Stéphane Adjemian (Charybdis)
8aea0bf14c
Updated copyright year.
2012-03-04 22:12:58 +01:00
Stéphane Adjemian (Charybdis)
13f1e62de8
Deleted trailing white spaces.
2012-03-04 22:12:58 +01:00
Stéphane Adjemian (Charybdis)
859335b34f
Fixed bug in extended path routine (appearing when some innovations have zero variance).
2012-03-04 22:12:58 +01:00
Stéphane Adjemian (Charybdis)
e882a2ea36
Added unitary test.
2012-03-04 22:09:18 +01:00
Stéphane Adjemian (Charybdis)
192b5c7113
Fixed bugs in routines related to the extended path algorithm.
2012-03-04 22:09:18 +01:00
Stéphane Adjemian (Charybdis)
0aaa7a8a13
Fixed bug in internal tests of local_state_space_iteration_2 routine.
2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis)
100ff94644
Fixed bug related to the path to the testes routine.
2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis)
40329e3e29
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.
2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis)
8f95711445
Fixed texinfo header. Added two internal tests.
2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis)
f9671be3d2
Deleted trailing white space.
2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis)
939318a380
Added a comment about the timming tests done in the third section of the internal tests.
2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis)
0a9daa519a
Updated copyright year.
2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis)
78fe29eeef
Cosmetic changes in texinfo headers. Deleted trailing white spaces. Changed the value of show_time in the third internal test.
2012-03-04 22:07:27 +01:00
Stéphane Adjemian (Charybdis)
2a88e49f9f
Cosmetic changes in texinfo header. Deleted trailing spaces.
2012-03-04 22:07:26 +01:00
Johannes Pfeifer
ce40f0ebfc
Add CMAES (Ticket #245 ) for mode optimization
2012-03-04 22:07:26 +01:00
Michel Juillard
bad8746e77
corrected bugs in extended path. The code works now with
...
./tests/ep/linear.mod
2012-03-04 20:59:57 +01:00
Sébastien Villemot
df324fddcc
License file: use final URL for copyright format spec
2012-02-24 18:07:27 +01:00
Sébastien Villemot
3551512a6f
Another hack to get static linking of libgfortran under MinGW
2012-02-24 17:35:54 +01:00
Sébastien Villemot
9067d7704c
Link with -static-libgfortran under MinGW
2012-02-24 16:40:58 +01:00
Sébastien Villemot
89ca683ab9
Fix "make dist" following changes in estimation DLL
2012-02-24 12:21:33 +01:00
Michel Juillard
da0beac147
updating calling sequence for estimation dll and introducing templates
...
when necessary
2012-02-23 18:39:41 +01:00
Ferhat
eb567f5202
Cleaning the code: getting rid of unused variables
2012-02-17 10:59:39 +01:00
Ferhat
ee9213d77c
Corrects a bug in the computation of the number of leads and lags
2012-02-17 10:50:54 +01:00
Ferhat
28a1cf52cd
Corrects the number of lead and lags of a block
2012-02-17 10:48:28 +01:00
Ferhat
2234cdc5bd
g0 has to be initialized
2012-02-17 10:41:42 +01:00
Ferhat
441e58cd01
Need to evaluate the recursive blocks to compute the temporary terms
2012-02-17 10:38:39 +01:00
Ferhat
09a3f3a084
Updates M_params only if estim_params_ has a field param_vals (not the case for a kalman_smoother)
2012-02-17 10:36:21 +01:00
Ferhat
e184c1f368
ghx matrix has to be stored as soon as the block contains lagged or mixed variables
2012-02-17 10:24:31 +01:00
Marco Ratto
c848b3337a
added nodisplay and graph_format options and applied to prior plots and graphs in estimstion routine. Tex tables also splitted when more than 50 params are estimated.
...
nograph: no figure is done
nodisplay: plots are done behind the scenes
graph_format: default only eps figs are saved. it accepts cell vector like {'eps','pdf','fig'}
2012-02-13 11:58:28 +01:00
Sébastien Villemot
f09c10e2d3
Merge remote-tracking branch 'ratto/master'
2012-02-13 11:15:24 +01:00
Michel Juillard
22e76c8ac8
correcting dimension bugs in solve_stochastic_perfect_foresight_model;
...
doesn't work yet; now Jacobian is singular
2012-02-11 15:42:45 +01:00
Michel Juillard
3564eca525
new version of solve_stochastic_perfect_foresight_model; doesn't work yet
2012-02-11 14:59:51 +01:00
Stéphane Adjemian (Charybdis)
d5628a277e
Fixed i_cols iterations.
2012-02-11 00:01:22 +01:00
Marco Ratto
e2b7848f6c
security checks before removing remote folders
2012-02-10 22:44:09 +01:00
Marco Ratto
1129e29ceb
bug fix for octave
2012-02-10 22:43:11 +01:00
Marco Ratto
31feb32bd3
bug fix for remote unix called by windows master
2012-02-10 22:42:29 +01:00
Marco Ratto
ff5a802f65
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)
2012-02-10 22:41:54 +01:00
Marco Ratto
77e84c5328
removed left keyboard line + cosmetics.
2012-02-10 22:38:41 +01:00
Stéphane Adjemian (Charybdis)
060dc74cf5
Fixed computation of the expectations (it==2 case).
2012-02-10 19:05:50 +01:00
Stéphane Adjemian (Charybdis)
ad2f9574e5
Copy of solve_perfect_foresight_model.m --> stochastic version (with ,gaussian quadrature).
2012-02-10 19:05:50 +01:00
Stéphane Adjemian (Charybdis)
6c9eeec7e5
Removed codes related to stochastic extended path.
2012-02-10 19:05:50 +01:00
Marco Ratto
ec022385c0
added info about each parameter for the sequence of univariate iterations.
...
manually cherry picked from 4.2. branch:
1a5a294c5f93d5368052095e138f852aab1d3177
2012-02-10 17:37:02 +01:00
Houtan Bastani
0f9d5d93d1
bug fix: quotes in warnings do not comply with Matlab disp
2012-02-10 17:05:37 +01:00
Houtan Bastani
870766f6e1
preprocessor: add lik_init to dynare_sensitivity command
2012-02-09 12:52:33 +01:00
Michel Juillard
44b03e5f19
modifying extended-path for parallel toolbox
2012-02-07 16:31:57 +01:00
Marco Ratto
8cde66e466
added test for new option
2012-02-06 17:04:29 +01:00
Marco Ratto
bc6042fbe2
Improved display of bivariate projections when pprior=0,
...
specially useful when neighborhood_width is used
2012-02-06 16:01:09 +01:00
Sébastien Villemot
ebbae7936e
Preprocessor: add warning message for signature of checkPass method
2012-02-06 12:16:38 +01:00
Stéphane Adjemian (Charybdis)
9dfc0d5c08
Added calls to matlab implementation of the perfect foresight solver in homotopic routine (extended path approach).
2012-02-04 18:52:03 +01:00
Stéphane Adjemian (Charybdis)
133e51e6d6
Changed the test files conformably to the latest commits related to the (stochastic) extended path approach.
2012-02-04 18:44:57 +01:00