Stéphane Adjemian (Charybdis)
|
a09779f218
|
Fixed fourth unitary test of qmc_sequence.
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2011-12-23 10:44:29 +01:00 |
Stéphane Adjemian (Charybdis)
|
be6f82f145
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Fixed bug (wrong size in memcpy for the last input argument).
|
2011-12-23 10:43:52 +01:00 |
Stéphane Adjemian (Charybdis)
|
627b24ddc6
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Added unitary tests for qmc_sequence mex file.
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2011-12-22 18:16:24 +01:00 |
Stéphane Adjemian (Charybdis)
|
199eb98aeb
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Fixed typo in the unitary test of qmc_sequence.
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2011-12-22 14:49:01 +01:00 |
Stéphane Adjemian (Charybdis)
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c0ebbc72ef
|
Fixed header (added output argument info).
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2011-12-22 14:36:24 +01:00 |
Stéphane Adjemian (Charybdis)
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bdee23876d
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Fixed Octave's mex extension for qmc_sequence.
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2011-12-22 14:32:32 +01:00 |
Stéphane Adjemian (Charybdis)
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f28084e79b
|
Removed binary.
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2011-12-22 14:32:07 +01:00 |
Stéphane Adjemian (Charybdis)
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dccc8478aa
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Fixed warning message (warning: cast to pointer from integer of different size).
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2011-12-22 13:08:26 +01:00 |
Stéphane Adjemian (Charybdis)
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699b93b9d4
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Fixed mex error message (use DYN_MEX_FUNC_ERR_MSG_TXT).
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2011-12-22 12:14:39 +01:00 |
Stéphane Adjemian (Charybdis)
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1aa26572f4
|
Fixed headers.
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2011-12-22 12:11:20 +01:00 |
Stéphane Adjemian (Charybdis)
|
645dc7dc45
|
Fixed headers.
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2011-12-22 11:32:53 +01:00 |
Stéphane Adjemian (Charybdis)
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3e35dea96d
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Added plots. Comparison of SEP and EP.
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2011-12-22 11:17:24 +01:00 |
Stéphane Adjemian (Charybdis)
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2c04f5c825
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Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
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2011-12-21 18:57:09 +01:00 |
Stéphane Adjemian (Charybdis)
|
7a875fe562
|
Added new test files for (Stochastic) Extended Path method. Simulation of an RBC model with CES technology and irreversible investment constraint.
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2011-12-21 18:54:32 +01:00 |
Sébastien Villemot
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a8354326b1
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Ref. manual: clarify default value for variables undeclared in histval
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2011-12-21 18:38:09 +01:00 |
Sébastien Villemot
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a2061b6f4e
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Initialize empirical simulations with information provided in histval
Closes: #195, #157
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2011-12-21 18:37:45 +01:00 |
Stéphane Adjemian (Charybdis)
|
3815daada3
|
Fixed bug: dynare_config is now able to find a mex file even if dynare_config is called from
<DYNARE_PATH>/matlab directory and if a matlab script with same name than the mex exists in
this directory.
|
2011-12-21 18:31:29 +01:00 |
Stéphane Adjemian (Charybdis)
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4869fff243
|
Added new mex file for computing Quasi Monte-Carlo sequences (Sobol), texinfo headers and unitary tests are available in <DYNARE_PATH>/matlab/qmc_sequence.m.
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2011-12-21 18:23:15 +01:00 |
Stéphane Adjemian (Charybdis)
|
dec622c48d
|
Fixed bug and streamlined the routines for unitary tests.
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2011-12-21 18:14:17 +01:00 |
Houtan Bastani
|
ea8162c11f
|
preprocessor: allow vec_value to accept commas
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
0554e47dc0
|
ms-sbvar: remove regime argument and support duration=array
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
3ff704d36d
|
ms-sbvar: replace state with regime
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
16e11d49df
|
ms-sbvar: replaced number_of_states with number_of_regimes
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
16bf5c7642
|
preprocessor: removed unused token
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
87ffab3200
|
preprocessor: add symbol.options statement
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
eb20a995f2
|
preprocessor: allow symbol.subsample=symbol.subsample
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
c1e4155001
|
preprocessor: add subsamples statement
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
f5bfdbb23f
|
preprocessor: add prior statement
|
2011-12-21 12:21:29 +01:00 |
Houtan Bastani
|
1e78d70659
|
preprocessor: add data command
|
2011-12-21 12:21:29 +01:00 |
Houtan Bastani
|
29bead75c9
|
preprocessor: add set_time command
|
2011-12-21 12:21:29 +01:00 |
Sébastien Villemot
|
75e125771d
|
Ref. manual: fix typo
|
2011-12-21 11:17:58 +01:00 |
Stéphane Adjemian (Charybdis)
|
5ec78139c0
|
Added variable for the expected term. Changed calibration.
|
2011-12-20 17:05:35 +01:00 |
Marco Ratto
|
4b9b90f1bb
|
Replace waitbar by dyn_waitbar.
|
2011-12-20 16:59:44 +01:00 |
Stéphane Adjemian (Charybdis)
|
74e95eae61
|
Added new test file for (S)EP. For an autoregressive process SEP and EP should give the same results...
|
2011-12-19 18:13:34 +01:00 |
Stéphane Adjemian (Charybdis)
|
744f3fd41b
|
Added Stochastic Extended Path method (SEP).
|
2011-12-19 18:04:54 +01:00 |
Stéphane Adjemian (Charybdis)
|
7ff36b680b
|
Added unitary test.
|
2011-12-19 15:54:30 +01:00 |
Stéphane Adjemian (Charybdis)
|
cf1d07f31c
|
More unitary tests (multivariate Gaussian quadrature) using cartesian_product_of_sets.
|
2011-12-16 16:02:32 +01:00 |
Stéphane Adjemian (Charybdis)
|
6cecc181dc
|
Added unitary test.
|
2011-12-16 15:14:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
cd9250edbf
|
Fixed bug.
|
2011-12-16 15:14:38 +01:00 |
Stéphane Adjemian (Charybdis)
|
857eb7438f
|
Added provisions for future shocks (using Gaussian quadratures).
|
2011-12-16 11:42:03 +01:00 |
Stéphane Adjemian (Charybdis)
|
f7b6e917ac
|
Added two routines for evaluating multivariate integrals with gaussian quadratures.
|
2011-12-16 11:42:03 +01:00 |
Stéphane Adjemian (Charybdis)
|
8fa4bfc160
|
Cosmetic change.
|
2011-12-16 11:42:03 +01:00 |
Stéphane Adjemian (Charybdis)
|
230e787b27
|
Fixed bug. The seed has to be set before the sampling of the structural innovations.
|
2011-12-16 11:42:03 +01:00 |
Michel Juillard
|
7408714ea1
|
added dname as argument to CheckPath function and changed all calls to
this function. Suppressed use of globals in CheckPath.
|
2011-12-15 17:35:27 +01:00 |
Michel Juillard
|
d0e458eb79
|
removing useless statement
|
2011-12-15 17:35:27 +01:00 |
Michel Juillard
|
2ee817fbf7
|
adding forecast to estimation test with non-stationary variables
|
2011-12-15 17:35:27 +01:00 |
Michel Juillard
|
ad2a3a7ecc
|
fixing problem in computation of initial posterior density when steady
state model is provided by the user
|
2011-12-15 17:35:27 +01:00 |
Michel Juillard
|
3bc349402f
|
fixing problem wiht Ramsey policy when the steady state is provided by
the user
|
2011-12-15 17:35:27 +01:00 |
Michel Juillard
|
cef244842d
|
fixing problem with univariate Kalman filter and no missing observations
|
2011-12-15 17:35:27 +01:00 |
Michel Juillard
|
976c8c1654
|
making univariate Kalman filter code simpler and more efficient
|
2011-12-15 17:35:26 +01:00 |