c88a8aaaa6
changed warnings into errors when load_mh_file or recovery is used and
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there is no metropolis history file
2012-10-08 11:50:48 +02:00
b7b50fa901
adding data file for test case
2012-10-06 20:45:09 +02:00
c722f53955
fixed bug with options mode_compute=0,mode_file=....
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added tests for mode_compute=4 and mode_compute=6. They increase computing time of the
test suite by about 30 minutes.
2012-10-06 16:51:42 +02:00
e75b18f93b
Minor fixes to ref. manual
2012-10-06 10:23:39 +02:00
78693d971b
Fix following removal of run_test.m
2012-10-06 10:23:31 +02:00
25d591485c
remove unused file
2012-10-05 17:06:23 +02:00
d7a3504b50
Add Johannes to the authors of manual
2012-10-05 10:05:35 +02:00
97388517d6
Update Frédéric's email
2012-10-05 10:05:35 +02:00
22d590eecd
clean test files in ms-sbvar
2012-10-04 11:40:38 +02:00
43d13fda96
remove file generated by kalman_filter_smoother/gen_data.mod in clean
2012-10-03 19:34:51 +02:00
78d9cb92d4
Update Octave pointers
2012-10-03 17:22:28 +02:00
e835c7d945
Bug fix: graphic options are not passed to global options_ (for the next release try to skip the use of the global here).
2012-10-02 08:59:49 +02:00
c031b463ff
Use my @dynare.org address
2012-10-01 16:41:18 +02:00
cb34c8708f
Fix preprocessor crash when an pre-computed constant equals NaN or Inf
2012-10-01 16:22:38 +02:00
906f532828
Fix detection of SLICOT for Octave+Windows
2012-10-01 15:06:27 +02:00
dd8f16c8db
Revert "reset penalty to 1.e8." Too big a penaly is not desirable.
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This reverts commit fcceec896a
2012-10-01 14:23:21 +02:00
fcceec896a
reset penalty to 1.e8.
2012-10-01 08:53:50 +02:00
560771bedc
Trap the case when second output of objective function is empty.
2012-10-01 08:50:47 +02:00
285e40eb2c
Pass new options nodisplay and graph_format to options_
2012-10-01 08:49:58 +02:00
e81f9d48ac
Improved display of mode_compute=6 optimization algorithm. Fixed bugs. Changed the options.
2012-09-29 00:08:05 +02:00
3744061112
Save the names of the estimated parameters in <MODEL_NAME>_mode.mat when mode_compute is equal to six (stochastic optimization).
2012-09-29 00:08:05 +02:00
dd0190bba9
Isolate block decomposition code
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This should fix some random crashes of the preprocessor
2012-09-28 18:41:18 +02:00
3e612e0211
Fix build system with Automake 1.12
2012-09-28 17:31:39 +02:00
5b1ecaf627
Fix detection of SLICOT under Windows
2012-09-28 17:24:07 +02:00
421e1a39fc
Merge remote-tracking branch 'ratto/master'
2012-09-27 16:36:00 +02:00
7c6ae272f6
ms-sbvar: remove field removal for file tags
2012-09-27 15:32:33 +02:00
12af7298ef
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
894b3d69f4
Added an option to decide if dsge_likelihood should call univariate filters when the covariance matrix of
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the prediction error is singular (default is yes).
2012-09-27 14:48:07 +02:00
868afeb953
ms-sbvar bug fix: store no_create_init as number instead of string
2012-09-26 18:07:49 +02:00
16fa6efc8d
Replace NaN with numeric penalty when diffuse filter does not kill unit roots.
2012-09-26 16:00:18 +02:00
4fd6ebca50
add ldflags_matio to dynare++ tests
2012-09-26 12:36:09 +02:00
5d5771a823
Another typo
2012-09-25 19:58:03 +02:00
6cfec3f6ad
More CPPFLAGS_MATIO fun
2012-09-25 19:53:20 +02:00
5140b5bdfe
Document license of new files
2012-09-25 14:33:02 +02:00
08f7c61e89
Add missing CPPFLAGS_MATIO
2012-09-25 14:25:02 +02:00
7f42c66723
Fixed bug. Added missing routine which set the step length when computing a numerical gradient.
2012-09-24 12:59:04 +02:00
7e3fbe0b2f
Fixed bug in get_prior_info. Initialize objective_function_penalty_base.
2012-09-24 12:59:04 +02:00
da159038e6
Added check for BK and steady state in the optimization of the prior density.
2012-09-24 12:59:04 +02:00
af7ac86996
Initialize returned variables.
2012-09-24 12:59:04 +02:00
df26c6686d
Fixed bug.
2012-09-24 12:59:03 +02:00
233d0ae0d2
Added output to get_prior_info (non empty iff info=1).
2012-09-24 12:59:03 +02:00
e552b0c0e0
Added fake outputs.
2012-09-24 12:59:03 +02:00
8db0fee155
removed useless lines
2012-09-23 21:04:22 +02:00
d0d0b6ed52
Use new numgrad routines.
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options_.gradient method = {12,22} two points formula.
options_.gradient method = {13,23} three points formula.
options_.gradient method = {15,25} four points formula.
Still need to decide what to do with (local) option zgrad.
2012-09-21 17:05:36 +02:00
4ce4242d0d
Added new numgrad* routines (h specific to each direction).
2012-09-21 17:05:36 +02:00
3589c04f49
Add missing CPPFLAGS_MATIO
2012-09-21 07:29:11 +02:00
41ee0dde2e
ax_matio.m4: LIBS was not correctly saved
2012-09-20 22:53:47 +02:00
4d98c2007f
Rename CFLAGS_MATIO to CPPFLAGS_MATIO
2012-09-20 22:53:47 +02:00
e67d3d3fea
Added missing semicolon.
2012-09-20 16:38:19 +02:00
f944a43b0c
added code for computing risky steady state in regular models (not
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portfolio models)
2012-09-19 22:51:44 +02:00
Michel Juillard
Sébastien Villemot
Houtan Bastani
Marco Ratto
Stéphane Adjemian (Charybdis)
Sébastien Villemot