Commit Graph

2469 Commits (c758e4d62e16485cf35bcd7e51d8ba6bb8890ddb)

Author SHA1 Message Date
Michel Juillard c758e4d62e cleaning-up mult_elimination.m and adding tests/mult_elimination_test.mod 2010-05-08 18:03:51 +02:00
Michel Juillard f12c64cc84 optimal policy: bug correction in Lagrange multipliers elimination (mult_elimination.m) 2010-05-08 10:10:19 +02:00
Sébastien Villemot b903776e0c Estimation DLL: fixed type errors in VDVEigDecomposition class 2010-05-07 17:17:30 +02:00
Sébastien Villemot 3688a6ef5a Estimation DLL: bugfix in constructors for vector views 2010-05-07 17:17:30 +02:00
George Perendia 55fc3feea4 Estimation: Update of main files 2010-05-07 16:08:58 +01:00
Sébastien Villemot b101dbd483 Estimation DLL: give the possibility to construct Vector/Matrix views out of other views 2010-05-07 12:18:45 +02:00
Sébastien Villemot 3292ee68c2 Build system: updates for estimation DLL 2010-05-07 10:40:03 +02:00
Sébastien Villemot ec5fd63063 Estimation DLL: removed obsolete file 2010-05-07 10:39:54 +02:00
Sébastien Villemot e4f640f201 Estimation DLL: simplification of the handling of indices in T and R matrices 2010-05-06 18:57:15 +02:00
Sébastien Villemot 5aa17370e8 Estimation DLL: minor type fix 2010-05-06 16:45:50 +02:00
Sébastien Villemot 2b5a907bb0 Estimation DLL: optimization in Kalman filter 2010-05-06 16:30:13 +02:00
Sébastien Villemot ba0503628e Estimation DLL: no longer pass lead/lag incidence matrix as argument, this is redundant with the zeta indices 2010-05-06 15:32:11 +02:00
Sébastien Villemot 6bdfc2958b Estimation DLL: removed obsolete files 2010-05-06 15:31:06 +02:00
George Perendia 31d9dd2481 estimation: extending LogLikelihoodSubSample.hh 2010-05-06 12:45:40 +01:00
George Perendia c729b8984d Estimation Adding more Headers 2010-05-06 12:37:06 +01:00
George Perendia 1819272d51 Estimation: Fix to VDVEigDecomposition.hh 2010-05-05 18:01:59 +01:00
George Perendia ba31b9bcbf Estimation libmat VDV Eigen decomposition class 2010-05-05 16:47:47 +01:00
Stéphane Adjemian (Charybdis) 824ea68b3b Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-05-05 16:26:45 +02:00
Stéphane Adjemian (Charybdis) 913ef20078 Changed the initialization of the persistent variables in perfect_foresight_simulation. 2010-05-05 16:25:28 +02:00
Stéphane Adjemian (Charybdis) 83521c384f Turned warnings off in perfect_foresight_simulation.m. 2010-05-05 15:36:20 +02:00
Stéphane Adjemian (Charybdis) f25371bf6a Bug fix. Variables INFO or info may be matlab's structure (isnan cannot be applied on a structure). 2010-05-05 15:34:24 +02:00
Sébastien Villemot 49389592e7 Preprocessor: never set an equal node as a temporary term 2010-05-05 10:10:01 +02:00
Stéphane Adjemian (Charybdis) f85b47e6ed Moved homotopic_steps function from extended_path.m to dynare/matlab subdirectory. 2010-05-04 17:15:13 +02:00
Sébastien Villemot 7eff7c40c6 Build system: fixed bug 2010-05-03 11:51:39 +02:00
Sébastien Villemot 709a9304dd Testsuite: clean-up fs2000 testcase 2010-04-30 12:47:08 +02:00
Sébastien Villemot 4a619f3db7 Created a new 'examples' subdirectory with a (still small) example database 2010-04-30 12:36:24 +02:00
Sébastien Villemot 6ef638a42d datatomfile: if no second argument, then include all endogenous variables 2010-04-30 12:23:57 +02:00
Sébastien Villemot 49bdcef648 Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||' 2010-04-28 16:03:32 +02:00
Michel Juillard 956b42fdff corrected bugs in shock_decomposition 2010-04-27 19:50:42 +02:00
Sébastien Villemot b3602541ac Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file 2010-04-27 17:04:52 +02:00
Sébastien Villemot 37abe362a3 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Sébastien Villemot ed84e27319 Preprocessor: added new SymbolTable::orig_endo_nbr() method 2010-04-23 18:36:51 +02:00
Sébastien Villemot 19338906ba Preprocessor: add a check to DynamicModel::toStatic() 2010-04-23 18:32:30 +02:00
Sébastien Villemot e2c0854cd4 Preprocessor: removed useless version of DataTree::AddVariable() 2010-04-23 18:32:25 +02:00
Sébastien Villemot 12ca3fe707 Preprocessor: removed useless version of DataTree::AddExternalFunction() 2010-04-23 18:32:19 +02:00
Sébastien Villemot 4b96b35dad Preprocessor: changed the prototype of DataTree::AddLocalVariable() 2010-04-23 18:32:14 +02:00
Sébastien Villemot 208210c6fd Merge remote branch 'george/master' 2010-04-23 18:31:38 +02:00
George Perendia 43b2aae64e C++ Estimation Minor changes to KalmanFilter initialisation and testing routines to improve handling structural changes parameters and test accuracy 2010-04-23 15:28:42 +01:00
Marco Ratto a6ac64e5db small bug fix 2010-04-20 10:37:08 +02:00
Marco Ratto 47037687d5 fixed persistent variable initialization 2010-04-19 16:40:28 +02:00
Sébastien Villemot 18c36c3dd5 Merge remote branch 'george/master' 2010-04-16 18:34:57 +02:00
Sébastien Villemot d72ca78d0b Build system: added new tests for normcdf(), normpdf(), erf() and steady_state() 2010-04-16 18:34:50 +02:00
Ferhat Mihoubi f4b613a54e Corrections in mod-files to test steady_state command and erf(), normcdf() and normpdf() functions 2010-04-16 18:04:57 +02:00
George Perendia e9846ae65f C++ Estimaion: Minor change KalmanFilter.* to use gain matrix KFinv for conversion check and cosmetic changes to ModelSolution.cc, testInitKalman.cc and testkalman.cc 2010-04-16 17:00:51 +01:00
Ferhat Mihoubi f92b4262dc Adding mod-files to test normpdf, normcdf and erf and to test steady_state (with and without block decomposition and bytecode) 2010-04-16 17:26:42 +02:00
Ferhat Mihoubi f849b11563 The functions erf, normpdf and normcdf work fine with bytecode option 2010-04-16 17:00:05 +02:00
Michel Juillard 4bde063669 Kalman filters: fixing initialization of oldK to Inf instead of 0 2010-04-16 12:20:57 +02:00
Sébastien Villemot b2220c0346 Preprocessor: rename a function argument to avoid name conflict with standard error filestream 2010-04-15 17:46:05 +02:00
Sébastien Villemot 5b851c8c76 Merge remote branch 'ratto/master' 2010-04-15 16:13:38 +02:00
Michel Juillard 07748100ff adding to diagnoosticks check of rank of Jacobian of static model when steady state computation fails 2010-04-14 20:58:54 +02:00