Houtan Bastani
08b9d1c8b3
fix function name
2012-06-08 16:25:22 +02:00
Houtan Bastani
b8661d56ad
add parens to function names
2012-06-08 16:16:13 +02:00
Houtan Bastani
47808a0eb7
place AIM function calls at top of file
2012-06-08 16:16:12 +02:00
Sébastien Villemot
c26a211827
analytic_derivation and loglinear are incompatible
2012-06-08 11:33:33 +02:00
Marco Ratto
2de336c94c
fixed bug in analytic derivatives of normal pdf for vector inputs.
2012-06-08 08:50:48 +02:00
Marco Ratto
7f9d2968d9
fixed bug introduced in previous commit: offset needs to be computed for analytic derivatives.
2012-06-08 08:50:07 +02:00
Marco Ratto
907544bc1a
big fix with strcmp
2012-06-07 21:54:55 +02:00
Sébastien Villemot
6cc3be7252
Octave can create PDF files
2012-06-07 18:29:00 +02:00
Sébastien Villemot
bfa168bd24
Fix name clash with deprecated function name
2012-06-07 15:33:43 +02:00
Stéphane Adjemian (Charybdis)
06ca265272
Complete the bug fix for the calibrated correlations in the structural and measurement covariance matrices.
...
Call set_all_parameters routine in dsge_likelihood. Note that
correlations between innovations are not allowed in dsge-var models.
2012-06-07 15:13:39 +02:00
Stéphane Adjemian (Charybdis)
0da05ae29d
Removed globals from set_all_parameters routine.
2012-06-07 15:13:39 +02:00
Stéphane Adjemian (Charybdis)
e12748329b
Fixed bug reported by Johannes ( http://www.dynare.org/pipermail/dev/2012-May/002015.html ), see also trac#257.
2012-06-06 18:25:08 +02:00
Stéphane Adjemian (Charybdis)
fac9528014
Do not compute smoothed variables or forecasts if the model is
...
estimated with a particle filter (the non linear smoother is not yet
implemented).
2012-06-06 18:25:08 +02:00
Stéphane Adjemian (Charybdis)
ef1146f5a3
Fixed bug trac#202. Define the sigma_e_is_diagonal flag when no shocks block is declared in the mod file.
2012-06-06 18:25:08 +02:00
Stéphane Adjemian (Charybdis)
a341a4f8a3
Fixed bug in steady state check (issue with mean preserving spread corrections).
2012-06-06 18:25:07 +02:00
Stéphane Adjemian (Charybdis)
3cbd702b3e
Fixed bugs (initialization of the Kalman filter with the fixed point of the Riccatti equation).
2012-06-06 18:25:07 +02:00
Sébastien Villemot
0caaeddb46
Merge remote-tracking branch 'ferhat/master'
2012-06-06 17:09:27 +02:00
Sébastien Villemot
9bea42f411
order=2 in estimation command now triggers particle filter
2012-06-06 17:08:53 +02:00
Sébastien Villemot
40fc16e618
Remove MATLAB short-circuit operators
2012-06-06 17:08:53 +02:00
Sébastien Villemot
425aabbc41
Fix function name
2012-06-06 17:08:53 +02:00
Ferhat Mihoubi
b72dafcb82
Add options static to model_info command and fixes the ticket #134
2012-06-06 16:36:56 +02:00
Ferhat Mihoubi
a3e1d17b9e
Ramsey_policy is now compatible with bytecode option
2012-06-06 16:29:26 +02:00
Ferhat Mihoubi
e2315e587e
oo_.dr needs also to be updated when bytecode option is used
2012-06-06 16:26:47 +02:00
Houtan Bastani
9a2e4cc6cf
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
Sébastien Villemot
bd9aeef1d0
Give the references to Dennis (2007) for discretionary_policy
2012-06-06 12:55:36 +02:00
Sébastien Villemot
a50e65fb6c
Rename set_stationary_variables_list to get_variables_list
...
This function has nothing to do with stationary variables now that
unit_root_vars has been removed.
Closes : #218
2012-06-06 12:27:46 +02:00
Sébastien Villemot
4395259b74
Fix MATLAB compatibility issue
2012-06-05 09:23:30 +02:00
Sébastien Villemot
05dca0e3ea
Change the default algorithm for stack_solve_algo = 0
...
The old algorithm (LBJ) is now available under stack_stock_algo = 6
2012-06-04 17:23:14 +02:00
Sébastien Villemot
5dd9c844b3
Implement determistic simulation of purely backward models
2012-06-04 16:14:01 +02:00
Sébastien Villemot
b727aa1b92
Simplify sim1_purely_forward
2012-06-04 16:13:03 +02:00
Sébastien Villemot
4b2405a014
New function for deterministic simulation of purely forward models
...
Deprecates simk.m which can now be removed
Closes : #143
2012-06-04 15:26:39 +02:00
Sébastien Villemot
bda8dd9505
Fix header of sim1a.m
2012-06-04 12:07:30 +02:00
Michel Juillard
6e555a1539
removed specialized code for solving purely forward models: it is true
...
that it is possible to derive the solution function by a simple
inversion, but this doesn't check that all eigenvalues are larger than
one. It is better to use the standard algorithm with QZ decomposition
2012-06-02 14:14:24 +02:00
Michel Juillard
ec05f302b7
Removing debugging code for extended path. Updating test cases.
2012-06-01 15:01:25 +02:00
Marco Ratto
dc7c0fa74d
Include prior info in penalty with Bayesian estimation.
...
This can improve a bit optimization routines when parameter go beyond prior bounds during line search algorithms or when numerical gradient is computed.
2012-05-31 14:44:16 +02:00
Marco Ratto
32c6c50d9c
Fixed optimizer = 5 for dsge-vars and all other cases that do not allow computing the outer product of gradient (non-linear optimizers as well).
2012-05-31 14:42:52 +02:00
Marco Ratto
82e9336346
Fixed call to renamed bfgsi1.m
2012-05-31 14:41:41 +02:00
Marco Ratto
842f2ea875
fixed bug related to clear priordens;
...
(manual cherry pick from 4.2 branch
Commit:a5ab2d0d4f2f0f5da3d79b13b90ac1754b12c2ea)
2012-05-31 14:40:23 +02:00
Sébastien Villemot
b55a96556d
Merge remote-tracking branch 'remotes/ratto/master'
2012-05-31 09:55:29 +02:00
Sébastien Villemot
7044c8da2b
Add new command "calib_smoother"
...
Closes : #233
2012-05-30 16:28:29 +02:00
Marco Ratto
7991c3937c
Fixed output list of objective function (to cope with new list for analytic derivatives).
2012-05-30 11:26:07 +02:00
Marco Ratto
a070f5cb26
Fixed initialization of matrices for posterior irfs.
2012-05-30 11:24:35 +02:00
Marco Ratto
4480f5b494
Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution.
2012-05-30 11:22:59 +02:00
Michel Juillard
5af1effd8f
removed debugging code from nonlinear solver when Jacobian is near
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singular. The treatment of this case still needs to be further improved.
2012-05-30 10:25:10 +02:00
Sébastien Villemot
31f6831b09
Improve doc and error handling for shock_decomposition on calibrated model
2012-05-29 16:25:52 +02:00
Michel Juillard
bef55c1dd1
enhanced model_diagnostics to deal with bytecode and blocks
2012-05-26 20:50:17 +02:00
Sébastien Villemot
dc5a952bd9
Merge remote-tracking branch 'jpfeifer/master'
2012-05-21 18:33:25 +02:00
Michel Juillard
c6fd17bc30
print residuals when steady fails. Printing steady state or residuals
...
is controlled by options_.noprint
2012-05-20 21:36:29 +02:00
Michel Juillard
57861e22d9
resid: print residuals even if a *_steadystate.m file reports an error
2012-05-20 21:35:34 +02:00
Michel Juillard
d81c2d61a0
fixing homotopy
2012-05-20 14:22:46 +02:00