9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
c24ae80ae2
Add per-directory local Emacs variables.
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The idea is to enforce the coding style for Emacs users.
2014-04-01 17:33:01 +02:00
afe286ebef
Merge pull request #645 from JohannesPfeifer/diagnostics
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Add check to model_diagnostics.m whether Hessian was computed
2014-04-01 14:52:34 +02:00
9cf83b6e63
Add check to model_diagnostics.m whether Hessian was computed
2014-04-01 14:39:19 +02:00
8deec694ec
Merge pull request #643 from JohannesPfeifer/Jacobian
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Improve checks of Jacobian
2014-04-01 12:36:12 +02:00
7da5065db4
Don't skip first observation when loading XLS(X) or CSV files.
2014-04-01 12:14:49 +02:00
7849707843
fix typo
2014-03-28 15:25:22 +01:00
90b4cae92a
Expand model_diagnostics.m to check Jacobians for NaN and Inf
2014-03-28 14:52:29 +01:00
d9d4fef251
Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m
2014-03-28 14:52:06 +01:00
d5da406544
Fixed bug in dseries constructor introduced in 4e1c26db.
2014-03-27 18:25:46 +01:00
8daed40ab3
Fix exception handling under MATLAB in unitary test infrastructure.
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The getReport() function of MATLAB expects an exception coming from the "catch"
statement. It is not happy with the value returned by lasterror().
2014-03-27 18:18:29 +01:00
f0f355e9b5
Fix typo.
2014-03-27 17:48:13 +01:00
fb75d1e19d
Added a new routine for cleaning up a folder (delete all the files generated by Dynare).
2014-03-26 16:55:34 +01:00
5e95824168
Fixed bug in the error message displayed when the mod file is not in the current folder.
2014-03-26 15:43:32 +01:00
4e1c26db76
Changed dseries' constructor so that the third and fourth inputs arguments accept cell of strings *and* character arrays.
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=> It is possible to pass M_.endo_names as a third input argument.
2014-03-26 11:40:21 +01:00
8956bddeba
dmm/estimation: add dirichlet prior shape front end, #642
2014-03-26 11:12:43 +01:00
adae298d95
Improvements to smoother2histval.
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- Support saving to an output MAT file.
- Handle smoothed variables computed by a Metropolis, by adding support for the
parameter_set option.
- When an auxiliary variable is not in the output model, emit a warning instead
of stopping with an error message (aux vars may be different between input
and output models, even if the equations are identical).
Ref #594
2014-03-25 19:01:50 +01:00
f3dad7f7e5
Fix doc for oo_.{Smoothed,Updated,Filtered}Variables and oo_.SmoothedShocks.
2014-03-25 18:21:57 +01:00
b0546cd939
add missing semicolon
2014-03-25 15:42:33 +01:00
4973aa986e
changes related to #641 for os x
2014-03-25 10:43:14 +01:00
8783122c39
Merge pull request #639 from JohannesPfeifer/Geweke
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Fix invalid check for size of interval in Geweke
2014-03-24 17:32:04 +01:00
865ad09ee3
Remove last preprocessor information message.
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First, the current logic is buggy, because mod_file->use_dll is undefined at
this point (mod_file having been deleted above).
More fundamentally, the preprocessor is now evolving into something to be used
without MATLAB/Octave, so this statement is now inaccurate in some use cases.
2014-03-24 17:06:18 +01:00
5afee622d4
Fixed typo.
2014-03-24 16:51:42 +01:00
9aabb82c76
Fix call to "mex" helper under MATLAB 8.3 (R2014a) and GNU/Linux.
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There is a new LINKOPTS variable which governs the list of symbols to be
exported, so we set it to an empty value to have all symbols exported.
Previously we were overloading the LDFLAGS which was containing the list of
exported symbols.
2014-03-24 16:31:43 +01:00
4808dfbf22
dmm: submodule update
2014-03-24 15:49:15 +01:00
610295126d
Fix error in texinfo introduced in 9712f4ab.
2014-03-24 15:33:10 +01:00
2c9c585d6e
Fix invalid check for size of interval in Geweke
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Prevents specifying different interval values
2014-03-24 13:50:08 +01:00
37ab300dd2
Changed @dseries/display method. Do not display all the variables if the number of variables is greater than 10.
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Note that the behaviour of @dseries/disp is not changed (displays all the variables).
2014-03-22 12:24:30 +01:00
20041ac70c
New syntax for populating an empty dseries object.
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If ts is an empty dseries object with a defined range of dates:
ts = dseries(dates('1990Q1'):dates('1990Q4'));
Then the following syntaxes are valid:
1. ts(:) = 1;
2. ts(:) = [1, 2];
3. ts(:) = randn(4,1);
4. ts(:) = dseries(1);
5. ts(:) = dseries([1, 2]);
6. ts(:) = dseries(randn(4,2));
7. ts(:) = dseries(randn(4,2),dates('1950M1'):dates('1950M4'));
Remarks.
[1] In cases 1., 2., 4. and 5. the single observation is replicated to match the number of dates in ts.
[2] In cases 4. to 7. the dates in the right member of the assignment are lost (ie ts.dates is not affected by the dates defined in the right members).
2014-03-22 12:07:29 +01:00
9712f4abe6
Added the possibility to pass a range of dates to the dseries constructor.
2014-03-22 11:23:46 +01:00
41295ad602
Minor cleanups in k_order_perturbation DLL.
2014-03-21 17:26:55 +01:00
050b495a52
Fix an invalid memory access in k_order_perturbation DLL.
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In the case where a 2nd/3rd derivative is symbolically not zero but numerically
zero at the evaluation point, the last lines of the g2/g3 matrices (in
KordpDynare::calcDerivativesAtSteady()) where uninitialized (these matrices
store the sparse hessian/3rd-deriv in coordinate list form, i.e. with 3 columns
and as many rows as non-zero elements). When reconstructing the dense
hessian/3rd-deriv matrix out of g2/g3, this would result in invalid memory
accesses.
2014-03-21 17:26:48 +01:00
59696026e9
Fix formatting problems introduced in 44fe31c7.
2014-03-21 13:55:55 +01:00
8186490a82
Merge pull request #638 from JohannesPfeifer/documentation
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Improvements on Documentation, headers, and pathological cases
2014-03-21 13:38:09 +01:00
373102b654
dmm: submodule update
2014-03-20 17:33:28 +01:00
db24d02694
Removed useless line.
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(cherry picked from commit 7482c9b8208635f6049d945a404c925aa8b2e6d4)
2014-03-20 15:27:53 +01:00
7b83a39342
Fixed bug. Concerns a hidden feature (initialization of the posterior kernel from the prior mode instead of the prior mean).
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(cherry picked from commit 90dc33764de443ee7c1063f8d165510756d70f89)
2014-03-20 14:52:42 +01:00
a8c04e3ed5
Filter out more pathological cases in osr1.m
2014-03-19 21:43:23 +01:00
acf688c178
Clarify description of histval for stochastic simulations
2014-03-19 21:42:18 +01:00
e6fadde9e2
Correct placement of @end example in manual
2014-03-19 21:40:06 +01:00
44fe31c73f
Clarify OSR in manual
2014-03-19 21:39:24 +01:00
12026b98a5
Add info about constants to dsge_likelihood.m header
2014-03-19 19:34:34 +01:00
fd4c71a2a4
ms-sbvar: add missing 's' flag to rmdir
2014-03-18 15:02:31 +01:00
a459a3440b
Provisions for MATLAB 8.3 (R2014a).
2014-03-18 14:59:08 +01:00
632fd01836
Allow ranges in lags/periods specification of {irf,moment}_calibration.
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Ref #267
2014-03-17 18:12:04 +01:00
159cdea475
Change fields in options_ for {irf,moment}_calibration.
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Ref #267
2014-03-17 18:12:04 +01:00
9c556f709b
Merge pull request #636 from JohannesPfeifer/preprocessor
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Fix comments in header of dynamic and static files
2014-03-17 15:10:31 +01:00
37d18f6b69
doc: sbvar_identification stub, #237
2014-03-14 15:55:38 +01:00
6c867391e9
submodule update: dmm
2014-03-14 11:27:57 +01:00
370df16cfc
Fix comments in header of dynamic and static files
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Columns and rows were confused
2014-03-14 10:21:42 +01:00
Sébastien Villemot
Sébastien Villemot
Johannes Pfeifer
Houtan Bastani
Stéphane Adjemian (Scylla)