Stéphane Adjemian (Charybdis)
|
cf19df92ef
|
Added an option fot the mode_check plots for defining the size of the neighbourhood around the estimated posterior mode.
|
2012-03-05 15:03:55 +01:00 |
Stéphane Adjemian (Charybdis)
|
cf9e8a6714
|
Bug fix. When the estimation command is used, do not issue an error message if options_.order>1. In this
case reset the options_.order equal to one (except if options_.particle.status==1).
|
2012-03-05 14:56:02 +01:00 |
Stéphane Adjemian (Charybdis)
|
0d58e1855d
|
Fixed compatibility issue with octave (use set_dynare_seed routine instead of the matlab's commands
to set the seed of the random number generators).
|
2012-03-05 14:37:55 +01:00 |
Stéphane Adjemian (Charybdis)
|
59d3d30c90
|
Fixed typo. Do not use the non linear filter automatically when order==2, otherwise the non linear filters are used if the estimation command is used after a stoch_simul command with order==2. The non linear filter is used only if options_.particle.status is explicitely set to 1 (before the estimation command). A new estimation option is needed...
|
2012-03-05 14:21:52 +01:00 |
Michel Juillard
|
d64817437e
|
now extended_path with order = 0 calls solve_perfect_foresight_model()
and order ~= 0 solve_stochastic_perfect_foresight_model().
checking only first period of simulation for convergence when checking horizon
|
2012-03-05 12:35:55 +01:00 |
Stéphane Adjemian (Charybdis)
|
e1a5e0de53
|
Objective function needs to be passed as a string to CMAES optimization routine.
|
2012-03-04 22:13:00 +01:00 |
Stéphane Adjemian (Charybdis)
|
83b536c618
|
Moved CMAES options in global_initialization, so that the options of this routine can be modified by
the user by writting in options_.cmaes.
|
2012-03-04 22:13:00 +01:00 |
Stéphane Adjemian (Charybdis)
|
cc281897e0
|
Added new routine for non linear filter (auxiliary particle filter).
|
2012-03-04 22:13:00 +01:00 |
Stéphane Adjemian (Charybdis)
|
8de93c21f2
|
Fixed bug (cost_flag->exit_flag).
|
2012-03-04 22:13:00 +01:00 |
Stéphane Adjemian (Charybdis)
|
724b99412f
|
Added option for kitagawa/stratified approach in traditional resampling.
|
2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
3b471e3a99
|
Bug fix. Added missing input (method specification) to the resampling routine.
|
2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
6b736cf622
|
Bug fix. Added missing input to the non linear likelihood routine (DynareOptions).
|
2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
fb4def04bd
|
Fixed bug related to the name of the sub-structure for the non linear filters.
|
2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
bbf63f0da9
|
Deleted trailing white spaces.
|
2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
978f29f59d
|
Added missing field in bayestopt_ (restrict_var_list, indices for the state and observed variables).
|
2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
5458492674
|
Fixed bug.
|
2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
f3e27e82d6
|
Fixed typo (misspelled EstimatedParameters structure).
|
2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
1ab6aae56e
|
Fixed typo (number of observed variables).
|
2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
f798118902
|
Updated test on options_.order (current version can estimate dsge models with non linear filters considering a second order approximation of the model).
|
2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
6a8095303e
|
Added particle filter flag.
|
2012-03-04 22:12:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
2f3c8f910f
|
Fixed bug related to the dynare implementation of the simplex algorithm.
|
2012-03-04 22:12:58 +01:00 |
Stéphane Adjemian (Charybdis)
|
8aea0bf14c
|
Updated copyright year.
|
2012-03-04 22:12:58 +01:00 |
Stéphane Adjemian (Charybdis)
|
13f1e62de8
|
Deleted trailing white spaces.
|
2012-03-04 22:12:58 +01:00 |
Stéphane Adjemian (Charybdis)
|
859335b34f
|
Fixed bug in extended path routine (appearing when some innovations have zero variance).
|
2012-03-04 22:12:58 +01:00 |
Stéphane Adjemian (Charybdis)
|
e882a2ea36
|
Added unitary test.
|
2012-03-04 22:09:18 +01:00 |
Stéphane Adjemian (Charybdis)
|
192b5c7113
|
Fixed bugs in routines related to the extended path algorithm.
|
2012-03-04 22:09:18 +01:00 |
Stéphane Adjemian (Charybdis)
|
0aaa7a8a13
|
Fixed bug in internal tests of local_state_space_iteration_2 routine.
|
2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
|
100ff94644
|
Fixed bug related to the path to the testes routine.
|
2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
|
40329e3e29
|
Added routine to compute one step ahead state space iteration (mex and m). The state space
equations are approximated at order two around the deterministic steady state.
|
2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
|
8f95711445
|
Fixed texinfo header. Added two internal tests.
|
2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
|
f9671be3d2
|
Deleted trailing white space.
|
2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
|
939318a380
|
Added a comment about the timming tests done in the third section of the internal tests.
|
2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
|
0a9daa519a
|
Updated copyright year.
|
2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
|
78fe29eeef
|
Cosmetic changes in texinfo headers. Deleted trailing white spaces. Changed the value of show_time in the third internal test.
|
2012-03-04 22:07:27 +01:00 |
Stéphane Adjemian (Charybdis)
|
2a88e49f9f
|
Cosmetic changes in texinfo header. Deleted trailing spaces.
|
2012-03-04 22:07:26 +01:00 |
Johannes Pfeifer
|
ce40f0ebfc
|
Add CMAES (Ticket #245) for mode optimization
|
2012-03-04 22:07:26 +01:00 |
Michel Juillard
|
bad8746e77
|
corrected bugs in extended path. The code works now with
./tests/ep/linear.mod
|
2012-03-04 20:59:57 +01:00 |
Ferhat
|
2234cdc5bd
|
g0 has to be initialized
|
2012-02-17 10:41:42 +01:00 |
Ferhat
|
441e58cd01
|
Need to evaluate the recursive blocks to compute the temporary terms
|
2012-02-17 10:38:39 +01:00 |
Ferhat
|
09a3f3a084
|
Updates M_params only if estim_params_ has a field param_vals (not the case for a kalman_smoother)
|
2012-02-17 10:36:21 +01:00 |
Ferhat
|
e184c1f368
|
ghx matrix has to be stored as soon as the block contains lagged or mixed variables
|
2012-02-17 10:24:31 +01:00 |
Sébastien Villemot
|
f09c10e2d3
|
Merge remote-tracking branch 'ratto/master'
|
2012-02-13 11:15:24 +01:00 |
Michel Juillard
|
22e76c8ac8
|
correcting dimension bugs in solve_stochastic_perfect_foresight_model;
doesn't work yet; now Jacobian is singular
|
2012-02-11 15:42:45 +01:00 |
Michel Juillard
|
3564eca525
|
new version of solve_stochastic_perfect_foresight_model; doesn't work yet
|
2012-02-11 14:59:51 +01:00 |
Stéphane Adjemian (Charybdis)
|
d5628a277e
|
Fixed i_cols iterations.
|
2012-02-11 00:01:22 +01:00 |
Marco Ratto
|
e2b7848f6c
|
security checks before removing remote folders
|
2012-02-10 22:44:09 +01:00 |
Marco Ratto
|
1129e29ceb
|
bug fix for octave
|
2012-02-10 22:43:11 +01:00 |
Marco Ratto
|
31feb32bd3
|
bug fix for remote unix called by windows master
|
2012-02-10 22:42:29 +01:00 |
Marco Ratto
|
ff5a802f65
|
allow the possibility to close all slaves from a condition found in one single thread (e.g. in a while loop where all threads look for the verification of a condition in a loop)
|
2012-02-10 22:41:54 +01:00 |
Marco Ratto
|
77e84c5328
|
removed left keyboard line + cosmetics.
|
2012-02-10 22:38:41 +01:00 |