Sébastien Villemot
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b7538ad315
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Always compute hessian when analytic_derivation is set
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2012-06-08 11:47:10 +02:00 |
Sébastien Villemot
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761b1f2df7
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Don't use loglinear in test for analytic_derivation
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2012-06-08 11:43:32 +02:00 |
Sébastien Villemot
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c26a211827
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analytic_derivation and loglinear are incompatible
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2012-06-08 11:33:33 +02:00 |
Sébastien Villemot
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c6086c2a59
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Merge remote-tracking branch 'ratto/master'
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2012-06-08 10:20:44 +02:00 |
Sébastien Villemot
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90ca8df631
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Merge remote-tracking branch 'houtanb/master'
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2012-06-08 10:20:22 +02:00 |
Marco Ratto
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2de336c94c
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fixed bug in analytic derivatives of normal pdf for vector inputs.
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2012-06-08 08:50:48 +02:00 |
Marco Ratto
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7f9d2968d9
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fixed bug introduced in previous commit: offset needs to be computed for analytic derivatives.
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2012-06-08 08:50:07 +02:00 |
Marco Ratto
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907544bc1a
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big fix with strcmp
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2012-06-07 21:54:55 +02:00 |
Houtan Bastani
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04b31992a8
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ms-sbvar: submodule update
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2012-06-07 19:03:40 +02:00 |
Sébastien Villemot
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edca74659e
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Preprocessor iface and doc for nodisplay and graph_format
Closes: #216
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2012-06-07 18:29:30 +02:00 |
Sébastien Villemot
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6cc3be7252
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Octave can create PDF files
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2012-06-07 18:29:00 +02:00 |
Sébastien Villemot
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35a2f38d6a
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Document oo_.PointForecast and oo_.MeanForecast; clarify oo_.forecast
Closes: #199
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2012-06-07 17:04:46 +02:00 |
Sébastien Villemot
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fb147574f2
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Remove duplicate item
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2012-06-07 15:36:28 +02:00 |
Sébastien Villemot
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bfa168bd24
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Fix name clash with deprecated function name
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2012-06-07 15:33:43 +02:00 |
Sébastien Villemot
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00f526dbb7
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Generate derivs wrt params when anaytic_derivation=1
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2012-06-07 15:33:43 +02:00 |
Stéphane Adjemian (Charybdis)
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06ca265272
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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.
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2012-06-07 15:13:39 +02:00 |
Stéphane Adjemian (Charybdis)
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0da05ae29d
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Removed globals from set_all_parameters routine.
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2012-06-07 15:13:39 +02:00 |
Houtan Bastani
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9ce6eeebc6
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test: add [hooks] to config file
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2012-06-07 13:45:50 +02:00 |
Houtan Bastani
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1c2bc9120a
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config file: only allow GlobalInitFile option to hooks block, one more error check
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2012-06-07 13:45:50 +02:00 |
Houtan Bastani
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585c98e515
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change file type to unix
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2012-06-07 13:45:50 +02:00 |
Stéphane Adjemian (Charybdis)
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8dc1b9037d
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Fixed bug in conditional forecasts (wrong indexing of the controlled variables).
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2012-06-07 11:07:22 +02:00 |
Stéphane Adjemian (Charybdis)
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e12748329b
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Fixed bug reported by Johannes (http://www.dynare.org/pipermail/dev/2012-May/002015.html), see also trac#257.
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2012-06-06 18:25:08 +02:00 |
Stéphane Adjemian (Charybdis)
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fac9528014
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Do not compute smoothed variables or forecasts if the model is
estimated with a particle filter (the non linear smoother is not yet
implemented).
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2012-06-06 18:25:08 +02:00 |
Stéphane Adjemian (Charybdis)
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2b84951f4e
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Added an entry in the manual for the particle filter.
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2012-06-06 18:25:08 +02:00 |
Stéphane Adjemian (Charybdis)
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ef1146f5a3
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Fixed bug trac#202. Define the sigma_e_is_diagonal flag when no shocks block is declared in the mod file.
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2012-06-06 18:25:08 +02:00 |
Stéphane Adjemian (Charybdis)
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a341a4f8a3
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Fixed bug in steady state check (issue with mean preserving spread corrections).
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2012-06-06 18:25:07 +02:00 |
Stéphane Adjemian (Charybdis)
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3cbd702b3e
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Fixed bugs (initialization of the Kalman filter with the fixed point of the Riccatti equation).
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2012-06-06 18:25:07 +02:00 |
Sébastien Villemot
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0caaeddb46
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Merge remote-tracking branch 'ferhat/master'
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2012-06-06 17:09:27 +02:00 |
Sébastien Villemot
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b823014657
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Fix calib_smoother (enforce order=1)
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2012-06-06 17:08:53 +02:00 |
Sébastien Villemot
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9bea42f411
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order=2 in estimation command now triggers particle filter
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2012-06-06 17:08:53 +02:00 |
Sébastien Villemot
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40fc16e618
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Remove MATLAB short-circuit operators
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2012-06-06 17:08:53 +02:00 |
Sébastien Villemot
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425aabbc41
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Fix function name
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2012-06-06 17:08:53 +02:00 |
Sébastien Villemot
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c666f92d01
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Ref. manual: add note about default value of order option of stoch_simul
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2012-06-06 17:08:53 +02:00 |
Ferhat Mihoubi
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b72dafcb82
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Add options static to model_info command and fixes the ticket #134
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2012-06-06 16:36:56 +02:00 |
Ferhat Mihoubi
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6cb7a5f1e5
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Corrects a bug in the arguments returned by bytecode
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2012-06-06 16:32:01 +02:00 |
Houtan Bastani
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72b25638e0
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preprocessor: handle compilation warnings
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2012-06-06 16:30:36 +02:00 |
Ferhat Mihoubi
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7dbd826d7e
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Code cleaning
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2012-06-06 16:30:28 +02:00 |
Ferhat Mihoubi
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a3e1d17b9e
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Ramsey_policy is now compatible with bytecode option
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2012-06-06 16:29:26 +02:00 |
Houtan Bastani
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976b807310
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preprocessor: remove unused enum types (added in commit c6495dfc9d )
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2012-06-06 16:27:44 +02:00 |
Ferhat Mihoubi
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e2315e587e
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oo_.dr needs also to be updated when bytecode option is used
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2012-06-06 16:26:47 +02:00 |
Houtan Bastani
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9a2e4cc6cf
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config file: support GlobalInitFile option
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2012-06-06 16:18:09 +02:00 |
Sébastien Villemot
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bd9aeef1d0
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Give the references to Dennis (2007) for discretionary_policy
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2012-06-06 12:55:36 +02:00 |
Sébastien Villemot
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a50e65fb6c
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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
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2012-06-06 12:27:46 +02:00 |
Sébastien Villemot
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6be50d5417
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Add more info about analytic_derivation option
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2012-06-06 11:45:36 +02:00 |
Sébastien Villemot
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2156f67298
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New option analytic_derivation for estimation
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2012-06-06 11:34:32 +02:00 |
Houtan Bastani
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9867003dc9
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build system: set min autoconf version to 2.62
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2012-06-05 16:25:15 +02:00 |
Michel Juillard
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e98aa4df90
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fixing problem with irreversible investment tests case ep/rbcii.mod
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2012-06-05 15:57:40 +02:00 |
Sébastien Villemot
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5fdcd124c4
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Require Automake 1.11
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2012-06-05 15:49:08 +02:00 |
Sébastien Villemot
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008d95935c
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Fix bug introduced in 4b86df05
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2012-06-05 09:48:03 +02:00 |
Sébastien Villemot
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4395259b74
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Fix MATLAB compatibility issue
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2012-06-05 09:23:30 +02:00 |