98cf1bfc1d
Add smoothed state uncertainty to Kalman smoother routines
2016-11-04 09:23:55 +01:00
b069241d18
Merge pull request #1217 from JohannesPfeifer/qz_estimation
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Make sure diffuse_filter triggers qz_criterium>1
2016-11-04 06:47:17 +01:00
09d374a0be
Merge pull request #1303 from JohannesPfeifer/shock_decomp
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Shock decomposition and posterior moments
2016-11-04 00:41:04 +01:00
f087f84a25
preprocessor: define var for normcdf + msvc. #1259
2016-10-17 14:59:07 +02:00
4b2ddb6f1d
preprocessor: don’t need compiler argument to dynare when using octave. closes #1314
2016-10-14 17:35:10 +02:00
d564d832dd
preprocessor: add normcdf for MSVC. closes #1259
2016-10-14 16:11:44 +02:00
7cd072e064
preprocessor: clean up writePowerDeriv code. it only writes C code, so no need for use_dll argument
2016-10-14 14:30:14 +02:00
d7d2e4fde3
preprocessor: fix bug introduced in 4255be00b8. Normcdf is not supported by MSVC
2016-10-14 13:59:36 +02:00
4255be00b8
preprocessor: allow acosh, asinh, atanh, normcdf for MSVC 11.0 or later
2016-10-14 13:44:21 +02:00
accd70a4c7
preprocessor: add support for MinGW. #1226
2016-10-14 11:25:23 +02:00
bfe182f464
build system: make cp thread safe
2016-10-14 10:57:49 +02:00
dbec97c447
preprocessor: fix warning in parsing
2016-10-07 14:41:33 +02:00
209f1b4a7c
Allow first_obs and nobs as options of shock_decomposition
2016-10-06 14:20:04 +02:00
f553f893c6
Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
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- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
2016-10-02 10:51:47 +02:00
4b3c98d953
preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294
2016-09-30 14:31:13 +02:00
c6f4af8894
preprocessor: add nograph option to shock_decomposition. closes #1290
2016-09-23 17:44:36 +02:00
804d31e8af
preprocessor: allow shock group names to contain spaces. closes #1280
2016-09-14 14:10:00 +02:00
d74550e050
preprocessor: simplify code
2016-09-06 14:59:31 +02:00
833f8c7845
preprocessor: fix bug in conditional_forecast_paths where the shocked endogenous variable id was provided as symb_id instead of type specific symb_id. #1276
2016-09-06 14:58:25 +02:00
e31f0a8d0f
macroprocessor: stop with error when division by zero is encountered. closes #1278
2016-09-05 17:36:40 +02:00
f0909834c0
preprocessor: external_function: add comma to function output args
2016-08-25 15:35:32 +02:00
077b725a52
Correct comment in _dynamic files that misstated columns of derivative matrices
2016-08-22 19:24:35 +02:00
6a6ccfa966
Merge pull request #1257 from JohannesPfeifer/conf_sig
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Conf sig
2016-08-21 16:14:28 +02:00
7680749130
preprocessor: issue error when exogenous included in planner_objective. closes #1264
2016-08-12 11:50:57 +02:00
3695bf4695
preprocessor: Return equation numbers/tags in error message when linear model contains nonzero hessian entries. #419
2016-07-27 15:01:54 -04:00
7695031e77
preprocessor: check linear model hessian = 0. closes #419
2016-07-25 13:43:34 -04:00
816b5bb884
Revert "preprocessor: remove maxit, tolf from osr. #1249"
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This reverts commit 86bc3bd435
2016-07-21 11:04:04 -04:00
86bc3bd435
preprocessor: remove maxit, tolf from osr. #1249
2016-07-21 09:46:08 -04:00
ed549d3ba7
preprocessor: add tolx to perfect_foresight_solver
2016-07-21 09:40:19 -04:00
8446e6bc14
preprocessor: add tolf to perfect_foresight_solver and steady. #1249
2016-07-20 10:57:06 -04:00
e5b851d175
preprocessor: remove extraneous token
2016-07-20 10:43:13 -04:00
dcff4b57a9
adding missing initializations
2016-07-15 17:43:58 +02:00
ad4d77853d
preprocessor: rework conf_sig option
2016-07-04 17:34:44 +02:00
581198741f
Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
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This reverts commit b0e7f1cfd7
2016-06-24 17:38:54 +02:00
b0e7f1cfd7
Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
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This reverts commit 7a29f50d99
2016-06-23 15:59:35 +02:00
7a29f50d99
preprocessor: allow for partitioning of variables along multiple dimensions
2016-06-23 15:36:42 +02:00
5d1162d229
fixed bug in writeCCOutput
2016-06-18 11:21:42 +02:00
1c420e6056
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
d86e78ab01
Fixed dynamic model (julia output)
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The number of columns in the Jacobian matrix is the number of endogenous
variables appearing at time t-1, t and t+1 plus the number of exogenous
variables.
2016-06-14 11:21:23 +02:00
9ca893ca1d
Added routines for steady state computation (julia).
2016-06-14 11:21:23 +02:00
ea4ec224e1
preprocessor: add all_values_required option to histval. closes #261
2016-06-02 12:57:11 +02:00
15f83d0e18
Added new option for setting weights in CPF algorithm.
2016-06-01 16:29:53 +02:00
90a493ac98
preprocessor: fix bug in writing of temporary terms. closes #1201
2016-06-01 15:29:10 +02:00
13ca15a278
Allow (S)EP with arbitrary sequence of innovations.
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The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
b60bd7b36b
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
53747cb082
Fixed lmmcp option.
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This option may be used in extended_path and perfect_foresight_solver commands.
2016-05-24 17:26:06 +02:00
8b084595e2
Added solve_algo as an option for perfect_foresight_solver.
2016-05-24 17:26:06 +02:00
4658d81740
Add pointer to user written steady state routine.
2016-05-23 13:48:19 +02:00
9c1739520b
Bug fix in assert (Julia output)
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Same as 4b830d29ed2d230908a1a5ec1c7badd29c7dc86a but for static model.
2016-05-23 13:48:19 +02:00
0398832e4f
Assign parameter values in main julia module.
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See PR #1102 by spencerlyon2.
Added support for filling in the model.params Vector.
2016-05-23 13:48:19 +02:00
Johannes Pfeifer
Stéphane Adjemian
Houtan Bastani
MichelJuillard