a0da47758f
Filters out error due to model being purely static.
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First step in #526
2013-11-07 10:22:24 +01:00
b573218740
Expand explanation of use_calibration optiom
2013-11-07 08:14:10 +01:00
57b33889bb
Fix typo in field naming
2013-11-07 07:59:12 +01:00
fd8820a883
Change unit test for H-matrix to be positive definite
2013-11-06 16:59:01 +01:00
1893dd2220
modify test to use use_calibration option
2013-11-06 14:05:26 +01:00
611f4f5d89
preprocessor: add use_calibration option for estimated_params_init block. closes #447 , closes #512
2013-11-06 13:59:13 +01:00
0fdc18e7fb
Merge branch 'ifc'
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Conflicts:
matlab/dynare_estimation_1.m
matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
b03697b342
Add possibility to initialize parameters from calibrated model
2013-11-06 13:50:46 +01:00
3212cf7ece
Merge pull request #523 from JohannesPfeifer/missing_check_covariance
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Add function check_for_calibrated_covariances.m (missing in commit fddee8e1db
2013-11-05 23:35:10 -08:00
8dc13c12d8
Add missing function check_for_calibrated_covariances.m
2013-11-06 07:13:35 +01:00
3c75923e2d
revert £ change as 156 is an extended ascii code
2013-11-05 19:06:20 +01:00
13bc928b0c
revert change that breaks gcc build
2013-11-05 18:21:12 +01:00
e4526944a9
Remove select1st (GNU extension), replace it by a call to boost::bind
2013-11-05 18:13:29 +01:00
0e4bb3f8e9
fix typo
2013-11-05 18:06:24 +01:00
5352fb4d16
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
a72cc3ff48
Merge remote-tracking branch 'github/master'
2013-11-05 17:17:53 +01:00
73944a10c4
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
7dee2507db
Ref. manual: fix reference
2013-11-05 16:52:19 +01:00
ead332ed97
Merge pull request #511 from JohannesPfeifer/Correlated_errors_preprocessor
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Bugfixes for correlated shocks
2013-11-05 07:49:37 -08:00
8a6e23845b
Merge remote-tracking branch 'jpfeifer/mode_compute'
2013-11-05 16:20:04 +01:00
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804bFixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
be983fa363
Merge pull request #518 from JohannesPfeifer/check_covariance
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Add function to check covariances for consistency
2013-11-05 06:42:08 -08:00
68a33a76d8
Add function to check covariances for consistency in stochastic simulations
2013-11-05 15:36:06 +01:00
ac8303ed59
dynSeries: add possibility to merge with an empty series
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adding comments
2013-11-05 12:46:30 +01:00
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
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Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
27f525e1e4
Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
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Closes #515
2013-11-04 16:02:28 +01:00
1a8bba6393
Allow a custom function named 'prior' as a value for 'mode_compute' option
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Closes #507
2013-11-04 15:42:59 +01:00
15534c171d
add commands for package installations
2013-11-04 15:16:13 +01:00
5bdc73541f
add missing package to OS X install
2013-11-04 15:14:44 +01:00
b81159f12c
adding comments
2013-11-03 11:40:36 +01:00
d6108caf52
Update build from source for OS X (homebrew science)
2013-10-31 15:13:41 +01:00
b79f7e5559
Merge pull request #513 from JohannesPfeifer/improved_messages
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Add more explicit information in case of singularity problem
2013-10-31 02:17:07 -07:00
8282e76d61
Add more explicit information in case of singularity problem
2013-10-31 08:14:35 +01:00
e1b92dc588
Add unit test for initialization from calibrated model
2013-10-30 21:35:53 +01:00
07137e804b
preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392
2013-10-29 15:02:07 +01:00
9230a1ea0d
fix header to remove compilation warning
2013-10-29 12:47:40 +01:00
2d4a42c01f
missing semicolon
2013-10-29 12:38:28 +01:00
9b22dc8096
Refuse non-stationary endogenous variables in deflators.
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It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
f889760f61
Reactivate and fix the test for the balanced growth path.
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If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).
Closes #506
2013-10-29 18:46:54 +08:00
4e7806d71c
Merge pull request #510 from FerhatMihoubi/master
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Various fixes by Ferhat
2013-10-28 23:25:05 -07:00
6b09ef8760
Take care of user-supplied function by checking whether mode_compute is numeric
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Fixes #508
(cherry picked from commit 8ce11bc848
2013-10-28 18:58:40 +01:00
37876b2c2b
Comment the trend test for a balance growth path => problematic with eLogTrend
2013-10-28 16:41:21 +01:00
f4cee9d5e5
Corrects a bug in the way to test for the presence of the global variables
2013-10-28 14:26:42 +01:00
051213f798
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
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- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
8ce11bc848
Take care of user-supplied function by checking whether mode_compute is numeric
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Fixes #508
2013-10-27 10:56:11 +01:00
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
84dd46d9e5
Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
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Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00
f3b8ab806a
Merge pull request #502 from JohannesPfeifer/predetermined_var_documentation
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Improve on documentation regarding treatment of predetermined variables
2013-10-22 05:04:59 -07:00
0d8fce0847
Improve on documentation regarding treatment of predetermined variables
2013-10-22 11:20:05 +02:00
600ae070fb
reporting: change series class name to report_series to avoid conflict with control systems toolbox function series
2013-10-18 15:20:44 +02:00
Johannes Pfeifer
Houtan Bastani
Stéphane Adjemian
Sébastien Villemot
Sébastien Villemot
Michel Juillard
ferhat