Michel Juillard
caa04fb251
add explicit opts in calls to linsolve to solve a bug in linsolve.m
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for Octave 4.0.0
2015-07-31 11:25:54 +02:00
Houtan Bastani
9557142cc4
preprocessor: remove constraint outlined in #849
2015-07-30 17:52:47 +02:00
Houtan Bastani
c88c17728e
preprocessor: issue warning when param used with lead/lag. closes #976
2015-07-30 14:40:03 +02:00
Houtan Bastani
a4db6f9be8
Merge pull request #1003 from JohannesPfeifer/unit_test
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Lower tolerance for unit tests/irfs/example1_unit_std.mod
2015-07-30 10:19:06 +02:00
Johannes Pfeifer
7fbc587ae1
Lower tolerance for unit tests/irfs/example1_unit_std.mod
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Otherwise, Octave complains
2015-07-30 10:00:40 +02:00
Michel Juillard
e5d431919c
fixing one more test case for deterministic simulations and leads lags
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on more than one period
2015-07-29 16:36:13 +02:00
Michel Juillard
0cccceff86
fixed test cases for deterministic simulations with histval and leads
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and lags on more than one period: All variables different from zero
must be declared in histval. The reference simulation has one lag
because of k(-1).
2015-07-29 16:12:53 +02:00
Michel Juillard
7d11ed7642
histval: use now the same treatment for exogenous and exogenous det
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variables as for endogenous ones. Closes issue #617 .
2015-07-29 16:12:53 +02:00
Houtan Bastani
f26551509c
preprocessor: simplify writing of NNZDerivatives
2015-07-29 14:52:15 +02:00
Michel Juillard
fe861fee76
fixed bug introduced in commit 1bd2a1b1c2
2015-07-29 11:54:10 +02:00
Michel Juillard
9a7aac65de
fixing type in documentation
2015-07-29 09:23:16 +02:00
Michel Juillard
1bd2a1b1c2
ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2()
2015-07-28 17:17:25 +02:00
Michel Juillard
448bece904
ep: set default algorithm for solve_algo = 9 (trust region on a single block)
2015-07-28 17:17:25 +02:00
Houtan Bastani
bbd12a226e
Merge pull request #1002 from JohannesPfeifer/dname
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Initialize M_.dname=M_.fname in global_initialization.m
2015-07-28 15:26:14 +02:00
Johannes Pfeifer
0f50f33c2c
Initialize M_.dname=M_.fname in global_initialization.m
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Closes #979
2015-07-28 15:23:53 +02:00
MichelJuillard
1a5c379a86
Merge pull request #1001 from JohannesPfeifer/steady_state_file_crash
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Add missing return statement to evaluate_steady_state_file.m
2015-07-27 21:56:30 +02:00
MichelJuillard
2209944c7c
Merge pull request #1000 from JohannesPfeifer/collect_latex
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Bugfixes related to collect_LaTeX_Files.m
2015-07-27 21:55:09 +02:00
MichelJuillard
6864a5fad6
Merge pull request #999 from JohannesPfeifer/init_fix
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Add check whether bayestopt_ is empty
2015-07-27 21:54:05 +02:00
MichelJuillard
fb77b447bd
Merge pull request #998 from JohannesPfeifer/prior_distributions
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Prior distributions
2015-07-27 21:53:19 +02:00
MichelJuillard
7541cf0132
Merge pull request #996 from JohannesPfeifer/doc_allowed_names
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Add info on allowed variable names to manual
2015-07-27 21:51:38 +02:00
MichelJuillard
c8f11ba162
Merge pull request #995 from JohannesPfeifer/steady_fail_message
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In debugging modus, provide termination values of steady state finding.
2015-07-27 21:50:16 +02:00
MichelJuillard
62ded1d250
Merge pull request #994 from JohannesPfeifer/doc_shock_decomp
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Add headers and more documentation to shock_decomposition.m and graph…
2015-07-27 21:49:33 +02:00
Johannes Pfeifer
f5e8aeb552
Add missing return statement to evaluate_steady_state_file.m
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Otherwise, the code will subsequently crash if the steady state file does not return a conformably sized vector, although an error code was returned
2015-07-27 18:10:27 +02:00
Michel Juillard
c3c72192ac
small bug corrections
2015-07-27 16:52:36 +02:00
Michel Juillard
ef8f36565b
initializing options_.instruments = []
2015-07-27 15:52:14 +02:00
Michel Juillard
2207b51aaa
correcting typo
2015-07-27 15:51:48 +02:00
Michel Juillard
22eb824c6f
extended path: fixing bug
2015-07-27 14:31:42 +02:00
Johannes Pfeifer
19fdb309ac
Fix computation of prior mode for uniform distribution
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While this code is never actually used, we return the prior mean, which is directly given by the first hyperparameter.
2015-07-27 10:19:02 +02:00
Johannes Pfeifer
19b7f5ea7f
Bugfixes related to collect_LaTeX_Files.m
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- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
2015-07-26 17:49:54 +02:00
Johannes Pfeifer
f679594908
Add check whether bayestopt_ is empty
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Otherwise crashes for calibrated smoother occur
2015-07-25 07:32:48 +02:00
Johannes Pfeifer
8b49b30f91
Add unit tests for prior sampling
2015-07-24 16:32:05 +02:00
Johannes Pfeifer
b5aeefe526
Make prior_draw.m check for uniform distribution violation of bounds
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Follows the logic for all other distributions
2015-07-24 16:23:40 +02:00
Johannes Pfeifer
560d9719db
Correct copy and paste mistake in prior_draw.m for inverse gamma II
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In case of bound violations, it was instead sampled from inverse gamma I
2015-07-24 15:59:40 +02:00
Johannes Pfeifer
3d9f12d769
Add check whether prior mean violates Generalized (Inverse) Gamma
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Performs check as for generalized beta distribution
2015-07-24 15:08:52 +02:00
Johannes Pfeifer
d4629d4ba4
Add info on allowed variable names to manual
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Closes #341
2015-07-24 13:13:43 +02:00
Johannes Pfeifer
f788271b9c
In debugging modus, provide termination values of steady state finding.
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Closes #3
2015-07-24 10:44:46 +02:00
Johannes Pfeifer
36e7bcdbcd
Add headers and more documentation to shock_decomposition.m and graph_decomp.m
2015-07-24 10:08:43 +02:00
MichelJuillard
3fdda5412f
Merge pull request #993 from JohannesPfeifer/tex
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Correct case-sensitive spelling in unit tests that stops testsuite in…
2015-07-24 09:01:32 +02:00
Johannes Pfeifer
126e04da20
Correct case-sensitive spelling in unit tests that stops testsuite in Linux
2015-07-24 08:34:16 +02:00
MichelJuillard
61d514c9eb
Merge pull request #991 from JohannesPfeifer/marginal_density
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marginal_density.m: performance improvements
2015-07-23 18:26:06 +02:00
Johannes Pfeifer
5d775d3d76
marginal_density.m: Rely on already computed inverse of SIGMA
2015-07-23 18:18:31 +02:00
Johannes Pfeifer
4202dff6c9
marginal_density.m: only compute determinant once
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Uses log(det(SIGMA*increase))=log(increase^npar*det(SIGMA))=npar*log(increase)+log(det(SIGMA))
2015-07-23 18:13:15 +02:00
Houtan Bastani
efd9a563f4
preprocessor: clean up code
2015-07-23 18:10:44 +02:00
Johannes Pfeifer
9e3f89fd3b
marginal_density.m: move inversion out of loop
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Related to #270
2015-07-23 17:54:46 +02:00
MichelJuillard
a156f2b42c
Merge pull request #990 from JohannesPfeifer/mode_file
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Delete mode-file option after completing estimation
2015-07-23 17:22:48 +02:00
Johannes Pfeifer
08b42f9adb
Add disclaimer to manual regarding reset of mode-file.
2015-07-23 17:19:09 +02:00
MichelJuillard
e79968d5ad
Merge pull request #989 from JohannesPfeifer/test_condition
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Correct check condition in dynare_estimation_init.m introduced in b20…
2015-07-23 17:08:14 +02:00
Johannes Pfeifer
7f0318856a
Delete mode-file option after completing estimation
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Prevents the recursive estimation from altering the option and closes #378
2015-07-23 16:52:21 +02:00
Johannes Pfeifer
d67e003e03
Correct check condition in dynare_estimation_init.m introduced in b2017ffece
2015-07-23 16:45:40 +02:00
MichelJuillard
d82524ad1d
Merge pull request #987 from JohannesPfeifer/mixed_estimation
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Prevent mixed ML/Bayesian estimation
2015-07-23 15:57:03 +02:00