stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
10,043 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

10043 Commits (95076d5c729dae86eeaf1e3445860c9dd6870986)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 95076d5c72 Fixed initial condition of stochastic simulation of backward looking models. 
Do not initialize with the steady state. Use histval if available,
default initialization is 0 (which may be problematic).
 2016-12-01 13:32:54 +01:00
Stéphane Adjemian (Charybdis) e4dee8ef61 Fixed compatibility issues with julia 0.5. 2016-12-01 13:32:54 +01:00
Stéphane Adjemian (Charybdis) 1229372a6c Defines M_PI (cross compilation for Octave). 2016-12-01 13:32:54 +01:00
Stéphane Adjemian (Charybdis) 23642b3b6b Defines M_PI, M_SQRT2 and finite() in bytecode... 
... Which are not in standard C/C++ (otherwise compilation of the mex for Octave
with -std=c++11 fails).
 2016-12-01 13:32:54 +01:00
Houtan Bastani 5f85d3a200 block: fix bug introduced in e410043c24. #1245 2016-11-29 16:45:50 +01:00
Houtan Bastani e410043c24 block: add default argument for _dynamic functions: `varargout{1} = NaN;` #1245 2016-11-29 15:18:59 +01:00
Houtan Bastani cacd60814b Revert "test suite: change related to b5f0621f02. revert when new Octave is released" 
This reverts commit 0b6588c932.
 2016-11-29 14:47:27 +01:00
Houtan Bastani 7ec3dcc6e2 preprocessor: fix bug that caused all models declared linear to fail under ramsey. closes #419 2016-11-29 14:21:34 +01:00
Houtan Bastani 392829ef40 doc: fix typo 2016-11-24 15:19:50 +01:00
Houtan Bastani 811d756e1f Merge pull request #1343 from JohannesPfeifer/weibull_test 
Increase test tolerance under Octave for lpdfgweibull.m
 2016-11-24 11:57:23 +01:00
Johannes Pfeifer ca1c6ecc0e Increase test tolerance under Octave for lpdfgweibull.m 2016-11-24 11:50:21 +01:00
Michel Juillard b85267e03c fixed typo in Makefile.am 2016-11-24 10:00:34 +01:00
Michel Juillard 80eeee697d diffuse_filter: add test for compute_Pinf_Pstar 2016-11-23 20:52:57 +01:00
Michel Juillard 42acb96b3d renamed compute schur_statespace_transformation.m 
refactored code
 2016-11-22 18:40:10 +01:00
Michel Juillard 73e0f9d591 made evaluate_steady_state file consistent with evaluation of auxiliary 
variables in <fname>_static.m file
 2016-11-20 15:40:08 +01:00
Michel Juillard e14a215556 put Z back 2016-11-20 11:46:21 +01:00
Michel Juillard 897af97bff diffuse filter: fixed bug when nonstationary variables aren't observed 2016-11-20 11:08:07 +01:00
MichelJuillard 0952776e53 Merge pull request #1340 from JohannesPfeifer/kalman_H3 
Fix bug in missing_DiffuseKalmanSmootherH3_Z.m
 2016-11-19 10:54:07 +01:00
Johannes Pfeifer 1a978e42df Fix bug in missing_DiffuseKalmanSmootherH3_Z.m 
Closes #1339 by properly factorizing computations
 2016-11-19 10:07:16 +01:00
Michel Juillard 2f9dc09285 diffuse filter: removed special treatment of static variables 2016-11-18 14:36:24 +01:00
Michel Juillard 383d891e81 updating extended path notes 2016-11-14 16:42:49 +01:00
MichelJuillard 0ed2f4722f Merge pull request #1334 from JohannesPfeifer/kalman_fix 
missing_DiffuseKalmanSmootherH3_Z.m: Fix typo in formula that makes t…
 2016-11-14 12:34:25 +01:00
Houtan Bastani 3e9894028a preprocessor: create field in M_ that is true when hessian is zero, false otherwise. closes #1335 2016-11-14 12:32:21 +01:00
Johannes Pfeifer 46b44cd481 missing_DiffuseKalmanSmootherH3_Z.m: Fix typo in formula that makes tests fail 2016-11-14 11:54:39 +01:00
Houtan Bastani 89e0a84327 fix typo from 98cf1bfc1d 2016-11-14 11:08:02 +01:00
MichelJuillard 80157985c0 Merge pull request #1333 from JohannesPfeifer/octave_unit_test 
Two fixes related to Octave unit test
 2016-11-13 19:14:50 +01:00
MichelJuillard 6e93b1ecbf Merge pull request #1330 from JohannesPfeifer/resol_fix 
resol.m: make sure oo.dr is correctly updated even if function is abo…
 2016-11-13 19:14:23 +01:00
MichelJuillard 31d2c7e332 Merge pull request #1324 from JohannesPfeifer/kalman 
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
 2016-11-13 19:13:10 +01:00
Johannes Pfeifer fdbb44fec6 Account for Octave's dbstack providing full path, not just filename 2016-11-10 17:58:47 +01:00
Houtan Bastani 920a9911ee add missing copyright 2016-11-10 17:49:05 +01:00
Johannes Pfeifer fccd164926 Provide lower tolerance to Octave's quadv function as integration otherwise stops prematurely 2016-11-10 17:33:18 +01:00
MichelJuillard 2f29d6b616 Merge pull request #1331 from rattoma/slice 
bug fixes around slice sampler and parallel execution
 2016-11-08 09:22:38 +01:00
Marco Ratto 454ac69191 allow spaces in the name of working directories for parallel execution. 2016-11-07 17:19:38 +01:00
Marco Ratto 0a40cdf064 Bud fix for cases where record does not contain proposal covariance. 2016-11-07 17:18:41 +01:00
Johannes Pfeifer 7b03b8aef4 resol.m: make sure oo.dr is correctly updated even if function is aborted prematurely 
ramsey_policy relies on oo_.dr.ys being set in any case
 2016-11-07 11:36:06 +01:00
Stéphane Adjemian (Charybdis) e2da7c6627 Fixed bug (missing initialization of an option). 2016-11-05 00:08:28 +00:00
Johannes Pfeifer 7831dccd2a Transform save_tmp_file into an option and change defaults 2016-11-04 19:56:55 +01:00
Stéphane Adjemian 7733903661 Merge pull request #1329 from JohannesPfeifer/singularity_warning 
Add more information to singularity warning
 2016-11-04 15:12:07 +01:00
Stéphane Adjemian fa8028f79a Merge pull request #1325 from JohannesPfeifer/dyn_forecast 
Fix bug in dyn_forecast.m that led to crashes when periods-option was…
 2016-11-04 15:11:44 +01:00
Houtan Bastani 2e54240dab preprocessor: fix iterator types in ParsingDriver::svar() 2016-11-04 14:44:45 +01:00
Johannes Pfeifer 2e79d5ccac Add more information to singularity warning 2016-11-04 12:28:01 +01:00
Houtan Bastani 985fce4955 Revert "Reverted merge of pr#1323." 2016-11-04 12:10:10 +01:00
Stéphane Adjemian 4532d13fd3 Merge pull request #1295 from JohannesPfeifer/stochastic_singularity 
Stochastic singularity
 2016-11-04 10:56:50 +01:00
Johannes Pfeifer 3ebc982b02 Add state_uncertainty to Bayesian smoother 2016-11-04 09:23:55 +01:00
Johannes Pfeifer 98cf1bfc1d Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
Johannes Pfeifer 8166707dd4 Document missing_DiffuseKalmanSmootherH3_Z.m 
Also properly initializes Kinf
 2016-11-04 09:21:53 +01:00
Johannes Pfeifer 86534a5f9f missing_DiffuseKalmanSmootherH1_Z.m: introduce proper case distinction in diffuse backward pass if Finf is singular 2016-11-04 09:21:53 +01:00
Johannes Pfeifer 9ce577b126 Cosmetic changes to missing_DiffuseKalmanSmootherH1_Z.m 2016-11-04 09:21:53 +01:00
Johannes Pfeifer e3aecd4e74 Diffuse Kalman filter: add comment for better comparison to Koopman/Durbin (2003) as there is a typo in their paper 2016-11-04 09:21:53 +01:00
Johannes Pfeifer c94011eeb8 missing_DiffuseKalmanSmootherH1_Z.m: fix crash when Pinf is singular for more than 1 period 
iFstar was accessed as three-dimensional array with t along third dimension, but it is only two-dimensional
 2016-11-04 09:21:53 +01:00