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10904 Commits (b080e5d7b1633fdfcbdd6007ecbae804c34f7c49)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 008f30ea07 Updated dseries submodule. 2017-10-11 17:57:20 +02:00
Stéphane Adjemian(Charybdis) 61b23a17f4 Merge branch 'upgrade-classes' 2017-10-11 14:09:35 +02:00
Stéphane Adjemian (Scylla) 88a9493bc3 Updated dates submodule. 2017-10-10 15:47:40 +02:00
Stéphane Adjemian (Scylla) 4757713829 Fixed type of first returned argument. 2017-10-10 14:37:07 +02:00
Stéphane Adjemian (Scylla) d3d11b7a9a Updated dseries submodule. 2017-10-10 14:21:25 +02:00
Stéphane Adjemian (Scylla) 560a047a53 Moved isfile routine in missing. 
This routine has been introduced in R2017b. Closes #1523.
 2017-10-10 13:33:32 +02:00
Stéphane Adjemian (Scylla) a83258d4af Generalised isfile routine (to accept more than one file name to be tested). 2017-10-10 13:19:07 +02:00
Stéphane Adjemian (Scylla) 1181f9bf70 Merge branch 'pr#1535' 2017-10-10 10:57:29 +02:00
Stéphane Adjemian (Scylla) 0e85dfdc15 Upgraded dseries and dates classes. 
- Switched to master branch with new OOP interface.
 - Removed initialization of empty dseries and dates objects (preprocessor).
 2017-10-10 10:45:07 +02:00
Stéphane Adjemian (Scylla) ce7cfccddb Cosmetic changes. 2017-10-10 10:14:59 +02:00
Stéphane Adjemian (Scylla) 904ce4b4c9 Fixed backward model IRFs and added an interface for baseline scenario. 
Note that there is an additional argument (2nd position) for the shocks
baseline scenario.
 2017-10-10 09:29:26 +02:00
Marco Ratto da063b2e18 bug fix in optimizer 5 [newrat] for dsge_var_likelihood objective function. Fixes #1494 2017-10-09 17:53:19 +02:00
Houtan Bastani 0565c4aaf0 preprocessor: fix generate_irfs syntax. closes #1531 2017-10-09 12:12:48 +02:00
Michel Juillard 0068f9f6b6 fix another bug in complementarity constraints with ramsey problem 
(cherry picked from commit b1fc34ef99)
 2017-10-08 16:45:20 +02:00
Michel Juillard b1fc34ef99 fix bug when there are constraints both on ramsey policy instrument and on 
other variables
 2017-10-08 12:43:33 +02:00
Houtan Bastani 211a07c739 Merge pull request #1533 from JohannesPfeifer/interfaces 
Add preprocessor options for GMM, SMM, IRFs
 2017-10-06 15:30:05 +02:00
Johannes Pfeifer 254a73a406 Add preprocessor options for GMM, SMM, IRFs 2017-10-06 15:06:38 +02:00
Houtan Bastani d52f13114d preprocessor: interface for generate_irfs block. Closes #1531 2017-10-06 15:00:55 +02:00
Stéphane Adjemian (Scylla) 6e656fbf50 Only set options_.varlist if necessary. 2017-10-06 09:18:55 +02:00
Houtan Bastani 471e0ff472 preprocessor: add basic gmm smm statements, add options later. #1530 2017-10-05 15:13:17 +02:00
Michel Juillard 53b1910201 adding missing occbin functions 2017-10-05 14:19:24 +02:00
Johannes Pfeifer a0ea6e3a21 Adjust tolerance of integration test 2017-10-05 11:33:17 +02:00
Johannes Pfeifer 8779b5a603 Document VarianceDecompositionME field 2017-10-05 11:33:17 +02:00
Johannes Pfeifer a1222a1d1b Implement variance decomposition with measurement error 2017-10-05 11:33:17 +02:00
Johannes Pfeifer 2472c5801a Fix typo 2017-10-05 11:33:17 +02:00
Johannes Pfeifer 818a07a4ef Fix get_posterior_parameters 
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
Stéphane Adjemian 913425e5a4 Merge pull request #1525 from JohannesPfeifer/cosmetic 
Fix incorrect comments
 2017-10-04 18:42:29 +02:00
Johannes Pfeifer 3c9880fc3b Fix typos in fjaco.m 2017-10-04 16:52:55 +02:00
Johannes Pfeifer 86e646488c mode_check.m: fix case where parameter is exactly 0 
In this case, interval length was 0, crashing the plotting
 2017-10-04 16:49:09 +02:00
Johannes Pfeifer 8fa50ad009 Make sure prior distribution is set up without prior estimation command 2017-10-04 15:46:23 +02:00
Johannes Pfeifer f0b9f453e9 Make empirical moments independent of simul_replic by outputting first instead of later replication 
Closes #1487
 2017-10-04 15:32:28 +02:00
Johannes Pfeifer 0f84dadb9a Reset order=1 for all of stoch_simul.m if the Hessian is 0 
Prevents various crashes where functions called rely on fields existing at order>1
 2017-10-04 11:34:31 +02:00
Johannes Pfeifer e857df0c93 Correct header of makedataset.m 2017-10-04 10:40:42 +02:00
Johannes Pfeifer 088ac2be55 Fix incorrect comments 2017-10-03 14:09:19 +02:00
Stéphane Adjemian 666e569a27 Merge pull request #1520 from JohannesPfeifer/inv_gamma 
Clarify inverse_gamma_specification.m
 2017-10-03 13:59:54 +02:00
Stéphane Adjemian a2916fef2c Merge pull request #1504 from JohannesPfeifer/patch-1 
lyapunov_solver: Eliminate confusing transpose
 2017-10-03 13:52:06 +02:00
Houtan Bastani 7d95539413 preprocessor: add missing fill! statements to static/dynamic functions 2017-10-02 11:14:35 +02:00
Stéphane Adjemian (Scylla) f284169248 Fixed integration tests related to simulation of backward models. 2017-09-30 16:44:23 +02:00
Stéphane Adjemian (Scylla) 6dde1b1ee7 Allow calibrated innovations with simul_backward_model routine. 2017-09-29 10:29:40 +02:00
Stéphane Adjemian (Scylla) 2d717dbd3e Fixed returned fvec and fjac with solve_algo=3. 2017-09-29 10:29:20 +02:00
Stéphane Adjemian (Scylla) e001d448b8 Return an error if Newton fails when simulating a backward model. 2017-09-29 10:29:04 +02:00
Houtan Bastani 51fd3fd988 preprocessor: perpetuate nopreprocessoroutput option to preprocessor code #1390 2017-09-28 14:58:25 +02:00
Stéphane Adjemian (Scylla) 919e9713a8 Fixed typo. 2017-09-28 10:18:29 +02:00
Stéphane Adjemian (Scylla) 510eccd965 Fixed routines for backward model simulation (with IRFs and forecasts). 2017-09-28 10:12:53 +02:00
Stéphane Adjemian (Scylla) eae4bc91b8 Updated dseries submodule. 2017-09-28 10:12:53 +02:00
Stéphane Adjemian (Scylla) a05fa7e086 Fixed bug in one sided HP filter. 
User defined initial conditions for the trend were not acknowledge.
 2017-09-28 10:12:53 +02:00
Houtan Bastani 27dd46dab0 preprocessor: special output for power deriv in JSON 2017-09-27 15:25:32 +02:00
Houtan Bastani fb6a11f544 move estimation-dll to its own repository: https://github.com/DynareTeam/estimation-dll.git 2017-09-22 15:31:23 +02:00
Houtan Bastani 38c2975855 files that should have been included in 5c821b784d 2017-09-22 13:13:08 +02:00
Houtan Bastani 5c821b784d doc: move user guide to https://github.com/DynareTeam/user-guide.git 2017-09-22 11:52:51 +02:00