Commit Graph

4852 Commits (a5d84a90c35e02b259026b52de5f93a70d2e69bb)

Author SHA1 Message Date
Michel Juillard a5d84a90c3 fixing bug in initialization of bayestopt_.name 2012-06-14 13:04:51 +02:00
Michel Juillard 3900d2820a further changes to reference manual 2012-06-14 13:04:16 +02:00
Michel Juillard a16cade619 reference manual: clarifying that variables, endogenous and exogenous,
not present in initval or endval are set to zero.
2012-06-14 11:23:12 +02:00
Michel Juillard 8f4fb2f16f fixed welfare evaluation for arbirtrary value of the state
variables. The preprocessor still needs to be modified to allow
arbitrary initial value of the Lagrange multipliers
2012-06-13 21:00:38 +02:00
Sébastien Villemot 19f6eca23f Update macroprocessor slides 2012-06-13 18:40:12 +02:00
Sébastien Villemot bbc6cba4a3 Macroprocessor: mention @#ifdef in error messages 2012-06-13 18:40:12 +02:00
Michel Juillard 9f161ff339 fixing lower bound for priors on correlation coefficients 2012-06-13 15:55:01 +02:00
Michel Juillard 3ff832ddcc added test for too large standard deviation in beta distribution;
cleaned up error messages related to priors; set error trap for
initilial likelihood Nan or complex
2012-06-13 15:47:01 +02:00
Michel Juillard a39a0b3b67 fixed bug when only variances are estimated, but no deep parameter 2012-06-13 14:08:58 +02:00
Houtan Bastani beddf375f0 ms-sbvar: submodule update 2012-06-13 11:28:36 +02:00
Houtan Bastani ed5470d62e udpate osx packaging script 2012-06-13 11:28:36 +02:00
Sébastien Villemot 661531ebff Remove MATLAB short-circuit operators
They trigger warnings under Octave
2012-06-13 11:09:57 +02:00
Sébastien Villemot cef35cd393 Fix function names 2012-06-13 11:09:27 +02:00
Sébastien Villemot 83623723d9 Block kalman filter: enclose OpenMP statements in conditionals 2012-06-11 14:31:33 +02:00
Sébastien Villemot eb4fcb2cd7 Windows installer: adapt for the new scripts directory 2012-06-11 13:55:56 +02:00
Sébastien Villemot cb1bdc1cb9 Merge commit 'remotes/houtanb/4.3~1' 2012-06-11 12:44:37 +02:00
Houtan Bastani 574472a288 script to find differences in matlab functions between one commit and another. Fixes ticket 228 2012-06-11 12:27:40 +02:00
Sébastien Villemot 4a9592a50c Fix LAPACK type error 2012-06-11 12:25:56 +02:00
Sébastien Villemot 91967eac6d Bump version numbers 2012-06-11 12:07:10 +02:00
Sébastien Villemot 8fe2eb23b9 New option simul_replic in preprocessor and documentation 2012-06-11 11:53:55 +02:00
Sébastien Villemot 01bb8c3e18 Merge remote-tracking branch 'ratto/master' 2012-06-11 10:46:32 +02:00
Ferhat Mihoubi 2a8436aa44 Extends the block Kalman filter to the missing observations case (not called for the moment) 2012-06-11 10:39:25 +02:00
Ferhat Mihoubi 8bf31f9675 Corrects a bug in model_info 2012-06-11 10:32:44 +02:00
Stéphane Adjemian (Charybdis) d006bd2aaf Made replic option specific to stochastic simulations (options_.simul_replic). 2012-06-11 09:41:59 +02:00
Marco Ratto 240e6d688e Update testsuite script for gsa. 2012-06-11 01:36:03 +02:00
Marco Ratto 2aaa88caa7 Merge from the latest gsa routines for 4.2.5.
1) options_gsa passed as function argument
2) use pvalues always to trigger Smirnov plots and correlation plots;
3) eliminated density plots in rmse analysis;
4) updated tex documentation
2012-06-11 01:33:01 +02:00
Sébastien Villemot 7a795cfdca Merge remote-tracking branch 'houtanb/master' 2012-06-09 16:04:56 +02:00
Sébastien Villemot 89ed599c01 Fix unitialized variable 2012-06-09 10:24:09 +02:00
Houtan Bastani 45988e258a add comment/copyright to script 2012-06-08 20:01:31 +02:00
Sébastien Villemot 02efbd31a8 Convert files to Unix EOL 2012-06-08 19:10:19 +02:00
Sébastien Villemot c079ace8c3 Remove various compiler warnings 2012-06-08 19:06:03 +02:00
Michel Juillard 1fc2d78ddf dminished number of nodes and order of computation in
./tests/ep/rbcii.mod to make it faster. Commented out production of
graphs
2012-06-08 18:38:36 +02:00
Sébastien Villemot 129553579a Merge remote-tracking branch 'ratto/master' 2012-06-08 18:24:18 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Sébastien Villemot b21d87966a Document extended_path and oo_.exo_simul in ref manual 2012-06-08 17:36:45 +02:00
Sébastien Villemot a87cac34ca Preprocessor iface to extended_path 2012-06-08 17:36:32 +02:00
Marco Ratto bf88b6e93d LIKK needs to be initialized when analytic derivation =0. 2012-06-08 17:06:59 +02:00
Sébastien Villemot 0f0b485cd3 Fix license file wrt dynare.el 2012-06-08 16:30:35 +02:00
Sébastien Villemot 346f9ba25c Move more files to scripts/ and add it to the distribution 2012-06-08 16:29:11 +02:00
Houtan Bastani 622bfcd0c8 python script to compare matlab function names to their filenames, reporting those that differ 2012-06-08 16:25:25 +02:00
Houtan Bastani 08b9d1c8b3 fix function name 2012-06-08 16:25:22 +02:00
Houtan Bastani b8661d56ad add parens to function names 2012-06-08 16:16:13 +02:00
Houtan Bastani 47808a0eb7 place AIM function calls at top of file 2012-06-08 16:16:12 +02:00
Marco Ratto dca2ffc5f3 clean-up of test project for gsa+identification. 2012-06-08 15:35:39 +02:00
Marco Ratto 6b908a38eb when identification=1, the only morris options allowed remain
morris 1 or 2.
2012-06-08 15:27:41 +02:00
Marco Ratto 69d015a777 Asymptotic Hessian now works also for univariate stationary KF. 2012-06-08 15:26:14 +02:00
Ferhat Mihoubi ea273c6812 documentation on the block decomposed decision rule. 2012-06-08 14:57:04 +02:00
Marco Ratto 2fecf9946b 1) Extended optimizer = 5 for analytic derivatives;
2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
2012-06-08 14:23:18 +02:00
Marco Ratto 45bc5c2459 Removed duplicate of the same function.
Fixed call removing globals.
global options_ still needed
2012-06-08 14:03:40 +02:00
Sébastien Villemot b7538ad315 Always compute hessian when analytic_derivation is set 2012-06-08 11:47:10 +02:00