Commit Graph

3508 Commits (ae4df964c83e4aa63f4f9b74fa5dc77156fb36e1)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 24b0b22e4d Factorized code using ispd routine and fixed bugs in models with measurement errors. 2013-06-20 13:00:01 +02:00
Stéphane Adjemian (Charybdis) 268095276c Factorized code using ispd routine. 2013-06-20 12:59:01 +02:00
Stéphane Adjemian (Charybdis) 3701707e63 Rewrote ispd routine more efficiently using cholesky decomposition. 2013-06-20 12:57:53 +02:00
Stéphane Adjemian (Charybdis) 60cab18e78 Added new routine. 2013-06-20 12:56:53 +02:00
Stéphane Adjemian (Charybdis) 78a1607bc1 Fixed typo. 2013-06-20 11:55:33 +02:00
Stéphane Adjemian (Charybdis) 6dc7325c9f Fixed seed in non linear filters. 2013-06-20 11:49:10 +02:00
Stéphane Adjemian (Charybdis) ea920649bd Removed useless line. 2013-06-20 11:43:33 +02:00
Stéphane Adjemian (Charybdis) 39ef86f118 Partially reverted commit 06237375db. 2013-06-18 22:30:49 +02:00
Frédéric Karamé 1bbfd90498 Added online auxiliary filter as options_.mode_compute=10. 2013-06-18 16:18:55 +02:00
Frédéric Karamé 06237375db Added the possibility to set the number of points in mode_check for computing the transversal cuts. 2013-06-18 16:16:56 +02:00
Frédéric Karamé 8820c63f5e Bug fixes. 2013-06-18 16:15:16 +02:00
Stéphane Adjemian (Charybdis) ff48ac617d Reverted Ferhat's commit 23e583f95c0a5631c943c44f9116f20b91c0fb0a. The names of the dynSeries variables are stored in a column cell array. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 59c8089214 Changed unitary test according to Ferhat's commit b5a167caf8830393094cb8e3ec8eed4c17d2e77e. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 479034ae6d Partially reverted Ferhat's commit 16a73af066fb52cce1ecc98c5e434d7528db2e1f. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 480704ff17 Cosmetic change. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 7f53a992c0 Cosmetic change. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 3a10b47a79 Reverted Ferhat's commit 895c8d5348c1a88b1ff130d4aead5d95be3e4f0b. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 473ec84255 Added unitary tests. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 00c5f4623a Added unit test. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 839c01dd27 Fixed bug in @dynSeries/align method (occuring if the second dynSeries object has more observations than the first one). 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 47a5a20a64 Cosmetic change. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) 0108a94c4e Added unitary test in @dynSeries/align method. 2013-06-17 17:52:27 +02:00
Stéphane Adjemian (Charybdis) d23cd52752 Reverted buggy commit 5366dd5cb9f546809ff21a0bd23a2ac423aac6ce by Ferhat and added call to strtrim in @dynSeries/extract method to remove leading and trailing white spaces in variable names. 2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis) 58b6a7676b Fixed bug. The cell of strings varlist had wrong dimension (must be a column) if the code is executed with matlab. 2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis) 38f912268a Added the possibility to use pre and post dynare preprocessor hooks defined by matlab scripts. 2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis) 2d1a1fc742 Added the possibility to rename the selected variables to be saved in a data file. 2013-06-17 17:52:26 +02:00
Ferhat Mihoubi 7cff2a32db Get rid of extra space characters. 2013-06-17 17:52:26 +02:00
Ferhat Mihoubi 2faca37231 Allows to compute the sum of two dynSeries with different starting dates 2013-06-17 17:52:26 +02:00
Ferhat Mihoubi eb7c28f2d7 Allows to compute the difference between two dynSeries with different starting dates 2013-06-17 17:52:26 +02:00
Ferhat Mihoubi b7ff26c8aa Correct the way to handle the frequencies when a number of periods is added to a dynDate 2013-06-17 17:52:26 +02:00
Ferhat Mihoubi a190f3f71c The names of the dynSeries are stored in a row vector not in a column vector 2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis) c08c34223d Fixed typo and bug in MCMC diagnostics. 2013-06-13 17:14:04 +02:00
Stéphane Adjemian (Charybdis) 8e897b63e2 Fixed typo introduced in commit e8ed4c1f67. 2013-06-13 16:39:12 +02:00
Johannes Pfeifer e8ed4c1f67 Bunch of cosmetic changes 2013-06-13 14:24:17 +02:00
Stéphane Adjemian (Charybdis) cb2228acad Merge branch 'master' into experimental-mjdgges-threshold 2013-06-12 17:27:25 +02:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Stéphane Adjemian (Charybdis) 8574dfd053 Adapted print_info routine. 2013-06-12 10:54:33 +02:00
Stéphane Adjemian (Charybdis) 9d3a1d242a Added fake argument to matlab's implementation of mjdgges.
Need to implement the test on 0/0 generalized eigenvalues later...
2013-06-12 10:53:40 +02:00
Stéphane Adjemian (Charybdis) 0f570d1d98 Added input argument four (options_.qz_zero_threshold) when calling mjdgges. 2013-06-12 10:23:07 +02:00
Stéphane Adjemian (Charybdis) a71b770fec Added default value for the threshold level of the 0/0 generalized eigenvalue test (1e-6). 2013-06-12 09:53:18 +02:00
Houtan Bastani 1a6f8753d1 reporting: in windows, replace native filesep with forward slash for inclusion in tex file 2013-06-11 17:12:16 +02:00
Houtan Bastani dec9c3a315 reporting: search for pdflatex.exe on windows 2013-06-11 17:11:48 +02:00
Houtan Bastani 58a583c248 reporting: fix echo command in system searches for pdflatex 2013-06-11 17:11:15 +02:00
Johannes Pfeifer 97f777ea15 Make sure that recursive forecasting happens in increasing order of observations (required for plotting) 2013-06-09 10:56:58 +02:00
Johannes Pfeifer 3347352a45 Fix plots for Recursive Forecasting and save them to graphs subfolder. 2013-06-09 10:55:52 +02:00
Johannes Pfeifer 79748dd150 Correct displayed information if not total dataset is used. 2013-06-09 10:45:41 +02:00
Ferhat Mihoubi bdee6d14ec Fix the problems related to the initialization of ilu preconditioner using BiCGStab and also a bug in the BiCGStab in case of block (without bytecode) model options. 2013-06-08 17:16:20 +02:00
Ferhat Mihoubi 2dc04c8c00 Correct a typo when solving an equation containing only lead and current values of endogenous 2013-06-07 20:27:10 +02:00
Houtan Bastani 037ec55dfd dynDate: add missing case to throw error if another char is passed 2013-06-07 17:23:22 +02:00
Michel Juillard ed4d184c9d fixing bug for shock_decomposition with calibrated model (issue #259) 2013-06-03 16:45:39 +02:00