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5153 Commits (bb6d3f539e3853963c302e4470dc2b66f089c9a4)

Author SHA1 Message Date
Marco Ratto b02303cf69 Force analytic_derivation = 1; 2012-08-21 15:53:02 +02:00
Marco Ratto b1dd7a5137 Allow quicker evaluation of likelihood with analytic derivatives. 2012-08-21 15:46:35 +02:00
Marco Ratto 7683175e8e Bug fix in terms for outer product gradient with analytic derivatives 2012-08-21 15:45:25 +02:00
Houtan Bastani 896ebff012 submodule update 2012-08-21 08:55:25 -04:00
Marco Ratto 9fd8bf954e bug fix in formula for analytic Hessian. 2012-08-15 14:19:34 +02:00
Marco Ratto f7aae77f16 removed useless elements + reduce loops for efficiency 
(cherry picked from commit f2271264994af253ccdc7f01478320e4d2c2c0e7)
 2012-08-13 13:04:34 +02:00
Marco Ratto 3ddafb164b -) Added missing terms for analytic Hessian when steady state depends on estimated params; 
-) bug fixes;
(cherry picked from commit c84f70f6630f4988716dcb4ea59315180bbb36e7)
 2012-08-13 13:04:07 +02:00
Sébastien Villemot ae0f83c365 Mention where the hessian at the posterior mode is saved 2012-08-13 11:43:23 +02:00
Michel Juillard f379d76a11 reference manual: clarify quadratic restriction for objective function 
with discretionary_policy
 2012-08-10 17:13:40 +02:00
Sébastien Villemot b2c118d45a discretionary_policy needs linear option 2012-08-10 16:54:14 +02:00
Sébastien Villemot a1204b579a bvar_forecast does not provide in-sample forecasting capabilities 2012-08-10 15:18:46 +02:00
Sébastien Villemot 0b1f627ad0 Better sectioning of the estimation section 2012-08-10 14:47:07 +02:00
Sébastien Villemot f58b9b755e Provide dynamic 3rd derivaties for estimation w/ analytic derivation 2012-08-08 15:34:43 +02:00
Sébastien Villemot 2b8869d614 Compute static hessian for estimation w/ analytic derivation 2012-08-08 12:42:02 +02:00
Houtan Bastani 3efa38d4b1 update create script for os x 2012-08-07 15:54:32 +02:00
Houtan Bastani d2c2fa592b update osx readme 2012-08-07 15:54:21 +02:00
Sébastien Villemot 53709a3214 Ensure compatibility with matio 1.5 
Closes: #275
 2012-08-07 14:44:45 +02:00
Houtan Bastani e5dd2d31ec fix typo 2012-08-07 11:39:47 +02:00
Michel Juillard 70e162c736 removed globals from solve1.m 2012-08-06 23:32:40 +02:00
Sébastien Villemot 267b8fd995 Add FlexLexer.h to .gitignore 2012-08-06 18:56:03 +02:00
Sébastien Villemot a32d23529c Remove FlexLexer.h; rather copy it from /usr/include when flex is run 2012-08-06 18:52:06 +02:00
Sébastien Villemot db62e3d7a0 issquare exists under Octave and returns the matrix dim if it is square 2012-08-06 18:26:16 +02:00
Sébastien Villemot 2e65a9ab96 Provide a better implementation of linsolve for Octave 
Closes: #273
 2012-08-06 18:26:16 +02:00
Michel Juillard a400305f20 updating list of info codes returned by dynare_resolve() in DsgeVarLikelihood 2012-08-06 12:02:35 +02:00
Michel Juillard 2e9ae5df28 dealing with info == 8 (Nan in Jacobian) during estimation 2012-08-06 12:00:03 +02:00
Sébastien Villemot 336fc56518 Merge remote-tracking branch 'jpfeifer/master' 2012-08-06 11:44:15 +02:00
Michel Juillard 7e221e5d31 factoring setting of bayestop_.penalty = Inf in Metropolis 2012-08-05 15:27:14 +02:00
Michel Juillard 7959102d43 removed global and varargin in Metropolis routines 2012-08-05 15:10:21 +02:00
Johannes Pfeifer 1a968d5f22 Added check for NaN in Jacobian to stochastic_solvers and added explicit error message to print_info.m 2012-08-05 13:09:24 +02:00
Johannes Pfeifer cf2e477e58 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2012-08-05 13:02:51 +02:00
Michel Juillard b1ad31cf56 removed seeding random generators from clock in cmaes and metropolis hastings 2012-08-05 10:59:59 +02:00
Michel Juillard 6b3bd9dd0b penalty is now passed as a field of bayestopt_ (or BayesInfo) 2012-08-02 22:23:29 +02:00
Houtan Bastani 169ab6c28c change location of 10.6 SDK 2012-08-02 17:17:29 +02:00
Sébastien Villemot b7217cd2a0 Merge remote-tracking branch 'ratto/master' 2012-08-02 16:48:22 +02:00
Houtan Bastani 7c4b36695d change autoconf min version to match that of root config file 2012-08-02 16:17:08 +02:00
Marco Ratto 47353a276b bug fix: the anlytic hessian was wrong with estimated stderr. 
Manual cherry pick from Commit: 36853cb7615de41ca61ed92decf8bbe81ab40cba
 2012-08-02 14:57:20 +02:00
Michel Juillard fe8ae2c565 adding doc *.m file for k_order_perturbation MEX 2012-08-02 11:25:52 +02:00
Michel Juillard 9e6c58572e fixing bug in pruning at order=3 2012-08-02 10:09:44 +02:00
Michel Juillard f5f5ca1a83 removing printing used for debugging 2012-08-01 18:38:42 +02:00
Johannes Pfeifer 79152b5508 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2012-08-01 10:20:23 +02:00
Michel Juillard 9d224dba1f removing preprocessor check about pruning at 3rd order 2012-08-01 10:01:59 +02:00
Michel Juillard 2244af9c62 adding pruning option for 3rd order 2012-07-31 21:50:59 +02:00
Michel Juillard 6dc64de7a9 fixing compiler warning about format argument 2012-07-31 21:50:59 +02:00
Johannes Pfeifer a615f025a0 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2012-07-30 19:20:44 +02:00
Sébastien Villemot 5657dc8228 Amend the workaround for ticket #35, so that shocks+endval+simul can looped over 2012-07-30 17:01:42 +02:00
Sébastien Villemot 488de200cf Merge remote-tracking branch 'jpfeifer/master' 2012-07-30 15:50:30 +02:00
Michel Juillard 029d3dda08 dynare++: add steady state to first part of simulation when 
interrupted by non finite result
 2012-07-25 17:53:34 +02:00
Michel Juillard 87b78f657b dynatable: fixed bug when table contains Inf or NaN 2012-07-25 17:52:00 +02:00
Michel Juillard 24e1c49928 simulations: draw random shocks so that, given a seed, the sequence is the same, independently of the number of periods 2012-07-25 15:00:57 +02:00
Michel Juillard cf6772bc90 added method to access derivatives of approximated solution function 2012-07-25 14:59:06 +02:00