f379d76a11
reference manual: clarify quadratic restriction for objective function
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with discretionary_policy
2012-08-10 17:13:40 +02:00
b2c118d45a
discretionary_policy needs linear option
2012-08-10 16:54:14 +02:00
a1204b579a
bvar_forecast does not provide in-sample forecasting capabilities
2012-08-10 15:18:46 +02:00
0b1f627ad0
Better sectioning of the estimation section
2012-08-10 14:47:07 +02:00
f58b9b755e
Provide dynamic 3rd derivaties for estimation w/ analytic derivation
2012-08-08 15:34:43 +02:00
2b8869d614
Compute static hessian for estimation w/ analytic derivation
2012-08-08 12:42:02 +02:00
3efa38d4b1
update create script for os x
2012-08-07 15:54:32 +02:00
d2c2fa592b
update osx readme
2012-08-07 15:54:21 +02:00
53709a3214
Ensure compatibility with matio 1.5
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Closes : #275
2012-08-07 14:44:45 +02:00
e5dd2d31ec
fix typo
2012-08-07 11:39:47 +02:00
70e162c736
removed globals from solve1.m
2012-08-06 23:32:40 +02:00
267b8fd995
Add FlexLexer.h to .gitignore
2012-08-06 18:56:03 +02:00
a32d23529c
Remove FlexLexer.h; rather copy it from /usr/include when flex is run
2012-08-06 18:52:06 +02:00
db62e3d7a0
issquare exists under Octave and returns the matrix dim if it is square
2012-08-06 18:26:16 +02:00
2e65a9ab96
Provide a better implementation of linsolve for Octave
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Closes : #273
2012-08-06 18:26:16 +02:00
a400305f20
updating list of info codes returned by dynare_resolve() in DsgeVarLikelihood
2012-08-06 12:02:35 +02:00
2e9ae5df28
dealing with info == 8 (Nan in Jacobian) during estimation
2012-08-06 12:00:03 +02:00
336fc56518
Merge remote-tracking branch 'jpfeifer/master'
2012-08-06 11:44:15 +02:00
7e221e5d31
factoring setting of bayestop_.penalty = Inf in Metropolis
2012-08-05 15:27:14 +02:00
7959102d43
removed global and varargin in Metropolis routines
2012-08-05 15:10:21 +02:00
1a968d5f22
Added check for NaN in Jacobian to stochastic_solvers and added explicit error message to print_info.m
2012-08-05 13:09:24 +02:00
cf2e477e58
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-08-05 13:02:51 +02:00
b1ad31cf56
removed seeding random generators from clock in cmaes and metropolis hastings
2012-08-05 10:59:59 +02:00
6b3bd9dd0b
penalty is now passed as a field of bayestopt_ (or BayesInfo)
2012-08-02 22:23:29 +02:00
169ab6c28c
change location of 10.6 SDK
2012-08-02 17:17:29 +02:00
b7217cd2a0
Merge remote-tracking branch 'ratto/master'
2012-08-02 16:48:22 +02:00
7c4b36695d
change autoconf min version to match that of root config file
2012-08-02 16:17:08 +02:00
47353a276b
bug fix: the anlytic hessian was wrong with estimated stderr.
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Manual cherry pick from Commit: 36853cb7615de41ca61ed92decf8bbe81ab40cba
2012-08-02 14:57:20 +02:00
fe8ae2c565
adding doc *.m file for k_order_perturbation MEX
2012-08-02 11:25:52 +02:00
9e6c58572e
fixing bug in pruning at order=3
2012-08-02 10:09:44 +02:00
f5f5ca1a83
removing printing used for debugging
2012-08-01 18:38:42 +02:00
79152b5508
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-08-01 10:20:23 +02:00
9d224dba1f
removing preprocessor check about pruning at 3rd order
2012-08-01 10:01:59 +02:00
2244af9c62
adding pruning option for 3rd order
2012-07-31 21:50:59 +02:00
6dc64de7a9
fixing compiler warning about format argument
2012-07-31 21:50:59 +02:00
a615f025a0
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-07-30 19:20:44 +02:00
5657dc8228
Amend the workaround for ticket #35 , so that shocks+endval+simul can looped over
2012-07-30 17:01:42 +02:00
488de200cf
Merge remote-tracking branch 'jpfeifer/master'
2012-07-30 15:50:30 +02:00
029d3dda08
dynare++: add steady state to first part of simulation when
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interrupted by non finite result
2012-07-25 17:53:34 +02:00
87b78f657b
dynatable: fixed bug when table contains Inf or NaN
2012-07-25 17:52:00 +02:00
24e1c49928
simulations: draw random shocks so that, given a seed, the sequence is the same, independently of the number of periods
2012-07-25 15:00:57 +02:00
cf6772bc90
added method to access derivatives of approximated solution function
2012-07-25 14:59:06 +02:00
d32e076b77
adding missing function linsolve for Octave (inefficient and minimal implementation
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for current needs)
2012-07-22 22:18:32 +02:00
e7a8261b17
first order and cycle reduction: fixing bugs in previous commits
2012-07-22 19:54:12 +02:00
ba1f5eedc2
first order solver:
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-pass along errors returned by cycle reduction algorithms;
-logarithmic reduction fails on error
-replace expensive and random condest() by call to linsolve()
-uses linsolve() to compute hx
2012-07-22 12:56:51 +02:00
2c450c79f8
cycle reduction: return error codes for over- and under-determined
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dynamic systems
2012-07-22 12:51:55 +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
01b51a79c4
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-07-20 15:55:03 +02:00
8d33a434e5
fixing bugs in dyn_first_order_solver()
2012-07-19 18:57:56 +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
Michel Juillard
Sébastien Villemot
Houtan Bastani
Johannes Pfeifer
Marco Ratto