Stéphane Adjemian (Charybdis)
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978f29f59d
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Added missing field in bayestopt_ (restrict_var_list, indices for the state and observed variables).
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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5458492674
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Fixed bug.
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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f3e27e82d6
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Fixed typo (misspelled EstimatedParameters structure).
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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1ab6aae56e
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Fixed typo (number of observed variables).
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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f798118902
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Updated test on options_.order (current version can estimate dsge models with non linear filters considering a second order approximation of the model).
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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6a8095303e
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Added particle filter flag.
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2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
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2f3c8f910f
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Fixed bug related to the dynare implementation of the simplex algorithm.
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2012-03-04 22:12:58 +01:00 |
Stéphane Adjemian (Charybdis)
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8aea0bf14c
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Updated copyright year.
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2012-03-04 22:12:58 +01:00 |
Stéphane Adjemian (Charybdis)
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13f1e62de8
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Deleted trailing white spaces.
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2012-03-04 22:12:58 +01:00 |
Stéphane Adjemian (Charybdis)
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859335b34f
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Fixed bug in extended path routine (appearing when some innovations have zero variance).
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2012-03-04 22:12:58 +01:00 |
Stéphane Adjemian (Charybdis)
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e882a2ea36
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Added unitary test.
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2012-03-04 22:09:18 +01:00 |
Stéphane Adjemian (Charybdis)
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192b5c7113
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Fixed bugs in routines related to the extended path algorithm.
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2012-03-04 22:09:18 +01:00 |
Stéphane Adjemian (Charybdis)
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0aaa7a8a13
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Fixed bug in internal tests of local_state_space_iteration_2 routine.
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2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
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100ff94644
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Fixed bug related to the path to the testes routine.
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2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
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40329e3e29
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Added routine to compute one step ahead state space iteration (mex and m). The state space
equations are approximated at order two around the deterministic steady state.
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2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
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8f95711445
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Fixed texinfo header. Added two internal tests.
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2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
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f9671be3d2
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Deleted trailing white space.
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2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
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939318a380
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Added a comment about the timming tests done in the third section of the internal tests.
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2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
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0a9daa519a
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Updated copyright year.
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2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
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78fe29eeef
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Cosmetic changes in texinfo headers. Deleted trailing white spaces. Changed the value of show_time in the third internal test.
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2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
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2a88e49f9f
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Cosmetic changes in texinfo header. Deleted trailing spaces.
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2012-03-04 22:07:26 +01:00 |
Johannes Pfeifer
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ce40f0ebfc
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Add CMAES (Ticket #245) for mode optimization
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2012-03-04 22:07:26 +01:00 |
Michel Juillard
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bad8746e77
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corrected bugs in extended path. The code works now with
./tests/ep/linear.mod
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2012-03-04 20:59:57 +01:00 |
Sébastien Villemot
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df324fddcc
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License file: use final URL for copyright format spec
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2012-02-24 18:07:27 +01:00 |
Sébastien Villemot
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3551512a6f
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Another hack to get static linking of libgfortran under MinGW
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2012-02-24 17:35:54 +01:00 |
Sébastien Villemot
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9067d7704c
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Link with -static-libgfortran under MinGW
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2012-02-24 16:40:58 +01:00 |
Sébastien Villemot
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89ca683ab9
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Fix "make dist" following changes in estimation DLL
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2012-02-24 12:21:33 +01:00 |
Michel Juillard
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da0beac147
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updating calling sequence for estimation dll and introducing templates
when necessary
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2012-02-23 18:39:41 +01:00 |
Ferhat
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eb567f5202
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Cleaning the code: getting rid of unused variables
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2012-02-17 10:59:39 +01:00 |
Ferhat
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ee9213d77c
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Corrects a bug in the computation of the number of leads and lags
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2012-02-17 10:50:54 +01:00 |
Ferhat
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28a1cf52cd
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Corrects the number of lead and lags of a block
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2012-02-17 10:48:28 +01:00 |
Ferhat
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2234cdc5bd
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g0 has to be initialized
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2012-02-17 10:41:42 +01:00 |
Ferhat
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441e58cd01
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Need to evaluate the recursive blocks to compute the temporary terms
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2012-02-17 10:38:39 +01:00 |
Ferhat
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09a3f3a084
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Updates M_params only if estim_params_ has a field param_vals (not the case for a kalman_smoother)
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2012-02-17 10:36:21 +01:00 |
Ferhat
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e184c1f368
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ghx matrix has to be stored as soon as the block contains lagged or mixed variables
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2012-02-17 10:24:31 +01:00 |
Sébastien Villemot
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f09c10e2d3
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Merge remote-tracking branch 'ratto/master'
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2012-02-13 11:15:24 +01:00 |
Michel Juillard
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22e76c8ac8
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correcting dimension bugs in solve_stochastic_perfect_foresight_model;
doesn't work yet; now Jacobian is singular
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2012-02-11 15:42:45 +01:00 |
Michel Juillard
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3564eca525
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new version of solve_stochastic_perfect_foresight_model; doesn't work yet
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2012-02-11 14:59:51 +01:00 |
Stéphane Adjemian (Charybdis)
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d5628a277e
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Fixed i_cols iterations.
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2012-02-11 00:01:22 +01:00 |
Marco Ratto
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e2b7848f6c
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security checks before removing remote folders
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2012-02-10 22:44:09 +01:00 |
Marco Ratto
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1129e29ceb
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bug fix for octave
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2012-02-10 22:43:11 +01:00 |
Marco Ratto
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31feb32bd3
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bug fix for remote unix called by windows master
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2012-02-10 22:42:29 +01:00 |
Marco Ratto
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ff5a802f65
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allow the possibility to close all slaves from a condition found in one single thread (e.g. in a while loop where all threads look for the verification of a condition in a loop)
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2012-02-10 22:41:54 +01:00 |
Marco Ratto
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77e84c5328
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removed left keyboard line + cosmetics.
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2012-02-10 22:38:41 +01:00 |
Stéphane Adjemian (Charybdis)
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060dc74cf5
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Fixed computation of the expectations (it==2 case).
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2012-02-10 19:05:50 +01:00 |
Stéphane Adjemian (Charybdis)
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ad2f9574e5
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Copy of solve_perfect_foresight_model.m --> stochastic version (with ,gaussian quadrature).
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2012-02-10 19:05:50 +01:00 |
Stéphane Adjemian (Charybdis)
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6c9eeec7e5
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Removed codes related to stochastic extended path.
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2012-02-10 19:05:50 +01:00 |
Marco Ratto
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ec022385c0
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added info about each parameter for the sequence of univariate iterations.
manually cherry picked from 4.2. branch:
1a5a294c5f93d5368052095e138f852aab1d3177
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2012-02-10 17:37:02 +01:00 |
Houtan Bastani
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0f9d5d93d1
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bug fix: quotes in warnings do not comply with Matlab disp
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2012-02-10 17:05:37 +01:00 |
Houtan Bastani
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870766f6e1
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preprocessor: add lik_init to dynare_sensitivity command
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2012-02-09 12:52:33 +01:00 |