Commit Graph

7327 Commits (c768ff239b50e5ead38368424ced013f57d2be18)

Author SHA1 Message Date
Sébastien Villemot c768ff239b Ref. manual: fix default number of periods of forecast command. 2014-05-07 11:14:54 +02:00
Sébastien Villemot c4a4e6eeb3 Octave testsuite: force gnuplot toolkit for text graphics.
This is necessary since FLTK is now the default toolkit in octave 3.8.
2014-05-07 10:42:28 +02:00
Houtan Bastani b3f2822c61 doc: complete dates portion of dseries/reporting slides 2014-05-06 18:05:41 +02:00
Sébastien Villemot 9a6ed32ff3 Use correct texinfo commands for *_plan functions. 2014-05-06 16:05:47 +02:00
Stéphane Adjemian (Scylla) 6ca649c4bf Added char method for @dates objects. 2014-05-02 12:15:58 +02:00
Stéphane Adjemian (Scylla) f03dd893a8 Allow the syntax o.disp() for @dates and @dseries objects. 2014-04-30 11:11:45 +02:00
Stéphane Adjemian (Scylla) f183c047d5 Test the existence of the files and folder before deletion. 2014-04-30 10:42:39 +02:00
Stéphane Adjemian (Scylla) 0cd6c9917e Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased). 2014-04-30 10:42:39 +02:00
Houtan Bastani 32f7f211d7 doc: dseries and reporting presentation (draft) 2014-04-29 17:57:24 +02:00
Michel Juillard 75291659ec putting functions related to extended preprocessor in ExternalFiles.cc 2014-04-24 20:54:38 +02:00
Michel Juillard ad42818606 fixing extended-preprocessor C++ API and test case 2014-04-24 14:33:04 +02:00
Michel Juillard b62e300f8a fixing bugs in commit 182c27f 2014-04-24 14:33:04 +02:00
Michel Juillard 35831c5c46 changed line options for extended preprocessor, adding language option
renamed FileOutputType.hh as ExtendedPreprocessorTypes.hh
updated Makefile.am
2014-04-24 14:33:04 +02:00
Sébastien Villemot e5ba312174 Perfect foresight homotopy: make sure that oo_.endo_simul is not corrupted by failed simulation.
Ref #220
2014-04-23 16:45:09 +02:00
Sébastien Villemot e2b42382ee There is now an interface for option maxit. 2014-04-23 15:18:33 +02:00
Sébastien Villemot cfb69064d9 More detailed progress information in perfect foresight homotopy.
Ref #220
2014-04-23 15:04:59 +02:00
Houtan Bastani fb5b730a1d doc: fix typo 2014-04-22 11:41:32 +02:00
Houtan Bastani aa135218a5 preprocessor: don't substitute 'dates' when preceded by an underscore 2014-04-18 16:08:39 +02:00
Sébastien Villemot 7b882b2f60 Fix bug introduced in 0e204673. 2014-04-10 16:46:30 +02:00
Sébastien Villemot 85f7af9133 Perfect foresight solver now uses a homotopy technique by default.
This commit introduces a "no_homotopy" option to restore the old behavior.

Ref #220
2014-04-10 16:39:06 +02:00
Sébastien Villemot 0e204673fd Correctly set oo_.deterministic_simulation.status in sim1_purely_{backward,forward}.m. 2014-04-10 16:39:06 +02:00
Michel Juillard 98357c4591 left over change for external API 2014-04-10 16:37:47 +02:00
Sébastien Villemot 52d4944c9c Remove extra whitespace introduced in 4a8e737c. 2014-04-10 15:19:00 +02:00
Sébastien Villemot 9c279dca85 Merge pull request #646 from JohannesPfeifer/var_decomp
Var decomp
2014-04-10 12:13:50 +02:00
Sébastien Villemot a8f9fdf296 New option "overwrite" to "shocks" and "mshocks".
Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
Sébastien Villemot df0db38b3c Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks. 2014-04-10 11:43:26 +02:00
Sébastien Villemot 755b572548 Simplify MATLAB output of symbol lists. 2014-04-10 11:29:11 +02:00
Sébastien Villemot 828f9d73d5 Cosmetic change for clearer code. 2014-04-09 18:33:24 +02:00
Sébastien Villemot 9c4b2d949b Introduce two new command: perfect_foresight_{setup,solver}.
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot 242a504cdc Multiple "shocks" block are cumulative.
This was the default behavior before commit 82b31156. This commit reintroduces
this behavior.
2014-04-09 15:23:20 +02:00
Sébastien Villemot a03bc44d45 Remove workaround preventing the use of "shocks" before "endval".
It now works correctly since 82b31156.

Closes #35
2014-04-08 17:53:10 +02:00
Sébastien Villemot 82b3115696 Store deterministic shocks information in M_.
Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35.

Closes #271
2014-04-08 17:43:58 +02:00
Sébastien Villemot bb1fd49629 Remove nonexistent global variable ex_det0_. 2014-04-08 17:19:55 +02:00
Johannes Pfeifer 6eb3a3d3ad Disentangle computation and display of conditional_variance_decomposition
Previously, noprint suppressed the computation of conditional_variance_decomposition although it should only suppress its display. Also adds a dedicated field for the unconditional variance decomposition.
2014-04-07 17:38:27 +02:00
Sébastien Villemot e396b4d86d smoother2histval/test: change datafile to avoid non-posdef matrix under MATLAB. 2014-04-07 14:58:58 +02:00
Sébastien Villemot 295f8d53f0 smoother2histval, histval_file: fix compatibility problems with MATLAB. 2014-04-07 14:58:28 +02:00
Sébastien Villemot 184b810b65 Fix compilation error introduced in 0983ca78. 2014-04-07 14:21:28 +02:00
Johannes Pfeifer 4a8e737c7a Improve documentation on unconditional variance decomposition 2014-04-07 11:30:11 +02:00
Johannes Pfeifer 3afdbf8e47 Add warning if conditional_variance_decomposition is requested with simulated moments 2014-04-07 11:29:05 +02:00
Michel Juillard fa7d123ea4 fix bug when there is no parameter declared in the model 2014-04-05 16:40:25 +02:00
Michel Juillard 0983ca78f7 extended-preprocessor: starting a C interface (not finished) 2014-04-05 15:46:35 +02:00
Sébastien Villemot 1f2b847a45 Documentation for smoother2histval and histval_file.
Ref #594
2014-04-04 18:16:19 +02:00
Sébastien Villemot 614dc3e5a6 smoother2histval/histval_file: handle lagged exogenous.
Ref #594
2014-04-04 17:22:09 +02:00
Sébastien Villemot 37af4b073f Add datafile forgotten in commit 9eebfc87.
Ref #594
2014-04-04 14:51:49 +02:00
Sébastien Villemot 9eebfc87b0 Improvements to smoother2histval (ref #594)
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Sébastien Villemot c24ae80ae2 Add per-directory local Emacs variables.
The idea is to enforce the coding style for Emacs users.
2014-04-01 17:33:01 +02:00
Sébastien Villemot afe286ebef Merge pull request #645 from JohannesPfeifer/diagnostics
Add check to model_diagnostics.m whether Hessian was computed
2014-04-01 14:52:34 +02:00
Johannes Pfeifer 9cf83b6e63 Add check to model_diagnostics.m whether Hessian was computed 2014-04-01 14:39:19 +02:00
Sébastien Villemot 8deec694ec Merge pull request #643 from JohannesPfeifer/Jacobian
Improve checks of Jacobian
2014-04-01 12:36:12 +02:00
Sébastien Villemot 7da5065db4 Don't skip first observation when loading XLS(X) or CSV files. 2014-04-01 12:14:49 +02:00