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
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
c0624738c9
Fixed bug introduced in bda0b1b228
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Created separate field options_.SpectralDensity.trigger to trigger Spectral Density
2012-04-26 08:48:31 +02:00
08894086b0
Revert "Move hardcoded options from UnivariateSpectralDensity.m to global_initialization."
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This reverts commit bda0b1b228
2012-04-26 08:22:15 +02:00
bda0b1b228
Move hardcoded options from UnivariateSpectralDensity.m to global_initialization.
2012-04-25 11:49:01 +02:00
4c255cf2ae
Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures.
2012-04-25 11:47:40 +02:00
1dfba1b99f
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
edbf3bd175
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
41e027aee3
added steady option stop_on_error. stop_on_error = 0 permits to
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continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
08bcf39fe7
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
7e6bd80f17
estimation: remove s from parameters substructure
2012-04-03 18:33:23 +02:00
31e0bc2e1e
estimation: simplify global_initialization
2012-04-03 18:33:23 +02:00
9741b3b3ec
estimation: reorganize options output
2012-03-30 15:37:15 +02:00
93db8937ab
estimation: reorganize Matlab structure output
2012-03-30 15:37:14 +02:00
6c6b62937f
Added smooth resampling.
2012-03-30 11:47:24 +02:00
7feb27fe1c
estimation: rewrite options output
2012-03-29 16:45:46 +02:00
d54e4c4b17
estimation: rewrite prior output
2012-03-29 16:07:01 +02:00
46a655fbd5
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
a899594f3d
initializing globals ys0_ ex0_ ex_det0_
2012-03-17 20:34:58 +01:00
d6f8e252e5
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-15 16:18:37 +01:00
c5fa0b82a9
Merge remote-tracking branch 'marco/master'
2012-03-14 12:49:56 +01:00
1fcf708b80
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-10 18:21:14 +01:00
323e6fdf4f
Added a second gstep option used as a parameter for the routine computing the hessian matrix.
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In some cases, for instance for the non linear filters, it helps to reduce this new gstep parameter
to get a positive definite hessian matrix. options_.gstep is now a 2*1 vector. The first element is
the old gstep parameter, the second element is the new gstep parameter. The step defined for the
computation of the hessian matrix is now:
h1=max(abs(x),sqrt(gstep(1))*ones(n,1))*eps^(1/6)*gstep(2);
2012-03-09 16:36:26 +01:00
ec9b47426a
Added an option for the threshold level of neff in the generic case of the resampling routines.
2012-03-09 12:44:25 +01:00
ec2528ae9b
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
dd67a81e57
estimation: place parameter priors in their own substructure
2012-03-09 11:46:09 +01:00
464dcb651e
Changed defaults related to extended path. Removed some unused options.
2012-03-08 12:45:53 +01:00
8ac14f8c80
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
a2f3a53634
Parallelization of local_state_space_iteration_2 (used in non linear filters).
2012-03-05 23:11:49 +01:00
cf19df92ef
Added an option fot the mode_check plots for defining the size of the neighbourhood around the estimated posterior mode.
2012-03-05 15:03:55 +01:00
83b536c618
Moved CMAES options in global_initialization, so that the options of this routine can be modified by
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the user by writting in options_.cmaes.
2012-03-04 22:13:00 +01:00
724b99412f
Added option for kitagawa/stratified approach in traditional resampling.
2012-03-04 22:12:59 +01:00
fb4def04bd
Fixed bug related to the name of the sub-structure for the non linear filters.
2012-03-04 22:12:59 +01:00
c848b3337a
added nodisplay and graph_format options and applied to prior plots and graphs in estimstion routine. Tex tables also splitted when more than 50 params are estimated.
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nograph: no figure is done
nodisplay: plots are done behind the scenes
graph_format: default only eps figs are saved. it accepts cell vector like {'eps','pdf','fig'}
2012-02-13 11:58:28 +01:00
87f4dad51a
Changed default value of use_bytecode option. By default, the bytecode solver is not used.
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Note that, even for small models, there is a (very) substantial gain in using the use_dll option.
2012-02-04 16:56:09 +01:00
704b0c9659
Added an option specifying if the bytecode solver has to be used first.
2012-02-04 16:26:22 +01:00
8a35ee7363
Added an option to skip the test on the number of periods over which the perfect foresight models are solved.
2012-02-04 16:19:15 +01:00
64ebd1d0d7
Changed the default value of options_.ep.fp. Test the stability of the solution only for the first period (when the value of periods is increased).
2012-02-03 14:05:06 +01:00
f63ce01859
Put debug and memory modes in options_.ep.
2012-01-21 14:13:31 +01:00
58f4feb6ad
Cosmetic change + Added scramble mode (possibility to add noise in the future).
2012-01-20 16:40:17 +01:00
f9d2dec97f
preparing dsge_loglikelihood.m for future integration of estimation DLL
2012-01-08 21:55:02 +01:00
80ca47d62a
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-31 10:10:41 +01:00
30cbcdbb55
Store histval information for endogenous in M_.endo_histval
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Really closes : #157
2011-12-28 11:35:22 +01:00
c541ceb849
Remove unused options_.deterministic_simulation_initialization
2011-12-28 10:44:34 +01:00
45d85f19fa
Added options for non linear filters + Cosmetic changes.
2011-12-26 17:46:48 +01:00
3e84e333b4
Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1.
2011-12-26 17:46:48 +01:00
e2f69ab4fc
Added arbitrary order of approximation for the Stochastic Extended Path approach.
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Default is that we only consider shocks in t+1 to approximate the expectations. If
options_.ep.stochastic.order is set to s>1, shocks in t+1, t+2, ..., t+s are
considered. Obviously the (tensorial) tree of future shocks is growing
exponentially.
Other numerical rules of integration have to be added...
2011-12-23 17:57:41 +01:00
87ffab3200
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
f5bfdbb23f
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
Michel Juillard
Stéphane Adjemian (Charybdis)
JohannesPfeifer
Sébastien Villemot
Ferhat
Houtan Bastani
Ferhat Mihoubi
Marco Ratto