Commit Graph

3780 Commits (bde961feca246f42524b9513734dce87596bf390)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) bde961feca Renamed options_.solve_maxit as options_.dp.maxit. 2013-10-09 15:37:21 +02:00
Stéphane Adjemian (Charybdis) 99b6326540 Same as 38712d987c. 2013-10-09 15:31:48 +02:00
Stéphane Adjemian (Charybdis) 38712d987c Renamed options_.solve_maxit as options_.simul.maxit in det_cond_forecast.
Probably needs another option name...
2013-10-09 15:21:32 +02:00
Stéphane Adjemian (Charybdis) 5625900214 Changed name of some occurences of options_.solve_maxit as options_.simul.maxit. 2013-10-09 14:07:15 +02:00
Stéphane Adjemian (Charybdis) cc0d9b42f0 Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
Stéphane Adjemian (Charybdis) 28740370e6 Removed general maxit from options_ (maxit_). 2013-10-09 12:32:37 +02:00
Stéphane Adjemian (Charybdis) 8997ae8a70 Merge branch 'master' into maxit 2013-10-09 12:19:17 +02:00
Sébastien Villemot 40a4678afd Merge pull request #490 from JohannesPfeifer/more_explicit_message_file_not_found
Add more explicit error message if mod-file cannot be located of file in...
2013-10-09 01:41:52 -07:00
Johannes Pfeifer 3dd62b37c6 Add more explicit error message if mod-file cannot be located of file in different folder is called 2013-10-09 10:22:44 +02:00
Stéphane Adjemian (Charybdis) c660219188 Fixes #493. 2013-10-08 17:37:36 +02:00
Stéphane Adjemian (Charybdis) 90d8efd147 Added unitary test. 2013-10-08 17:21:17 +02:00
Stéphane Adjemian (Charybdis) 2967328bb0 Changed behaviour of dynSeries objects.
Let ts be a dynSeries object. The following syntaxes are equivalent:

a = ts.lead
a = ts(1)

b = ts.lag(2)
b = ts(-2)

Advantage: If (some of) the variables used in the model block are known as dynSeries in matlab's workspace, then we can create new dynSeries objects with simple copy/pastes of the model's equations (because dynSeries objects understands leads and lags as Dynare's preprocessor).
2013-10-08 17:21:07 +02:00
Stéphane Adjemian (Charybdis) 3a7fa012a8 Merge branch 'master' into set-optimization-options 2013-10-08 16:29:25 +02:00
Stéphane Adjemian (Charybdis) 1f884db8ea If TolX is set to any negative number, let cmaes choose the value of TolX. 2013-10-08 16:18:54 +02:00
Stéphane Adjemian (Charybdis) 6a250f894d Removed interface for H0 (cmaes). 2013-10-08 16:18:00 +02:00
Stéphane Adjemian (Charybdis) 8d8407f906 Changed default options for cmaes (reduced tolfun and tolx). 2013-10-08 15:56:14 +02:00
Stéphane Adjemian (Charybdis) 0f12404246 Added interface for some options of cmaes. 2013-10-08 15:53:55 +02:00
Stéphane Adjemian (Charybdis) 334d9976d6 Add interface to the main options of the simpsa optimization algorithm. 2013-10-08 15:18:14 +02:00
Stéphane Adjemian (Charybdis) 36b69355f2 Added a routine to copy options organized in struct into a cell. 2013-10-08 15:17:18 +02:00
Stéphane Adjemian (Charybdis) 60e1d1b75e Changed the organization of the options for the dynare's implementation of the simplex optimization algorithm. 2013-10-08 12:55:11 +02:00
Stéphane Adjemian (Charybdis) b01aee4daf Changed the default value for the maximum number of iterations (defined in the dynare'es implementation of the simplex optimization algorithm). 2013-10-08 12:53:19 +02:00
Stéphane Adjemian (Charybdis) f5c9621ca9 Changed the definition of the maximum number of function evaluations in dynare'es iplementation of simplex algorithm (mode_compute=8). 2013-10-08 11:11:35 +02:00
Stéphane Adjemian (Charybdis) 842277447c Added comment. 2013-10-08 11:06:23 +02:00
Stéphane Adjemian (Charybdis) c7d82e0bf0 Do not print H0. 2013-10-08 11:02:46 +02:00
Michel Juillard 5f483c7d2c the field 'time' was not updated when adding two time series 2013-10-07 17:17:05 +02:00
Johannes Pfeifer 878ce60f51 Take care of NaN or Inf in residuals or endogenous values
Also adds more debugging information. Closes #491
2013-10-07 15:41:38 +02:00
Stéphane Adjemian (Charybdis) 51be957fb6 Changed the organization of the options for gmhmaxlik (mode_compute=6) so that options can be set using the optim option of the estimation command. Added an option (targeted acceptance rate). 2013-10-04 16:12:14 +02:00
Stéphane Adjemian (Charybdis) 36e3fb496c Do not crash if an unknown optimization option is declared (replaced an error by a warning). 2013-10-04 12:17:30 +02:00
Stéphane Adjemian (Charybdis) 05946cd684 Changed names of some options for csminwel (mode_compute=4). 2013-10-04 11:59:35 +02:00
Stéphane Adjemian (Charybdis) b2db159cdd Added the possibility to pass options for csminwell (mode_compute=4) through the optim option (in the estimation command). 2013-10-03 12:35:06 +02:00
Stéphane Adjemian (Charybdis) 49989504ea Cosmetic changes. 2013-10-03 11:06:07 +02:00
Stéphane Adjemian (Charybdis) 62cad6ff44 Cosmetic changes. 2013-10-03 11:01:11 +02:00
Sébastien Villemot d9e6985e5b Fix license info for simpsa 2013-10-02 18:42:36 +02:00
Stéphane Adjemian (Charybdis) 979a55a334 Added missing semicolon. 2013-10-02 18:26:57 +02:00
Stéphane Adjemian (Charybdis) 5d07145411 Merge branch 'master' into add-simpsa-optimization-routine 2013-10-02 17:48:46 +02:00
Stéphane Adjemian (Charybdis) 581f97bada Linked simpsa's tolerance options to dynare's defaults. 2013-10-02 17:09:05 +02:00
Stéphane Adjemian (Charybdis) 1ff6b2de7b Fixed bug caused by the size of the vector of parameters (transposition needed). 2013-10-02 17:08:04 +02:00
Stéphane Adjemian (Charybdis) ab7f0ddedc Removed the seed set on clock. Changed default values for the options. 2013-10-02 17:07:00 +02:00
Stéphane Adjemian (Charybdis) fb0ccdd5d2 Provide more sensible lower and upper bounds for simpsa algorithm. 2013-10-02 16:45:16 +02:00
Stéphane Adjemian (Charybdis) 3f16129e49 mode_compute = 10 calls simpsa algorithm. 2013-10-02 15:30:55 +02:00
Stéphane Adjemian (Charybdis) 9428007bcb Added simpsa routines (new optimization algorithm) 2013-10-02 15:29:56 +02:00
Johannes Pfeifer 4b060c47d2 Add more information when IRFs are not displayed due to explosive simulations 2013-10-02 09:50:31 +02:00
Houtan Bastani 45942b244c stop dynare.m if onlymacro is passed, closes #487 2013-10-01 15:13:18 +02:00
Sébastien Villemot e043966906 Merge pull request #486 from JohannesPfeifer/prior_check
Check initial values for violation of inverse gamma prior
2013-09-30 08:23:08 -07:00
Johannes Pfeifer ad73d1fd93 Fixes bug in display of parameters at prior bound 2013-09-30 17:10:39 +02:00
Johannes Pfeifer 7e7cadb878 Check initial values for violation of inverse gamma prior
The inverse gamma distribution does not allow for the value 0, but the current check at the lower bound set LB=0 and tested for <LB instead of <=0.

Also fixes
2013-09-30 17:10:16 +02:00
Sébastien Villemot 1f8b4d9a86 Fix bug in display of parameter names violating the bounds condition 2013-09-30 17:02:25 +02:00
Houtan Bastani 48c428d748 reporting: make tableSubSectionHeader prettier when vlineAfterEndOfPeriod is true 2013-09-27 11:14:00 +02:00
Houtan Bastani d1c012d289 reporting: annualAverages option for addTable 2013-09-26 16:34:36 +02:00
Houtan Bastani 79d62d85d0 reporting: fix hline for table 2013-09-26 16:08:13 +02:00