090c4fedbd
Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines.
2015-04-03 18:02:03 +02:00
e97e5c3407
Exclude zero columns of T from Kitagawa transformation, since ordschur is extremely noisy for multiple zero eigenvalues.
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This can make a lot of difference for large models that have hundreds of definitions.
2015-04-03 18:02:03 +02:00
5297836577
Harmonize criteria for exiting diffuse steps in likelihood with the smoother.
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Since initial Pinf is well scaled to unity, crit1= 1.e-6 is used for smoother and should also apply to likelihood evaluations.
2015-04-03 18:02:03 +02:00
7c838b133f
Use local variables for restrict var list, to avoid overwriting the global and messing likelihood evaluations later on.
2015-04-03 18:02:03 +02:00
c72ebcdef1
preprocessor: take care of extra exos in dynatype
2015-04-03 17:15:01 +02:00
526dd30d8c
preprocessor: take care of extra exos in dynasave
2015-04-03 17:11:28 +02:00
2cd3213230
preprocessor: take care of extra exos in optim_weights
2015-04-03 17:07:26 +02:00
28f9e3ed09
preprocessor: take care of extra exos in osr
2015-04-03 17:07:25 +02:00
cdf4ca5116
preprocessor: take care of extra exos in osr_params
2015-04-03 17:07:25 +02:00
b99e68d7b7
preprocessor: update warning message for missing varexos
2015-04-03 17:07:25 +02:00
9fa6cb3bd1
preprocessor: take care of extra exos in observation_trends
2015-04-03 17:07:18 +02:00
8cc9fbd69a
Remove hard-coded coloring of legend in mode_check.m
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Now displays correct colors with new Matlab plot interface (>2014a)
2015-04-02 20:52:49 +02:00
5d3753f466
take care of extra exos in estimated_params_bounds
2015-04-02 18:03:16 +02:00
3842303fc4
take care of extra exos in estimated_params_init
2015-04-02 17:57:12 +02:00
3422bfcf93
take care of extra exos in estimated_params
2015-04-02 17:42:01 +02:00
f9154273d0
Merge pull request #854 from JohannesPfeifer/smoother_var_initialization_fix
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Fix size of filtered variables matrix
2015-04-01 17:59:12 +02:00
f3d1a6c68e
Merge branch 'master' into marco_analytic_derivation
2015-04-01 16:41:38 +02:00
27403fb2dd
Add check whether initial prior is Inf
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Requires adding fourth output argument of priordens.m that stores position of problematic parameter.
2015-04-01 16:30:46 +02:00
9c3c0d727f
Add check for point priors and force user to fix this parameter.
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Traps Inf-prior
2015-04-01 16:29:18 +02:00
a6c9e36769
preprocessor: take care of extra exos in rplot
2015-04-01 15:48:07 +02:00
3ca0fcfb31
Merge branch 'master' into rmExtraExo
2015-04-01 15:22:10 +02:00
86d6e21450
preprocessor: remove unnecessary options_list argument to rplot
2015-04-01 15:18:09 +02:00
01f42d3313
preprocessor: take care of extra exos in dynare_sensitivity
2015-04-01 15:06:04 +02:00
577239f9eb
Merge pull request #864 from rattoma/master
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Fix mex path for win64 bit
2015-04-01 14:48:29 +02:00
b4a8ad8aa4
Fix mex path for win64 bit
2015-04-01 14:43:52 +02:00
e519e99220
preprocessor: take care of extra exos in estimation
2015-04-01 14:36:56 +02:00
fbe777c4fd
preprocessor: take care of extra exos in discretionary_policy
2015-04-01 14:26:07 +02:00
3842b45868
preprocessor: take care of extra exos in ramsey_policy
2015-04-01 14:19:51 +02:00
214dc74723
- Fixed bugs around analytic derivation.
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- Fixed test routine, eliminating diffuse filter.
- Trapped incompatibility of diffuse filter with analytic derivation.
2015-04-01 09:00:51 +02:00
afe123a79f
preprocessor: take care of extra exos in ramsey_model statement
2015-03-31 17:50:16 +02:00
5b77bb817e
preprocessor: take care of extra exos in forecast statement
2015-03-31 17:41:41 +02:00
5873adc5df
preprocessor: take care of extra exos in stoch_simul
2015-03-31 16:59:47 +02:00
4f1725455a
fixing bug in treatment of temporary terms for blocks with *.m files
2015-03-31 15:50:35 +02:00
8fa6dbc233
preprocessor: fix bug in shocks statement for removal of exos
2015-03-31 12:45:31 +02:00
181649e420
fix copyright dates
2015-03-31 12:23:36 +02:00
7544d8c97e
Fixed typos in reference manual.
2015-03-31 00:43:59 +02:00
28f2e2abd0
Merge pull request #856 from rattoma/optimizer_number_5
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Fixed issues related to newratflag.
2015-03-30 15:22:05 +02:00
ad0e0b6c1d
Merge pull request #861 from JohannesPfeifer/steady_fix
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Prevent crash if steady state cannot be computed
2015-03-30 15:17:46 +02:00
0e1dd779b9
Check that Dynare's routines are not overridden by other routines.
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By default Dynare will temporarly change Matlab/Octave's path. Added an
option to force Dynare to keep the current path. Also check that the user
did not put dynare/matlab directory with all the subfolders in the path.
With this patch, we do not need to prefix Dynare routines with dyn_ or
dynare_ anymore.
2015-03-30 15:04:59 +02:00
923f75df86
build system: fix make install following changes to #862
2015-03-30 13:04:39 +02:00
600715127c
build system: changes for #862 broke preprocessor parallel build
2015-03-30 11:15:19 +02:00
e10ea545b8
build system: fix preprocessor clean, #862
2015-03-30 11:08:04 +02:00
34c871b53c
getenv provides one output on windows
2015-03-27 18:58:35 +01:00
575cbfe679
build system: modify windows.nsi for 32 & 64 bit preprocessor
2015-03-27 18:41:31 +01:00
e257787cc5
Merge branch '64-bit-preprocessor', closes #862
2015-03-27 17:32:01 +01:00
90e00b3871
fixes for windows
2015-03-27 17:29:10 +01:00
510c6641c9
Fixed compilation failure on Windows.
2015-03-27 10:55:48 +01:00
d7c253ae59
support 64-bit preprocessor, #862
2015-03-26 19:08:30 +01:00
82bd6bcdf3
Fixed c++ warnings.
2015-03-25 14:54:32 +01:00
a97973d01f
Added method for recognizing unreferenced atoms. Call to this method replace catching the exception used before to recognize that an atom is not referenced.
2015-03-25 14:52:28 +01:00
Stéphane Adjemian (Charybdis)
Marco Ratto
Houtan Bastani
Johannes Pfeifer
Johannes Pfeifer
Michel Juillard