Commit Graph

2248 Commits (9d91625c10374adaec0b75a137af917ef7ed0583)

Author SHA1 Message Date
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
Sébastien Villemot 7dde591992 plot_conditional_forecast: add an error message under Octave <= 3.2
The bug in the graphics code is fixed in Octave 3.4.
Closes: #212
2011-10-21 18:15:35 +02:00
Sébastien Villemot 6bdb220e0d mr_gstep, mr_hessian: fix Octave compatibility issue
These functions were saving the whole workspace (with a "save" command). This
workspace includes a function handle which Octave does not know how to save.
The quick fix was to remove these "save", since they also harm performance and
are only useful for debugging purposes.
2011-10-21 16:56:19 +02:00
Michel Juillard 7e3225680f fixing logic flaw in setting lik_init as a function of diffuse filter or kalman_algo 2011-10-21 14:21:40 +02:00
Stéphane Adjemian (Charybdis) 6f56eafdfa Changed unitary test. 2011-10-21 11:38:46 +02:00
Stéphane Adjemian (Charybdis) 633256a7f7 Added sort method in dynDates class. 2011-10-21 11:38:45 +02:00
Stéphane Adjemian (Charybdis) 3b471c854e Fixed constructor for dynDates, added subsref overloaded method. 2011-10-21 11:38:45 +02:00
Stéphane Adjemian (Charybdis) 8c66d4b86a Added new class for unordered dates (not ready). 2011-10-21 11:38:45 +02:00
Stéphane Adjemian (Charybdis) 01bfd371d2 Changed name of dynDates class to dynDate. dynDates will be used latter for irregular and unsorted sequence of dates. 2011-10-21 11:38:45 +02:00