a5e60834ca
Ascertain that only correct steady states for linear models are accepted
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Without the check, incorrect steady states were accepted. This happened for example if the model was not linear in the first place and solving a wrongly presumed linear equation system did not work.
2015-06-08 18:09:39 +02:00
bda19832cd
Integrate error from negative steady state with loglinear model into print_info.m
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Prevents crashes during estimation. Instead of directly crashing, error handling is done via print_info.m so that penalizing the error during estimation is possible
2014-12-04 20:04:36 +01:00
b43d52278d
Deal with NaN and Inf in Hessian of dynamic model
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Checks for these cases in stochastic_solvers.m to prevent cryptic crashes in dll-files later on
2014-09-25 08:49:19 +02:00
27d54758be
Fixed typo.
2014-09-10 17:49:33 +02:00
5e8489ac45
Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
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Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
27572277d0
Test the result of steady state computation for correctness
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- Checks correctness of steady state file
- Tests whether result of computation really is a steady state
- Also eliminates case that can never be reached
2014-07-18 13:18:14 +02:00
b69174477c
Add more info on requirement on dsge_var prior weight needed for prior to be proper.
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(cherry picked from commit 74fd0850d61f8ba464ff08ed42c4019d27722fb3)
2014-07-17 22:05:08 +02:00
d9d4fef251
Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m
2014-03-28 14:52:06 +01:00
450c785b6c
Added explicit error message for case 52 in print_info (DSGE-VAR models).
2013-11-16 23:35:10 +01:00
ad0c29262b
Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood.
2013-11-16 23:33:37 +01:00
ead332ed97
Merge pull request #511 from JohannesPfeifer/Correlated_errors_preprocessor
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Bugfixes for correlated shocks
2013-11-05 07:49:37 -08:00
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804bFixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
8282e76d61
Add more explicit information in case of singularity problem
2013-10-31 08:14:35 +01:00
ca96013ca9
Filter out Inf in Jacobian to get rid of most cryptic errors about Lapack function dgges
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Also adds additional debugging info
2013-07-28 12:09:59 +02:00
8574dfd053
Adapted print_info routine.
2013-06-12 10:54:33 +02:00
4923ba0952
Introduced new option that allows to set prior (sign) restrictions to irf's
2013-05-30 10:57:39 +02:00
996ff3bfd3
Remove mexErrCheck from k_order_pert to make it obey the noprint-option
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Currently, all stochastic solvers put the error code to info(1) and use
print_info to output the error. The only exception was k_order_pert,
which immediately created an error. Thus, the use of k_order_pert did
not allow for continuing after encountering errors, because only
print_info obeys the noprint-option. Replacing mexErrCheck by setting
info should deliver the correct behavior.
2013-05-02 14:38:47 +02:00
7094a45f6d
Revert "Make error message for prior violation more explicit by adding second argument to info()"
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This reverts commit 2815d5fbd4
2013-05-02 14:31:29 +02:00
2815d5fbd4
Make error message for prior violation more explicit by adding second argument to info()
2013-04-26 20:20:23 +02:00
9310467658
Fix crash in print_info
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If info(2) is really empty. it cannot be accessed by isempty.
2013-04-26 17:39:35 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
967eb63bbb
fix typo
2012-12-04 11:31:41 +01:00
48e00c5789
corrected and clarified error messages when steady state computation fails
2012-10-31 11:09:25 +01:00
1a968d5f22
Added check for NaN in Jacobian to stochastic_solvers and added explicit error message to print_info.m
2012-08-05 13:09:24 +02:00
abad13d020
Kill estimation if the likelihood is complex or NaN.
2012-06-14 15:32:15 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
c59504adba
Added missing codes to print_info.m and fixed typo
2012-04-25 12:03:52 +02:00
39e55cad62
Corrected AIM error codes that got lost when moving to stochastic_solvers
2012-04-25 12:03:33 +02:00
4ac4fdb2f0
matlab: add missing error code
2012-01-30 18:04:24 +01:00
adedd7d37f
matlab: add missing error message
2012-01-30 18:04:15 +01:00
ecac871435
Changed the name of DsgeLikelihood (-> dsge_likelihood).
2011-12-26 17:46:48 +01:00
b58eaa8e2b
introducing new test for 0/0 case in mjdgges
2011-11-18 22:12:36 +01:00
e2dd3cb88f
fixing more problems with steady state refactoring
2011-10-13 17:14:41 +02:00
ee7078e56c
factoring out steady-state computations; steady_state_model now
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generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
044d19c5d2
fixed bug in detection of near 0/0 eigenvalues
2011-09-04 14:59:48 +02:00
3c0ebb4cc5
added error for near 0/0 on diagonal of Real Generalized Schur decomposition (info=7) and corrected error in test for singular w1 submatrix, introduced in Sept. 2010.
2011-09-01 11:37:40 +02:00
d22b86c2d8
clarify error message
2011-08-30 16:11:59 +02:00
51f759c59f
Fixed typo in error message
2011-08-19 17:20:40 +02:00
cee82819f3
changed test for NaN and Inf in Jacobian, changed info error number, changed error message
2011-08-18 22:22:23 +02:00
abd5a62a07
updated and corrected list of errors in print_info
2011-06-13 18:42:03 +02:00
47f4794aa5
updating list of errors
2011-06-03 06:42:00 +02:00
e91f0776f2
discretionary policy: made returned info values compatible with Dynare
2011-04-05 13:50:21 +02:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
85332744d8
Ticket #59 : add cases for errors that were not being caught and convert AIM error codes so that they don't overlap with other error codes in print_info
2011-02-04 15:47:56 +01:00
6d2f9dc6d8
Added missing case in print_info
2010-10-14 12:03:36 +02:00
3aaccc59e3
Changes related to the new interface for the dsge-var models.
2010-06-24 12:53:10 +02:00
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
c01a3c134b
Reindented the reference manual (using Emacs' nXml mode, except for <programlisting> tags which are messed up by the autoindent)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3248 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 15:35:53 +00:00
4a0a0c1ab9
* Added an exit condition in DsgeLikelihood when the jacobian of the
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dynamic model (evaluated at the steady state) is complex.
* Added case 6 inf print_info (complex steady jacobian).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2890 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 11:39:06 +00:00
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
MichelJuillard
Marco Ratto
Johannes Pfeifer
Sébastien Villemot
Houtan Bastani
Sébastien Villemot
Houtan Bastani
Michel Juillard
Stéphane Adjemian (Scylla)
sebastien
stepan