Commit Graph

4491 Commits (a708d92d45b094fabd08a2e7e7e1c44c289d2dd8)

Author SHA1 Message Date
Houtan Bastani 13ce36ebd2 bug_fix: add missing assertion 2012-01-04 14:42:06 +01:00
Houtan Bastani c19950d358 update copyright dates for files already modified in 2012 2012-01-04 14:42:06 +01:00
Houtan Bastani 2a2da609c2 ms-sbvar: enforce consecutive chain numbers for markov_switching 2012-01-04 14:42:06 +01:00
Houtan Bastani 7ec25ee27e bug_fix: add initializations for modfilestructure bools 2012-01-04 14:42:06 +01:00
Stéphane Adjemian (Charybdis) 11da21c7b2 Renamed DsgeLikelihood_hh to dsge_likelihood_hh. Fixes bug reported in trac#231.
The problem was that this version of DsgeLikelihhod is called with an eval in dynare_estimation_1
by forming a string.
2012-01-04 14:25:21 +01:00
Stéphane Adjemian (Charybdis) d6155b1e96 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2012-01-04 12:47:36 +01:00
Houtan Bastani 0b64c61fc9 preprocessor: check size of domain argument 2012-01-02 22:44:50 +01:00
Houtan Bastani 143c5f569b macroprocessor: add @#ifdef 2012-01-02 18:27:04 +01:00
Houtan Bastani 72788cf551 doc: fix typo 2012-01-02 18:26:01 +01:00
Houtan Bastani d159dde855 macrodoc: remove unsupported references to @#then 2012-01-02 18:12:19 +01:00
Michel Juillard bd60a5beef made inverse_gamma_specification robust for a larger set of parameter values 2012-01-01 20:12:51 +01:00
Houtan Bastani fd2d3b0e4a preprocessor: added back prior names w/o _pdf and fixed check and write 2011-12-30 17:09:45 +01:00
Houtan Bastani 6c5722ad2a preprocessor: enumerate prior distributions 2011-12-30 15:41:51 +01:00
Houtan Bastani 2094297d59 preprocessor: remove unnecessary class prefix 2011-12-30 15:41:51 +01:00
Houtan Bastani 48f38af576 fix typo 2011-12-30 15:41:51 +01:00
Sébastien Villemot 2185924081 Build system: fix for Octave 3.4 2011-12-28 13:05:30 +01:00
Sébastien Villemot 3f384cc4d1 Preprocessor: minor fix for internal doc 2011-12-28 11:47:49 +01:00
Sébastien Villemot 30cbcdbb55 Store histval information for endogenous in M_.endo_histval
Really closes: #157
2011-12-28 11:35:22 +01:00
Sébastien Villemot de337ad72e Remove spurious initialization of oo_.endo_simul in steady 2011-12-28 10:52:16 +01:00
Sébastien Villemot c541ceb849 Remove unused options_.deterministic_simulation_initialization 2011-12-28 10:44:34 +01:00
Stéphane Adjemian (Charybdis) 7b856645a5 Added routine performing reduced rank Cholesky factorization. 2011-12-27 17:55:05 +01:00
Stéphane Adjemian (Charybdis) c250f8f495 Fixed bug in the second unitary test of local_state_equation_2. 2011-12-27 15:01:07 +01:00
Stéphane Adjemian (Charybdis) dd40895df6 Fixed a typo in comments. 2011-12-27 12:47:06 +01:00
Sébastien Villemot d7e5d37d9c GSA: rename 2 functions whose name is the same than some Octave built-in 2011-12-27 12:19:42 +01:00
Sébastien Villemot d33f149178 Windows package: build against Octave 3.4.3 2011-12-26 18:00:08 +01:00
Stéphane Adjemian (Charybdis) c152bbedd4 Added main routine for non linear filters. 2011-12-26 17:46:49 +01:00
Stéphane Adjemian (Charybdis) bf69bac140 Fixed typo in comments. 2011-12-26 17:46:49 +01:00
Stéphane Adjemian (Charybdis) 41c8faf176 Fixed header. 2011-12-26 17:46:49 +01:00
Stéphane Adjemian (Charybdis) ecac871435 Changed the name of DsgeLikelihood (-> dsge_likelihood). 2011-12-26 17:46:48 +01:00
Stéphane Adjemian (Charybdis) 45d85f19fa Added options for non linear filters + Cosmetic changes. 2011-12-26 17:46:48 +01:00
Stéphane Adjemian (Charybdis) 29cf9c4113 Removed the display of the first lines of oo_.exo_simul (extended path simulations). 2011-12-26 17:46:48 +01:00
Stéphane Adjemian (Charybdis) 3e84e333b4 Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1. 2011-12-26 17:46:48 +01:00
Sébastien Villemot b8bb1acce1 GSA: further simplification related to qmc_sequence 2011-12-26 16:12:33 +01:00
Sébastien Villemot cb9858d6a5 Minor improvements and bugfix to qmc_sequence
* make 2nd argument optional
* fix bug related to 3rd argument
* simplify code
2011-12-26 16:09:33 +01:00
Sébastien Villemot 300eaf63c2 Remove nonfree LPTAU.m, replace by qmc_sequence MEX 2011-12-26 15:40:52 +01:00
Sébastien Villemot a1c466a3bb Fix license notice of qmc_sequence MEX 2011-12-26 15:40:44 +01:00
Sébastien Villemot 1d4301bd97 Fix build failure on Octave/32-bit 2011-12-26 14:41:02 +01:00
Stéphane Adjemian (Charybdis) ecfc5bbbc9 Removed nonsensic options (for the evaluation of the expectations). 2011-12-26 11:53:08 +01:00
Stéphane Adjemian (Charybdis) 5c6d93d3f0 Fixed bug (same problem as in f9dc4574). 2011-12-26 11:53:08 +01:00
Stéphane Adjemian (Charybdis) 327f2cf3f0 Fixed bug (related to the last changes in options_.ep structure). 2011-12-26 11:53:08 +01:00
Sébastien Villemot b0afea3204 Fix parallel build problem in "make html" 2011-12-25 10:58:47 +01:00
Houtan Bastani 9be84bdf65 make check: fix bug in check for license 2011-12-23 18:22:41 +01:00
Houtan Bastani f01b0025e0 ms-sbvar: add restrictions option 2011-12-23 18:22:41 +01:00
Houtan Bastani 5c0a17e9f2 preprocessor: separate dynamic and static functions from their mexfiles 2011-12-23 18:22:41 +01:00
Houtan Bastani ed82146c37 preprocessor: bug fix in setting prior_variance 2011-12-23 18:22:40 +01:00
Stéphane Adjemian (Charybdis) e2f69ab4fc Added arbitrary order of approximation for the Stochastic Extended Path approach.
Default is that we only consider shocks in t+1 to approximate the expectations. If
options_.ep.stochastic.order is set to s>1, shocks in t+1, t+2, ..., t+s are
considered. Obviously the (tensorial) tree of future shocks is growing
exponentially.

Other numerical rules of integration have to be added...
2011-12-23 17:57:41 +01:00
Stéphane Adjemian (Charybdis) fe1f536f0d Updated header. Added unitary test. 2011-12-23 12:12:13 +01:00
Stéphane Adjemian (Charybdis) 6bb3a1c736 Fixed bug. Wrong calling sequence to dgemm. 2011-12-23 12:10:23 +01:00
Stéphane Adjemian (Charybdis) b9d47ae42e Fixed the inverse Gaussian Cumulative Distribution Function. Return -Inf/Inf if input is equal to
0/1.
2011-12-23 11:16:06 +01:00
Stéphane Adjemian (Charybdis) a09779f218 Fixed fourth unitary test of qmc_sequence. 2011-12-23 10:44:29 +01:00