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4822 Commits (c079ace8c3185fded3fa260e464f15912be1dbd2)

Author SHA1 Message Date
Sébastien Villemot c079ace8c3 Remove various compiler warnings 2012-06-08 19:06:03 +02:00
Michel Juillard 1fc2d78ddf dminished number of nodes and order of computation in 
./tests/ep/rbcii.mod to make it faster. Commented out production of
graphs
 2012-06-08 18:38:36 +02:00
Sébastien Villemot 129553579a Merge remote-tracking branch 'ratto/master' 2012-06-08 18:24:18 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Sébastien Villemot b21d87966a Document extended_path and oo_.exo_simul in ref manual 2012-06-08 17:36:45 +02:00
Sébastien Villemot a87cac34ca Preprocessor iface to extended_path 2012-06-08 17:36:32 +02:00
Marco Ratto bf88b6e93d LIKK needs to be initialized when analytic derivation =0. 2012-06-08 17:06:59 +02:00
Sébastien Villemot 0f0b485cd3 Fix license file wrt dynare.el 2012-06-08 16:30:35 +02:00
Sébastien Villemot 346f9ba25c Move more files to scripts/ and add it to the distribution 2012-06-08 16:29:11 +02:00
Houtan Bastani 622bfcd0c8 python script to compare matlab function names to their filenames, reporting those that differ 2012-06-08 16:25:25 +02:00
Houtan Bastani 08b9d1c8b3 fix function name 2012-06-08 16:25:22 +02:00
Houtan Bastani b8661d56ad add parens to function names 2012-06-08 16:16:13 +02:00
Houtan Bastani 47808a0eb7 place AIM function calls at top of file 2012-06-08 16:16:12 +02:00
Marco Ratto dca2ffc5f3 clean-up of test project for gsa+identification. 2012-06-08 15:35:39 +02:00
Marco Ratto 6b908a38eb when identification=1, the only morris options allowed remain 
morris 1 or 2.
 2012-06-08 15:27:41 +02:00
Marco Ratto 69d015a777 Asymptotic Hessian now works also for univariate stationary KF. 2012-06-08 15:26:14 +02:00
Ferhat Mihoubi ea273c6812 documentation on the block decomposed decision rule. 2012-06-08 14:57:04 +02:00
Marco Ratto 2fecf9946b 1) Extended optimizer = 5 for analytic derivatives; 
2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
 2012-06-08 14:23:18 +02:00
Marco Ratto 45bc5c2459 Removed duplicate of the same function. 
Fixed call removing globals.
global options_ still needed
 2012-06-08 14:03:40 +02:00
Sébastien Villemot b7538ad315 Always compute hessian when analytic_derivation is set 2012-06-08 11:47:10 +02:00
Sébastien Villemot 761b1f2df7 Don't use loglinear in test for analytic_derivation 2012-06-08 11:43:32 +02:00
Sébastien Villemot c26a211827 analytic_derivation and loglinear are incompatible 2012-06-08 11:33:33 +02:00
Sébastien Villemot c6086c2a59 Merge remote-tracking branch 'ratto/master' 2012-06-08 10:20:44 +02:00
Sébastien Villemot 90ca8df631 Merge remote-tracking branch 'houtanb/master' 2012-06-08 10:20:22 +02:00
Marco Ratto 2de336c94c fixed bug in analytic derivatives of normal pdf for vector inputs. 2012-06-08 08:50:48 +02:00
Marco Ratto 7f9d2968d9 fixed bug introduced in previous commit: offset needs to be computed for analytic derivatives. 2012-06-08 08:50:07 +02:00
Marco Ratto 907544bc1a big fix with strcmp 2012-06-07 21:54:55 +02:00
Houtan Bastani 04b31992a8 ms-sbvar: submodule update 2012-06-07 19:03:40 +02:00
Sébastien Villemot edca74659e Preprocessor iface and doc for nodisplay and graph_format 
Closes: #216
 2012-06-07 18:29:30 +02:00
Sébastien Villemot 6cc3be7252 Octave can create PDF files 2012-06-07 18:29:00 +02:00
Sébastien Villemot 35a2f38d6a Document oo_.PointForecast and oo_.MeanForecast; clarify oo_.forecast 
Closes: #199
 2012-06-07 17:04:46 +02:00
Sébastien Villemot fb147574f2 Remove duplicate item 2012-06-07 15:36:28 +02:00
Sébastien Villemot bfa168bd24 Fix name clash with deprecated function name 2012-06-07 15:33:43 +02:00
Sébastien Villemot 00f526dbb7 Generate derivs wrt params when anaytic_derivation=1 2012-06-07 15:33:43 +02:00
Stéphane Adjemian (Charybdis) 06ca265272 Complete the bug fix for the calibrated correlations in the structural and measurement covariance matrices. 
Call   set_all_parameters  routine   in  dsge_likelihood.   Note  that
correlations between innovations are not allowed in dsge-var models.
 2012-06-07 15:13:39 +02:00
Stéphane Adjemian (Charybdis) 0da05ae29d Removed globals from set_all_parameters routine. 2012-06-07 15:13:39 +02:00
Houtan Bastani 9ce6eeebc6 test: add [hooks] to config file 2012-06-07 13:45:50 +02:00
Houtan Bastani 1c2bc9120a config file: only allow GlobalInitFile option to hooks block, one more error check 2012-06-07 13:45:50 +02:00
Houtan Bastani 585c98e515 change file type to unix 2012-06-07 13:45:50 +02:00
Stéphane Adjemian (Charybdis) 8dc1b9037d Fixed bug in conditional forecasts (wrong indexing of the controlled variables). 2012-06-07 11:07:22 +02:00
Stéphane Adjemian (Charybdis) e12748329b Fixed bug reported by Johannes (http://www.dynare.org/pipermail/dev/2012-May/002015.html), see also trac#257. 2012-06-06 18:25:08 +02:00
Stéphane Adjemian (Charybdis) fac9528014 Do not compute smoothed variables or forecasts if the model is 
estimated with a  particle filter (the non linear  smoother is not yet
implemented).
 2012-06-06 18:25:08 +02:00
Stéphane Adjemian (Charybdis) 2b84951f4e Added an entry in the manual for the particle filter. 2012-06-06 18:25:08 +02:00
Stéphane Adjemian (Charybdis) ef1146f5a3 Fixed bug trac#202. Define the sigma_e_is_diagonal flag when no shocks block is declared in the mod file. 2012-06-06 18:25:08 +02:00
Stéphane Adjemian (Charybdis) a341a4f8a3 Fixed bug in steady state check (issue with mean preserving spread corrections). 2012-06-06 18:25:07 +02:00
Stéphane Adjemian (Charybdis) 3cbd702b3e Fixed bugs (initialization of the Kalman filter with the fixed point of the Riccatti equation). 2012-06-06 18:25:07 +02:00
Sébastien Villemot 0caaeddb46 Merge remote-tracking branch 'ferhat/master' 2012-06-06 17:09:27 +02:00
Sébastien Villemot b823014657 Fix calib_smoother (enforce order=1) 2012-06-06 17:08:53 +02:00
Sébastien Villemot 9bea42f411 order=2 in estimation command now triggers particle filter 2012-06-06 17:08:53 +02:00
Sébastien Villemot 40fc16e618 Remove MATLAB short-circuit operators 2012-06-06 17:08:53 +02:00