Houtan Bastani
|
93db8937ab
|
estimation: reorganize Matlab structure output
|
2012-03-30 15:37:14 +02:00 |
|
Houtan Bastani
|
2be333da55
|
estimation: change name handling for correlation statements
|
2012-03-30 15:37:14 +02:00 |
|
Houtan Bastani
|
7feb27fe1c
|
estimation: rewrite options output
|
2012-03-29 16:45:46 +02:00 |
|
Houtan Bastani
|
d54e4c4b17
|
estimation: rewrite prior output
|
2012-03-29 16:07:01 +02:00 |
|
Houtan Bastani
|
791d0ff06a
|
estimation: check that appropriate options are passed to prior statement
|
2012-03-28 19:07:08 +02:00 |
|
Houtan Bastani
|
46a655fbd5
|
estimation: rewrite subsamples statement as an actual statement
|
2012-03-28 18:51:52 +02:00 |
|
Houtan Bastani
|
90e2de65f7
|
estimation: add subsample name to index
|
2012-03-27 13:03:10 +02:00 |
|
Houtan Bastani
|
c5ace037ad
|
estimation: add subsamples for std / corr, prior / options statements & simplify code
|
2012-03-27 13:03:09 +02:00 |
|
Houtan Bastani
|
f7ca98554e
|
estimation: add truncate and median options to prior statement
|
2012-03-15 14:33:02 +01:00 |
|
Houtan Bastani
|
2e6762ebd0
|
estimation: remove deprecation warnings
|
2012-03-09 11:52:32 +01:00 |
|
Houtan Bastani
|
ec2528ae9b
|
estimation: fixes to options statement
|
2012-03-09 11:47:25 +01:00 |
|
Houtan Bastani
|
dd67a81e57
|
estimation: place parameter priors in their own substructure
|
2012-03-09 11:46:09 +01:00 |
Sébastien Villemot
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7889ac21b2
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Merge remote-tracking branch 'ferhat/master'
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2012-03-09 10:30:01 +01:00 |
|
Houtan Bastani
|
402363bab2
|
MS-SBVAR: rewrite ms_variance_decomposition
|
2012-03-08 17:54:35 +01:00 |
|
Houtan Bastani
|
5f60f1bd27
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MS-SBVAR: rewrite ms_forecast
|
2012-03-08 17:54:05 +01:00 |
|
Houtan Bastani
|
864e0b7c7e
|
MS-SBVAR: rewrite ms_irf
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2012-03-08 17:53:58 +01:00 |
Ferhat Mihoubi
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dfbd6c8f2a
|
Adds the index of equations (M_.blocksEQU) for a block decomposed model without bytecode option and use this index in resid.m to retrieve the residuals
|
2012-03-08 15:29:56 +01:00 |
|
Ferhat Mihoubi
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8ac14f8c80
|
Adds fixed point solvers for Sylvester and Lyapunov equations
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2012-03-06 12:03:23 +01:00 |
|
Ferhat Mihoubi
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24e58262fc
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Error message for external function provides more details
|
2012-03-06 11:33:02 +01:00 |
|
Ferhat
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ee9213d77c
|
Corrects a bug in the computation of the number of leads and lags
|
2012-02-17 10:50:54 +01:00 |
|
Ferhat
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28a1cf52cd
|
Corrects the number of lead and lags of a block
|
2012-02-17 10:48:28 +01:00 |
|
Houtan Bastani
|
0f9d5d93d1
|
bug fix: quotes in warnings do not comply with Matlab disp
|
2012-02-10 17:05:37 +01:00 |
|
Houtan Bastani
|
870766f6e1
|
preprocessor: add lik_init to dynare_sensitivity command
|
2012-02-09 12:52:33 +01:00 |
|
Sébastien Villemot
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ebbae7936e
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Preprocessor: add warning message for signature of checkPass method
|
2012-02-06 12:16:38 +01:00 |
Michel Juillard
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3cdde731dc
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propagating the change in calling sequence for CheckPass()
|
2012-02-02 21:10:47 +01:00 |
|
Houtan Bastani
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0ca000cdc9
|
preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
|
2012-01-30 10:44:14 +01:00 |
|
Michel Juillard
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1433bb6485
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the overall time of execution is now saved in the log file
|
2012-01-22 16:09:42 +01:00 |
|
Sébastien Villemot
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b5c71ed1c8
|
Add kalman_algo option to identification and dynare_sensitivity
Only in preprocessor and ref. manual for the moment
|
2012-01-20 12:11:14 -05:00 |
|
Sébastien Villemot
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bcc091a58d
|
Preprocessor: compute temp. terms for 2nd deriv of residuals and jacobian wrt
params and 1st deriv of hessian wrt to params
|
2012-01-20 12:07:36 -05:00 |
|
Houtan Bastani
|
58a03937ec
|
bug_fix: add missing ifstream close statement
|
2012-01-18 14:43:04 +01:00 |
|
Houtan Bastani
|
c977b666b3
|
warning output stream should be cerr
|
2012-01-18 14:42:57 +01:00 |
|
Houtan Bastani
|
63018c63e7
|
preprocessor: replace if checks with asserts
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2012-01-04 14:42:06 +01:00 |
|
Houtan Bastani
|
81dd94f717
|
aesthetic fix: remove commented code
|
2012-01-04 14:42:06 +01:00 |
|
Houtan Bastani
|
f80ad954ce
|
bug_fix: missing exit statement
|
2012-01-04 14:42:06 +01:00 |
|
Houtan Bastani
|
13ce36ebd2
|
bug_fix: add missing assertion
|
2012-01-04 14:42:06 +01:00 |
|
Houtan Bastani
|
c19950d358
|
update copyright dates for files already modified in 2012
|
2012-01-04 14:42:06 +01:00 |
|
Houtan Bastani
|
2a2da609c2
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ms-sbvar: enforce consecutive chain numbers for markov_switching
|
2012-01-04 14:42:06 +01:00 |
|
Houtan Bastani
|
7ec25ee27e
|
bug_fix: add initializations for modfilestructure bools
|
2012-01-04 14:42:06 +01:00 |
|
Houtan Bastani
|
0b64c61fc9
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preprocessor: check size of domain argument
|
2012-01-02 22:44:50 +01:00 |
|
Houtan Bastani
|
143c5f569b
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macroprocessor: add @#ifdef
|
2012-01-02 18:27:04 +01:00 |
|
Houtan Bastani
|
fd2d3b0e4a
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preprocessor: added back prior names w/o _pdf and fixed check and write
|
2011-12-30 17:09:45 +01:00 |
|
Houtan Bastani
|
6c5722ad2a
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preprocessor: enumerate prior distributions
|
2011-12-30 15:41:51 +01:00 |
|
Houtan Bastani
|
2094297d59
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preprocessor: remove unnecessary class prefix
|
2011-12-30 15:41:51 +01:00 |
|
Houtan Bastani
|
48f38af576
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fix typo
|
2011-12-30 15:41:51 +01:00 |
|
Sébastien Villemot
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3f384cc4d1
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Preprocessor: minor fix for internal doc
|
2011-12-28 11:47:49 +01:00 |
|
Sébastien Villemot
|
30cbcdbb55
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Store histval information for endogenous in M_.endo_histval
Really closes: #157
|
2011-12-28 11:35:22 +01:00 |
|
Houtan Bastani
|
f01b0025e0
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ms-sbvar: add restrictions option
|
2011-12-23 18:22:41 +01:00 |
|
Houtan Bastani
|
5c0a17e9f2
|
preprocessor: separate dynamic and static functions from their mexfiles
|
2011-12-23 18:22:41 +01:00 |
|
Houtan Bastani
|
ed82146c37
|
preprocessor: bug fix in setting prior_variance
|
2011-12-23 18:22:40 +01:00 |
|
Sébastien Villemot
|
a2061b6f4e
|
Initialize empirical simulations with information provided in histval
Closes: #195, #157
|
2011-12-21 18:37:45 +01:00 |
|
Houtan Bastani
|
ea8162c11f
|
preprocessor: allow vec_value to accept commas
|
2011-12-21 12:21:30 +01:00 |
|
Houtan Bastani
|
0554e47dc0
|
ms-sbvar: remove regime argument and support duration=array
|
2011-12-21 12:21:30 +01:00 |
|
Houtan Bastani
|
3ff704d36d
|
ms-sbvar: replace state with regime
|
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
|
2011-12-21 12:21:30 +01:00 |
|
Houtan Bastani
|
16bf5c7642
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preprocessor: removed unused token
|
2011-12-21 12:21:30 +01:00 |
|
Houtan Bastani
|
87ffab3200
|
preprocessor: add symbol.options statement
|
2011-12-21 12:21:30 +01:00 |
|
Houtan Bastani
|
eb20a995f2
|
preprocessor: allow symbol.subsample=symbol.subsample
|
2011-12-21 12:21:30 +01:00 |
|
Houtan Bastani
|
c1e4155001
|
preprocessor: add subsamples statement
|
2011-12-21 12:21:30 +01:00 |
|
Houtan Bastani
|
f5bfdbb23f
|
preprocessor: add prior statement
|
2011-12-21 12:21:29 +01:00 |
|
Houtan Bastani
|
1e78d70659
|
preprocessor: add data command
|
2011-12-21 12:21:29 +01:00 |
|
Houtan Bastani
|
29bead75c9
|
preprocessor: add set_time command
|
2011-12-21 12:21:29 +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 |
|
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 |
|
Sébastien Villemot
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7c6446032f
|
Preprocessor: delete _steadystate2.m file from previous run if exists
Closes: #224
|
2011-11-25 15:13:16 +01:00 |
|
Michel Juillard
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e2569f6b6a
|
fixed "clear global" for Octave
|
2011-11-22 22:09:13 +01:00 |
|
Michel Juillard
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2ac0e89014
|
another work-around for Octave 3.2 bug with "clear all"
|
2011-11-21 15:03:19 +01:00 |
|
Michel Juillard
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61cd43b3be
|
unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck
|
2011-11-20 20:16:02 +01:00 |
|
Michel Juillard
|
7840dbbb77
|
use "clear -all" instead of "clear all" when running under Octave
|
2011-11-20 14:48:01 +01:00 |
|
Michel Juillard
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e1856be59b
|
fixing problems for computing steady state in ramsey policy
|
2011-11-14 21:59:39 +01:00 |
|
Michel Juillard
|
9c3551bcb8
|
ms-sbvar: adding missing case for linear restriction
|
2011-11-07 15:47:16 +01:00 |
|
Michel Juillard
|
82d3c76ebb
|
ms-sbvar: correcting bugs in specification of linear restrictions
|
2011-11-07 12:26:20 +01:00 |
|
Michel Juillard
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f85c43d8f0
|
ms-sbvar: fixing more bugs in linear restrictions
|
2011-11-06 17:45:19 +01:00 |
|
Michel Juillard
|
8a885f3468
|
ms-sbvar: fixing bug in linear restrictions
|
2011-11-05 21:36:36 +01:00 |
|
Sébastien Villemot
|
168f5589a4
|
Fix compilation error in preprocessor
Error introduced in ca10372607
|
2011-10-29 12:22:14 +02:00 |
|
Ferhat Mihoubi
|
ca10372607
|
* Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable
|
2011-10-28 22:25:05 +02:00 |
|
Sébastien Villemot
|
28c099bfe0
|
Fixed bug introduced in ce9fe30a7a
The auxiliary variable type for Lagrange multipliers had been incorrectly
modified
|
2011-10-28 07:50:40 +02:00 |
|
Houtan Bastani
|
ce9fe30a7a
|
Remove unused expectation syntax
|
2011-10-26 14:30:47 +02:00 |
|
Houtan Bastani
|
8121bd32ba
|
MS-SBVAR: argument check for ms_compute_probabilities
|
2011-10-26 11:33:18 +02:00 |
|
Sébastien Villemot
|
0fbcc7378e
|
aux vars: update C++ comment to reflect last changes
|
2011-10-21 16:56:13 +02:00 |
|
Michel Juillard
|
117996c881
|
code simplification after commit 9425b36358
|
2011-10-20 20:40:15 +02:00 |
|
Michel Juillard
|
9425b36358
|
fixing problems related to auxiliary variables
|
2011-10-19 12:47:15 +02:00 |
|
Sébastien Villemot
|
ddc029394c
|
Clean-up last remnants of unit_root_vars (Closes: #167)
|
2011-10-14 16:22:47 +02:00 |
|
Ferhat Mihoubi
|
99c0508909
|
Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present
|
2011-10-14 14:35:32 +02:00 |
Michel Juillard
|
e2dd3cb88f
|
fixing more problems with steady state refactoring
|
2011-10-13 17:14:41 +02:00 |
Michel Juillard
|
e92c54ae3a
|
ms-sbvar: correcting bug introduced in commit 90e4d40272
|
2011-10-13 13:34:28 +02:00 |
|
Michel Juillard
|
ee7078e56c
|
factoring out steady-state computations; steady_state_model now
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
|
2011-10-12 21:51:14 +02:00 |
|
Michel Juillard
|
90e4d40272
|
ms-sbvar: introduced more general restriction syntax for
identification; added an example; still necessary to add error message
when restrictions are invalid
|
2011-10-12 21:47:59 +02:00 |
|
Sébastien Villemot
|
99da257ec3
|
Merge remote-tracking branch 'houtanb/master'
|
2011-10-12 17:47:18 +02:00 |
|
Ferhat Mihoubi
|
b932615ff4
|
updates normalizeEquation() to deal with abs, sign (Ticket #200) and trigonometric functions.
|
2011-10-12 15:03:05 +02:00 |
|
Ferhat Mihoubi
|
fe1af9d985
|
The recursive equations are merged in a recursive block only if they are all backward looking or all forward looking but not both
|
2011-10-12 14:58:29 +02:00 |
|
Ferhat Mihoubi
|
739f86945c
|
Cleans the messages displayed
|
2011-10-12 14:45:53 +02:00 |
|
Houtan Bastani
|
c73d179f4d
|
preprocessor: remove unused token
|
2011-10-10 16:56:46 +02:00 |
|
Michel Juillard
|
03693621dd
|
write Latex model: added automatic line breaks with breqn Latex package
|
2011-10-09 18:24:39 +02:00 |
|
Houtan Bastani
|
385871957e
|
MS-SBVAR: remove estimation_file_tag option
|
2011-10-07 11:57:53 +02:00 |
|
Michel Juillard
|
762f31bafd
|
preprocessor, auxiliary variables: fixes ordering issue introduced in
347ab4d0c0 and corrects the earlier
ordering problem.
|
2011-09-28 22:11:44 +02:00 |
|
Michel Juillard
|
4142aec799
|
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
|
2011-09-25 20:22:06 +02:00 |
|
Michel Juillard
|
347ab4d0c0
|
preprocessor: modified order of auxiliary variables definitions
|
2011-09-25 20:21:30 +02:00 |
|
Ferhat Mihoubi
|
dca37b0349
|
Correct a bug related to the number of minimum feedback variables reported during the preprocessing step
|
2011-09-20 15:02:27 +02:00 |
|
Ferhat Mihoubi
|
3d1a0c2652
|
block-Kalman filter is now available when block option is used
|
2011-09-20 14:18:31 +02:00 |
Stéphane Adjemian (Scylla)
|
bcf4fbfeff
|
Changed the output of the preprocessor according to commit 9c0cfe4200029f60af18cec34e3efc220a00b7d6 (change in the calling sequence
of the check command).
|
2011-09-17 12:53:38 +02:00 |