Johannes Pfeifer
05635a4546
Change dynare_minimize_objective.m to use the correct field when selecting user-defined optimizer.
2015-06-01 16:42:02 +02:00
Stéphane Adjemian
583d20848f
Merge pull request #941 from JohannesPfeifer/huge_number
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Document new options huge_number and dr_disp_tol
2015-06-01 16:40:32 +02:00
Stéphane Adjemian (Hermes)
88798bfe5e
Fixed bug introduced in c22d31330c
(Ramsey
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constraints).
2015-06-01 12:27:16 +02:00
Houtan Bastani
48098f9a50
readme: no longer support windows build
2015-06-01 11:48:58 +02:00
Houtan Bastani
ed1b42f12a
readme: update to use Homebrew Dynare --HEAD build
2015-06-01 11:27:16 +02:00
Houtan Bastani
e4a75df606
readme: modify os x build rules to require mactex as it is also needed for dynare++
2015-06-01 11:10:24 +02:00
Michel Juillard
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Stéphane Adjemian (Hermes)
c97aaad62d
Fixed bug.
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Rename options as options4fsolve, otherwise original options structure is lost.
2015-05-29 15:19:20 +02:00
Stéphane Adjemian (Hermes)
b7f8fb5710
Removed e_f from shocks (declared but unused in the model block).
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=> Removed the first test (calibrated covariance of structural
shocks). We probably want to put it back, but need to change
the model for that (by adding e_f in the model).
2015-05-29 12:19:54 +02:00
Stéphane Adjemian (Hermes)
d3ce3aaca5
Removed e_f from shocks and estimated_params block (declared but not used in the model).
2015-05-29 12:13:49 +02:00
Stéphane Adjemian (Hermes)
60c18a0cef
Fixed typo.
2015-05-29 12:06:08 +02:00
Stéphane Adjemian (Hermes)
5fea7a4049
Fixed typos.
2015-05-29 11:52:04 +02:00
Stéphane Adjemian (Hermes)
959349d30f
Put rgwmh options in a substructure.
2015-05-28 18:03:53 +02:00
Houtan Bastani
deabd99514
update .gitignore to ignore files called “checksum”
2015-05-28 16:18:55 +02:00
Houtan Bastani
def2bf81d2
preprocessor: fix bug in merge of rmExtraExo branch
2015-05-28 16:16:54 +02:00
Stéphane Adjemian (Hermes)
194bdb57c3
Merge branch 'rewrite-nonlinear-filters'
2015-05-28 15:40:39 +02:00
Stéphane Adjemian (Hermes)
a211e91378
Updated particles.
2015-05-28 15:36:56 +02:00
Stéphane Adjemian (Hermes)
928c51e5b9
Added online approach (parameters treated as state variables) in the
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reference manual.
2015-05-28 15:36:56 +02:00
Frédéric Karamé
88ebafc363
Fixes typos.
2015-05-28 14:37:48 +02:00
Houtan Bastani
28ffa9c56f
Merge branch 'rmExtraExo'
2015-05-28 12:33:56 +02:00
Frédéric Karamé
a97cc09962
Simplification of the mod file.
2015-05-28 11:54:55 +02:00
Houtan Bastani
60b3577a09
avoid call to dyn2vec in stoch_simul when the minimal_workspace option is passed, closes #946
2015-05-28 11:53:50 +02:00
Houtan Bastani
fe8750c1bc
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00
Frédéric Karamé
0c2483278c
Add three variables for RWGMH.
2015-05-28 11:45:16 +02:00
Stéphane Adjemian (Hermes)
94776660ff
Merge branch 'master' into rewrite-nonlinear-filters
2015-05-28 10:03:26 +02:00
Stéphane Adjemian (Hermes)
e4f3ff664c
Use macros and data command in tests/particle/dsge_base2.mod.
2015-05-27 18:09:03 +02:00
Stéphane Adjemian (Hermes)
47f4d37e70
Fixed online filter with first order approximation of the model.
2015-05-27 18:06:48 +02:00
Frédéric Karamé
888cf1eeff
Updated particles.
2015-05-27 16:00:09 +02:00
Frédéric Karamé
38a276fb08
restore the default value for distribution_approximation
2015-05-27 14:57:01 +02:00
Frédéric Karamé
df67efcb7c
add an exception for the use of gaussian filters and gradient-based estimation methods
2015-05-27 14:37:50 +02:00
Stéphane Adjemian (Hermes)
96b484d89c
Updated particles.
2015-05-27 14:35:55 +02:00
Michel Juillard
127730d731
solve bugs when there are lags of exogenous variables on more than one
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period in deterministic models.
2015-05-27 12:22:32 +02:00
Stéphane Adjemian (Hermes)
ccd4e40b49
Merge branch 'master' into rewrite-nonlinear-filters
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Conflicts:
.gitmodules
tests/particle/dsge_base2.mod
2015-05-27 12:18:33 +02:00
Frédéric Karamé
2a5728dd85
last modfile
2015-05-27 12:06:50 +02:00
Frédéric Karamé
b7d40cc714
add three datafiles corresponding to the usual calibration exercise in the literature.
2015-05-27 12:06:50 +02:00
Frédéric Karamé
503356c2e3
clean the dsge_base mod file.
2015-05-27 12:06:50 +02:00
Michel Juillard
eefa7bb70a
fixing problem with endogenous_terminal_period
2015-05-27 10:23:14 +02:00
Michel Juillard
1b822a9105
fix calls to dynare_solve() when Jacobian of function must be computed
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numerically. Fix call to dynare_solve() in simulation_core()
2015-05-26 15:51:09 +02:00
Houtan Bastani
025e7a13c3
preprocessor: add new field orig_expr for expectation aux vars, closes #773
2015-05-26 15:47:56 +02:00
Houtan Bastani
90c4f834f2
fix typo introduced in f03839cf12
2015-05-26 12:11:24 +02:00
Michel Juillard
d81dda5044
fixing bug in last commit
2015-05-25 18:52:46 +02:00
Michel Juillard
3ef5bc2989
Merge branch 'master' into new_ep
2015-05-25 17:20:23 +02:00
Michel Juillard
92a33f9792
changed another call to dynare_solve() forgotten in last commit
2015-05-25 17:15:09 +02:00
Michel Juillard
f03839cf12
removed "global options_" in dynare_solve.m and made it an
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argument. Modified all calling functions.
2015-05-25 17:15:09 +02:00
Michel Juillard
a36fd53eff
fixing extended-path
2015-05-25 09:43:21 +02:00
Michel Juillard
b3047c9742
Merge branch 'master' into new_ep
2015-05-23 18:26:07 +02:00
Houtan Bastani
61ffed3eff
preprocessor: fix function call in reindexStaticOnlyEquations
2015-05-20 12:28:49 +02:00
Houtan Bastani
eb5f56703f
preprocessor: move all dynamic model reindexing to DynamicModel
2015-05-20 12:27:56 +02:00
Houtan Bastani
d5cb78bbea
fix typo introduced in 89828e56cc
2015-05-20 10:12:24 +02:00
Houtan Bastani
04ce73f7c4
preprocessor: remove unused, overload of rmExo
2015-05-19 16:47:44 +02:00