Commit Graph

3720 Commits (9b9eb4e078b81fea98252f429a683c84acf885e7)

Author SHA1 Message Date
Houtan Bastani 9b9eb4e078 irf_shocks bug fix in stoch_simul (Thanks to J. Pfeifer for pointing this out) 2011-07-07 16:04:02 +02:00
Houtan Bastani bf85614668 fix typo 2011-07-07 15:15:44 +02:00
Stéphane Adjemian (Charybdis) 52fa569f00 Changed default value of the tolerance parameter. 2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis) e097f7c8db Change options_.lik_init to default value if the fixed point of the Riccati equation cannot be found. 2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis) f2450932da Use DYN_MEX_FUNC_ERR_MSG_TXT when INFO>0. 2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis) 10a21fdaa8 Cosmetic changes. 2011-06-28 14:49:56 +02:00
Sébastien Villemot 87e4536f35 Ref. manual: some clarifications concerning the planner objective 2011-06-24 12:02:19 +02:00
Marco Ratto d83c5326f6 check that theoretical moments are independent when evaluating simulated moments uncertainty 2011-06-24 10:58:04 +02:00
Marco Ratto 47787f6f20 Fixed waitbar message from octave slave (matlab master) 2011-06-24 10:57:25 +02:00
Marco Ratto 1b2cab9b52 Fixed check of number of cpu's chen unix master calls windows slave 2011-06-24 10:56:07 +02:00
Stéphane Adjemian (Charybdis) 3062617a60 Documents the feature introduced in commit fa9f6ac90b. Added more information about option lik_init=3. 2011-06-23 23:44:17 +02:00
Stéphane Adjemian (Charybdis) fa9f6ac90b Added option lik_init=4. Initialization of the Kalman filter/smoother with the fixed point of the Riccati equation. 2011-06-23 23:39:15 +02:00
Stéphane Adjemian (Charybdis) f0addc9e39 Added routines from dynare-breaks branch. 2011-06-23 21:46:41 +02:00
Stéphane Adjemian (Charybdis) 4444a850b3 Removed annoying display. 2011-06-23 17:48:09 +02:00
Ferhat Mihoubi 3262e6097c - use gensylv instead of sylvester3 to solve the Sylvester equation 2011-06-23 17:44:24 +02:00
Ferhat Mihoubi 99310d97d3 gensylv.m and gensylv.mex work in the same way 2011-06-23 17:44:23 +02:00
Sébastien Villemot 1a9b8ff111 Fix license file following renamings in 3a2d740732 2011-06-23 16:08:37 +02:00
Stéphane Adjemian (Charybdis) 929df4f070 Renamed some files related to csminwel 2011-06-23 15:57:06 +02:00
Houtan Bastani 3a2d740732 preprocessor: remove initialization of option to make conisistent 2011-06-23 11:53:15 +02:00
Houtan Bastani d4d25d82d9 preprocessor: add identification option lik_init 2011-06-23 11:13:35 +02:00
Michel Juillard 219d6766b2 Merge branch 'ramsey' 2011-06-22 18:41:20 +02:00
Sébastien Villemot 69ddfadde9 Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree 2011-06-22 11:56:07 +02:00
Sébastien Villemot ae76a8f842 Preprocessor: fix crash when no computational task is required 2011-06-22 11:34:38 +02:00
Michel Juillard 1617b6a410 improving Ramsey policy 2011-06-22 11:31:35 +02:00
Ferhat Mihoubi 1317e04c28 block option needs a specific index for the kalman smoother 2011-06-21 13:23:06 +02:00
Ferhat Mihoubi bf6853339d dr.order_var is equivalent to M_.block_structure.variable_reordered 2011-06-21 13:20:51 +02:00
Sébastien Villemot da0ee20bca Merge remote-tracking branch 'houtanb/master' 2011-06-21 10:38:34 +02:00
Houtan Bastani e58a45cfee MS-SBVAR: update submodule pointer 2011-06-21 10:21:34 +02:00
Marco Ratto a96bad899d Fixed bug of ~ in output list for non recent versions of matlab. 2011-06-21 09:43:24 +02:00
Sébastien Villemot 86befc3e4e Merge remote-tracking branch 'houtanb/master' 2011-06-19 22:41:00 +02:00
Ferhat Mihoubi 311102ff6f - Compute :
+ the number of static, lag, lead and both variables,
  + the lead_lag_incidence matrix for variables related to previous blocks
  + the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for  estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
Ferhat Mihoubi 3459b08c53 - Corrects the first order approximation of block-decomposed models
- The block-decomposed models can now be estimated
2011-06-18 17:43:45 +02:00
Ferhat Mihoubi fe1b241186 Add an option in bytecode to prevent the display of error messages . 2011-06-18 17:15:47 +02:00
Houtan Bastani 6948312062 change permissions on script and update 2011-06-18 15:07:43 +02:00
Houtan Bastani ac2ed284ef stop supporting osx 10.5, in accordance with changes at Apple and Mathworks 2011-06-18 15:07:34 +02:00
Houtan Bastani 518c536dc1 script to remove .DS_Store files 2011-06-18 13:36:39 +02:00
Michel Juillard 597a4b92a0 discretionary_policy: fixing bug in preprocessor requirements 2011-06-18 06:53:00 +02:00
Marco Ratto 838c0cd865 provisions in testing routines for hybrid unix/win clusters 2011-06-17 17:17:01 +02:00
Marco Ratto 64e6de59f3 last provisions for hybrid unix <-> win clusters 2011-06-17 17:16:32 +02:00
Marco Ratto 1527408023 captured output from system commands 2011-06-17 17:15:36 +02:00
Jacob Smith a07b0ae614 Bug Fix, when using parameter uncertainty on multiple regimes 2011-06-16 10:30:07 -04:00
Sébastien Villemot 65e0a4c475 Macroprocessor slides update 2011-06-16 16:15:02 +02:00
Marco Ratto e48445fe4b added plot utility of gsa samples 2011-06-16 01:08:39 +02:00
Marco Ratto b7a01f991a fixed bug in model definition 2011-06-15 23:54:11 +02:00
Marco Ratto 7c9233daa9 provisions for new option neighborhood_width 2011-06-15 23:49:14 +02:00
Marco Ratto 756594fdc4 changed default ar=1 and perform automatic increase of ar if this is not sufficient 2011-06-15 23:47:27 +02:00
Michel Juillard 01d19720da MS-SBVAR: correcting bug in previous commit 2011-06-15 15:15:33 +02:00
Michel Juillard b8e50635a8 MS-SBVAR: adding IRF plots by regime 2011-06-15 12:04:15 +02:00
Michel Juillard abd5a62a07 updated and corrected list of errors in print_info 2011-06-13 18:42:03 +02:00
Sébastien Villemot 3faf426bdc Ref. manual, partial information: fix citation, add pointer to wiki 2011-06-13 18:28:24 +02:00