Commit Graph

6291 Commits (b95f000d8f8d2f5aee4dc77030b2bb13375d6ecc)

Author SHA1 Message Date
Johannes Pfeifer 66b72e817e Fix bug in test for stochastic singularity 2013-07-28 16:59:41 +02:00
Sébastien Villemot c1def96019 Merge pull request #458 from JohannesPfeifer/stoch_solver_debug
Filter out Inf in Jacobian to get rid of most cryptic errors about Lapack function dgges
2013-07-28 05:33:13 -07:00
Sébastien Villemot 019dd89253 Merge pull request #456 from JohannesPfeifer/dyn_stat_file_info_preprocessor
Add full function header to static and dynamic model files
2013-07-28 05:32:40 -07:00
Sébastien Villemot fb466d244f Merge pull request #457 from JohannesPfeifer/documentation
Add Documentation for dynamic and static files
2013-07-28 05:32:09 -07:00
Johannes Pfeifer ca96013ca9 Filter out Inf in Jacobian to get rid of most cryptic errors about Lapack function dgges
Also adds additional debugging info
2013-07-28 12:09:59 +02:00
Johannes Pfeifer a7eedef031 Add full function header to static and dynamic model files 2013-07-28 11:32:14 +02:00
Johannes Pfeifer 9876635d46 Update and correct manual
Add information on the outputs of the static and dynamic model files
2013-07-28 10:55:12 +02:00
Johannes Pfeifer 99e40d1bf1 Merge branch 'master' of https://github.com/DynareTeam/dynare 2013-07-28 09:45:55 +02:00
Sébastien Villemot 939e7bcc13 Merge pull request #455 from JohannesPfeifer/linear_steady_debug_info
Add debugging info to steady state for linear models
2013-07-28 00:05:29 -07:00
Johannes Pfeifer 53db31dfd3 Add debugging info to steady state for linear models
Resembles the messages already provided for non-linear models
2013-07-28 00:12:19 +02:00
Johannes Pfeifer 4e21c8cd1b Merge branch 'master' of https://github.com/DynareTeam/dynare 2013-07-28 00:04:58 +02:00
Sébastien Villemot 9837523943 Merge pull request #451 from JohannesPfeifer/simul_debug_info
Add debugging option to simul that allows for checking problems with exo...
2013-07-27 10:11:08 -07:00
Sébastien Villemot d392f97485 Merge pull request #449 from JohannesPfeifer/linesearch_info
Provide additional debugging info before lnsrch1 crashes with error
2013-07-27 10:09:29 -07:00
Sébastien Villemot 3335a2bdb4 Merge pull request #450 from JohannesPfeifer/display_fix
Cosmetic fix to displaying steady state error
2013-07-27 10:08:06 -07:00
Houtan Bastani f3695921d5 ms-sbvar: submodule update 2013-07-25 10:36:50 -04:00
Johannes Pfeifer 07a05d554e Add unit tests for stochastic simulations of purely forward looking models
Adds one for purely forward looking models and one for purely forward looking model with additional static variable
2013-07-24 23:39:39 +02:00
Johannes Pfeifer 18664da6fe Fix for theoretical autocovariances for purely forward looking models
In this case, Ex will by empty, leading to non-conformable empty matrices. Solution: compute correction term without using non-existent states.
2013-07-24 23:38:37 +02:00
Johannes Pfeifer 3e2a75d33a Fix bug in simult_ for purely forward looking models
simult_ simulated one period too much, thinking there was a lag. This resulted in a crash trying to plot irfs.
2013-07-24 23:36:46 +02:00
Houtan Bastani 5515a8a64a reporting: @series: add zerotol option 2013-07-24 10:40:01 -04:00
Houtan Bastani 7d1899df20 dynSeries: fix scalar subtraction for octave 2013-07-22 17:02:13 -04:00
Johannes Pfeifer 1b425520c5 Set options_.smoother=1 if run on calibrated model.
Otherwise, the error in dynare_estimation_init is triggered as no estimated_params block is present and the smoother option is nowhere set.
2013-07-22 19:29:55 +02:00
Johannes Pfeifer 592c2c8f77 Add unit test for shock_decomposition 2013-07-22 19:25:53 +02:00
Houtan Bastani 82e45f67aa reporting: @graph: new option xTickLabels 2013-07-22 13:17:26 -04:00
Houtan Bastani a961069a66 reporting: @graph: add new option graphSize 2013-07-22 12:41:41 -04:00
Johannes Pfeifer 9ddf10830f Add debugging option to simul that allows for checking problems with exogenous variables 2013-07-21 00:05:04 +02:00
Houtan Bastani 2955232780 dynSeries: add scalar addition 2013-07-18 14:50:32 -04:00
Houtan Bastani 10672ff9a3 fix typo 2013-07-18 14:29:47 -04:00
Houtan Bastani 1853d20daf dynSeries: add scalar subtraction 2013-07-18 14:27:09 -04:00
Johannes Pfeifer 6404d3da45 Provide additional debugging info before lnsrch1 crashes with error 2013-07-18 15:04:00 +02:00
Johannes Pfeifer aa59a4e173 Cosmetic fix to displaying steady state error
Gets rid of white space
2013-07-18 15:00:41 +02:00
Johannes Pfeifer ec0730a3a3 Merge branch 'master' of https://github.com/DynareTeam/dynare 2013-07-12 11:09:18 +02:00
Sébastien Villemot 5b6e3bdb7a Fix bug in simul with stack_solve_algo=0 and exogenous with lags > 1 2013-07-11 11:53:15 -07:00
Stéphane Adjemian (Charybdis) 5a4399e9b3 Removed openmp pragmas in bytecode.
This commit fixes #420, so that bytecode doesn't crash when Dynare is compiled with --enable-openmp flag.
2013-07-11 15:12:41 +02:00
Stéphane Adjemian (Charybdis) 4052d4ccaf Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
Stéphane Adjemian (Charybdis) 184c403375 Replaced disp(' ') by skipline(). 2013-07-10 16:16:32 +02:00
Stéphane Adjemian (Charybdis) 964b7580d8 Cosmetic change. 2013-07-10 16:15:28 +02:00
Stéphane Adjemian (Charybdis) dfc51d097a Cosmetic change. Replaced warning(...) by disp(...). 2013-07-10 16:09:31 +02:00
Stéphane Adjemian (Charybdis) ab00257c3b Merge branch 'master' into particle_mode_compute 2013-07-10 16:04:19 +02:00
Stéphane Adjemian (Charybdis) 2fae989131 Rewrote the portion of code requesting a user input when non linear filters are used with a gradient based optimization routine.
Closes issues #442 and #443.
2013-07-10 16:03:49 +02:00
Johannes Pfeifer aeda8d17ff Add warning if gradient-based optimizer is used with particle-filtering and offer user choice to change mode-finder 2013-07-10 12:08:59 +02:00
Stéphane Adjemian (Charybdis) 3dc372e5bc Added (command line) nointeractive option. 2013-07-10 12:02:12 +02:00
Stéphane Adjemian (Charybdis) dd21816b13 Added (command line) nograph option. 2013-07-10 11:03:48 +02:00
Stéphane Adjemian 0dfd7fc8eb Merge pull request #445 from JohannesPfeifer/simplex_fix
Fixed bugs and typos in dynare's implementation of the simplex algorithm.
2013-07-09 04:04:39 -07:00
Johannes Pfeifer 83b96814f2 Bugfix mode_compute=8
Corrects typo in first line and adds missing argument to subfunction
2013-07-09 09:48:23 +02:00
Stéphane Adjemian (Charybdis) e0ce89ec8c Fixed bug (print_info wrong calling sequence). 2013-07-08 18:05:37 +02:00
Stéphane Adjemian (Charybdis) 305869f5e1 Cosmetic change. 2013-07-08 16:43:38 +02:00
Stéphane Adjemian (Charybdis) 3fd2a9845a Added routine. 2013-07-08 16:43:17 +02:00
Johannes Pfeifer 41f6c2ff66 Display source of non-positive definite Hessian if parameters at prior bound 2013-07-06 00:26:23 +02:00
Johannes Pfeifer d9579418fd Bugfix for correct display of names of parameters outside of bounds 2013-07-06 00:20:07 +02:00
Johannes Pfeifer ea5d2e90b2 Take care of parameter estimates at prior bounds in check plots
Symmetric plots for parameters at the prior bounds resulted in nothing being printed. This commit then switches to asymmetric plots for those parameters and plots a red line signifying the bound.
2013-07-05 23:46:05 +02:00