a0ea6e3a21
Adjust tolerance of integration test
2017-10-05 11:33:17 +02:00
8779b5a603
Document VarianceDecompositionME field
2017-10-05 11:33:17 +02:00
a1222a1d1b
Implement variance decomposition with measurement error
2017-10-05 11:33:17 +02:00
2472c5801a
Fix typo
2017-10-05 11:33:17 +02:00
818a07a4ef
Fix get_posterior_parameters
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Get rid of setting variables from the base workspace in the function, making the function read-only (as the name suggests)
2017-10-05 09:54:08 +02:00
913425e5a4
Merge pull request #1525 from JohannesPfeifer/cosmetic
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Fix incorrect comments
2017-10-04 18:42:29 +02:00
3c9880fc3b
Fix typos in fjaco.m
2017-10-04 16:52:55 +02:00
86e646488c
mode_check.m: fix case where parameter is exactly 0
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In this case, interval length was 0, crashing the plotting
2017-10-04 16:49:09 +02:00
8fa50ad009
Make sure prior distribution is set up without prior estimation command
2017-10-04 15:46:23 +02:00
f0b9f453e9
Make empirical moments independent of simul_replic by outputting first instead of later replication
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Closes #1487
2017-10-04 15:32:28 +02:00
0f84dadb9a
Reset order=1 for all of stoch_simul.m if the Hessian is 0
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Prevents various crashes where functions called rely on fields existing at order>1
2017-10-04 11:34:31 +02:00
e857df0c93
Correct header of makedataset.m
2017-10-04 10:40:42 +02:00
088ac2be55
Fix incorrect comments
2017-10-03 14:09:19 +02:00
666e569a27
Merge pull request #1520 from JohannesPfeifer/inv_gamma
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Clarify inverse_gamma_specification.m
2017-10-03 13:59:54 +02:00
a2916fef2c
Merge pull request #1504 from JohannesPfeifer/patch-1
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lyapunov_solver: Eliminate confusing transpose
2017-10-03 13:52:06 +02:00
7d95539413
preprocessor: add missing fill! statements to static/dynamic functions
2017-10-02 11:14:35 +02:00
f284169248
Fixed integration tests related to simulation of backward models.
2017-09-30 16:44:23 +02:00
6dde1b1ee7
Allow calibrated innovations with simul_backward_model routine.
2017-09-29 10:29:40 +02:00
2d717dbd3e
Fixed returned fvec and fjac with solve_algo=3.
2017-09-29 10:29:20 +02:00
e001d448b8
Return an error if Newton fails when simulating a backward model.
2017-09-29 10:29:04 +02:00
51fd3fd988
preprocessor: perpetuate nopreprocessoroutput option to preprocessor code #1390
2017-09-28 14:58:25 +02:00
919e9713a8
Fixed typo.
2017-09-28 10:18:29 +02:00
510eccd965
Fixed routines for backward model simulation (with IRFs and forecasts).
2017-09-28 10:12:53 +02:00
eae4bc91b8
Updated dseries submodule.
2017-09-28 10:12:53 +02:00
a05fa7e086
Fixed bug in one sided HP filter.
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User defined initial conditions for the trend were not acknowledge.
2017-09-28 10:12:53 +02:00
27dd46dab0
preprocessor: special output for power deriv in JSON
2017-09-27 15:25:32 +02:00
fb6a11f544
move estimation-dll to its own repository: https://github.com/DynareTeam/estimation-dll.git
2017-09-22 15:31:23 +02:00
38c2975855
files that should have been included in 5c821b784d
2017-09-22 13:13:08 +02:00
5c821b784d
doc: move user guide to https://github.com/DynareTeam/user-guide.git
2017-09-22 11:52:51 +02:00
93668809a6
Clarify inverse_gamma_specification.m
2017-09-18 17:27:15 +02:00
dbe35d1819
preprocessor: remove unnecessary global declaration. closes #1518
2017-09-18 11:42:36 +02:00
3aac5663d6
preprocessor: fix int/size_t comparison warning for g++
2017-09-15 10:59:58 +02:00
0f2be11005
Merge pull request #1515 from JohannesPfeifer/patch-2
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Fix copy and past mistake in dsge_simulated_theoretical_variance_deco…
2017-09-15 10:14:13 +02:00
8ab6c6ef98
Fix copy and past mistake in dsge_simulated_theoretical_variance_decomposition
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Prevented correct deletion of stale prior MC files
2017-09-15 10:07:19 +02:00
151363e3b1
remove file that was erroneously included in 25121bca4f
2017-09-15 09:39:59 +02:00
43264d07c5
Merge pull request #1511 from JohannesPfeifer/histval_tests
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Add integration tests for #1193 and #1510
2017-09-13 12:07:34 +02:00
71ee63dc0d
preprocessor: histval lag check must be made after transformation to the dynamic model due to ramsey_policy. closes #1193
2017-09-13 11:37:49 +02:00
79e510a99e
Add integration tests for #1193 and #1510
2017-09-13 10:20:09 +02:00
8113c88a0b
preprocessor: histval should only accept lag values <= 0. closes #1510
2017-09-13 10:16:19 +02:00
91a954edf5
preprocessor: factorize code that checks for valid symb_id
2017-09-12 14:37:37 +02:00
9649f2e9de
preprocessor: remove size filed in Symbol Table class. closes #1380
2017-09-12 14:37:32 +02:00
853a68286a
preprocessor: remove commented RamseyConstraintsStatement code
2017-09-12 13:29:43 +02:00
4cfaa2545e
preprocessor: allow variables that become state variables in ramsey_policy to be set in histval. closes #1193
2017-09-11 18:14:56 +02:00
513abe445f
doc: update for change in 24a03ee290. #1509
2017-09-08 18:20:56 +02:00
24a03ee290
preprocessor: allow passing mod file as string. Closes #1509
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Usage: ./dynare_m $'<<mod file text>>'
The $’’ expands special characters. This is necessary because our setup for native matlab statements require that they end with a newline. In other words, the rest of the mod file can be sent on one line, but if there is a native matlab statement you must enter a `\n` after it.
NB: In this case, apostrophes must be escaped: ' becomes \'
e.g., to run tests/example1.mod:
./dynare_m $'//Example 1 from Collard\'s guide to Dynare\nvar y, c, k, a, h, b;varexo e, u;verbatim;% I want these comments included in\n% example1.m 1999q1 1999y\n%\nvar = 1;\nend;parameters beta, rho, alpha, delta, theta, psi, tau;alpha = 0.36;rho = 0.95;tau = 0.025;beta = 0.99;delta = 0.025;psi = 0;theta = 2.95;phi = 0.1;\nmodel;c*theta*h^(1+psi)=(1-alpha)*y;k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));k = exp(b)*(y-c)+(1-delta)*k(-1);a = rho*a(-1)+tau*b(-1) + e;b = tau*a(-1)+rho*b(-1) + u;end;initval;y = 1.08068253095672;c = 0.80359242014163;h = 0.29175631001732;k = 11.08360443260358;a = 0;b = 0;e = 0;u = 0;end;shocks;var e; stderr 0.009;var u; stderr 0.009;var e, u = phi*0.009*0.009;end; stoch_simul;'
2017-09-08 17:40:04 +02:00
d648f76462
dynare.m: aesthetic fix: remove unnecessary parenthesis
2017-09-08 15:09:05 +02:00
43bed00e3f
dynare.m: don’t redo strfind as value exists in dot_location variable
2017-09-08 15:07:40 +02:00
9c86168d63
Revert "simplify check for ‘.’ in name"
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This reverts commit a302b7af99
2017-09-08 15:07:23 +02:00
a302b7af99
simplify check for ‘.’ in name
2017-09-08 14:57:53 +02:00
c026113314
preprocessor: add backslashes to log output in latex. closes #1507
2017-09-08 11:06:37 +02:00
Johannes Pfeifer
Stéphane Adjemian
Houtan Bastani