Commit Graph

10834 Commits (b84e3054e3390ff8b6083d1284acd906443e4b4b)

Author SHA1 Message Date
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.
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
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].
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
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
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
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
Johannes Pfeifer 8e73289fe5 read_variables.m: consistently account for variables being stored as cell array 2018-01-26 12:29:03 +01:00
Johannes Pfeifer 0a80ca4028 initial_condition_decomposition: Add nodisplay, graph_format, fig_name options 2018-01-26 12:09:14 +01:00
Johannes Pfeifer 6b9f469459 initial_condition_decomposition: return oo_ output argument to base workspace 2018-01-26 12:09:14 +01:00
Stéphane Adjemian (Charybdis) 74fc7cc078 Copyright header fix. 2018-01-26 12:01:07 +01:00
Stéphane Adjemian (Charybdis) c4f1958690 Cosmetic changes + Copyright headers fixes. 2018-01-26 12:00:27 +01:00
Johannes Pfeifer b933a440bf Add debugging info to Kalman filter routines 2018-01-26 11:47:39 +01:00
Marco Ratto b9741548b0 As we do for the smoother, check the rank of Pinf only for the observables (i.e. using Z*Pinf*Z') 2018-01-26 11:47:39 +01:00
Marco Ratto cf8213f7a0 fix to the Kitigawa transformation that allows to reduce the computing time of the likelihood in large models, with a lot of static variables, by 30-50%.
This fixes the bug in e97e5c3407 that led to 2f9dc09285
It is tested and completely fixes the issue highlighted in #1312.
2018-01-26 11:47:39 +01:00
Johannes Pfeifer 60efdd49bb disp_steady_state.m: Use character array to make sure alignment in display of steady state is right 2018-01-26 11:45:54 +01:00
Johannes Pfeifer a418a04249 model_diagnostics.m: bugfix after transition to cell arrays
disp does not work with cell
2018-01-26 11:45:54 +01:00
Johannes Pfeifer 9fadf19bc2 Add -accepteula flag to psexec call
Prevents freezing if dialog has not been opened before
2018-01-25 11:45:41 +01:00
Johannes Pfeifer ec3fb76aa7 posterior_sampler: Fix naming error that crashes parallel estimation 2018-01-25 11:45:41 +01:00
Stéphane Adjemian (Charybdis) 2647f258d4 Cosmetic changes (code factorization). 2018-01-25 11:34:54 +01:00