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
64346de401
Initial guess for Lagrange multipliers solved by SVD decomposition to improve conditioning.
2015-03-25 14:45:09 +01:00
7ca3683281
Fixed bug. Uninitialized memory reads because the code was working with a std::map, which was volatile.
2015-03-25 14:37:58 +01:00
39a2dcd70f
preprocessor: bug fix for Windows 7 in joint parameters syntax. Closes #855
2015-03-19 15:33:35 +01:00
80f512b90b
ilu function has been implemented in Octave 4.0.
2015-03-18 16:03:41 +01:00
131d03d4e3
Merge pull request #859 from JohannesPfeifer/fix_unit_tests
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Change call to test.m to fataltest.m
2015-03-18 13:44:31 +01:00
bbbbeb839f
Change call to test.m to fataltest.m
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Necessary after a988418668
2015-03-18 13:32:04 +01:00
aa1acec308
Remove obsolete warning code for Octave < 3.6.
2015-03-17 18:01:36 +01:00
ec65f80617
Octave warning "matlab-incompatible" renamed to "language-extension" in 4.0.
2015-03-17 17:59:52 +01:00
d0628af1f2
No longer compile ordschur.oct for Octave >= 4.0.
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The function is now an Octave builtin.
2015-03-17 17:53:11 +01:00
fde96124f8
Merge pull request #858 from JohannesPfeifer/unit_test_fix
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Disable OSR unit tests for optimizers not supported by Octave
2015-03-17 11:53:51 +01:00
91d8ce38bc
Disable OSR unit tests for optimizers not supported by Octave
2015-03-17 11:43:30 +01:00
1a3d8d0b26
Provisions for MATLAB 8.5 (R2015a)
2015-03-16 14:44:06 +01:00
6d304891d1
Fixed EXTRA_DIST in Makefile.am.
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I forgot to update Makefile.am after the change introduced in the
previous commit (a988418668
2015-03-13 22:51:02 +01:00
a988418668
Renamed tests/test.m as tests/fataltest.m.
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Previous routine name was causing octave testsuite to throw a warning.
2015-03-13 17:57:46 +01:00
a486f3c1c2
Merge branch 'merge-initvalfile-fix'
2015-03-13 17:41:10 +01:00
3a3469b887
Cosmetic change.
2015-03-13 17:27:26 +01:00
e2a149430e
Use perfect_foresight_setup and perfect_foresight_solver routines.
2015-03-13 17:26:27 +01:00
f1d7060520
Added explicit extension for generated mat files (needed by octave).
2015-03-13 17:25:06 +01:00
e82487ed62
Added missing extension for o.tls rule.
2015-03-13 17:24:07 +01:00
6d7b72cb0d
Merged with master
2015-03-13 15:53:18 +01:00
7343fa8f99
Fixed typo in tests/Makefile.am
2015-03-13 15:52:33 +01:00
cd7ffc0f5a
Added missing matlab/octave scripts.
2015-03-13 15:39:43 +01:00
cf5ec64012
Removed display of debug info.
2015-03-13 15:27:16 +01:00
87cb00bd7d
fixing bug in calling sequence of *_dynamic function when using block option
2015-03-11 09:24:47 +01:00
6e0d919751
Fix issue with purely forward deterministic models with lags on exogenous.
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Ref #617
2015-03-09 18:22:01 +01:00
6db9f10353
preprocessor: remove use of tables completely as they were introduced in Matlab R2013b. #824
2015-03-09 17:59:05 +01:00
d77b5104d2
preprocessor: cell2table doesn’t exist in Octave
2015-03-09 17:16:59 +01:00
00d67110f2
Removed data files for tests/initval_file.
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Generate the data instead with matlab's script
ramst_initval_file_data.m. Note that the excel files are only produced
and tested under Windows (xlswrite is not working on OS X, need to check
for Linux).
2015-03-09 08:59:48 +01:00
86f9e53ec6
dr_block: fixing bug in solve_foward_complete
2015-03-07 10:59:53 +01:00
265970c1c9
adding global test for identification for sbvar
2015-03-07 10:59:53 +01:00
9ab6be8995
preprocessor: bug fix; warning should be issued if there is at least one unused exo not more than one
2015-03-06 09:49:11 +01:00
de5c541ce6
Manually merged PR #807 .
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Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
30428aeb17
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
219b4fe547
Merge pull request #813 from JohannesPfeifer/model_diag
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Add missing abs to unit root check in model_diagnostics.m
2015-03-01 16:35:31 +01:00
511d621818
Merge pull request #851 from JohannesPfeifer/Estimation_Bugfixes
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Estimation bugfixes
2015-03-01 16:33:51 +01:00
bcfa24bd99
Merge pull request #815 from JohannesPfeifer/newrat_analytic
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Add unit test for newrat with analytic derivatives and various Kalman al...
2015-03-01 16:31:29 +01:00
ba2c4db88c
Merge pull request #816 from JohannesPfeifer/loglinear_steady_error
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Integrate error from negative steady state with loglinear model into pri...
2015-03-01 16:30:29 +01:00
a7f380d8c0
Condition check for changed parameters on whether parameters are estimated in the first place
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Fixes crash in master unit test
2015-03-01 13:36:21 +01:00
fe938c902a
Fixed another bug related to options_.optim_opt being now initialized as an empty array
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Finalizes 392486273e
2015-03-01 13:34:39 +01:00
11e0ff4818
Merge pull request #850 from JohannesPfeifer/osr_opt_algo_implementation
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Use new routine for minimizing objective function for OSR
2015-03-01 00:14:10 +01:00
f89108568c
Document osr option
2015-02-28 20:43:30 +01:00
49c32da83b
Add unit tests for different OSR algorithms
2015-02-28 20:42:46 +01:00
0ef7524977
Use dynare_minimize_objective for OSR computations
2015-02-28 20:37:10 +01:00
198a6ed7cf
Removed three unused routines.
2015-02-27 18:54:12 +01:00
73cdaa3091
Replaced get_prior_info routine by prior routine.
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This new routine gives the possibility to obtain a description of the
prior from the command line.
>> prior table
will display a table with the prior mean, prior mode, prior std, prior
bounds and prior HPD interval.
>> prior plot
will plot the prior densities.
>> prior optimize
will trigger the maximization of the prior density and display the
results (often, because of BK conditions or other issues, Dynare is even
not able to get the prior mode).
>> prior moments
will display the moments of the endogenous variables at the prior mode.
>> prior simulate
will run a Monte-Carlo, by sampling from the prior and discarding vector
of parameters such that the steady state does not exist or the BK
conditions are not met, and return an estimate of the effective prior
mass.
2015-02-27 17:12:04 +01:00
daaed37782
Added new routines.
2015-02-27 17:05:11 +01:00
eec1e77140
Removed last character if string is renurned in a variable.
2015-02-26 16:18:33 +01:00
4979f33f8b
Added the possibility to return the generated line in a variable.
2015-02-26 16:10:44 +01:00
04ae10434c
Beta prior. Do not return the prior mean of the prior density has two
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modes (return the first mode).
2015-02-26 12:07:40 +01:00
Stéphane Adjemian (Sedna)
Houtan Bastani
Sébastien Villemot
Johannes Pfeifer
Michel Juillard