Sébastien Villemot
f09c10e2d3
Merge remote-tracking branch 'ratto/master'
2012-02-13 11:15:24 +01:00
Michel Juillard
22e76c8ac8
correcting dimension bugs in solve_stochastic_perfect_foresight_model;
...
doesn't work yet; now Jacobian is singular
2012-02-11 15:42:45 +01:00
Michel Juillard
3564eca525
new version of solve_stochastic_perfect_foresight_model; doesn't work yet
2012-02-11 14:59:51 +01:00
Stéphane Adjemian (Charybdis)
d5628a277e
Fixed i_cols iterations.
2012-02-11 00:01:22 +01:00
Marco Ratto
e2b7848f6c
security checks before removing remote folders
2012-02-10 22:44:09 +01:00
Marco Ratto
1129e29ceb
bug fix for octave
2012-02-10 22:43:11 +01:00
Marco Ratto
31feb32bd3
bug fix for remote unix called by windows master
2012-02-10 22:42:29 +01:00
Marco Ratto
ff5a802f65
allow the possibility to close all slaves from a condition found in one single thread (e.g. in a while loop where all threads look for the verification of a condition in a loop)
2012-02-10 22:41:54 +01:00
Marco Ratto
77e84c5328
removed left keyboard line + cosmetics.
2012-02-10 22:38:41 +01:00
Stéphane Adjemian (Charybdis)
060dc74cf5
Fixed computation of the expectations (it==2 case).
2012-02-10 19:05:50 +01:00
Stéphane Adjemian (Charybdis)
ad2f9574e5
Copy of solve_perfect_foresight_model.m --> stochastic version (with ,gaussian quadrature).
2012-02-10 19:05:50 +01:00
Stéphane Adjemian (Charybdis)
6c9eeec7e5
Removed codes related to stochastic extended path.
2012-02-10 19:05:50 +01:00
Marco Ratto
ec022385c0
added info about each parameter for the sequence of univariate iterations.
...
manually cherry picked from 4.2. branch:
1a5a294c5f93d5368052095e138f852aab1d3177
2012-02-10 17:37:02 +01:00
Michel Juillard
44b03e5f19
modifying extended-path for parallel toolbox
2012-02-07 16:31:57 +01:00
Marco Ratto
bc6042fbe2
Improved display of bivariate projections when pprior=0,
...
specially useful when neighborhood_width is used
2012-02-06 16:01:09 +01:00
Stéphane Adjemian (Charybdis)
9dfc0d5c08
Added calls to matlab implementation of the perfect foresight solver in homotopic routine (extended path approach).
2012-02-04 18:52:03 +01:00
Stéphane Adjemian (Charybdis)
87f4dad51a
Changed default value of use_bytecode option. By default, the bytecode solver is not used.
...
Note that, even for small models, there is a (very) substantial gain in using the use_dll option.
2012-02-04 16:56:09 +01:00
Stéphane Adjemian (Charybdis)
704b0c9659
Added an option specifying if the bytecode solver has to be used first.
2012-02-04 16:26:22 +01:00
Stéphane Adjemian (Charybdis)
8a35ee7363
Added an option to skip the test on the number of periods over which the perfect foresight models are solved.
2012-02-04 16:19:15 +01:00
Stéphane Adjemian (Charybdis)
3f2d2b3497
Oups! I forgot to add this routine in commit ac54f7f528
. This routine provides a matlab implementation of the perfect foresight model solver.
2012-02-03 15:50:45 +01:00
Stéphane Adjemian (Charybdis)
43f46f2886
Removed stability test over the last periods of the perfect foresight solution.
2012-02-03 14:06:35 +01:00
Stéphane Adjemian (Charybdis)
64ebd1d0d7
Changed the default value of options_.ep.fp. Test the stability of the solution only for the first period (when the value of periods is increased).
2012-02-03 14:05:06 +01:00
Stéphane Adjemian (Charybdis)
7978070814
Fixed bug.
2012-02-03 12:52:37 +01:00
Stéphane Adjemian (Charybdis)
fed2e229e5
Try first Ferhat's code and if it fails try the matlab's implementation of the the perfect foresight model solver.
2012-02-03 12:39:48 +01:00
Stéphane Adjemian (Charybdis)
ac54f7f528
Added comments and the possibility to use a matlab implementation of the perfect foresight model solver.
2012-02-03 11:25:03 +01:00
Houtan Bastani
dd1a48c7c7
MS-SBVAR: support non 4 digit years (fix thanks to Margarita Zabelina)
2012-02-02 12:30:50 +01:00
Houtan Bastani
837451c724
MS-SBVAR: support annual data (fix thanks to Margarita Zabelina)
2012-02-02 12:30:50 +01:00
Houtan Bastani
e4546ba32f
change file format to unix
2012-02-02 12:30:49 +01:00
Michel Juillard
f44db9370d
fixing problem with Ramsey policy and auxiliary variables
2012-02-02 12:04:41 +01:00
Houtan Bastani
4ac4fdb2f0
matlab: add missing error code
2012-01-30 18:04:24 +01:00
Houtan Bastani
adedd7d37f
matlab: add missing error message
2012-01-30 18:04:15 +01:00
Michel Juillard
32054371b8
new algorithm for deterministic simulations. Not yet integrated into
...
Dynare (no function calls it).
2012-01-28 16:17:59 +01:00
Stéphane Adjemian (Charybdis)
6328a44f33
Streamlined extended paths routines.
...
* Removed the necessity (for the user) to run stoch_simul bebore
executing the exetended path routine (when options_.init>0).
* The value of options_.ep.init defines the mix (used for the
initialization of the perfect foresight solver) between the previous
perfect foresight solution and the path obtained with an order one
perturbation approach.
* Removed timing related statements.
* Changed homotopy set-up for stochastic extended path: add future
multivariate innovations one by one.
* Endogeneously increase step_length in the homotopy routine.
* Removed homotopy_2 related code.
2012-01-27 18:27:42 +01:00
Michel Juillard
d86daa0169
fixing bug in recent commit 919c2f8fb4
2012-01-23 16:24:47 +01:00
Stéphane Adjemian (Charybdis)
5e87dfcd0f
Prevent homotopy routine to enter in the second loop (doi not (re)start the homotopy from weight=0).
2012-01-23 13:59:25 +01:00
Stéphane Adjemian (Charybdis)
9abb2e9ff8
Adapted homotopy routine to SEP.
2012-01-23 13:57:30 +01:00
Stéphane Adjemian (Charybdis)
02d6987685
Fixed bug in EP algorithm.
2012-01-23 13:56:46 +01:00
Michel Juillard
919c2f8fb4
correcting bug with presample and diffuse filter + simplified logic
...
for computation of likelihood with presample
2012-01-22 22:40:46 +01:00
Michel Juillard
636cd1bae6
calling always multivariate Kalman filter first, even if univariate
...
diffuse Kalman filter was used before
2012-01-22 18:59:19 +01:00
Michel Juillard
cfb5114d41
corecting logic for selecting univariate diffuse filter and dealing
...
with correlated measurement errors
2012-01-22 18:37:29 +01:00
Michel Juillard
f0d1f033b0
correcting bug in univariate diffuse filter with presample
2012-01-22 18:36:31 +01:00
Michel Juillard
380fd37092
fixing bug in ramsey policy when using initval instead of steady_state_model
2012-01-22 00:25:30 +01:00
Michel Juillard
62b1ed7923
correcting bug in extended path and added a test
2012-01-21 17:50:11 +01:00
Stéphane Adjemian (Charybdis)
692708859e
Fixed bug.
2012-01-21 14:40:27 +01:00
Stéphane Adjemian (Charybdis)
f63ce01859
Put debug and memory modes in options_.ep.
2012-01-21 14:13:31 +01:00
Stéphane Adjemian (Charybdis)
651c5e7fba
Fixed bug (wrong index variable).
2012-01-21 14:12:05 +01:00
Stéphane Adjemian (Charybdis)
0d8371c299
Added an option to track the expectation in the (S)EP approach.
2012-01-20 18:43:34 +01:00
Stéphane Adjemian (Charybdis)
adb8ef3c8a
Added routine for computing weights and nodes of the Gauss Legendre quadrature.
2012-01-20 16:40:17 +01:00
Stéphane Adjemian (Charybdis)
58f4feb6ad
Cosmetic change + Added scramble mode (possibility to add noise in the future).
2012-01-20 16:40:17 +01:00
Marco Ratto
a64362f43d
* bug fix when posterior filter or forecast are not triggered. (thanks to Daniel from the Dynare Forum)
...
Manual cherry pick from 4.2 commit:fdb364e44e79473978f9ff27bba8caa36665052c
2012-01-12 17:48:29 +01:00
Marco Ratto
e6b9912bb4
Added utilities for dynare figure creation and saving.
2012-01-12 17:46:40 +01:00
Stéphane Adjemian (Charybdis)
1ba89be300
Undo last commit#3dc015592c9da527f7d2ad218bc53422ac7edc83.
2012-01-11 17:10:24 +01:00
Stéphane Adjemian (Charybdis)
3dc015592c
Cosmetic change. Removed useless input argument to dyn_waitbar.
2012-01-11 16:08:24 +01:00
Stéphane Adjemian (Charybdis)
f074679f14
Code factorization. Use dyn_waitbar in extended_path routine.
2012-01-11 16:01:24 +01:00
Stéphane Adjemian (Charybdis)
83bfaa814e
Added sequential importance particle filter routine.
2012-01-11 16:01:24 +01:00
Stéphane Adjemian (Charybdis)
195ad9f71d
Added Routines for resampling (particle filter).
2012-01-11 16:01:24 +01:00
Michel Juillard
111347469f
adding comment explaining initialization of persistent variable
...
penalty in dsge_likelihood.m and dsge_likelihood_hh.m Removed misleading
initialization code. Added call to dsge_likelihood_hh in
initial_estimation_checks to initialize persistent variable in that
function as well.
2012-01-09 21:23:17 +01:00
Michel Juillard
de8962b239
Revert "added calls to re-initialize persistent variable 'penalty' in dsge_likelihood() and dsge_likelihood_hh() before calling the optimizer"
...
This reverts commit 108444b703
.
The initialization works indeed differently and I will document it in next commit.
2012-01-09 20:47:11 +01:00
Sébastien Villemot
f13615c922
Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
...
Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto
Closes : #173
2012-01-09 13:12:31 +01:00
Sébastien Villemot
a66594caed
Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
...
Closes : #235
2012-01-09 12:39:09 +01:00
Sébastien Villemot
1259d4a603
Fix crash on older MATLAB introduced in previous commit
2012-01-09 12:15:43 +01:00
Houtan Bastani
dcaed91f66
fix to license call (checkout only works for Matlab version >= 2011a)
2012-01-09 11:57:47 +01:00
Michel Juillard
f9d2dec97f
preparing dsge_loglikelihood.m for future integration of estimation DLL
2012-01-08 21:55:02 +01:00
Michel Juillard
3ec6b6ff78
removing options_ and oo_ from dr1.m output arguments
2012-01-08 18:51:51 +01:00
Michel Juillard
27ef4a84a1
removing options_ and oo_ from dr1.m output arguments
2012-01-08 18:46:17 +01:00
Michel Juillard
108444b703
added calls to re-initialize persistent variable 'penalty' is
...
dsge_likelihood() and dsge_likelihood_hh() before calling the
optimizer
2012-01-08 17:59:33 +01:00
Michel Juillard
d12e1b7801
replaced BayesInfo.penalty by penalty as it is now a persistent variable
2012-01-08 17:58:22 +01:00
Michel Juillard
412d7d29a2
changed calling sequence for dr1() in resol.m
2012-01-08 14:35:36 +01:00
Michel Juillard
eb0f26239d
header correction
2012-01-08 14:18:51 +01:00
Michel Juillard
938d95cb11
removed M_ from list of dr1.m outputs. M_ was only modified in dr1.m
...
by the old code for Ramsey policy.
2012-01-08 14:17:54 +01:00
Houtan Bastani
c19950d358
update copyright dates for files already modified in 2012
2012-01-04 14:42:06 +01:00
Stéphane Adjemian (Charybdis)
11da21c7b2
Renamed DsgeLikelihood_hh to dsge_likelihood_hh. Fixes bug reported in trac#231.
...
The problem was that this version of DsgeLikelihhod is called with an eval in dynare_estimation_1
by forming a string.
2012-01-04 14:25:21 +01:00
Stéphane Adjemian (Charybdis)
d6155b1e96
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2012-01-04 12:47:36 +01:00
Michel Juillard
bd60a5beef
made inverse_gamma_specification robust for a larger set of parameter values
2012-01-01 20:12:51 +01:00
Michel Juillard
80ca47d62a
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-31 10:10:41 +01:00
Sébastien Villemot
30cbcdbb55
Store histval information for endogenous in M_.endo_histval
...
Really closes : #157
2011-12-28 11:35:22 +01:00
Sébastien Villemot
de337ad72e
Remove spurious initialization of oo_.endo_simul in steady
2011-12-28 10:52:16 +01:00
Sébastien Villemot
c541ceb849
Remove unused options_.deterministic_simulation_initialization
2011-12-28 10:44:34 +01:00
Stéphane Adjemian (Charybdis)
7b856645a5
Added routine performing reduced rank Cholesky factorization.
2011-12-27 17:55:05 +01:00
Stéphane Adjemian (Charybdis)
c250f8f495
Fixed bug in the second unitary test of local_state_equation_2.
2011-12-27 15:01:07 +01:00
Stéphane Adjemian (Charybdis)
dd40895df6
Fixed a typo in comments.
2011-12-27 12:47:06 +01:00
Sébastien Villemot
d7e5d37d9c
GSA: rename 2 functions whose name is the same than some Octave built-in
2011-12-27 12:19:42 +01:00
Stéphane Adjemian (Charybdis)
c152bbedd4
Added main routine for non linear filters.
2011-12-26 17:46:49 +01:00
Stéphane Adjemian (Charybdis)
bf69bac140
Fixed typo in comments.
2011-12-26 17:46:49 +01:00
Stéphane Adjemian (Charybdis)
41c8faf176
Fixed header.
2011-12-26 17:46:49 +01:00
Stéphane Adjemian (Charybdis)
ecac871435
Changed the name of DsgeLikelihood (-> dsge_likelihood).
2011-12-26 17:46:48 +01:00
Stéphane Adjemian (Charybdis)
45d85f19fa
Added options for non linear filters + Cosmetic changes.
2011-12-26 17:46:48 +01:00
Stéphane Adjemian (Charybdis)
29cf9c4113
Removed the display of the first lines of oo_.exo_simul (extended path simulations).
2011-12-26 17:46:48 +01:00
Stéphane Adjemian (Charybdis)
3e84e333b4
Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1.
2011-12-26 17:46:48 +01:00
Sébastien Villemot
b8bb1acce1
GSA: further simplification related to qmc_sequence
2011-12-26 16:12:33 +01:00
Sébastien Villemot
300eaf63c2
Remove nonfree LPTAU.m, replace by qmc_sequence MEX
2011-12-26 15:40:52 +01:00
Stéphane Adjemian (Charybdis)
ecfc5bbbc9
Removed nonsensic options (for the evaluation of the expectations).
2011-12-26 11:53:08 +01:00
Houtan Bastani
9be84bdf65
make check: fix bug in check for license
2011-12-23 18:22:41 +01:00
Stéphane Adjemian (Charybdis)
e2f69ab4fc
Added arbitrary order of approximation for the Stochastic Extended Path approach.
...
Default is that we only consider shocks in t+1 to approximate the expectations. If
options_.ep.stochastic.order is set to s>1, shocks in t+1, t+2, ..., t+s are
considered. Obviously the (tensorial) tree of future shocks is growing
exponentially.
Other numerical rules of integration have to be added...
2011-12-23 17:57:41 +01:00
Stéphane Adjemian (Charybdis)
fe1f536f0d
Updated header. Added unitary test.
2011-12-23 12:12:13 +01:00
Stéphane Adjemian (Charybdis)
a09779f218
Fixed fourth unitary test of qmc_sequence.
2011-12-23 10:44:29 +01:00
Stéphane Adjemian (Charybdis)
627b24ddc6
Added unitary tests for qmc_sequence mex file.
2011-12-22 18:16:24 +01:00
Stéphane Adjemian (Charybdis)
199eb98aeb
Fixed typo in the unitary test of qmc_sequence.
2011-12-22 14:49:01 +01:00
Stéphane Adjemian (Charybdis)
c0ebbc72ef
Fixed header (added output argument info).
2011-12-22 14:36:24 +01:00
Stéphane Adjemian (Charybdis)
2c04f5c825
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-21 18:57:09 +01:00
Sébastien Villemot
a2061b6f4e
Initialize empirical simulations with information provided in histval
...
Closes : #195 , #157
2011-12-21 18:37:45 +01:00
Stéphane Adjemian (Charybdis)
3815daada3
Fixed bug: dynare_config is now able to find a mex file even if dynare_config is called from
...
<DYNARE_PATH>/matlab directory and if a matlab script with same name than the mex exists in
this directory.
2011-12-21 18:31:29 +01:00
Stéphane Adjemian (Charybdis)
4869fff243
Added new mex file for computing Quasi Monte-Carlo sequences (Sobol), texinfo headers and unitary tests are available in <DYNARE_PATH>/matlab/qmc_sequence.m.
2011-12-21 18:23:15 +01:00
Stéphane Adjemian (Charybdis)
dec622c48d
Fixed bug and streamlined the routines for unitary tests.
2011-12-21 18:14:17 +01:00
Houtan Bastani
3ff704d36d
ms-sbvar: replace state with regime
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
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
f88b7a24b8
Merge remote-tracking branch 'origin/master' into dr1break
2011-12-20 22:46:42 +01:00
Michel Juillard
ab629c8ed6
fixing headers
2011-12-20 17:02:25 +01:00
Marco Ratto
4b9b90f1bb
Replace waitbar by dyn_waitbar.
2011-12-20 16:59:44 +01:00
Michel Juillard
30d815afdc
minor changes to new functions and completing headers
2011-12-20 16:34:30 +01:00
Michel Juillard
10c6978369
minor modifications + headers for new functions
2011-12-19 22:33:25 +01:00
Michel Juillard
403ffdf8b1
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-19 21:49:25 +01:00
Stéphane Adjemian (Charybdis)
744f3fd41b
Added Stochastic Extended Path method (SEP).
2011-12-19 18:04:54 +01:00
Stéphane Adjemian (Charybdis)
7ff36b680b
Added unitary test.
2011-12-19 15:54:30 +01:00
Michel Juillard
336afa9f2b
fixing bugs related to new functions
2011-12-18 17:33:08 +01:00
Michel Juillard
c56a8e40e8
adding new functions and new tests for risky steady state
2011-12-17 17:35:42 +01:00
Michel Juillard
316c1b4dd6
Merge branch 'master' into dr1break
2011-12-16 20:50:18 +01:00
Stéphane Adjemian (Charybdis)
cf1d07f31c
More unitary tests (multivariate Gaussian quadrature) using cartesian_product_of_sets.
2011-12-16 16:02:32 +01:00
Stéphane Adjemian (Charybdis)
6cecc181dc
Added unitary test.
2011-12-16 15:14:59 +01:00
Stéphane Adjemian (Charybdis)
cd9250edbf
Fixed bug.
2011-12-16 15:14:38 +01:00
Stéphane Adjemian (Charybdis)
857eb7438f
Added provisions for future shocks (using Gaussian quadratures).
2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis)
f7b6e917ac
Added two routines for evaluating multivariate integrals with gaussian quadratures.
2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis)
8fa4bfc160
Cosmetic change.
2011-12-16 11:42:03 +01:00
Stéphane Adjemian (Charybdis)
230e787b27
Fixed bug. The seed has to be set before the sampling of the structural innovations.
2011-12-16 11:42:03 +01:00
Michel Juillard
7408714ea1
added dname as argument to CheckPath function and changed all calls to
...
this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
Michel Juillard
d0e458eb79
removing useless statement
2011-12-15 17:35:27 +01:00
Michel Juillard
ad2a3a7ecc
fixing problem in computation of initial posterior density when steady
...
state model is provided by the user
2011-12-15 17:35:27 +01:00
Michel Juillard
3bc349402f
fixing problem wiht Ramsey policy when the steady state is provided by
...
the user
2011-12-15 17:35:27 +01:00
Michel Juillard
cef244842d
fixing problem with univariate Kalman filter and no missing observations
2011-12-15 17:35:27 +01:00
Michel Juillard
976c8c1654
making univariate Kalman filter code simpler and more efficient
2011-12-15 17:35:26 +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
Marco Ratto
ac2687f6dd
Fixed function header
2011-12-14 14:43:17 +01:00
Sébastien Villemot
6bfeb91e99
evaluate_static_model: fix crash under Octave with bytecode
...
Octave does not want to create a function handle to a nonexistent function
(<MODFILE>_static.m) in that case
2011-12-14 10:39:32 +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
Marco Ratto
66f6f6b5d0
remove obsolete gsa function
2011-12-13 18:33:59 +01:00
Marco Ratto
c3b5b65fc3
Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly.
2011-12-13 18:32:57 +01:00
Marco Ratto
b23c508671
Initialize new option analytic_derivation for estimation.
2011-12-13 17:05:55 +01:00
Stéphane Adjemian (Charybdis)
95fb57b4e9
Added waitbar for EP simulations.
2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis)
3ba5a645be
Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0.
2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis)
a36cf30118
Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.
2011-12-12 14:20:14 +01:00
Sébastien Villemot
7ec12aaa43
Removed unused generalized cholesky routines
2011-12-12 10:25:47 +01:00
Michel Juillard
8f1326e2f8
changed name of function forecast.m -> dyn_forecast.m because of
...
name conflict with cszt
2011-12-11 11:15:38 +01:00
Michel Juillard
7c62fafe0c
Merge branch 'master' into dr1break
2011-12-10 20:10:31 +01:00
Michel Juillard
bc8d4d8f08
gsa: converted DOS end of lines in Unix end of lines
2011-12-09 21:13:16 +01:00
Michel Juillard
ec0af45fc8
further fixes to gsa testsuite; make gsa compatible with Linux
2011-12-09 20:55:02 +01:00
Stéphane Adjemian (Charybdis)
9334958461
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-09 18:10:54 +01:00
Stéphane Adjemian (Charybdis)
6d9983df0c
New version of the extended path routines.
2011-12-09 18:03:30 +01:00
Michel Juillard
ae36279ac7
attempt to fix occasional problem with octave_ver_less_than.m
2011-12-09 17:45:52 +01:00
Stéphane Adjemian (Charybdis)
3318542895
Removed old verison of extended path routine. Added new version in dynare/matlab/ep. Added field (ep) in option_ for the extended path routines.
2011-12-05 10:58:39 +01:00
Stéphane Adjemian (Charybdis)
7aeb881e3a
Temporarily set the variance of the shocks to zero when computing or checking the deterministic steady
...
state. This is necessary if the model contains mean preverving spread terms.
2011-12-04 23:57:46 +01:00
Michel Juillard
6deaa23d95
changed critical value of secant for inverse_gamma_specification
2011-12-03 15:55:06 +01:00
Marco Ratto
9abd894f78
bug fix + added new utility to clean temporary remote folder from new files generated by a completed parallel session.
2011-12-02 16:11:10 +01:00
Stéphane Adjemian (Charybdis)
a0e1d3b34f
Fixed bugs + cosmetic changes.
2011-12-02 12:14:38 +01:00
Stéphane Adjemian (Charybdis)
16d2fd5673
Fixed bugs. Changed internal documentation.
2011-12-02 12:14:38 +01:00
Stéphane Adjemian (Charybdis)
6105ed433c
Removed useless calls to set_default_options.
2011-12-02 12:14:38 +01:00
Stéphane Adjemian (Charybdis)
12a3af8167
Renamed routine. Fixed unitary tests.
2011-12-02 12:14:38 +01:00
Michel Juillard
76407c97b5
corrected bug in computation of dr.ghs2 introduced in commit 84eaaaf759
2011-12-02 11:41:42 +01:00
Michel Juillard
84eaaaf759
fixed another bug with missing current value at 2nd order
2011-12-01 22:07:29 +01:00
Michel Juillard
97c09eb4ac
fixing bug relative to auxiliary variables in model_diagnostics
2011-12-01 22:07:29 +01:00
Michel Juillard
8df1b5d1e8
fixed bug in 2nd order approximation introduced in commit 0303b1c02b
2011-12-01 22:07:29 +01:00
Michel Juillard
27918e6067
fixed bug in calling solve_one_boundary (introduced in 12187710e7
)
2011-11-28 14:18:02 +01:00
Michel Juillard
0303b1c02b
fixed bug at order 2, when a variable is absent at the current period;
...
cleaned code that is useless since we transform leads and lags on
period > 1
2011-11-26 19:29:57 +01:00
Ferhat Mihoubi
244e0ffb14
Corrects a minor bug related to a matrix transposition
2011-11-25 13:07:50 +01:00
Ferhat Mihoubi
12187710e7
Get rid of global variables
2011-11-25 13:07:50 +01:00
Michel Juillard
e4c803d0db
fixed issues with estimation of non-stationary models. Option lik_init=2
...
is contradictory with diffuse_filter or unit_root_variables
declaration. Models with non-stationary variables, but only stationary
observed variables need diffuse_filter option and make a useless call
to kalman_filter_d (this seems better than trying to distinguish these
rare cases)
2011-11-21 12:39:02 +01:00
Michel Juillard
40cc11385a
added an error if periods in conditional_variance_decomposition option
...
are not strictly positive.
2011-11-20 15:13:05 +01:00
Michel Juillard
074515bfc2
fixed bug in drawing of prior densities (It must always return
...
'steps' values)
2011-11-19 21:14:43 +01:00
Michel Juillard
b58eaa8e2b
introducing new test for 0/0 case in mjdgges
2011-11-18 22:12:36 +01:00
Michel Juillard
1cd827b5ad
removed faulty test for small elements on the diagonal of ss and tt
2011-11-18 18:44:05 +01:00
Stéphane Adjemian (Charybdis)
ef1cf5f062
Merge remote-tracking branch 'marco/master'
2011-11-17 12:33:28 +01:00
Sébastien Villemot
4a33af5a80
Added missing copyright header
2011-11-16 11:13:55 +01:00
Michel Juillard
e1856be59b
fixing problems for computing steady state in ramsey policy
2011-11-14 21:59:39 +01:00
Michel Juillard
7af760db32
ms-sbvar: converted CR/LF to Unix new line files in ./matlab/ms-sbvar/cstz
2011-11-14 21:59:39 +01:00
Stéphane Adjemian (Charybdis)
12003fbdab
Do not show plots of the smoothed variables, shocks and errors if nograph option is used. Note that with this option the plot are done behind the scene and saved in fig, eps and pdf format (see trac#216).
2011-11-14 18:30:45 +01:00
Stéphane Adjemian (Charybdis)
bcf7e88217
Do not plot the priors if option nograph is used.
2011-11-14 17:56:27 +01:00
Stéphane Adjemian (Charybdis)
30ed317d26
Cosmetic change in unitary test.
2011-11-14 12:08:21 +01:00
Stéphane Adjemian (Charybdis)
2e01bb13fe
Cosmetic change.
2011-11-14 12:04:45 +01:00
Stéphane Adjemian (Charybdis)
418382b364
Fixed bug (trac#225). Added texinfo header and unitary test.
2011-11-14 12:04:23 +01:00
Michel Juillard
91dab8751e
ms-sbvar: adding display of Fhat
2011-11-07 15:47:16 +01:00
Marco Ratto
9d5953403e
allow tighter tolerance in htol if requested by the user.
2011-11-07 09:21:36 +01:00
Marco Ratto
3d2e55274d
bug fix + inclusion of prior derivatives in analytic computations.
2011-11-07 09:19:36 +01:00
Marco Ratto
9d2e153ef2
bug fixes in analytic likelihood scores.
2011-11-07 09:18:26 +01:00
Marco Ratto
434157f611
errors fixed in 2nd order derivatives
2011-11-07 09:17:56 +01:00
Marco Ratto
bd26eb2251
provisions for analytic 1st and 2nd derivatives
2011-11-07 09:17:38 +01:00
Marco Ratto
4acd50bdaf
When using steady state in the old format, M_ should be updated beforehand.
2011-11-07 09:14:26 +01:00
Marco Ratto
5bb2b2faad
Fixed call to mode_check
2011-11-07 09:12:54 +01:00
Marco Ratto
9be0749e1c
small bug fix
2011-11-05 11:09:10 +01:00
Marco Ratto
9ebb86784d
Extension to full Hessian (partial commit, to be debugged).
2011-11-05 11:08:00 +01:00
Marco Ratto
7517b51630
Added scores and likelihood as optional output arguments
2011-11-05 11:05:10 +01:00
Marco Ratto
db61c7c144
Extended for second order derivatives and full Hessian.
2011-11-05 11:04:08 +01:00
Marco Ratto
8313b158b6
Aligned with DsgeLikelihood.m,
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manual cherry-picks from
30afa5f415
2011-11-05 11:02:05 +01:00
Marco Ratto
6b2cee2017
Added analytic derivatives for prior distributions.
2011-11-05 10:32:37 +01:00
Michel Juillard
6eb16f06f5
fixed bug for measurement errors returned by smoother
2011-11-04 21:15:47 +01:00
Marco Ratto
8612c7258b
Re-introduced a small selection of variables to save.
2011-11-04 09:23:10 +01:00
Michel Juillard
d6cff06535
improving data reading function to avoid name conflicts
2011-11-03 10:18:39 +01:00
Michel Juillard
f0efbee26d
adding short circuit operator
2011-11-02 18:34:53 +01:00
Michel Juillard
b4e7e55031
fixing bug with univariate filter
2011-11-02 17:54:48 +01:00