Sébastien Villemot
9bea42f411
order=2 in estimation command now triggers particle filter
2012-06-06 17:08:53 +02:00
Sébastien Villemot
40fc16e618
Remove MATLAB short-circuit operators
2012-06-06 17:08:53 +02:00
Sébastien Villemot
425aabbc41
Fix function name
2012-06-06 17:08:53 +02:00
Houtan Bastani
9a2e4cc6cf
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
Sébastien Villemot
bd9aeef1d0
Give the references to Dennis (2007) for discretionary_policy
2012-06-06 12:55:36 +02:00
Sébastien Villemot
a50e65fb6c
Rename set_stationary_variables_list to get_variables_list
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This function has nothing to do with stationary variables now that
unit_root_vars has been removed.
Closes : #218
2012-06-06 12:27:46 +02:00
Sébastien Villemot
4395259b74
Fix MATLAB compatibility issue
2012-06-05 09:23:30 +02:00
Sébastien Villemot
05dca0e3ea
Change the default algorithm for stack_solve_algo = 0
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The old algorithm (LBJ) is now available under stack_stock_algo = 6
2012-06-04 17:23:14 +02:00
Sébastien Villemot
5dd9c844b3
Implement determistic simulation of purely backward models
2012-06-04 16:14:01 +02:00
Sébastien Villemot
b727aa1b92
Simplify sim1_purely_forward
2012-06-04 16:13:03 +02:00
Sébastien Villemot
4b2405a014
New function for deterministic simulation of purely forward models
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Deprecates simk.m which can now be removed
Closes : #143
2012-06-04 15:26:39 +02:00
Sébastien Villemot
bda8dd9505
Fix header of sim1a.m
2012-06-04 12:07:30 +02:00
Michel Juillard
6e555a1539
removed specialized code for solving purely forward models: it is true
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that it is possible to derive the solution function by a simple
inversion, but this doesn't check that all eigenvalues are larger than
one. It is better to use the standard algorithm with QZ decomposition
2012-06-02 14:14:24 +02:00
Michel Juillard
ec05f302b7
Removing debugging code for extended path. Updating test cases.
2012-06-01 15:01:25 +02:00
Marco Ratto
dc7c0fa74d
Include prior info in penalty with Bayesian estimation.
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This can improve a bit optimization routines when parameter go beyond prior bounds during line search algorithms or when numerical gradient is computed.
2012-05-31 14:44:16 +02:00
Marco Ratto
32c6c50d9c
Fixed optimizer = 5 for dsge-vars and all other cases that do not allow computing the outer product of gradient (non-linear optimizers as well).
2012-05-31 14:42:52 +02:00
Marco Ratto
82e9336346
Fixed call to renamed bfgsi1.m
2012-05-31 14:41:41 +02:00
Marco Ratto
842f2ea875
fixed bug related to clear priordens;
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(manual cherry pick from 4.2 branch
Commit:a5ab2d0d4f2f0f5da3d79b13b90ac1754b12c2ea)
2012-05-31 14:40:23 +02:00
Sébastien Villemot
b55a96556d
Merge remote-tracking branch 'remotes/ratto/master'
2012-05-31 09:55:29 +02:00
Sébastien Villemot
7044c8da2b
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
Marco Ratto
7991c3937c
Fixed output list of objective function (to cope with new list for analytic derivatives).
2012-05-30 11:26:07 +02:00
Marco Ratto
a070f5cb26
Fixed initialization of matrices for posterior irfs.
2012-05-30 11:24:35 +02:00
Marco Ratto
4480f5b494
Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution.
2012-05-30 11:22:59 +02:00
Michel Juillard
5af1effd8f
removed debugging code from nonlinear solver when Jacobian is near
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singular. The treatment of this case still needs to be further improved.
2012-05-30 10:25:10 +02:00
Sébastien Villemot
31f6831b09
Improve doc and error handling for shock_decomposition on calibrated model
2012-05-29 16:25:52 +02:00
Michel Juillard
bef55c1dd1
enhanced model_diagnostics to deal with bytecode and blocks
2012-05-26 20:50:17 +02:00
Sébastien Villemot
dc5a952bd9
Merge remote-tracking branch 'jpfeifer/master'
2012-05-21 18:33:25 +02:00
Michel Juillard
c6fd17bc30
print residuals when steady fails. Printing steady state or residuals
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is controlled by options_.noprint
2012-05-20 21:36:29 +02:00
Michel Juillard
57861e22d9
resid: print residuals even if a *_steadystate.m file reports an error
2012-05-20 21:35:34 +02:00
Michel Juillard
d81c2d61a0
fixing homotopy
2012-05-20 14:22:46 +02:00
Michel Juillard
d064db34ab
Cleaning homotopy1. Removing globals from homotopy3. Now it returns
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last successful values when it fails
2012-05-20 08:47:54 +02:00
Michel Juillard
1316bd9555
fixed issues relative to homotopy (type I) when the user wants to
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continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
Johannes Pfeifer
cd0bc28e7c
Fixed bug in getPowerDeriv.m where the nth derivative of 0^n evaluated to 0 instead of n!
2012-05-17 09:10:54 +02:00
Sébastien Villemot
61aacd92e8
Fix crash in solver for purely forward models
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Thanks to J. Pfeifer for pointing this
2012-05-15 18:37:17 +02:00
Sébastien Villemot
95e938e5fb
Add dummy dr.eigval and dr.rank in case of purely forward model
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This is necessary to avoid an outright crash in check.m
2012-05-15 18:31:53 +02:00
Michel Juillard
0ef23e5ae3
fixes bug for stochastic backward models. Still, only order==1 is
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currently possible.
2012-05-14 22:10:10 +02:00
Johannes Pfeifer
c0ffcf7fd8
Fix problem with smoother where original data series was not plotted
2012-05-11 19:58:16 +02:00
Johannes Pfeifer
6585b8ef17
Take care of cases where steady state file updates some but not all parameters that are NaN.
2012-05-11 18:16:23 +02:00
Johannes Pfeifer
0402006530
Fixed bug in evaluate_steady_state.m that prevents parameter updating
2012-05-11 09:34:46 +02:00
Michel Juillard
c15123878f
fixed rare bug in Kalman filter when one should switch to steady state
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filter in last period of the sample
2012-05-10 11:09:06 +02:00
Stéphane Adjemian (Charybdis)
41def7caaa
Added the possibility of a user defined configuration file (only for linux users).
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At the end of global_initialization.m the existence of /home/USER/dynare_configuration.m is tested. In case of a positive answer this script is evaluated.
2012-05-09 15:39:58 +02:00
Stéphane Adjemian (Charybdis)
6103500543
Fixed bug related to the position of the info argument returned by non_linear_dsge_likelihood.
2012-05-04 11:36:27 +02:00
Stéphane Adjemian (Charybdis)
ac2fa68b86
Fixed bug related to the resampling of the particles.
2012-05-04 11:22:17 +02:00
Michel Juillard
650e67f6b7
fixing but in previous commit
2012-05-01 10:53:23 +02:00
Michel Juillard
19f939b1cc
when task==1, the function now returns as soon as the eigenvalues have
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been computed. This solves a bug when having used loglinear option
earlier in the *.mod file
2012-05-01 09:49:56 +02:00
Michel Juillard
d601f173d8
fixing bugs related to recent changes for analytic derivatives
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in estimation
2012-04-30 13:35:36 +02:00
Marco Ratto
da9ec0f187
Estimation with analytic scores and hessian;
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This includes re-setting the list of output arguments in objective functions
Added test function
2012-04-29 21:18:33 +02:00
Marco Ratto
3332a7f794
Get rid of dsge_likelihood_hh.m in mode_compute=5
2012-04-29 21:18:33 +02:00
Marco Ratto
bb02c4d6df
Bug fix for univariate KF (nobs was not defined, replaced with pp) + provisions fro eliminating dsge_likelihood_hh function;
2012-04-29 21:18:33 +02:00
Marco Ratto
bef3377a81
Rename line search function as csminwel1
2012-04-29 21:18:33 +02:00