Commit Graph

9611 Commits (b3877b3a9e86a2441883c3f0b95fbf1284bfa4d5)

Author SHA1 Message Date
Johannes Pfeifer b3877b3a9e Save chain's proposal density and make load_mh_file and mh_recover load it
Closes #504
2016-06-14 15:09:05 +02:00
Houtan Bastani 8e21feaf70 ignore all .mat and .xls files 2016-06-14 11:37:16 +02:00
Houtan Bastani b454c28096 fix latex compilation on linux. #1207 2016-06-14 11:37:16 +02:00
Stéphane Adjemian (Hermes) e789cc7d91 Added example of perfect forsesight model (julia).
Note that PyPlot package must be installed.
2016-06-14 11:21:23 +02:00
Stéphane Adjemian (Hermes) 1e4d934fc7 Added module for solving Perfect foresight models (julia).
The only provided routine implements sim1 algorithm.
2016-06-14 11:21:23 +02:00
Stéphane Adjemian (Hermes) d86e78ab01 Fixed dynamic model (julia output)
The number of columns in the Jacobian matrix is the number of endogenous
variables appearing at time t-1, t and t+1 plus the number of exogenous
variables.
2016-06-14 11:21:23 +02:00
Stéphane Adjemian (Hermes) 9ca893ca1d Added routines for steady state computation (julia). 2016-06-14 11:21:23 +02:00
Houtan Bastani f21367797c Merge pull request #1228 from JohannesPfeifer/msvc
Fix passing of compflag in dyn_mex.m
2016-06-14 10:49:09 +02:00
Johannes Pfeifer 7ff453846a Fix passing of compflag in dyn_mex.m
Fixes 83eeafa32c
2016-06-14 10:45:44 +02:00
Houtan Bastani 83eeafa32c fix mex file compilation with MSVC. Closes #1227 2016-06-14 10:34:14 +02:00
Houtan Bastani 2bbfb8762b fix copyright notices 2016-06-14 10:30:57 +02:00
Michel Juillard f145a50a85 extend path: removed global options_ 2016-06-09 12:02:48 +02:00
Michel Juillard 4a6e14ea95 extended path: removed option for lcppath 2016-06-09 12:02:48 +02:00
Michel Juillard 8fa29513f3 extended path: fixing bug for order > 2 and several shocks 2016-06-09 12:02:48 +02:00
Stéphane Adjemian (Hermes) 335a188dac Fixed bug in extended path.
Allow innovations with zero variance (ie do not force removal of the
variables from the varexo list).
2016-06-09 10:32:25 +02:00
Sébastien Villemot fe9ef566a6 Fix duplicate texinfo anchor introduced in previous commit. 2016-06-02 14:01:14 +02:00
Houtan Bastani ea4ec224e1 preprocessor: add all_values_required option to histval. closes #261 2016-06-02 12:57:11 +02:00
Stéphane Adjemian (Charybdis) 3d16707dd9 Updated particles submodule (bug fixes). 2016-06-01 19:56:09 +02:00
Stéphane Adjemian (Charybdis) dc1cfb4509 Updated particles submodule (bug fix). 2016-06-01 17:12:39 +02:00
Stéphane Adjemian (Charybdis) 392977d4ef Changed default parameters for unscented transform (Particle filters). 2016-06-01 17:01:23 +02:00
Frédéric Karamé 7df352a60b correct the name of simulated dataset files.
(cherry picked from commit e35beb605bafbd462ec7dc79f0d67f7455a93dbd)
2016-06-01 16:40:26 +02:00
Stéphane Adjemian (Charybdis) 15f83d0e18 Added new option for setting weights in CPF algorithm. 2016-06-01 16:29:53 +02:00
Stéphane Adjemian (Charybdis) 67b808207c Added new algorithm for the estimation of nonlinear models. 2016-06-01 16:29:53 +02:00
Stéphane Adjemian (Charybdis) 272e3c96f8 Updated particles submodule. 2016-06-01 16:29:53 +02:00
Houtan Bastani 90a493ac98 preprocessor: fix bug in writing of temporary terms. closes #1201 2016-06-01 15:29:10 +02:00
Michel Juillard e0475fd4ef extended path: use deterministic_simulation.status instead of maxerror 2016-05-31 12:10:12 +02:00
Michel Juillard 0ce2834281 extended path: fixed boundaries for linear problem 2016-05-31 12:10:12 +02:00
Michel Juillard 5024af0099 extended path: fixed calibrated shocks 2016-05-31 12:10:12 +02:00
Michel Juillard c14125d585 PATH: fixing bugs 2016-05-31 12:10:12 +02:00
Michel Juillard 76f008e4e4 PATH: remove calls to lcppath that doesn't work with perfect foresight models 2016-05-31 12:10:12 +02:00
Michel Juillard d106b20b69 perfect foresight: set boundaries with PATH 2016-05-31 12:10:12 +02:00
Michel Juillard ddb9c0657c fixing linear complementarity problem 2016-05-31 12:10:12 +02:00
Michel Juillard 450d7b099a fixing error status for PATH hook 2016-05-31 12:10:12 +02:00
Michel Juillard 11161063d4 removing debugging output 2016-05-31 12:10:12 +02:00
Michel Juillard c49332df43 add support for PATH for steady state 2016-05-31 12:10:12 +02:00
Michel Juillard c159dff19c adding hook for PATH solver 2016-05-31 12:10:12 +02:00
Michel Juillard b8132eb556 extended path: adding support for calibrated shock.
This commit is not satisfactory because it uses M_.det_shocks
for unexpected shocks. We need to improve on it soon.
2016-05-31 12:10:12 +02:00
Stéphane Adjemian 66ecdbf368 Merge pull request #1206 from JohannesPfeifer/doc_fixes
Various documentation and cosmetic fixes
2016-05-30 19:58:15 +02:00
Johannes Pfeifer 14c4a5c131 Fix copy and paste mistake in manual 2016-05-30 17:20:26 +02:00
Johannes Pfeifer cd128cb563 Document configuration file setting for Windows
Closes #337
2016-05-30 13:58:38 +02:00
Johannes Pfeifer 96098a17d2 Cosmetic fix to set_all_parameters.m 2016-05-30 13:31:22 +02:00
Johannes Pfeifer b58c8274dd Manual: clarify that name tags are not required for all equations for display of residuals with tags 2016-05-28 19:34:07 +02:00
Johannes Pfeifer 118b3ccb74 catstruct.m: remove call to nargchk, which will be removed in future Matlab versions 2016-05-28 19:32:11 +02:00
Johannes Pfeifer eca30eff75 Modify lmmcp unit test to have second (name) tag 2016-05-28 19:31:53 +02:00
Johannes Pfeifer f5fd699149 Update documentation on equation tags and LMMCP
Also documents solve_algo=10
2016-05-28 18:02:57 +02:00
Johannes Pfeifer 06ed7ad83f Update manual on slice mode_files option to reflect 3e8dbcfc7e 2016-05-28 15:45:39 +02:00
Johannes Pfeifer 96ca17623b Fix URL fir equation tags 2016-05-28 15:25:03 +02:00
Stéphane Adjemian (Charybdis) dfbad0404d Fixed crash in sim1_linear when periods=1.
Closes #1176.
2016-05-26 22:19:36 +02:00
Stéphane Adjemian (Charybdis) adb1471a3a Added example for dynare++ in windows package.
Closes #1178.
2016-05-26 15:05:59 +02:00
Stéphane Adjemian (Charybdis) 03da338b05 Added more informative error messages. 2016-05-25 12:54:47 +02:00