402a826300
Updated dates submodule.
2015-02-20 15:16:20 +01:00
38b548c4d0
Fixed licence header.
2015-02-20 14:48:25 +01:00
d19592f761
Fixed homotopy for perfect foresight models with block option, cosmetic changes.
2015-02-20 14:48:25 +01:00
1faf755d56
Oops, fixing dseries branch.
2015-02-19 18:26:49 +01:00
e2d7b8ad25
Update dseries.
2015-02-19 18:23:39 +01:00
5768acf17e
Fixed the verbosity of perfect foresight models solvers.
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With stack_solve_algo={0, 6} the verbosity is controlled with
options_.verbosity instead of options_.no_homotopy.
Also harmonized the printed informations across these two algorithms.
2015-02-18 23:58:37 +01:00
fd0a172637
Remove small imaginary parts in the solution path for perfect foresight
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models obtained with stack_solve_algo=7.
Also return oo_.deterministic_simulation.status equal to false if the
solution path is not real.
2015-02-18 23:53:55 +01:00
0851d277c4
Use correct tolerance parameter when solving perfect foresight model
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with stack_solve_algo=7.
2015-02-18 23:52:17 +01:00
01b83d767a
Added a matlab routine that prints a line by replicating a symbol.
2015-02-18 18:31:39 +01:00
51a277424d
Cosmetic changes.
2015-02-18 18:21:45 +01:00
6f0584fe38
fix copyright dates
2015-02-18 03:06:33 +01:00
1c8e1ab913
Merge branch 'remove-globals-from-blocks'
2015-02-17 13:01:17 +01:00
cc94ed63b0
Revert "Temporary fix for perfect foresight model simulation with block option."
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This reverts commit 8875dbdaa5
2015-02-17 13:01:01 +01:00
a894357655
Removed options_ and oo_ globals from *all* generated dynamic model
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routines (with block option) and adapted some routines to reflect this change.
2015-02-17 12:57:30 +01:00
83c68c0477
Allowing for models without exogenous variable
2015-02-16 21:30:34 +01:00
8875dbdaa5
Temporary fix for perfect foresight model simulation with block option.
2015-02-16 17:05:37 +01:00
d3275db830
Removed options_ and oo_ globals from generated dynamic model
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routines (with block option).
2015-02-16 16:56:17 +01:00
333f87ced2
fix headers
2015-02-16 09:08:26 +01:00
ca83397d95
update copyright dates for files changed in 2015
2015-02-16 09:08:02 +01:00
dfc89df6a8
added make_ex_ to fix bug in dyn_forecast and fixed length of output
2015-02-15 17:49:01 +01:00
b3ed7901cf
Fixed bug in homotopy for perfect foresight models.
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Homotopy was not working if nans or complex numbers were present in oo_.endo_simul.
2015-02-13 16:04:25 +01:00
3b41aa0e60
Fixed bug related to the type of initial_period.
2015-02-13 15:59:49 +01:00
ec896d8ca7
Cosmetic changes.
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oo_.determinist_simulation.status is a boolean.
2015-02-13 15:58:12 +01:00
59d1c18960
Added routines missing in previous commit.
2015-02-13 10:10:41 +01:00
67be25d1a8
Rewrote homotopy for perfect foresight models.
2015-02-12 15:30:27 +01:00
f40fcb9724
Do not print anything if homotopy (perfect forsight models solver).
2015-02-12 15:30:27 +01:00
bcc68ff15c
Updated dseries submodule and dynare_config().
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Routines used for loading data are now located in the dseries submodule.
2015-02-12 15:30:27 +01:00
a44e240153
Removed routines for loading data (dynare/matlab folder).
2015-02-12 15:30:27 +01:00
a2bd920d6f
Workaround for #755
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(cherry picked from commit 9a3cca2a55d57c3148fbcfd892a67a1d9731e9b1)
Conflicts:
matlab/load_csv_file_data.m
2015-02-12 15:30:27 +01:00
93966f2087
Set verbosity to 0 if homotopy is used to solve the perfect foresight model.
2015-02-12 15:30:27 +01:00
751e518811
Removed global variables in perfect foresight routines.
2015-02-12 15:30:27 +01:00
892e6818ed
Put argument checks in another routine.
2015-02-12 15:30:27 +01:00
6f7fed2046
Moved sim1* routines in subfolder.
2015-02-12 15:30:26 +01:00
1b55975231
Moved det_cond_forecast routine in subfolder.
2015-02-12 15:30:26 +01:00
e4f4a03798
Removed useless routine.
2015-02-12 15:30:26 +01:00
df4ee4b983
Moved files related to perfect foresight models in a subfolder.
2015-02-12 15:30:26 +01:00
8320a39e61
Add check whether steady state file during estimation overwrittes parameters to be estimated.
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This might lead to wrong results and should be checked for.
2015-02-11 12:58:36 +01:00
bdb6a2602e
preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844
2015-02-10 03:39:18 +01:00
f72910ae33
fix preprocessor implimentation of filter_algorithm option to estimation. closes #843
2015-02-09 03:20:37 +01:00
8673bcf558
reporting: add titleTruncate option
2015-01-27 09:54:37 +01:00
1eabb1f6da
Change headers to reflect availability of third order approximation
2015-01-27 08:05:57 +01:00
5d9b25d2be
In dr_block, debugging information printed out should not be handled with options_.verbosity. Adding an additional optional argument to handle the debugging information
2015-01-21 13:48:25 +01:00
73e292df2a
merged recent changes to submodule dseries
2015-01-17 12:05:12 +01:00
8a52ef599b
added a local variable for maximum_lag
2015-01-15 13:55:48 +01:00
470fbbe0b2
Fixed bug in deterministic simulations with exogenous variables lagged
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by more than one period. Added corresponding test cases.
2015-01-15 11:27:00 +01:00
5ff129e52d
simplified extended_path.m.
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homotopy and variable sample length should be handled in the solvers.
2015-01-11 21:12:32 +01:00
da8f702429
removed parfor used for building the Jacobian
2015-01-11 21:12:32 +01:00
1b38dc6422
fixing crash in computation of Ramsey steady state
2015-01-11 21:12:32 +01:00
4179e25e11
fixing bug when lags are greater than one period
2015-01-11 21:12:32 +01:00
060288a777
reporting: run compilation in batchmode to speed it up slightly
2015-01-08 18:37:44 +01:00
14cedf576a
reporting: add option to stop LaTeX compilation when an error is encountered (instead of prompting the user for input)
2015-01-08 18:35:10 +01:00
beb3fd1534
reporting: add legendAt option. closes #810
2014-12-29 22:18:08 +01:00
544e10fc29
reporting: fix legend entry for bar graphs
2014-12-29 20:37:44 +01:00
0fbf99232d
reporting: add support for bar graphs, closes #809
2014-12-23 17:52:40 +01:00
1b8a58fe5b
reporting: fix error message
2014-12-23 17:52:17 +01:00
823477519c
Corrects the extended path when bytecode option is used
2014-12-19 14:53:23 +01:00
077654fda2
Merge pull request #818 from JohannesPfeifer/smoother_only
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Various fixes when running only smoother on a model
2014-12-17 11:29:05 +01:00
deba05ccc2
Merge pull request #826 from JohannesPfeifer/oo_recursive_
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Make dynare_estimation.m return oo_recursive_
2014-12-17 11:02:54 +01:00
24b2993f50
Solves issues in deterministic simulation:
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- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation
- allows to use bytecode in solve_perfect_foresight_model.m
- Adds model information in bytecode
2014-12-17 09:37:43 +01:00
ff8eaf57ad
Make dynare_estimation.m return oo_recursive_
2014-12-15 22:50:38 +01:00
ed8b47bbf4
Add info to header about additional output argument
2014-12-11 20:59:31 +01:00
c7153ba2ea
Add initialization of bounds if estim_params is empty
2014-12-08 11:29:15 +01:00
dc7cfd3f0d
Adjust smoother to data now being a column vector
2014-12-08 11:28:46 +01:00
bda19832cd
Integrate error from negative steady state with loglinear model into print_info.m
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Prevents crashes during estimation. Instead of directly crashing, error handling is done via print_info.m so that penalizing the error during estimation is possible
2014-12-04 20:04:36 +01:00
dd6f8c182c
Move call to optimizers in mode-computing to separate file to allow other function to access all integrated optimizers
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- also moves several options to subfields of options structure
- allows setting options of newrat
- requires newrat to have compatible kalman_algo specified in order for it to not change options_
- explicitly disallows using analytical derivation with numerical gradient (before the numerical gradient request was overwritten)
- always outputs hessian returned by optimizer (empty matrix if not computed) and deletes subsequent overwriting if cova_compute=0
2014-12-04 19:36:12 +01:00
811877aa6c
Switched back on old-oop-style branch and updated submodules dseries and dates.
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Note that master branch will not work with Octave (3.8 or 4.0)
because we use the new syntax for classes in the master branch.
2014-12-04 15:53:21 +01:00
22d1c45dad
Update dseries submodule.
2014-12-04 14:46:39 +01:00
fa4e50499d
Update dates and dseries submodules.
2014-12-04 14:19:50 +01:00
e4745cbc65
Add missing abs to unit root check in model_diagnostics.m
2014-12-03 13:35:06 +01:00
7764d07343
Updated date submodule.
2014-12-01 17:35:09 +01:00
e2dd9b2526
Updated unit tests submodule.
2014-12-01 17:20:44 +01:00
a3c139cb38
Updated dynare_config routine.
2014-11-28 18:35:19 +01:00
d1966dbc76
Added dseries class as a submodule.
2014-11-28 18:34:01 +01:00
686289cd01
Updated dynare_config routine.
2014-11-28 18:26:42 +01:00
4d669a4312
Removed matlab/@dseries and utilities/dseries subfolders.
2014-11-28 18:24:05 +01:00
bc90d1d6da
Merge branch 'remove-@dates'
2014-11-28 18:13:46 +01:00
fc3e1b2108
Merge remote-tracking branch 'fred@github/master'
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Conflicts:
matlab/initial_estimation_checks.m
matlab/utilities/tests
2014-11-28 16:53:44 +01:00
593adcd5e9
Updated dynare_config routine (new path for the dates class and related routines).
2014-11-27 23:19:53 +01:00
6d30ac71d8
Added dates class as a submodule.
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The submodule dates is in matlab/modules/ subfolder.
2014-11-27 23:15:18 +01:00
a00f026f54
Removed matlab/@dates (class for dates) and matlab/utilities/dates folders.
2014-11-27 22:52:10 +01:00
800fd59cf0
Prune no longer used titles and file names
2014-11-27 11:32:03 +01:00
1b615b4f70
Bug fix for different behaviour of linspace in older MATLAB varsions (crashed in MATLAB R2011).
2014-11-27 11:30:10 +01:00
da691bb21c
Fix reading in of initval files from Excel
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series_-indicator was not set
2014-11-27 10:44:21 +01:00
566835bba6
Check size of initval-file provided values and issue more explicit error message
2014-11-27 09:09:30 +01:00
6d7c8ef963
Allow reading in of row vectors in initval file
2014-11-27 09:08:57 +01:00
6aa7c038ef
Merge pull request #799 from JohannesPfeifer/simplex
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Further fixes to simplex algorithm related to unset options
2014-11-25 11:45:59 +01:00
97e93941c5
gsa: corrcoef: add missing function from octave forge nan package, #796
2014-11-25 11:25:45 +01:00
3d6316bc5e
Fix handling of some options in simplex_optimization_routine.m
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One was unset, leading to crashes, and the other one was ignored due to naming conflicts
2014-11-25 09:56:14 +01:00
268e8627f0
Add missing simple option to global_initialization.m
2014-11-25 09:54:41 +01:00
103788bb5b
gsa: add corrcoef from octave forge nan package. closes #796
2014-11-24 17:28:38 +01:00
6d12f2141f
Merge pull request #765 from JohannesPfeifer/analytic_derivation_message
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Fix message in dynare_estimation_init.m
2014-11-21 22:10:30 +01:00
dc319a973c
Merge pull request #768 from JohannesPfeifer/model_diagnostics
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Improvements to model diagnostics
2014-11-21 22:09:08 +01:00
afb60b2528
Merge pull request #767 from JohannesPfeifer/osr_scaling
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Fix computation of objective function in OSR when covariances are specified
2014-11-21 22:03:00 +01:00
22d4a86c6d
Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
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Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
f3f2da54ff
load_csv_file: try loading io package before error and expand error message
2014-11-21 16:15:12 +01:00
8e9cd95a89
Merge pull request #760 from JohannesPfeifer/fix_smoother
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Fix bug when calling non-Bayesian smoother after Bayesian estimation
2014-11-20 10:27:15 +01:00
974ea63b36
Merge pull request #787 from rattoma/gsa
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New compact plots for GSA and IRF/moment calibration
2014-11-20 10:20:23 +01:00
876635c371
1) Provisions for using mcf_analysis in map_calibration.m
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2) Changed synthetic plotting of all restrictions
2014-11-19 19:37:51 +01:00
a48e053e3a
Do not number saved figure when only is saved.
2014-11-19 19:36:27 +01:00
3a32d61d32
provisions for using new mcf_analysis.m
2014-11-19 19:35:44 +01:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Houtan Bastani
Michel Juillard
Johannes Pfeifer
ferhat
Marco Ratto