c55d0a3ae4
Remove pruning_forecast_approximation introduced in cdb7b01879
2013-04-25 12:04:44 +02:00
cdb7b01879
Implement Andreasen et al. 2013 pruning at order
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Implements and documents the Andreasen et al. 2013 pruning at order=3
and sets it as the default at this order. Michel's pruning based on the
approximation of the forecast function has been assigned the option
pruning_forecast_approximation. The preprocessor-interface still needs
to be added for this option. Moreover, more documentation/a reference
what this option does is needed. At a later point, we might change the
default to Michel's approach.
2013-04-24 23:07:01 +02:00
09bc0a0aaa
fixed bug with seeds in hybrid matlab-octave parallel clusters
2013-04-05 17:25:34 +02:00
7518072e77
Fix several bugs related to estimated measurement errors
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1. The first call to set_prior overwrote the first column of
estim_params_.var_endo storing the position of the variable with
measurement error in M_.endo_names with the position in
options_.var_obs. All subsequent calls to set_prior then lead to
crashes.
2. At the same time, for correlations of ME, the first column of
estim_params_.corrn still stored the position of the variable with
measurement error in M_.endo_names. But subsequent calls to it were done
as if it stored the position in options_.var_obs
I introduced two new variables in estim_params_ storing the respective
positions in var_obs so as to not necessitate changes in the
preprocessors.
3. For cases of calibrated measurement error correlations, the
covariance matrix was not updated.
4. Fixing a lot of smaller bugs related to measurement errors, including
some copy and paste errors
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2013-03-21 20:51:12 +01:00
a090a7c35e
Add endogenous priors
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Add option and code for endogenous priors according to
Christiano/Trabandt/Walentin 2011, JEDC. Still needs to be integrated to
manual and pre-processor.
2013-03-17 22:51:23 +01:00
ebf93d672f
stochastic extended path: additional changes
2013-03-12 09:36:58 +01:00
46a59423f2
Revert "Remove unused options_.verbosity"
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This reverts commit cacb0470f8#295 .
2013-02-28 12:20:21 +01:00
cacb0470f8
Remove unused options_.verbosity
2013-02-26 15:14:33 +01:00
5c0d387c4f
Cosmetic change. Changed the organization of options for (stochastic) extended path
2012-11-29 12:56:01 +01:00
b6c72f18fa
-add a variable to make a difference between gaussian approximations during importance sampling and approximation of states (for gaussian and gaussian-mixture filters)
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-modify the default of parameters for the gaussian approximation using the scaled unscented transformation
2012-11-16 12:18:55 +01:00
ddddb5ad0f
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
6c7501d906
move console setting to global_initialization.m
2012-10-30 14:10:54 +01:00
2f9e34c5e5
Various fixes related to data-loading
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- fix support for filenames with extension (.m, .mat, .xls), since the manual
and the bison grammar both support it
- fix support for XLS files under Octave
- add support for XLSX files
- run test for loading XLS files
2012-10-08 13:00:55 +02:00
e81f9d48ac
Improved display of mode_compute=6 optimization algorithm. Fixed bugs. Changed the options.
2012-09-29 00:08:05 +02:00
12af7298ef
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
894b3d69f4
Added an option to decide if dsge_likelihood should call univariate filters when the covariance matrix of
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the prediction error is singular (default is yes).
2012-09-27 14:48:07 +02:00
205b455ad7
Added the possibility, for each given size of the sample, to restart an arbitrary number of times the estimation when estimating a model with a recursive approach.
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Deactivated by default (options_.recursive_estimation_restart is defined to be zero in global_initialization.m).
2012-09-06 14:13:29 +02:00
0508bf9a41
Added missing default options for stochastic simulation of nonlinear backward looking models.
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(cherry picked from commit 4053f664ecec14ffb7269c6bbf78355ca46b6b92)
2012-08-27 12:53:11 +02:00
edf826f315
added code to optionally run cycle_reduction algorithm on GPU. Added
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options_.gpu (no interface yet, use options_.gpu=1). Added test
./tests/first_order/fs2000_cr.mod
2012-07-20 17:06:12 +02:00
d39bbdaa85
forcing reinitialization of persistent variables of
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dyn_first_order_solver.m in global_initialization.m This is necessary
if noclearall option is used.
2012-07-19 17:08:42 +02:00
c850f03be3
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
ed4d37341c
Fix problem with models where steadystate files change parameter values.
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1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state + analytic derivatives of all the rest;
3) bug fixes for 2nd order derivatives w.r.t. model parameters;
2012-07-05 10:14:10 +02:00
4488357f59
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
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associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
8fe2eb23b9
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
d006bd2aaf
Made replic option specific to stochastic simulations (options_.simul_replic).
2012-06-11 09:41:59 +02:00
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
9a2e4cc6cf
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
1316bd9555
fixed issues relative to homotopy (type I) when the user wants to
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continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
41def7caaa
Added the possibility of a user defined configuration file (only for linux users).
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At the end of global_initialization.m the existence of /home/USER/dynare_configuration.m is tested. In case of a positive answer this script is evaluated.
2012-05-09 15:39:58 +02:00
c0624738c9
Fixed bug introduced in bda0b1b228
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Created separate field options_.SpectralDensity.trigger to trigger Spectral Density
2012-04-26 08:48:31 +02:00
08894086b0
Revert "Move hardcoded options from UnivariateSpectralDensity.m to global_initialization."
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This reverts commit bda0b1b228
2012-04-26 08:22:15 +02:00
bda0b1b228
Move hardcoded options from UnivariateSpectralDensity.m to global_initialization.
2012-04-25 11:49:01 +02:00
4c255cf2ae
Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures.
2012-04-25 11:47:40 +02:00
1dfba1b99f
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
edbf3bd175
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
41e027aee3
added steady option stop_on_error. stop_on_error = 0 permits to
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continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
08bcf39fe7
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
7e6bd80f17
estimation: remove s from parameters substructure
2012-04-03 18:33:23 +02:00
31e0bc2e1e
estimation: simplify global_initialization
2012-04-03 18:33:23 +02:00
9741b3b3ec
estimation: reorganize options output
2012-03-30 15:37:15 +02:00
93db8937ab
estimation: reorganize Matlab structure output
2012-03-30 15:37:14 +02:00
6c6b62937f
Added smooth resampling.
2012-03-30 11:47:24 +02:00
7feb27fe1c
estimation: rewrite options output
2012-03-29 16:45:46 +02:00
d54e4c4b17
estimation: rewrite prior output
2012-03-29 16:07:01 +02:00
46a655fbd5
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
a899594f3d
initializing globals ys0_ ex0_ ex_det0_
2012-03-17 20:34:58 +01:00
d6f8e252e5
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-15 16:18:37 +01:00
c5fa0b82a9
Merge remote-tracking branch 'marco/master'
2012-03-14 12:49:56 +01:00
1fcf708b80
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-10 18:21:14 +01:00
Johannes Pfeifer
Marco Ratto
Michel Juillard
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Frédéric Karamé
Houtan Bastani
Houtan Bastani
Ferhat Mihoubi
Sébastien Villemot
Ferhat