2e8f528bef
Cosmetic changes.
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+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
2016-05-23 13:48:19 +02:00
a858ef6986
Updated .gitignore file.
2016-05-23 13:48:19 +02:00
c3b5aee714
Specialize @dynare macro if one model is processed.
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In this case importall is used instead of import.
2016-05-23 13:48:19 +02:00
bcd39ef2f7
Made room for user written steady state file.
2016-05-23 13:48:19 +02:00
96d538469c
Added boolean variable for tracking if a steadystate block is present in the mod file.
2016-05-23 13:48:19 +02:00
73787c0c16
Removed try-catch block.
2016-05-23 13:48:19 +02:00
928b0a50a5
Fixed crash when steadystate block does not exist.
2016-05-23 13:48:19 +02:00
4bf436ec33
Fixed typo in comments.
2016-05-23 13:48:19 +02:00
5998558c32
Fixed deprecated require issue + Changed interface
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+ Fixed deprecated require().
+ Changed @dynare macro and added new macro @compile.
The new macro @compile just runs the preprocessor, while the macro
@dynare calls compile and put the generated objects in the
workspace. Note that this macro can take an arbitrary number of mod
files as argument.
*Example*
@dynare "rbc.mod" "nk.mod"
Will run the preprocessor on both models, and the generated
data (model descriptions, options, ...) are available in the
workspace. For instance, to obtain the number of equations:
julia> rbc.model.eq_nbr
6
julia> nk.model.eq_nbr
10
@compile "rbc.mod" "nk.mod"
Will run the preprocessor on both models, but will not load the
generated data in the workspace. This can be done as follows:
julia> using rbc
+ Changed examples (rbc1 has a steady state block but not rbc2), using
new interface.
2016-05-23 13:48:19 +02:00
25f6d81cb7
Merge pull request #1200 from rattoma/gsa
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identification and slice
2016-05-23 11:59:26 +02:00
3e8dbcfc7e
Set mode_files in such a way that it can be handled with key-value pair.
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We need a single mode file that contains variable xparams = [x1 x2 x3] all multiple modes, one per column.
Fixes #1199
2016-05-22 23:15:18 +02:00
d8fea3ff13
Correlations and measurement errors in identification:
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1) Filter out measurement errors with error message that suggests to explicitly write measurement errors in model definition
2) allow identification checks with correlations, by switching to numerical derivatives
2016-05-22 23:10:01 +02:00
389f43019d
Put fields of OSR in M_ into workspace to restore compatibility with 4.4.3
2016-05-22 11:41:54 +02:00
d10f8b42d7
Fix bug in convert_dyn_45_to_44.m if bayestopt_ is empty
2016-05-22 11:41:54 +02:00
fb57ef453d
Put all OSR unit tests into subfolder and add one for parameter bounds
2016-05-22 11:41:54 +02:00
03563e012b
Allow for pass OSR parameter bounds to optimizer
2016-05-22 11:41:54 +02:00
9774d0544d
Initialize fields of M_.osr to empty in global_initialization.m
2016-05-22 11:41:54 +02:00
676182f550
Cosmetic fix to dynare_minimize_objective.m
2016-05-22 11:41:54 +02:00
d9e22a149c
Fix preprocessor renaming error introduced in b486ae4964
2016-05-22 11:41:54 +02:00
3df1a1275f
Merge pull request #1185 from JohannesPfeifer/bytecode_fixes
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Bytecode fixes
2016-05-22 10:32:56 +02:00
27a90957f9
Merge pull request #1198 from JohannesPfeifer/ident
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Add missing else-clause in simulated_moment_uncertainty.m
2016-05-22 10:31:39 +02:00
13d42e05a5
Add missing else-clause in simulated_moment_uncertainty.m
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Fixes crash in unit tests
2016-05-22 10:03:56 +02:00
0521aa4e09
Merge pull request #1188 from JohannesPfeifer/slice_marco
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Add slice and factorization of posterior samplers
2016-05-22 01:45:14 +02:00
c7db18b35c
Merge pull request #1192 from JohannesPfeifer/small_fixes
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Small fixes
2016-05-21 23:47:44 +02:00
5fcd502f3c
preprocessor: allow comments in parallel config file. closes #1194
2016-05-20 17:22:26 +02:00
2ce34e3207
preprocessor: replace obj_var_ with M_.osr.variable_indices and optim_weights with M_.osr.variable_weights. #948
2016-05-20 15:53:49 +02:00
5fdd24ab8b
preprocessor: add warning if more than one osr_params statement is encountered in the .mod file. #948
2016-05-20 15:46:33 +02:00
b486ae4964
preprocessor: make modifications to osr_params and osr_params_bounds output. #948
2016-05-20 15:43:12 +02:00
161f674dd9
Fix two TeX loaders where apostrophe was missing
2016-05-20 12:43:52 +02:00
7c97d7c662
Allow displaying 0 rows in disp_dr.m
2016-05-20 12:42:43 +02:00
2baf88da47
Remove adaptive_metropolis_hastings
2016-05-19 23:16:29 +02:00
5f8d204c02
Merge pull request #1191 from JohannesPfeifer/identification
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Identification fixes
2016-05-19 21:34:30 +02:00
89fd14f026
Filter out unit root cases that lead to crashes
2016-05-19 18:57:47 +02:00
1f71331e58
Fix dynareParallelGetFiles.m call to random_walk_metropolis_hastings
2016-05-19 17:43:48 +02:00
12ee5b7276
Fix copyrights and references to random_walk_metropolis_hastings headers
2016-05-19 17:15:31 +02:00
010787ba8d
Document inefficiency factor computation
2016-05-19 16:33:06 +02:00
048fbcc698
Add reference for slice sampler
2016-05-19 15:38:43 +02:00
ddaada1a16
Cosmetic changes to manual
2016-05-19 15:12:21 +02:00
6241a834e1
Document recent posterior sampler interface changes
2016-05-19 15:02:58 +02:00
781ea45777
Remove old independent_metropolis_hastings routines
2016-05-19 14:37:05 +02:00
3073988ac1
Fix vector dimension for independent_metropolis_hastings
2016-05-19 14:37:05 +02:00
aaa7318da4
Add unit test for independent MH
2016-05-19 14:37:05 +02:00
969aa44963
Move slice test to separate folder
2016-05-19 14:37:05 +02:00
86fcde0879
Cosmetic changes to dynare_estimation_1.m and store_smoother_results.m
2016-05-19 14:37:05 +02:00
4898a66d2a
Allow passing of optim option for TaRB
2016-05-19 14:37:05 +02:00
90ab263587
Fix location of TaRB options
2016-05-19 14:37:05 +02:00
413a264b21
Make read_key_value_string.m compatible with sublists
2016-05-19 14:37:05 +02:00
091f94221f
Delete unused TaRB_metropolis_hastings_core.m
2016-05-19 14:37:05 +02:00
fad10d63b6
Adjust unit tests to reflect factorization of posterior sampler interface
2016-05-19 14:37:05 +02:00
a9fc65fbce
Use steady_state_model block in fs2000_slice.mod
2016-05-19 14:37:05 +02:00
Stéphane Adjemian (Hermes)
Houtan Bastani
Marco Ratto
Johannes Pfeifer
MichelJuillard