Sébastien Villemot
0b2828af8a
Fix typo
2018-06-05 17:27:22 +02:00
Sébastien Villemot
e8ade6a187
Fix display of Dynare command arguments
2018-06-05 17:27:03 +02:00
Sébastien Villemot
8cadb2ac59
Silence Octave:classdef-to-struct warning
2018-06-05 17:24:52 +02:00
Sébastien Villemot
c7a57e5906
corrcoef is included in Octave 4.4
2018-06-05 17:14:41 +02:00
Sébastien Villemot
7b546ba696
Compatibility fix for MATLAB < R2010b (7.11)
2018-05-30 17:44:46 +02:00
Stéphane Adjemian(Charybdis)
474556e0ca
Added routines related to auxiliary variables.
2018-05-29 15:44:41 +02:00
Houtan Bastani
d5862f93bf
add comment explaining changes in 4e79d12e53
2018-05-28 14:32:11 +02:00
Houtan Bastani
4e79d12e53
move declaration of default values from global_initialization to a separate function
2018-05-28 14:07:32 +02:00
Houtan Bastani
97af53b82d
fix mkdir call in global_initialization
2018-05-28 14:07:32 +02:00
Sébastien Villemot
02084ce310
Remove qzcomplex Oct-file
...
It's actually not needed. The QZ complex decomposition can be obtained in
Octave on real matrices by casting them to the complex type.
2018-05-17 12:11:15 +02:00
Stéphane Adjemian(Charybdis)
ac5fcbe231
Use new approach for setting aux variables in model inversion routine.
...
(cherry picked from commit f1ed81aae2
)
2018-05-16 17:27:51 +02:00
Sébastien Villemot
14fbfa028b
Move qzdiv.m and qzswitch.m to partial_information/ subdir
...
They are no longer used in the main codebase.
2018-05-16 17:12:48 +02:00
Sébastien Villemot
59ad26a3c9
Improve fallback code when mjdgges DLL is absent
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The new code relies on qz(..., 'real'), ordqz and ordeig, and returns a real
decomposition. The previous version was using Sims' qzdiv and returned a
complex decomposition.
As a consequence, we can drop options_.qzdiv, which was used to detect when
imaginary parts had to be dropped.
This code does not work on Octave for the time being, but this is acceptable
since it is only a fallback.
2018-05-16 17:12:48 +02:00
Sébastien Villemot
c180777818
Move check about Octave version to the same place as check for MATLAB
2018-05-16 17:12:48 +02:00
Sébastien Villemot
42b82087d5
Remove codepaths for unsupported Octave versions
2018-05-16 17:12:48 +02:00
Stéphane Adjemian(Charybdis)
afbac2e8eb
Added strsplit routine in missing.
2018-05-16 16:41:43 +02:00
Stéphane Adjemian(Charybdis)
f53be721c1
Added new option mh_tune_jscale.
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Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
Sébastien Villemot
e2c2f2d966
Remove fallbacks for ilu, linsolve and ordschur under Octave
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These functions are all included in Octave 4.2.
2018-05-16 10:48:44 +02:00
Sébastien Villemot
473b2f59ef
Provisions for MATLAB 9.4 (R2018a)
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Take into account the API break in the MEX interface (new interleaved complex API).
But do not split MEX directories on MacOS X for the time being.
2018-05-14 15:16:03 +02:00
Stéphane Adjemian(Charybdis)
3fe758c2b2
Cosmetic change in doc headers.
2018-05-05 21:58:52 +02:00
Stéphane Adjemian(Charybdis)
8f53be2a6f
Impose the consistency of the count of unstable eigenvalues...
...
... Between stoch_simul and check. Added sdim (the number of stable
eigenvalues) and edim (the complementary number of explosive eigenvalues) in dr
structure. The test is always done with sdim (or edim) returned by mjdgges.
2018-05-05 19:53:13 +02:00
Stéphane Adjemian(Charybdis)
fa15c3dbc7
Updated dates submodule. Closes #1601 .
2018-05-05 14:56:56 +02:00
Stéphane Adjemian(Charybdis)
fa67aeb7a6
Fixes issue #1607 .
2018-05-05 10:29:37 +02:00
Stéphane Adjemian(Charybdis)
891e3ba7be
Cosmetic change in doc headers.
2018-05-05 10:24:01 +02:00
Stéphane Adjemian(Charybdis)
cee6dda44d
Fixed check for octave version.
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We should not issue a warning if version() is greater than supported_octave_version().
2018-03-24 22:48:45 +01:00
Stéphane Adjemian(Charybdis)
aa4cabcbeb
Fixed bug (simulation of backward models).
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Was crashing with three inputs (last one is for innovations) when the first input was an empty array.
2018-03-12 09:45:15 +01:00
Stéphane Adjemian(Charybdis)
8263bbba8a
Use new mechanism for setting auxiliary time series.
2018-03-12 09:34:56 +01:00
Stéphane Adjemian(Charybdis)
86be2cb998
Fixed typo.
2018-03-02 10:26:48 +01:00
Stéphane Adjemian(Charybdis)
857a3842e3
Cosmetic change.
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Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.
2018-03-01 10:13:44 +01:00
Stéphane Adjemian(Charybdis)
b84e3054e3
Various fixes for backward models routines.
2018-03-01 09:29:48 +01:00
Houtan Bastani
667bfb6948
dseries: submodule update
2018-02-20 11:03:12 +01:00
Stéphane Adjemian (Charybdis)
fa598b751b
Fixed prior command with optimize.
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Penalty was not passed correctly.
2018-02-17 21:00:23 +01:00
Houtan Bastani
d54cdbf0ac
fix output when no arguments are passed to dynare
2018-02-16 17:31:53 +01:00
Houtan Bastani
5d439bcb18
submodule update: preprocessor and add dynare version to dynare.m
2018-02-16 17:31:47 +01:00
Stéphane Adjemian (Charybdis)
350b8fb529
Updated dseries submodule (prevent initialization crash if unable to install X13 binary).
2018-02-10 12:24:20 +01:00
Johannes Pfeifer
224ccb7bab
sim1_linear.m: change hard-coded tolerance to option
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The tolerance for the steady state check should depend on the accuracy of the steady state computation
2018-02-07 18:42:12 +01:00
Stéphane Adjemian (Charybdis)
4adebd4419
Fixed copyright header.
2018-02-01 22:51:23 +01:00
Marco Ratto
cf5f556f4a
Do not re-set auxiliary variables if they are already available in the input info [i.e. smoothed variables].
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This makes the function robust when one provides info using UpdatedVariables, instead, for faster realtime exercises.
2018-02-01 19:17:59 +01:00
Marco Ratto
a7bc6414f5
fixed bug to logical if condition
2018-02-01 19:14:13 +01:00
Johannes Pfeifer
127a543b65
prior bounds: make sure that lower and upper bounds only affect mode-finding
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99dbc8c74d
introduced a bug by disabling the resetting of the prior bounds used for the MCMC. The manual clearly states the bounds are only operational during mode-finding, but not during MCMC (and therefore prior sampling)
2018-02-01 10:16:47 +01:00
Stéphane Adjemian (Charybdis)
fe7da22853
Fixed copyright header.
2018-02-01 10:05:03 +01:00
Johannes Pfeifer
da48dea37c
identification_analysis.m: remove transformation to char when cell is expected
2018-02-01 09:58:31 +01:00
Stéphane Adjemian (Charybdis)
410f8bd07c
Cosmetic change and fixed copyright header.
2018-02-01 09:53:23 +01:00
Johannes Pfeifer
3679afe849
Discretion: Added catch for infinities
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Comment: A user provided a file in which the Sylvester equation solved using doubling can evaluate to inf. When Doubling fails, one can try the Hessenberg-Schur algorithm.
2018-02-01 09:53:23 +01:00
Marco Ratto
13a30a0a4e
add a new case for ratios between endogenous variables, like trade balance to GDP.
2018-01-27 10:37:31 +01:00
Marco Ratto
b3bcd2c8b0
bug fixes: wrong name of field fig_name and properly using user defined fig_name
2018-01-27 10:37:31 +01:00
Marco Ratto
5e7256daeb
Bug fixes after changes in the options structures for shock decompositions.
2018-01-27 10:37:31 +01:00
Johannes Pfeifer
cbc0cdfef8
Fix bug in multivariate Kalman smoother when observations are missing
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The singularity branch did not correctly account for the switching number of observables
2018-01-26 23:13:45 +01:00
Johannes Pfeifer
8e73289fe5
read_variables.m: consistently account for variables being stored as cell array
2018-01-26 12:29:03 +01:00
Stéphane Adjemian (Charybdis)
74fc7cc078
Copyright header fix.
2018-01-26 12:01:07 +01:00