Stéphane Adjemian (Hermes)
ccad2848db
Homotopy not implemented for purely backward or forward perfect foresight
...
models.
2015-06-04 12:28:58 +02:00
Houtan Bastani
08635df66f
submodule update: reporting
2015-06-03 15:22:47 +02:00
Houtan Bastani
c639e4a075
Merge pull request #952 from JohannesPfeifer/ident_lag_fix
...
Update computation of non-zero moments within loop that increases num…
2015-06-03 14:26:34 +02:00
Stéphane Adjemian (Hermes)
fe398e5b0d
Renamed two integration tests (appended _xfail).
2015-06-03 12:24:28 +02:00
Stéphane Adjemian (Hermes)
7a1b5a3dfc
Updated particles submodule.
2015-06-03 12:05:18 +02:00
Johannes Pfeifer
6d17a860b5
Update computation of non-zero moments within loop that increases number of lags
...
Closes #949
2015-06-03 11:16:55 +02:00
Stéphane Adjemian (Hermes)
3a5b221dde
Reduced the number of periods in integration tests for Extended Path.
2015-06-03 08:26:23 +02:00
Stéphane Adjemian (Hermes)
c43cfb45a8
Fixed bug in Extended Path (added second argument to get_complementarity_condition).
2015-06-03 08:22:26 +02:00
Michel Juillard
2f0cb39e14
adding options LMMCP and OCCBIN to perfect_foresight_solver and
...
extended_path
2015-06-02 17:38:22 +02:00
Houtan Bastani
1961d0ae7f
doc: update ms-sbvar description. closes #934
2015-06-02 10:53:52 +02:00
Stéphane Adjemian (Hermes)
3602a0b1a8
Fix bug in pm3 for filtered variables that led to crashes.
...
Manual merge of Johannes PR #737 .
-> Check for size of array failed with singleton dimension.
2015-06-01 18:22:54 +02:00
Stéphane Adjemian (Hermes)
1614805c17
Added missing dependency (testsuite).
2015-06-01 18:21:30 +02:00
Stéphane Adjemian (Hermes)
b53578dc80
Completed description of minimizer_algorithm input argument.
2015-06-01 16:42:02 +02:00
Stéphane Adjemian (Hermes)
ad8586f87c
Removed integration tests estimation/{fs2000_mc4.mod, fs2000_mc4_mf.mod}.
2015-06-01 16:42:02 +02:00
Stéphane Adjemian (Hermes)
5b0be85ba8
Removed integration tests estimation/{fs2000_mc6.mod, fs2000_mc6_mf.mod}.
2015-06-01 16:42:02 +02:00
Johannes Pfeifer
05635a4546
Change dynare_minimize_objective.m to use the correct field when selecting user-defined optimizer.
2015-06-01 16:42:02 +02:00
Stéphane Adjemian
583d20848f
Merge pull request #941 from JohannesPfeifer/huge_number
...
Document new options huge_number and dr_disp_tol
2015-06-01 16:40:32 +02:00
Stéphane Adjemian (Hermes)
88798bfe5e
Fixed bug introduced in c22d31330c
(Ramsey
...
constraints).
2015-06-01 12:27:16 +02:00
Houtan Bastani
48098f9a50
readme: no longer support windows build
2015-06-01 11:48:58 +02:00
Houtan Bastani
ed1b42f12a
readme: update to use Homebrew Dynare --HEAD build
2015-06-01 11:27:16 +02:00
Houtan Bastani
e4a75df606
readme: modify os x build rules to require mactex as it is also needed for dynare++
2015-06-01 11:10:24 +02:00
Michel Juillard
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
...
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Stéphane Adjemian (Hermes)
c97aaad62d
Fixed bug.
...
Rename options as options4fsolve, otherwise original options structure is lost.
2015-05-29 15:19:20 +02:00
Stéphane Adjemian (Hermes)
b7f8fb5710
Removed e_f from shocks (declared but unused in the model block).
...
=> Removed the first test (calibrated covariance of structural
shocks). We probably want to put it back, but need to change
the model for that (by adding e_f in the model).
2015-05-29 12:19:54 +02:00
Stéphane Adjemian (Hermes)
d3ce3aaca5
Removed e_f from shocks and estimated_params block (declared but not used in the model).
2015-05-29 12:13:49 +02:00
Stéphane Adjemian (Hermes)
60c18a0cef
Fixed typo.
2015-05-29 12:06:08 +02:00
Stéphane Adjemian (Hermes)
5fea7a4049
Fixed typos.
2015-05-29 11:52:04 +02:00
Stéphane Adjemian (Hermes)
959349d30f
Put rgwmh options in a substructure.
2015-05-28 18:03:53 +02:00
Houtan Bastani
deabd99514
update .gitignore to ignore files called “checksum”
2015-05-28 16:18:55 +02:00
Houtan Bastani
def2bf81d2
preprocessor: fix bug in merge of rmExtraExo branch
2015-05-28 16:16:54 +02:00
Stéphane Adjemian (Hermes)
194bdb57c3
Merge branch 'rewrite-nonlinear-filters'
2015-05-28 15:40:39 +02:00
Stéphane Adjemian (Hermes)
a211e91378
Updated particles.
2015-05-28 15:36:56 +02:00
Stéphane Adjemian (Hermes)
928c51e5b9
Added online approach (parameters treated as state variables) in the
...
reference manual.
2015-05-28 15:36:56 +02:00
Frédéric Karamé
88ebafc363
Fixes typos.
2015-05-28 14:37:48 +02:00
Houtan Bastani
28ffa9c56f
Merge branch 'rmExtraExo'
2015-05-28 12:33:56 +02:00
Frédéric Karamé
a97cc09962
Simplification of the mod file.
2015-05-28 11:54:55 +02:00
Houtan Bastani
60b3577a09
avoid call to dyn2vec in stoch_simul when the minimal_workspace option is passed, closes #946
2015-05-28 11:53:50 +02:00
Houtan Bastani
fe8750c1bc
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00
Frédéric Karamé
0c2483278c
Add three variables for RWGMH.
2015-05-28 11:45:16 +02:00
Stéphane Adjemian (Hermes)
94776660ff
Merge branch 'master' into rewrite-nonlinear-filters
2015-05-28 10:03:26 +02:00
Stéphane Adjemian (Hermes)
e4f3ff664c
Use macros and data command in tests/particle/dsge_base2.mod.
2015-05-27 18:09:03 +02:00
Stéphane Adjemian (Hermes)
47f4d37e70
Fixed online filter with first order approximation of the model.
2015-05-27 18:06:48 +02:00
Frédéric Karamé
888cf1eeff
Updated particles.
2015-05-27 16:00:09 +02:00
Frédéric Karamé
38a276fb08
restore the default value for distribution_approximation
2015-05-27 14:57:01 +02:00
Frédéric Karamé
df67efcb7c
add an exception for the use of gaussian filters and gradient-based estimation methods
2015-05-27 14:37:50 +02:00
Stéphane Adjemian (Hermes)
96b484d89c
Updated particles.
2015-05-27 14:35:55 +02:00
Michel Juillard
127730d731
solve bugs when there are lags of exogenous variables on more than one
...
period in deterministic models.
2015-05-27 12:22:32 +02:00
Stéphane Adjemian (Hermes)
ccd4e40b49
Merge branch 'master' into rewrite-nonlinear-filters
...
Conflicts:
.gitmodules
tests/particle/dsge_base2.mod
2015-05-27 12:18:33 +02:00
Frédéric Karamé
2a5728dd85
last modfile
2015-05-27 12:06:50 +02:00
Frédéric Karamé
b7d40cc714
add three datafiles corresponding to the usual calibration exercise in the literature.
2015-05-27 12:06:50 +02:00