make check_matlab_path.m able to deal with one-letter files
Closes #1040
2015-08-27 15:34:54 +02:00
Stéphane Adjemian 9179d331e0 Merge pull request #1036 from JohannesPfeifer/cosmetics
Speedup and compatibility
2015-08-27 11:46:16 +02:00
Stéphane Adjemian (Charybdis) d125c2effc Fixed bug (wrong syntax for switch, case 5). 2015-08-27 11:37:07 +02:00
Johannes Pfeifer f5dac58ffc Remove redundant check whether nobs is empty from dynare_estimation.m 2015-08-25 15:40:44 +02:00
Johannes Pfeifer f80f0f9258 Add capacities for rolling window estimation 2015-08-25 15:37:25 +02:00
Johannes Pfeifer 26437e1c32 Replace eval by indirect addressing of fields. 2015-08-25 09:45:39 +02:00
Johannes Pfeifer 24a91ab6bc Replace inline by anonymous functions
Inline will be removed from future Matlab versions
2015-08-25 09:44:48 +02:00
Michel Juillard 511801c903 finalize svar_global_identification_check 2015-08-24 14:53:27 +02:00
Houtan Bastani a88d1bd0f8 Merge pull request #1032 from JohannesPfeifer/mode_check
Add missing fclose to mode_check.m
2015-08-17 14:45:25 +02:00
Johannes Pfeifer ee66f892ca Add missing fclose to mode_check.m 2015-08-17 14:42:52 +02:00
Houtan Bastani e8b894c791 submodule update: dseries 2015-08-17 12:16:21 +02:00
Houtan Bastani b7b9202672 Merge pull request #1029 from JohannesPfeifer/display_Jacobian
Fix wrong display type in display_problematic_vars_Jacobian.m
2015-08-17 11:00:25 +02:00
Johannes Pfeifer 6f8000f0f3 Condition test whether varobs was defined on existence of field 2015-08-17 10:48:41 +02:00
Johannes Pfeifer c322315010 Fix wrong display type in display_problematic_vars_Jacobian.m
Equation number is a double, not a string.
2015-08-15 11:58:43 +02:00
Johannes Pfeifer 9b6d7dc68a Make irf_plot_threshold consistent with manual
IRFs smaller and not smaller equal should not be displayed
2015-08-14 12:36:08 +02:00
Stéphane Adjemian de9f5cd8e1 Merge pull request #1023 from JohannesPfeifer/posterior_std
Clarify that oo_.posterior_std comes from mode computing
2015-08-13 16:10:12 +02:00
Stéphane Adjemian (Lupi) 1fa050830b Manually merged PR #1022. 2015-08-13 14:49:39 +02:00
Johannes Pfeifer 2476ffdbb9 Add indicator for successful run of MCMC and provide error message if load_mh_file is used with crashed chain
Closes #917
2015-08-11 14:37:37 +02:00
Johannes Pfeifer 7bdc6de481 Cosmetic improvements in *_mh_history_file 2015-08-11 14:33:45 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Johannes Pfeifer 8a09c61adb Redefine oo_.posterior_std and add oo_.posterior_std_at_mode
Makes clear that oo_.posterior_std_at_mode comes from mode-finding while oo_.posterior_std comes from MCMC
2015-08-11 11:24:58 +02:00
Johannes Pfeifer beab158a67 Various cosmetic fixes 2015-08-10 21:35:51 +02:00
Houtan Bastani 6e3a73190f fix general oo_ conversion function: make recursive, works in both directions, #915 2015-08-07 11:42:33 +02:00
Johannes Pfeifer df54dcaddb filt_mc: Fix saving of variables that might not exist 2015-08-06 11:56:56 +02:00
Johannes Pfeifer ef4200b3c3 Fix compatibility of gsa with new data interface 2015-08-06 11:56:15 +02:00
Houtan Bastani e13a59eb64 preprocessor: add one_sided_hp_filter to stoch_simul. #1011 2015-08-03 17:34:34 +02:00
Houtan Bastani d9a1b99899 preprocessor: add bandpass_filter option to stoch_simul. #1011 2015-08-03 17:28:55 +02:00
Michel Juillard 8fb08096b2 fixed bug introduced in commit caa04fb251 2015-07-31 19:37:55 +02:00
Houtan Bastani f216b9194b modify version checking files to work with versions with 2 and 3 numbers, #915 2015-07-31 13:46:37 +02:00
MichelJuillard 7567c04421 Merge pull request #1007 from JohannesPfeifer/ml_use_calibration
Filter out non-fully calibrated model when use_calibration is used wi…
2015-07-31 11:34:28 +02:00
Michel Juillard caa04fb251 add explicit opts in calls to linsolve to solve a bug in linsolve.m
for Octave 4.0.0
2015-07-31 11:25:54 +02:00