d52f13114d
preprocessor: interface for generate_irfs block. Closes #1531
2017-10-06 15:00:55 +02:00
6e656fbf50
Only set options_.varlist if necessary.
2017-10-06 09:18:55 +02:00
471e0ff472
preprocessor: add basic gmm smm statements, add options later. #1530
2017-10-05 15:13:17 +02:00
53b1910201
adding missing occbin functions
2017-10-05 14:19:24 +02:00
a0ea6e3a21
Adjust tolerance of integration test
2017-10-05 11:33:17 +02:00
8779b5a603
Document VarianceDecompositionME field
2017-10-05 11:33:17 +02:00
a1222a1d1b
Implement variance decomposition with measurement error
2017-10-05 11:33:17 +02:00
2472c5801a
Fix typo
2017-10-05 11:33:17 +02:00
818a07a4ef
Fix get_posterior_parameters
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Get rid of setting variables from the base workspace in the function, making the function read-only (as the name suggests)
2017-10-05 09:54:08 +02:00
913425e5a4
Merge pull request #1525 from JohannesPfeifer/cosmetic
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Fix incorrect comments
2017-10-04 18:42:29 +02:00
3c9880fc3b
Fix typos in fjaco.m
2017-10-04 16:52:55 +02:00
86e646488c
mode_check.m: fix case where parameter is exactly 0
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In this case, interval length was 0, crashing the plotting
2017-10-04 16:49:09 +02:00
8fa50ad009
Make sure prior distribution is set up without prior estimation command
2017-10-04 15:46:23 +02:00
f0b9f453e9
Make empirical moments independent of simul_replic by outputting first instead of later replication
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Closes #1487
2017-10-04 15:32:28 +02:00
0f84dadb9a
Reset order=1 for all of stoch_simul.m if the Hessian is 0
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Prevents various crashes where functions called rely on fields existing at order>1
2017-10-04 11:34:31 +02:00
e857df0c93
Correct header of makedataset.m
2017-10-04 10:40:42 +02:00
088ac2be55
Fix incorrect comments
2017-10-03 14:09:19 +02:00
666e569a27
Merge pull request #1520 from JohannesPfeifer/inv_gamma
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Clarify inverse_gamma_specification.m
2017-10-03 13:59:54 +02:00
a2916fef2c
Merge pull request #1504 from JohannesPfeifer/patch-1
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lyapunov_solver: Eliminate confusing transpose
2017-10-03 13:52:06 +02:00
7d95539413
preprocessor: add missing fill! statements to static/dynamic functions
2017-10-02 11:14:35 +02:00
f284169248
Fixed integration tests related to simulation of backward models.
2017-09-30 16:44:23 +02:00
6dde1b1ee7
Allow calibrated innovations with simul_backward_model routine.
2017-09-29 10:29:40 +02:00
2d717dbd3e
Fixed returned fvec and fjac with solve_algo=3.
2017-09-29 10:29:20 +02:00
e001d448b8
Return an error if Newton fails when simulating a backward model.
2017-09-29 10:29:04 +02:00
6c464f9f89
Allow calibrated innovations with simul_backward_model routine.
2017-09-29 10:24:39 +02:00
6a2736d498
Fixed returned fvec and fjac with solve_algo=3.
2017-09-29 10:23:58 +02:00
b429a23852
Added trap for complex residuals and jacobian in nonlinear solver.
2017-09-29 10:19:54 +02:00
05d8058d57
Return an error if Newton fails when simulating a backward model.
2017-09-29 10:17:33 +02:00
51fd3fd988
preprocessor: perpetuate nopreprocessoroutput option to preprocessor code #1390
2017-09-28 14:58:25 +02:00
108c10cdb2
Merge branch 'master' into ecb-master
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Fixed conflicts:
doc/userguide/models/fs2000ns_steadystate.m
doc/userguide/models/fsdat.m
matlab/modules/dseries
mex/sources/estimation/tests/logposterior_dll_test/random_walk_metropolis_hastings_core.m
mex/sources/estimation/tests/logposterior_dll_test/rawdata_euromodel_1.m
mex/sources/estimation/tests/random_walk_metropolis_hastings_core.m
mex/sources/estimation/tests/rawdata_euromodel_1.m
2017-09-28 10:33:17 +02:00
919e9713a8
Fixed typo.
2017-09-28 10:18:29 +02:00
510eccd965
Fixed routines for backward model simulation (with IRFs and forecasts).
2017-09-28 10:12:53 +02:00
eae4bc91b8
Updated dseries submodule.
2017-09-28 10:12:53 +02:00
a05fa7e086
Fixed bug in one sided HP filter.
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User defined initial conditions for the trend were not acknowledge.
2017-09-28 10:12:53 +02:00
27dd46dab0
preprocessor: special output for power deriv in JSON
2017-09-27 15:25:32 +02:00
7c3c1ac287
Added routine for computing residuals of backward models.
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- checkdatabaseforinversion (adds auxiliary variables in database and performs various checks).
- calibrateresiduals (compute the residuals).
- Also updated dseries submodule:
+ If 0 is passed as an argument to lag or lead, then these methods do not change the object, ie o.lag(0)==o. This change is
necessary for defining the auxiliary variables in checkdatabaseforinversion.
+ Completed X13 interface.
+ Added new members ops (whick keep track of all the transformations on the variables) and tags.
2017-09-25 08:26:02 +02:00
fb6a11f544
move estimation-dll to its own repository: https://github.com/DynareTeam/estimation-dll.git
2017-09-22 15:31:23 +02:00
38c2975855
files that should have been included in 5c821b784d
2017-09-22 13:13:08 +02:00
5c821b784d
doc: move user guide to https://github.com/DynareTeam/user-guide.git
2017-09-22 11:52:51 +02:00
93668809a6
Clarify inverse_gamma_specification.m
2017-09-18 17:27:15 +02:00
dbe35d1819
preprocessor: remove unnecessary global declaration. closes #1518
2017-09-18 11:42:36 +02:00
3aac5663d6
preprocessor: fix int/size_t comparison warning for g++
2017-09-15 10:59:58 +02:00
0f2be11005
Merge pull request #1515 from JohannesPfeifer/patch-2
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Fix copy and past mistake in dsge_simulated_theoretical_variance_deco…
2017-09-15 10:14:13 +02:00
8ab6c6ef98
Fix copy and past mistake in dsge_simulated_theoretical_variance_decomposition
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Prevented correct deletion of stale prior MC files
2017-09-15 10:07:19 +02:00
151363e3b1
remove file that was erroneously included in 25121bca4f
2017-09-15 09:39:59 +02:00
e9c4c836ce
Fixed typo.
2017-09-13 18:34:02 +02:00
97743cbb3f
Merge branch 'master' into ecb-master
2017-09-13 18:27:15 +02:00
768a3e8be6
Fixed typo (historical values for exogenous variables).
2017-09-13 18:03:06 +02:00
d13eacb35a
Fixed typo (historical values for exogenous variables).
2017-09-13 17:58:45 +02:00
43264d07c5
Merge pull request #1511 from JohannesPfeifer/histval_tests
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Add integration tests for #1193 and #1510
2017-09-13 12:07:34 +02:00
Houtan Bastani
Stéphane Adjemian (Scylla)
Michel Juillard
Johannes Pfeifer