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2256 Commits (9c3551bcb8f8e81f45f4ccd1322887319ff9d9c1)

Author SHA1 Message Date
Michel Juillard 91dab8751e ms-sbvar: adding display of Fhat 2011-11-07 15:47:16 +01:00
Michel Juillard 6eb16f06f5 fixed bug for measurement errors returned by smoother 2011-11-04 21:15:47 +01:00
Marco Ratto 8612c7258b Re-introduced a small selection of variables to save. 2011-11-04 09:23:10 +01:00
Michel Juillard d6cff06535 improving data reading function to avoid name conflicts 2011-11-03 10:18:39 +01:00
Michel Juillard f0efbee26d adding short circuit operator 2011-11-02 18:34:53 +01:00
Michel Juillard b4e7e55031 fixing bug with univariate filter 2011-11-02 17:54:48 +01:00
Michel Juillard b5ae8356a9 fixing bug for plots of measurement errors 2011-11-02 15:49:02 +01:00
Michel Juillard 0b0c939849 fixing bug with smoother with univariate filters 2011-11-02 14:02:12 +01:00
Michel Juillard 9d91625c10 fixing bug related to measurement errors 2011-11-02 11:10:58 +01:00
Michel Juillard 9ac3e7a582 fixing bug when estimating models with a steady state different from 
zero. Introduced in commit bd00dc11d8
 2011-11-01 18:23:12 +01:00
Michel Juillard 02b86795b2 corrected bug linked to new handling of datasets 2011-11-01 16:44:31 +01:00
Michel Juillard d14d0f8b45 initialazing bayestopt_ 2011-10-31 18:26:53 +01:00
Michel Juillard 5ee1b1e25d fixing bug with missing data 2011-10-31 13:46:11 +01:00
Ferhat Mihoubi d6ce82cda8 Considers exogenous variables with leads or lags in the evaluation of the dynamic model 2011-10-28 22:47:37 +02:00
Ferhat Mihoubi 01ef553956 Correction of bugs in the Jacobian matrix for the a purely backward looking non recursive block 2011-10-28 22:45:07 +02:00
Ferhat Mihoubi af65943f6f A last argument (the number of observed variables which are not state variables) is needed in block_kalman_filter 2011-10-28 22:36:40 +02:00
Ferhat Mihoubi d16caeebf0 "M_" global variable is replaced by the "Model" input argument in block_kalman_filter call 2011-10-28 22:34:52 +02:00
Ferhat Mihoubi 5666c5b166 A purely forward block containing several non recursive equations is coded 7 (not 6) 2011-10-28 22:31:49 +02:00
Ferhat Mihoubi 1b35d574d0 minor corrections related to mf replaced by Z (index of observable variables in the transition matrix) 2011-10-28 22:29:54 +02:00
Ferhat Mihoubi 0096c7575a In a block decomposed model the variables are not stored in the usual order 2011-10-28 22:27:15 +02:00
Michel Juillard 73de37e7e3 fixing bug in forecast HPD interval 2011-10-27 22:08:10 +02:00
Michel Juillard d1cb9fd0a8 fixed recent bug in resid when there is no steadystate file 2011-10-27 22:08:10 +02:00
Sébastien Villemot ac4f774d38 Merge remote-tracking branch 'ratto/master' 2011-10-27 18:12:38 +02:00
Sébastien Villemot 7a16ab15fe No longer report momemts in stoch_simul with order>=3 if periods not specified 
Previously Dynare was reporting dummy theoretical moments
 2011-10-27 18:03:42 +02:00
Sébastien Villemot 38827443f9 Fix simult_.m when order=3 but k_order_solver has not been specified 2011-10-27 16:45:17 +02:00
Marco Ratto 3367014970 Identification is made compatible with octave. 2011-10-27 13:09:26 +02:00
Marco Ratto d806fdd617 New waitbar utility, that is adaptive under octave or console mode. 2011-10-27 13:08:53 +02:00
Marco Ratto dde9d2bfee license('test',' ... ') gives 1 even if the license exists but it is not active, implying a crash of the dynare matlab session. 2011-10-26 16:27:09 +02:00
Marco Ratto 0130d6cbe4 octave fix for windows as well 2011-10-25 19:20:48 +02:00
Marco Ratto 3f43f556c8 Fixes for octave with unix 2011-10-25 19:10:45 +02:00
Marco Ratto b4fa7ef84e Make gsa compatible with octave; 2011-10-25 18:00:54 +02:00
Marco Ratto a6b704543c octave fix; 2011-10-25 17:59:00 +02:00
Marco Ratto ca76a31b94 added console mode features for serial computations. 2011-10-25 17:58:35 +02:00
Stéphane Adjemian (Charybdis) 88814c9b93 Added texinfo header. 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) c2eb6f11d3 Added texinfo header. Fixed efficiency issue (missing parenthesis). 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) e60032a6f7 More typo fixes. 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) 52e803f3b7 Fixed typo. 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) 681a7e1df5 Added texinfo header. Fixed efficiency issue (missing parenthesis). 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) fc21af10ea Cosmetic changes. 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) ffbb5bc765 Added texinfo header. 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) e270c29bd9 Fixed texinfo header (Z was missing in the description). 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) 95c3b6396c Added texinfo header and cosmetic changes. 2011-10-25 12:34:05 +02:00
Marco Ratto 697ddc0a72 Aligned routines with recent changes in dataset and identification. 
Fixed ls2003.mod for testsuite
 2011-10-24 18:45:12 +02:00
Michel Juillard 29a12f0ce3 make evaluate_likelihood.m compatible with dataset_ 2011-10-22 15:30:23 +02:00
Michel Juillard 7593afff22 fixed issue with dataset_ 2011-10-22 15:29:55 +02:00
Michel Juillard ac4ae0b6d2 make sure that dataset_.missing.aindex always exist, even when there 
are no missing observations
 2011-10-22 15:28:41 +02:00
Michel Juillard deccd16ed5 fixed path problem for GSA under Linux: GSA must be in upper case 2011-10-22 15:27:29 +02:00
Michel Juillard 30afa5f415 fixed handling of correlation in covariance of measurement errors 2011-10-22 15:26:07 +02:00
Michel Juillard bd00dc11d8 removing 8th output argument of dynare_estimation_init and 
corresponding seemingly useless code
 2011-10-21 22:09:45 +02:00
Michel Juillard 88be4fa3d4 fixing bug in prior_posterior_statistics.m and in recursive estimation 2011-10-21 22:06:09 +02:00