Houtan Bastani
018ba39ff0
preprocessor: remove clearing of num_const_node_map
2015-04-15 14:21:05 +02:00
Stéphane Adjemian (Charybdis)
79d0310c10
Added traps if some optimization algorithm are not availabe (testsuite).
2015-04-15 12:48:03 +02:00
Stéphane Adjemian (Charybdis)
f0770186ca
Exhanged mode_compute=2 and mode_compute=102.
...
These options are for the simulated annealing algorithm, the Mathworks' global optimization
toolbox is mandatory for mode_compute=102. The first option relies on a
free implementation (works also with Octave).
2015-04-15 12:42:08 +02:00
Stéphane Adjemian (Charybdis)
a7f0366980
Removed gsa/ls2003a.mod from the test suite (which causes a segmentation fault and breaks the test suite).
2015-04-15 12:31:09 +02:00
Houtan Bastani
7c8ad4bfed
preprocessor: little fixes for removing unused exos from symbol_table
2015-04-14 18:13:28 +02:00
Stéphane Adjemian (Charybdis)
da2c529ee7
Merge branch 'marco_gsa_fixes'
2015-04-14 15:54:59 +02:00
Stéphane Adjemian (Charybdis)
58641d0efc
Added gsa/ls2003a.mod in testuite.
2015-04-14 15:51:50 +02:00
Stéphane Adjemian (Charybdis)
8022a181c8
Removed excel data file used in ls2003_bayesian_xls.mod.
...
The excel data file available here:
http://www.dynare.org/Datasets/data_ca1_xls.xlsx
is downloaded by Matlab/Octave when performing the test. The file is
deleted after the estimation command.
2015-04-14 15:12:25 +02:00
Johannes Pfeifer
62f81da6dd
Add unit test for recursive estimation with Excel data
2015-04-14 15:12:25 +02:00
Johannes Pfeifer
1a6afc0fdb
Restore compatibility of recursive estimation with new data interface
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Use dataset_ structure instead of reconstructing data to plot. Eliminates crashes
2015-04-14 15:12:25 +02:00
Houtan Bastani
11ec30c12a
preprocessor: take care of exos in smoother2histval statement
2015-04-14 15:05:03 +02:00
Houtan Bastani
c27fbcfa79
Merge branch 'master' into rmExtraExo
2015-04-14 14:47:59 +02:00
Houtan Bastani
f5cf7617a6
preprocessor: method out of order
2015-04-14 14:47:26 +02:00
Houtan Bastani
a7ffb0e6c8
preprocessor: take care of exos in calib_smoother statements
2015-04-14 14:42:17 +02:00
Houtan Bastani
d6dec9335e
preprocessor: take care of exos in options statements
2015-04-14 12:49:15 +02:00
Marco Ratto
8908cfe0f4
Updated testing routine
2015-04-14 12:38:18 +02:00
Marco Ratto
0bd8fef202
- Various bug fixes on moment calibration
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- Bug fixes on plots showing restrictions
- Improved and increased graphical info
2015-04-14 12:24:49 +02:00
Marco Ratto
ffc4b7480c
- improved plots with MATLAB annotations [trapped in octave] and different colors
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- use uimenu to get the name of the observable associated to each CDF from MATLAB plots
[trapped in octave]
- also checks multiple significant parameters by individual observable
2015-04-14 12:16:50 +02:00
Marco Ratto
a44b3fbfe7
Bug fixed for incomplete stock matrices of log-posterior kernel and steady state
...
[used in gsa/filt_mc_.m]
2015-04-14 12:10:46 +02:00
Houtan Bastani
008cf9dc0a
preprocessor: take care of exos in prior statements
2015-04-14 12:06:53 +02:00
Marco Ratto
e32cbf626f
Fixed bug when neighborhood_width is used : MC option must be forced.
2015-04-14 12:06:25 +02:00
Stéphane Adjemian (Charybdis)
355ed73240
Merge branch 'marco_diffuse_filter_and_smoother_2'
2015-04-14 12:03:07 +02:00
Stéphane Adjemian (Charybdis)
b49388891f
Moved README file for extended preprocessor in subfolder.
2015-04-14 11:57:28 +02:00
Houtan Bastani
69ec4bf269
Merge branch 'master' into rmExtraExo
2015-04-14 11:33:57 +02:00
Houtan Bastani
44bb0672d2
preprocessor: method out of order
2015-04-14 11:33:02 +02:00
Houtan Bastani
37e9b5d3fa
preprocessor: take care of extra exos in ramsey_model instruments option
2015-04-09 16:29:52 +02:00
Houtan Bastani
a8888f4c70
preprocessor: fix error message for InitParamStatement clone/reindex method
2015-04-09 16:17:47 +02:00
Houtan Bastani
c71d1e77a9
preprocessor: replace catch all exceptions in catch statements for clone/reindex methods
2015-04-09 16:17:22 +02:00
Houtan Bastani
1f58e0cc64
preprocessor: remove unnecessary cloneAndReindexSymbIds method
2015-04-09 16:14:25 +02:00
Houtan Bastani
4d8e0c7f3b
preprocessor: pointer to symbol_table unnecessary
2015-04-09 16:08:55 +02:00
Houtan Bastani
d8b132e39a
preprocessor: remove commented code
2015-04-09 12:36:07 +02:00
Houtan Bastani
960130867e
preprocessor: take care of extra exos in plot_conditional_forecast
2015-04-09 12:16:52 +02:00
Houtan Bastani
5be06a3352
preprocessor: take care of extra exos in conditional_forecast
2015-04-09 12:12:09 +02:00
Houtan Bastani
959890b375
preprocessor: take care of extra exos in shock_decomposition
2015-04-09 12:04:36 +02:00
Houtan Bastani
346e8bae13
preprocessor: take care of extra exos in ms_sbvar_irf
2015-04-08 17:30:45 +02:00
Houtan Bastani
613e7461e0
preprocessor: take care of extra exos in planner_objective
2015-04-08 16:35:09 +02:00
Houtan Bastani
8975110bcf
preprocessor: take care of extra exos in external functions
2015-04-08 16:23:30 +02:00
Marco Ratto
ca8f0ea006
Harmonize filters/likelihood with smoothers by using new option diffuse_kalman_tol
2015-04-08 15:49:12 +02:00
Marco Ratto
fe48de4406
Re-set default of new option diffuse_kalman_tol to 1e-6:
...
former hardcoded value was 1e-6 in the univariate smoother (i.e. the one most often used).
Updated documentation.
2015-04-08 15:44:39 +02:00
Houtan Bastani
f4a4fb9d4c
preprocessor: move reindexing functions from DynamicModel to ModelTree
2015-04-07 15:58:18 +02:00
Houtan Bastani
104e4767a4
update license file, #874
2015-04-07 12:01:23 +02:00
Johannes Pfeifer
aea49e2fa0
Add unit test for mode_computations
2015-04-06 12:13:14 +02:00
Johannes Pfeifer
49d4643481
Fix copy and paste typo in gmhmaxlik.m
2015-04-06 12:04:11 +02:00
Johannes Pfeifer
d1a80acb44
Replace non-available simulated annealing by Matlab's routine
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Closes #814
2015-04-06 11:28:32 +02:00
Johannes Pfeifer
39ed3eb3f0
Fix bugs related to allowing mode_compute to be a string
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Crashes otherwise
2015-04-06 11:24:42 +02:00
Johannes Pfeifer
a81c9da9a2
Add simulated_annealing.m to optimizers
...
Restores compatibility of mode_compute=102
2015-04-06 11:08:20 +02:00
Johannes Pfeifer
405b1f7368
Add solvopt.m to Dynare optimizers
...
Restores compatibility of mode_compute=101
2015-04-06 11:05:12 +02:00
Johannes Pfeifer
c46b6cdfea
Clarify Ramsey optimal policy
2015-04-04 10:45:17 +02:00
Houtan Bastani
23b322d6c6
Merge pull request #866 from JohannesPfeifer/mode_check
...
Remove hard-coded coloring of legend in mode_check.m
2015-04-03 18:07:14 +02:00
Stéphane Adjemian (Charybdis)
6aa5ceabb2
Fixed bug introduced in 363c4a61222103fda22adff9bdb1115a6073428a.
2015-04-03 18:02:03 +02:00