Stéphane Adjemian (Charybdis)
7f1ab166f5
Fixed bug.
2012-03-08 15:44:14 +01:00
Ferhat Mihoubi
dfbd6c8f2a
Adds the index of equations (M_.blocksEQU) for a block decomposed model without bytecode option and use this index in resid.m to retrieve the residuals
2012-03-08 15:29:56 +01:00
Stéphane Adjemian (Charybdis)
8c4f2c79b7
Changed options conformably to the previous commits.
2012-03-08 12:52:53 +01:00
Stéphane Adjemian (Charybdis)
cfed4b8aaa
Changed some options and the test criteria which has to depend on the value of options_.dynatol.x.
2012-03-08 12:50:28 +01:00
Stéphane Adjemian (Charybdis)
d995234003
Fixed bugs.
2012-03-08 12:49:17 +01:00
Stéphane Adjemian (Charybdis)
f932fc8c78
Return the whole simulated paths instead of only the contemporaneous reaction of the endogenous variables.
...
Otherwise we can not test the number of periods and we cannot use the previous solution
to initialize the following (stochastic) perfect foresight problem.
2012-03-08 12:49:04 +01:00
Stéphane Adjemian (Charybdis)
464dcb651e
Changed defaults related to extended path. Removed some unused options.
2012-03-08 12:45:53 +01:00
Sébastien Villemot
895b58cec4
Merge remote-tracking branch 'ferhat/master'
2012-03-07 09:22:42 +01:00
Stéphane Adjemian (Charybdis)
de07d3b1d7
Removed useless else statement.
2012-03-06 22:54:21 +01:00
Stéphane Adjemian (Charybdis)
93fa8a6c94
Bug fix. Definition of the penalty when the updated parameters are complex.
2012-03-06 22:54:21 +01:00
Stéphane Adjemian (Charybdis)
746fb8ca56
Fixed bug related to the update of the deep parameters in the steady state model.
...
When a deep parameter was initialized to NaN (this is the default) any update of this parameter
done in the steady state model block was not propagated to M_.params. The problem was caused by
the definition of updated_params_flag.
2012-03-06 22:54:20 +01:00
Michel Juillard
3785962519
fixing extended-path test
2012-03-06 12:42:37 +01:00
Ferhat Mihoubi
8ac14f8c80
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
Ferhat Mihoubi
24e58262fc
Error message for external function provides more details
2012-03-06 11:33:02 +01:00
Ferhat Mihoubi
3730957e9f
Considers both 'inf' and 'nan' results in functions return and improves an error message
2012-03-06 11:09:46 +01:00
Ferhat Mihoubi
3072c6e611
Displays more details in case of singular system
2012-03-06 11:03:13 +01:00
Stéphane Adjemian (Charybdis)
91d47148c5
Removed particle filters related mod files from the test suite.
2012-03-05 23:13:32 +01:00
Stéphane Adjemian (Charybdis)
a2f3a53634
Parallelization of local_state_space_iteration_2 (used in non linear filters).
2012-03-05 23:11:49 +01:00
Stéphane Adjemian (Charybdis)
6c091015eb
Fixed texinfo header.
2012-03-05 23:11:49 +01:00
Sébastien Villemot
9610cb0b20
Testsuite: add missing files to dist rule
2012-03-05 19:46:01 +01:00
Sébastien Villemot
a708d92d45
Added particle filter tests to the testsuite
2012-03-05 19:45:03 +01:00
Sébastien Villemot
31d6d39811
Added test for CMAES
2012-03-05 19:32:18 +01:00
Sébastien Villemot
f3925d147e
license.txt: merge two stanzas
2012-03-05 19:23:39 +01:00
Sébastien Villemot
6c661b2f80
license.txt: simplify using separate license paragraphs
2012-03-05 19:21:16 +01:00
Sébastien Villemot
7c7656b90a
license.txt: add stance for matlab/cmaes.m
2012-03-05 19:15:53 +01:00
Sébastien Villemot
357bcbe067
Add Johannes Pfeifer to the list of contributors
2012-03-05 19:14:01 +01:00
Sébastien Villemot
2b0322156c
license.txt: cosmetic changes
2012-03-05 19:03:09 +01:00
Sébastien Villemot
c49d33e6ba
Add local_state_space_iterations subdir to dist rule
2012-03-05 18:53:59 +01:00
Stéphane Adjemian (Charybdis)
cf19df92ef
Added an option fot the mode_check plots for defining the size of the neighbourhood around the estimated posterior mode.
2012-03-05 15:03:55 +01:00
Stéphane Adjemian (Charybdis)
cf9e8a6714
Bug fix. When the estimation command is used, do not issue an error message if options_.order>1. In this
...
case reset the options_.order equal to one (except if options_.particle.status==1).
2012-03-05 14:56:02 +01:00
Stéphane Adjemian (Charybdis)
0d58e1855d
Fixed compatibility issue with octave (use set_dynare_seed routine instead of the matlab's commands
...
to set the seed of the random number generators).
2012-03-05 14:37:55 +01:00
Stéphane Adjemian (Charybdis)
59d3d30c90
Fixed typo. Do not use the non linear filter automatically when order==2, otherwise the non linear filters are used if the estimation command is used after a stoch_simul command with order==2. The non linear filter is used only if options_.particle.status is explicitely set to 1 (before the estimation command). A new estimation option is needed...
2012-03-05 14:21:52 +01:00
Michel Juillard
d64817437e
now extended_path with order = 0 calls solve_perfect_foresight_model()
...
and order ~= 0 solve_stochastic_perfect_foresight_model().
checking only first period of simulation for convergence when checking horizon
2012-03-05 12:35:55 +01:00
Stéphane Adjemian (Charybdis)
e1a5e0de53
Objective function needs to be passed as a string to CMAES optimization routine.
2012-03-04 22:13:00 +01:00
Stéphane Adjemian (Charybdis)
83b536c618
Moved CMAES options in global_initialization, so that the options of this routine can be modified by
...
the user by writting in options_.cmaes.
2012-03-04 22:13:00 +01:00
Stéphane Adjemian (Charybdis)
cc281897e0
Added new routine for non linear filter (auxiliary particle filter).
2012-03-04 22:13:00 +01:00
Stéphane Adjemian (Charybdis)
d5900f2822
Added test files for non linear filters.
2012-03-04 22:13:00 +01:00
Stéphane Adjemian (Charybdis)
8de93c21f2
Fixed bug (cost_flag->exit_flag).
2012-03-04 22:13:00 +01:00
Stéphane Adjemian (Charybdis)
724b99412f
Added option for kitagawa/stratified approach in traditional resampling.
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
3b471e3a99
Bug fix. Added missing input (method specification) to the resampling routine.
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
6b736cf622
Bug fix. Added missing input to the non linear likelihood routine (DynareOptions).
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
fb4def04bd
Fixed bug related to the name of the sub-structure for the non linear filters.
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
bbf63f0da9
Deleted trailing white spaces.
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
978f29f59d
Added missing field in bayestopt_ (restrict_var_list, indices for the state and observed variables).
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
5458492674
Fixed bug.
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
f3e27e82d6
Fixed typo (misspelled EstimatedParameters structure).
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
1ab6aae56e
Fixed typo (number of observed variables).
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
f798118902
Updated test on options_.order (current version can estimate dsge models with non linear filters considering a second order approximation of the model).
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
6a8095303e
Added particle filter flag.
2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis)
2f3c8f910f
Fixed bug related to the dynare implementation of the simplex algorithm.
2012-03-04 22:12:58 +01:00