Sébastien Villemot
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a8354326b1
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Ref. manual: clarify default value for variables undeclared in histval
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2011-12-21 18:38:09 +01:00 |
Sébastien Villemot
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a2061b6f4e
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Initialize empirical simulations with information provided in histval
Closes: #195, #157
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2011-12-21 18:37:45 +01:00 |
Stéphane Adjemian (Charybdis)
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3815daada3
|
Fixed bug: dynare_config is now able to find a mex file even if dynare_config is called from
<DYNARE_PATH>/matlab directory and if a matlab script with same name than the mex exists in
this directory.
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2011-12-21 18:31:29 +01:00 |
Stéphane Adjemian (Charybdis)
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4869fff243
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Added new mex file for computing Quasi Monte-Carlo sequences (Sobol), texinfo headers and unitary tests are available in <DYNARE_PATH>/matlab/qmc_sequence.m.
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2011-12-21 18:23:15 +01:00 |
Stéphane Adjemian (Charybdis)
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dec622c48d
|
Fixed bug and streamlined the routines for unitary tests.
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2011-12-21 18:14:17 +01:00 |
Houtan Bastani
|
ea8162c11f
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preprocessor: allow vec_value to accept commas
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
0554e47dc0
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ms-sbvar: remove regime argument and support duration=array
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
3ff704d36d
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ms-sbvar: replace state with regime
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
16e11d49df
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ms-sbvar: replaced number_of_states with number_of_regimes
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
16bf5c7642
|
preprocessor: removed unused token
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
87ffab3200
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preprocessor: add symbol.options statement
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
eb20a995f2
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preprocessor: allow symbol.subsample=symbol.subsample
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
c1e4155001
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preprocessor: add subsamples statement
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
f5bfdbb23f
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preprocessor: add prior statement
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2011-12-21 12:21:29 +01:00 |
Houtan Bastani
|
1e78d70659
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preprocessor: add data command
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2011-12-21 12:21:29 +01:00 |
Houtan Bastani
|
29bead75c9
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preprocessor: add set_time command
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2011-12-21 12:21:29 +01:00 |
Sébastien Villemot
|
75e125771d
|
Ref. manual: fix typo
|
2011-12-21 11:17:58 +01:00 |
Stéphane Adjemian (Charybdis)
|
5ec78139c0
|
Added variable for the expected term. Changed calibration.
|
2011-12-20 17:05:35 +01:00 |
Marco Ratto
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4b9b90f1bb
|
Replace waitbar by dyn_waitbar.
|
2011-12-20 16:59:44 +01:00 |
Stéphane Adjemian (Charybdis)
|
74e95eae61
|
Added new test file for (S)EP. For an autoregressive process SEP and EP should give the same results...
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2011-12-19 18:13:34 +01:00 |
Stéphane Adjemian (Charybdis)
|
744f3fd41b
|
Added Stochastic Extended Path method (SEP).
|
2011-12-19 18:04:54 +01:00 |
Stéphane Adjemian (Charybdis)
|
7ff36b680b
|
Added unitary test.
|
2011-12-19 15:54:30 +01:00 |
Stéphane Adjemian (Charybdis)
|
cf1d07f31c
|
More unitary tests (multivariate Gaussian quadrature) using cartesian_product_of_sets.
|
2011-12-16 16:02:32 +01:00 |
Stéphane Adjemian (Charybdis)
|
6cecc181dc
|
Added unitary test.
|
2011-12-16 15:14:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
cd9250edbf
|
Fixed bug.
|
2011-12-16 15:14:38 +01:00 |
Stéphane Adjemian (Charybdis)
|
857eb7438f
|
Added provisions for future shocks (using Gaussian quadratures).
|
2011-12-16 11:42:03 +01:00 |
Stéphane Adjemian (Charybdis)
|
f7b6e917ac
|
Added two routines for evaluating multivariate integrals with gaussian quadratures.
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2011-12-16 11:42:03 +01:00 |
Stéphane Adjemian (Charybdis)
|
8fa4bfc160
|
Cosmetic change.
|
2011-12-16 11:42:03 +01:00 |
Stéphane Adjemian (Charybdis)
|
230e787b27
|
Fixed bug. The seed has to be set before the sampling of the structural innovations.
|
2011-12-16 11:42:03 +01:00 |
Michel Juillard
|
7408714ea1
|
added dname as argument to CheckPath function and changed all calls to
this function. Suppressed use of globals in CheckPath.
|
2011-12-15 17:35:27 +01:00 |
Michel Juillard
|
d0e458eb79
|
removing useless statement
|
2011-12-15 17:35:27 +01:00 |
Michel Juillard
|
2ee817fbf7
|
adding forecast to estimation test with non-stationary variables
|
2011-12-15 17:35:27 +01:00 |
Michel Juillard
|
ad2a3a7ecc
|
fixing problem in computation of initial posterior density when steady
state model is provided by the user
|
2011-12-15 17:35:27 +01:00 |
Michel Juillard
|
3bc349402f
|
fixing problem wiht Ramsey policy when the steady state is provided by
the user
|
2011-12-15 17:35:27 +01:00 |
Michel Juillard
|
cef244842d
|
fixing problem with univariate Kalman filter and no missing observations
|
2011-12-15 17:35:27 +01:00 |
Michel Juillard
|
976c8c1654
|
making univariate Kalman filter code simpler and more efficient
|
2011-12-15 17:35:26 +01:00 |
Michel Juillard
|
edd95a94c8
|
added options_.sub_draws in estimation for controlling the number of draws used in
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
|
2011-12-15 17:35:26 +01:00 |
Marco Ratto
|
ac2687f6dd
|
Fixed function header
|
2011-12-14 14:43:17 +01:00 |
Sébastien Villemot
|
6bfeb91e99
|
evaluate_static_model: fix crash under Octave with bytecode
Octave does not want to create a function handle to a nonexistent function
(<MODFILE>_static.m) in that case
|
2011-12-14 10:39:32 +01:00 |
Sébastien Villemot
|
4e0801a92d
|
Preprocessor: fix forecast command
It was broken since the renaming of forecast.m in
8f1326e2f8
|
2011-12-14 10:35:25 +01:00 |
Marco Ratto
|
66f6f6b5d0
|
remove obsolete gsa function
|
2011-12-13 18:33:59 +01:00 |
Marco Ratto
|
c3b5b65fc3
|
Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly.
|
2011-12-13 18:32:57 +01:00 |
Marco Ratto
|
b23c508671
|
Initialize new option analytic_derivation for estimation.
|
2011-12-13 17:05:55 +01:00 |
Stéphane Adjemian (Charybdis)
|
f6cc14eebf
|
Reduced the size of the innovation, increased the number of simulations.
|
2011-12-12 14:20:14 +01:00 |
Stéphane Adjemian (Charybdis)
|
95fb57b4e9
|
Added waitbar for EP simulations.
|
2011-12-12 14:20:14 +01:00 |
Stéphane Adjemian (Charybdis)
|
3ba5a645be
|
Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0.
|
2011-12-12 14:20:14 +01:00 |
Stéphane Adjemian (Charybdis)
|
a36cf30118
|
Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.
|
2011-12-12 14:20:14 +01:00 |
Sébastien Villemot
|
87052bc243
|
Testsuite: add extended path test
|
2011-12-12 10:43:38 +01:00 |
Sébastien Villemot
|
fefe425c61
|
mjdgges: add missing math.h header (for fabs())
|
2011-12-12 10:35:39 +01:00 |
Sébastien Villemot
|
7ec12aaa43
|
Removed unused generalized cholesky routines
|
2011-12-12 10:25:47 +01:00 |