bff8de837b
modifying dynare_resolve() calling sequence
2011-01-26 21:24:46 +01:00
a336799b96
corrected bug when mode_compute is a string
2011-01-26 21:24:46 +01:00
91e30d45f7
corrected bug related to ramsey_policy
2011-01-26 21:24:46 +01:00
55399a5dc5
Compatibility fix for Octave: under Octave, union() called on a column vector and a scalar returns a row vector, hence the need to add the 'rows' option
2011-01-24 15:34:02 -05:00
c71e0fbd6b
removing test about correlated data in initial checks before estimation: this condition is too restrictive.
2011-01-21 17:04:01 +01:00
f83d7db907
Fix of .mat extension with save for octave.
2011-01-21 11:28:28 +01:00
c5c99a80f6
Special fix for peculiar behavior of ls under octave/windows (+ use of ~ispc in place of isunix/ismac)
2011-01-21 11:26:24 +01:00
78c21916da
Fixed output for octave/unix octave/win
2011-01-21 11:25:30 +01:00
6c801be332
Removed catch ME instance for octave compatibility
2011-01-21 11:22:25 +01:00
4eb91731fc
Several fixes for octave compatibility:
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- use of ispc;
- mat extension is save files;
- remove catch ME expressions;
- added printf message for octave runs
2011-01-21 11:21:32 +01:00
28a3b38cf4
For compatibility with octave (and for better coding) use of ~ispc in place of isunix/ismac
2011-01-21 11:18:29 +01:00
a3e4a7ff09
Eliminated annoying echoes on command window
2011-01-21 11:15:49 +01:00
1db24b3107
bug correction for diffuse smoother
2011-01-18 19:04:20 +01:00
c5310731d9
corrected bug affecting the smoother when called for a selected subset of variables
2011-01-18 19:04:20 +01:00
4cf358c895
Merge remote branch 'ferhat/master'
2011-01-18 17:24:42 +01:00
595675d333
Partial information changes that make adjustment for Octave and use rcond() < 1e-8 ..." to determine if a matrix is invertible plus some minor bug and formatting changes in dr1_PI.m
2011-01-17 20:40:41 +00:00
ce07223628
- The Temporary terms management with bytecode when the model is block decomposed and solve_algo<5 is now compatible with octave
...
- Gets rid of warning message during the compilation of bytecode
2011-01-14 19:24:18 +01:00
96b6f1bf05
- Corrects the following problem:
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Octave BiCGStab algorithm involves a 0 division in case of a preconditioner equal to the LU decomposition of the A matrix (in a linear system of the form A.x = b).
- The solution:
Checks if the linear system is solved simply using: x_new = x_old + U \ (L \ x_old)
Ticket #11
2011-01-14 19:24:17 +01:00
708a062338
The Octave version of fsolve do not converge when it starts from the solution. Check if the initial guess is equal to the solution.
2011-01-14 19:24:17 +01:00
ac9415a943
- The bytecode.mex file has to be called when bytecode option is specified independently of the block option.
2011-01-14 10:39:34 +01:00
e2a1d77f6e
- added schur_statespace_transformation.m to factor it out of DsgeLikelihood.m and DsgeSmoother.m
...
and corrected a bug in the code
- added missing functions missing_DiffuseKalmanSmootherH1_Z.m (multivariate version) and
missing_DiffuseKalmanSmootherH3_Z.m (univariate version)
- use only these two versions of the Kalman smoother in DsgeSmoother.m
2011-01-13 21:50:26 +01:00
f7eb39f7bb
bug correction related to smoother
2011-01-13 21:45:09 +01:00
6ea053e47d
correcting bugs in diffuse Kalman smoother
2011-01-13 21:10:06 +01:00
2e0a36ae9f
Initialize estim_params_ in global_estimation.m. Necessary for smoothing models with no estimated parameters.
2011-01-13 21:10:06 +01:00
02fd6e668c
Add error message for non-implemented features of gamrnd.m
2011-01-13 12:28:44 +01:00
9e38d85053
Change the formula for empirical autocorrelations, so that the result always lies in [-1,1] (thanks to Johannes Pfeifer for pointing this)
2011-01-12 11:26:02 +01:00
17bc655159
Partial Information: Update with improved, generalised recursive PCL solution method
2011-01-11 21:57:57 +00:00
503b055df2
Fixed bugs in varlist_indices.m (thanks to Johannes Pfeifer for pointing them)
2011-01-10 13:11:25 +01:00
05b9c70ae8
removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.
2011-01-04 10:16:38 +01:00
256ff761e8
stochastic simulations: fix the number of generated data to be exactly options_.periods
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added ./tests/simul
2011-01-02 16:55:15 +01:00
35765ee01c
- Matlab wrappers for the "print" option of bytecode
2010-12-31 17:03:19 +01:00
aab5b2a488
- Manages the temporary terms when the model is evaluated block by block
2010-12-31 16:22:24 +01:00
129303430e
The direction is not computed in same way in the dynamic case and in the static case
2010-12-31 16:20:35 +01:00
a882a25760
- length(args) is used instead of size(args, 2) to avoid to transpose column vectors
2010-12-31 16:16:29 +01:00
2dbeddd1a9
- Manages the temporary terms when the model is evaluated block by block
2010-12-31 16:00:49 +01:00
2707965da1
- extends the compatibility of dr1 with bytecode
2010-12-31 15:56:49 +01:00
7209f3638a
- consider a non sparse matrix for the Jacobian for compatibility reasons with dynare_solve
2010-12-31 15:53:28 +01:00
dcc46959b4
The default for options_.qz_criterium is now different for different contexts:
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qz_criterium = 1+1e-6
- stoch_simul
- osr
- check
- dynare_estimation_1 with lik_init =2 or 3
qz_criterium = 1+1e-6 for dynare_estimation_1 with lik_init = 1
This correct a bug in estimation and computation of the posterior distribution of moments of endogenous variables when the priors permit roots too close to 1.
2010-12-23 08:34:13 +01:00
6bb8d41909
Revert "- added a test an a penalty in estimation (DsgeLikelihood.m) if, in a stationary model (lik_init==1), a particular parameter set generates unit roots."
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There is a better way of dealing with occasional non-stationary models in estimation
This reverts commit 8c0fb55206
2010-12-22 09:40:39 +01:00
8c0fb55206
- added a test an a penalty in estimation (DsgeLikelihood.m) if, in a stationary model (lik_init==1), a particular parameter set generates unit roots.
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- modified lyapunov_symm to return absolute value of unit roots in a third argument
2010-12-21 21:26:57 +01:00
ef56f87796
- fix for Octave printf
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- missing semicolon
2010-12-20 15:55:46 +01:00
55e553f6dc
Missing semi-colons
2010-12-20 15:49:55 +01:00
ac0c0a935e
Cosmethics
2010-12-17 09:22:12 +01:00
b186eb7e84
Fixes for console mode in serial and parallel execution
2010-12-17 09:21:30 +01:00
191de78310
Introduced console mode monitoring of parallel runs;
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Minor changes
2010-12-17 09:20:30 +01:00
916caf2e4b
Almost entirely rewritten:
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1) got rid of recursive form;
2) better help
3) simplified structure and split between errors and warnings.
2010-12-17 09:16:30 +01:00
c2f0037e55
small addendum to help
2010-12-17 09:14:35 +01:00
d17faaf876
cosmethics
2010-12-17 09:12:54 +01:00
41c59778cd
For slave processes on the local machine, impose the same dynare path as the master.
2010-12-17 09:11:11 +01:00
c0cb3dd4fb
Compatibility fix for Octave: under Octave, union() called on a column vector and a scalar returns a row vector, hence the need to add the 'rows' option
2010-12-16 16:14:23 +01:00
Michel Juillard
Sébastien Villemot
Marco Ratto
George Perendia
Ferhat Mihoubi