Houtan Bastani
fdb72bb633
doc: fix warnings
2018-03-20 16:48:57 +01:00
Houtan Bastani
7f3120eb2e
preprocessor: submodule update; introduction of on-the-fly variable declaration
2018-03-20 16:43:06 +01:00
Stéphane Adjemian(Charybdis)
bf6b96a860
Updated the preprocessor module (bug fix).
2018-03-13 09:25:17 +01:00
Stéphane Adjemian(Charybdis)
85b88e133b
Fixed integration tests related to the simulation of backward models.
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Use the histval interface for setting the initial conditions.
2018-03-12 09:47:06 +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)
d96aca093e
Fixes for julia 0.6.x.
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Updated the preprocessor module (adds new static and dynamic routines which
only return the jacobian).
2018-03-10 16:05:14 +01:00
Houtan Bastani
909956f0bc
preprocessor: submodule update
2018-03-07 13:16:15 +01:00
Houtan Bastani
c0cd92fa04
preprocessor: submodule update
2018-03-07 13:02:06 +01:00
Houtan Bastani
613f02aece
preprocessor: submodule update
2018-03-05 14:19:56 +01:00
Stéphane Adjemian(Charybdis)
86be2cb998
Fixed typo.
2018-03-02 10:26:48 +01:00
Stéphane Adjemian(Charybdis)
1a15a8b7a8
Updated preprocessor (julia fix).
2018-03-01 16:02:16 +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
e5085b7256
preprocessor: submodule update
2018-02-28 12:10:35 +01:00
Houtan Bastani
ebc73ad704
preprocessor: submodule update
2018-02-26 17:23:19 +01:00
Houtan Bastani
8a6e3cc7fe
preprocessor: submodule update
2018-02-21 17:26:44 +01:00
Houtan Bastani
667bfb6948
dseries: submodule update
2018-02-20 11:03:12 +01:00
Houtan Bastani
5d1a132374
move preprocessor and macroprocessor documentation to preprocessor submodule
2018-02-19 15:10:07 +01:00
Houtan Bastani
ba3cebbad7
update .gitignore file for preprocessor submodule change
2018-02-19 15:02:14 +01:00
Houtan Bastani
356e57f26c
preprocessor: submodule update
2018-02-19 12:51:54 +01:00
Houtan Bastani
09fba10bfb
build system: add missing link to preprocessor in julia directory
2018-02-19 12:44:38 +01:00
Houtan Bastani
8bfc5e96a0
build system: soft link preprocessor into matlab/preprocessor$ARCH folder
2018-02-19 12:41:23 +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
Houtan Bastani
fdf9a8a453
move preprocessor to submodule
2018-02-16 16:44:16 +01:00
Houtan Bastani
04ce089164
test suite: modify reporting test following dseries move to new MATLAB classes
2018-02-16 14:19:08 +01:00
Houtan Bastani
27e1f7885d
README: further fixes associated with 84ed3ee51f
2018-02-13 17:45:42 +01:00
Houtan Bastani
84ed3ee51f
update readme for homebrew changes
2018-02-13 17:31:50 +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
e45acc11cc
fix error in documentation of presample in realtime shock decomposition
2018-02-01 19:15:07 +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
Stéphane Adjemian (Charybdis)
b91fa10fa1
Fixed Matlab's version requirement.
2018-01-29 20:17:45 +01:00
Stéphane Adjemian (Charybdis)
2f4b883f42
Closes #1588 .
2018-01-29 18:20:24 +01:00
Stéphane Adjemian (Charybdis)
48b5839414
Updated NEWS file for 4.5.4.
2018-01-29 16:31:24 +01:00
Houtan Bastani
bfe07d389b
macroprocessor: fix unhandled case of nested ifdef/ifndef statements. closes #1587
2018-01-29 10:58:07 +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
dde1acd18d
Make fast_realtime accept observation as input
2018-01-26 18:23:49 +01:00