Stéphane Adjemian (Charybdis)
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6a250f894d
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Removed interface for H0 (cmaes).
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2013-10-08 16:18:00 +02:00 |
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Stéphane Adjemian (Charybdis)
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8d8407f906
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Changed default options for cmaes (reduced tolfun and tolx).
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2013-10-08 15:56:14 +02:00 |
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Stéphane Adjemian (Charybdis)
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0f12404246
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Added interface for some options of cmaes.
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2013-10-08 15:53:55 +02:00 |
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Stéphane Adjemian (Charybdis)
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5e63aa10da
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Added documentation about the options of the simpsa algorithm.
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2013-10-08 15:28:26 +02:00 |
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Stéphane Adjemian (Charybdis)
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334d9976d6
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Add interface to the main options of the simpsa optimization algorithm.
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2013-10-08 15:18:14 +02:00 |
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Stéphane Adjemian (Charybdis)
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36b69355f2
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Added a routine to copy options organized in struct into a cell.
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2013-10-08 15:17:18 +02:00 |
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Stéphane Adjemian (Charybdis)
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75fb6afa61
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Added documentation about the options of the simplex optimization routine (mode_compute=8).
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2013-10-08 15:15:58 +02:00 |
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Stéphane Adjemian (Charybdis)
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60e1d1b75e
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Changed the organization of the options for the dynare's implementation of the simplex optimization algorithm.
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2013-10-08 12:55:11 +02:00 |
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Stéphane Adjemian (Charybdis)
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b01aee4daf
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Changed the default value for the maximum number of iterations (defined in the dynare'es implementation of the simplex optimization algorithm).
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2013-10-08 12:53:19 +02:00 |
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Stéphane Adjemian (Charybdis)
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f5c9621ca9
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Changed the definition of the maximum number of function evaluations in dynare'es iplementation of simplex algorithm (mode_compute=8).
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2013-10-08 11:11:35 +02:00 |
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Stéphane Adjemian (Charybdis)
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842277447c
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Added comment.
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2013-10-08 11:06:23 +02:00 |
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Stéphane Adjemian (Charybdis)
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c7d82e0bf0
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Do not print H0.
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2013-10-08 11:02:46 +02:00 |
Michel Juillard
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5f483c7d2c
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the field 'time' was not updated when adding two time series
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2013-10-07 17:17:05 +02:00 |
Sébastien Villemot
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40f4399222
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Merge pull request #492 from JohannesPfeifer/sim_debug_and_NaN
Take care of NaN or Inf in residuals or endogenous values
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2013-10-07 06:54:17 -07:00 |
Johannes Pfeifer
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878ce60f51
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Take care of NaN or Inf in residuals or endogenous values
Also adds more debugging information. Closes #491
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2013-10-07 15:41:38 +02:00 |
Houtan Bastani
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c737f35ca7
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remove error message because odd numbers of apostrophes are valid for transposing matrices in Matlab syntax
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2013-10-04 16:17:29 +02:00 |
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Stéphane Adjemian (Charybdis)
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994186797a
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Document the options of gmhmaxlik (mode_compute=6).
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2013-10-04 16:12:43 +02:00 |
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Stéphane Adjemian (Charybdis)
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51be957fb6
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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).
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2013-10-04 16:12:14 +02:00 |
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Stéphane Adjemian (Charybdis)
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36e3fb496c
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Do not crash if an unknown optimization option is declared (replaced an error by a warning).
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2013-10-04 12:17:30 +02:00 |
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Stéphane Adjemian (Charybdis)
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b685fe6197
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Updated description of the optim option in the estimation command (mode_compute=1,3,7 and 4).
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2013-10-04 12:01:36 +02:00 |
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Stéphane Adjemian (Charybdis)
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05946cd684
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Changed names of some options for csminwel (mode_compute=4).
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2013-10-04 11:59:35 +02:00 |
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Houtan Bastani
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68bdf1aff8
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remove unused portion of code, code cleanup
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2013-10-03 16:39:33 +02:00 |
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Houtan Bastani
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06ab26f742
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handle inline comments
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2013-10-03 16:27:25 +02:00 |
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Houtan Bastani
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d3111863fe
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fix regular expression
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2013-10-03 16:26:17 +02:00 |
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Houtan Bastani
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0cac8a2dec
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clarify error message
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2013-10-03 15:44:31 +02:00 |
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Stéphane Adjemian (Charybdis)
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b2db159cdd
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Added the possibility to pass options for csminwell (mode_compute=4) through the optim option (in the estimation command).
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2013-10-03 12:35:06 +02:00 |
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Stéphane Adjemian (Charybdis)
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49989504ea
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Cosmetic changes.
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2013-10-03 11:06:07 +02:00 |
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Stéphane Adjemian (Charybdis)
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62cad6ff44
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Cosmetic changes.
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2013-10-03 11:01:11 +02:00 |
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Houtan Bastani
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b372973ab3
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catch leading space before comment
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2013-10-03 10:48:29 +02:00 |
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Houtan Bastani
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51e4e490d6
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remove unnecessary test
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2013-10-03 09:16:31 +02:00 |
Sébastien Villemot
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d9e6985e5b
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Fix license info for simpsa
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2013-10-02 18:42:36 +02:00 |
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Stéphane Adjemian (Charybdis)
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979a55a334
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Added missing semicolon.
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2013-10-02 18:26:57 +02:00 |
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Stéphane Adjemian (Charybdis)
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5d07145411
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Merge branch 'master' into add-simpsa-optimization-routine
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2013-10-02 17:48:46 +02:00 |
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Stéphane Adjemian (Charybdis)
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b00bf26621
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Added simpsa optimization algorithm in the manual.
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2013-10-02 17:44:47 +02:00 |
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Houtan Bastani
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030fe52aff
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preprocessor: replace dates with dynDates
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2013-10-02 17:21:55 +02:00 |
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Houtan Bastani
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62c623f6c9
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remove unnecessary parenthesis
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2013-10-02 17:21:55 +02:00 |
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Houtan Bastani
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c1305f7f87
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support unbounded years
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2013-10-02 17:21:55 +02:00 |
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Houtan Bastani
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845a8736b5
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simplify regex
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2013-10-02 17:21:55 +02:00 |
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Houtan Bastani
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a34afdfdc3
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support negative dates
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2013-10-02 17:21:55 +02:00 |
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Stéphane Adjemian (Charybdis)
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581f97bada
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Linked simpsa's tolerance options to dynare's defaults.
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2013-10-02 17:09:05 +02:00 |
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Stéphane Adjemian (Charybdis)
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1ff6b2de7b
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Fixed bug caused by the size of the vector of parameters (transposition needed).
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2013-10-02 17:08:04 +02:00 |
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Stéphane Adjemian (Charybdis)
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ab7f0ddedc
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Removed the seed set on clock. Changed default values for the options.
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2013-10-02 17:07:00 +02:00 |
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Stéphane Adjemian (Charybdis)
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fb0ccdd5d2
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Provide more sensible lower and upper bounds for simpsa algorithm.
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2013-10-02 16:45:16 +02:00 |
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Stéphane Adjemian (Charybdis)
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3f16129e49
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mode_compute = 10 calls simpsa algorithm.
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2013-10-02 15:30:55 +02:00 |
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Stéphane Adjemian (Charybdis)
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9428007bcb
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Added simpsa routines (new optimization algorithm)
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2013-10-02 15:29:56 +02:00 |
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Sébastien Villemot
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b9cb511a49
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Merge pull request #489 from JohannesPfeifer/explosive_irf_warning
Add more information when IRFs are not displayed due to explosive simula...
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2013-10-02 06:07:07 -07:00 |
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Houtan Bastani
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b3b2cdfe7b
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bug fix for date_number: don't permit weeks >= 53
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2013-10-02 11:12:32 +02:00 |
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Johannes Pfeifer
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4b060c47d2
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Add more information when IRFs are not displayed due to explosive simulations
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2013-10-02 09:50:31 +02:00 |
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Houtan Bastani
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45942b244c
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stop dynare.m if onlymacro is passed, closes #487
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2013-10-01 15:13:18 +02:00 |
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Sébastien Villemot
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e043966906
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Merge pull request #486 from JohannesPfeifer/prior_check
Check initial values for violation of inverse gamma prior
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2013-09-30 08:23:08 -07:00 |