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4447 Commits (ce40f0ebfc8ce91252963ee278b8b7a708ba08a3)

Author SHA1 Message Date
Johannes Pfeifer ce40f0ebfc Add CMAES (Ticket #245) for mode optimization 2012-03-04 22:07:26 +01:00
Michel Juillard bad8746e77 corrected bugs in extended path. The code works now with 
./tests/ep/linear.mod
 2012-03-04 20:59:57 +01:00
Sébastien Villemot df324fddcc License file: use final URL for copyright format spec 2012-02-24 18:07:27 +01:00
Sébastien Villemot 3551512a6f Another hack to get static linking of libgfortran under MinGW 2012-02-24 17:35:54 +01:00
Sébastien Villemot 9067d7704c Link with -static-libgfortran under MinGW 2012-02-24 16:40:58 +01:00
Sébastien Villemot 89ca683ab9 Fix "make dist" following changes in estimation DLL 2012-02-24 12:21:33 +01:00
Michel Juillard da0beac147 updating calling sequence for estimation dll and introducing templates 
when necessary
 2012-02-23 18:39:41 +01:00
Ferhat eb567f5202 Cleaning the code: getting rid of unused variables 2012-02-17 10:59:39 +01:00
Ferhat ee9213d77c Corrects a bug in the computation of the number of leads and lags 2012-02-17 10:50:54 +01:00
Ferhat 28a1cf52cd Corrects the number of lead and lags of a block 2012-02-17 10:48:28 +01:00
Ferhat 2234cdc5bd g0 has to be initialized 2012-02-17 10:41:42 +01:00
Ferhat 441e58cd01 Need to evaluate the recursive blocks to compute the temporary terms 2012-02-17 10:38:39 +01:00
Ferhat 09a3f3a084 Updates M_params only if estim_params_ has a field param_vals (not the case for a kalman_smoother) 2012-02-17 10:36:21 +01:00
Ferhat e184c1f368 ghx matrix has to be stored as soon as the block contains lagged or mixed variables 2012-02-17 10:24:31 +01:00
Sébastien Villemot f09c10e2d3 Merge remote-tracking branch 'ratto/master' 2012-02-13 11:15:24 +01:00
Michel Juillard 22e76c8ac8 correcting dimension bugs in solve_stochastic_perfect_foresight_model; 
doesn't work yet; now Jacobian is singular
 2012-02-11 15:42:45 +01:00
Michel Juillard 3564eca525 new version of solve_stochastic_perfect_foresight_model; doesn't work yet 2012-02-11 14:59:51 +01:00
Stéphane Adjemian (Charybdis) d5628a277e Fixed i_cols iterations. 2012-02-11 00:01:22 +01:00
Marco Ratto e2b7848f6c security checks before removing remote folders 2012-02-10 22:44:09 +01:00
Marco Ratto 1129e29ceb bug fix for octave 2012-02-10 22:43:11 +01:00
Marco Ratto 31feb32bd3 bug fix for remote unix called by windows master 2012-02-10 22:42:29 +01:00
Marco Ratto ff5a802f65 allow the possibility to close all slaves from a condition found in one single thread (e.g. in a while loop where all threads look for the verification of a condition in a loop) 2012-02-10 22:41:54 +01:00
Marco Ratto 77e84c5328 removed left keyboard line + cosmetics. 2012-02-10 22:38:41 +01:00
Stéphane Adjemian (Charybdis) 060dc74cf5 Fixed computation of the expectations (it==2 case). 2012-02-10 19:05:50 +01:00
Stéphane Adjemian (Charybdis) ad2f9574e5 Copy of solve_perfect_foresight_model.m --> stochastic version (with ,gaussian quadrature). 2012-02-10 19:05:50 +01:00
Stéphane Adjemian (Charybdis) 6c9eeec7e5 Removed codes related to stochastic extended path. 2012-02-10 19:05:50 +01:00
Marco Ratto ec022385c0 added info about each parameter for the sequence of univariate iterations. 
manually cherry picked from 4.2. branch:
1a5a294c5f93d5368052095e138f852aab1d3177
 2012-02-10 17:37:02 +01:00
Houtan Bastani 0f9d5d93d1 bug fix: quotes in warnings do not comply with Matlab disp 2012-02-10 17:05:37 +01:00
Houtan Bastani 870766f6e1 preprocessor: add lik_init to dynare_sensitivity command 2012-02-09 12:52:33 +01:00
Michel Juillard 44b03e5f19 modifying extended-path for parallel toolbox 2012-02-07 16:31:57 +01:00
Marco Ratto 8cde66e466 added test for new option 2012-02-06 17:04:29 +01:00
Marco Ratto bc6042fbe2 Improved display of bivariate projections when pprior=0, 
specially useful when neighborhood_width is used
 2012-02-06 16:01:09 +01:00
Sébastien Villemot ebbae7936e Preprocessor: add warning message for signature of checkPass method 2012-02-06 12:16:38 +01:00
Stéphane Adjemian (Charybdis) 9dfc0d5c08 Added calls to matlab implementation of the perfect foresight solver in homotopic routine (extended path approach). 2012-02-04 18:52:03 +01:00
Stéphane Adjemian (Charybdis) 133e51e6d6 Changed the test files conformably to the latest commits related to the (stochastic) extended path approach. 2012-02-04 18:44:57 +01:00
Stéphane Adjemian (Charybdis) 87f4dad51a Changed default value of use_bytecode option. By default, the bytecode solver is not used. 
Note that, even for small models, there is a (very) substantial gain in using the use_dll option.
 2012-02-04 16:56:09 +01:00
Stéphane Adjemian (Charybdis) 704b0c9659 Added an option specifying if the bytecode solver has to be used first. 2012-02-04 16:26:22 +01:00
Stéphane Adjemian (Charybdis) 8a35ee7363 Added an option to skip the test on the number of periods over which the perfect foresight models are solved. 2012-02-04 16:19:15 +01:00
Stéphane Adjemian (Charybdis) 3f2d2b3497 Oups! I forgot to add this routine in commit ac54f7f528. This routine provides a matlab implementation of the perfect foresight model solver. 2012-02-03 15:50:45 +01:00
Stéphane Adjemian (Charybdis) 43f46f2886 Removed stability test over the last periods of the perfect foresight solution. 2012-02-03 14:06:35 +01:00
Stéphane Adjemian (Charybdis) 64ebd1d0d7 Changed the default value of options_.ep.fp. Test the stability of the solution only for the first period (when the value of periods is increased). 2012-02-03 14:05:06 +01:00
Stéphane Adjemian (Charybdis) 7978070814 Fixed bug. 2012-02-03 12:52:37 +01:00
Stéphane Adjemian (Charybdis) fed2e229e5 Try first Ferhat's code and if it fails try the matlab's implementation of the the perfect foresight model solver. 2012-02-03 12:39:48 +01:00
Stéphane Adjemian (Charybdis) ac54f7f528 Added comments and the possibility to use a matlab implementation of the perfect foresight model solver. 2012-02-03 11:25:03 +01:00
Stéphane Adjemian (Charybdis) 2f5ce2403d Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces. 2012-02-03 11:25:03 +01:00
Sébastien Villemot b8e1ecbcec Merge remote-tracking branch 'houtanb/master' 2012-02-03 08:51:06 +01:00
Michel Juillard c6849a0194 relaxing slightly the accuracy check in ep/linear.mod (the higher 
accuracy didn't pass the test in Octave and could generate problems
accross machine or Matlab versions)
 2012-02-02 21:26:49 +01:00
Michel Juillard 3cdde731dc propagating the change in calling sequence for CheckPass() 2012-02-02 21:10:47 +01:00
Houtan Bastani dd1a48c7c7 MS-SBVAR: support non 4 digit years (fix thanks to Margarita Zabelina) 2012-02-02 12:30:50 +01:00
Houtan Bastani 837451c724 MS-SBVAR: support annual data (fix thanks to Margarita Zabelina) 2012-02-02 12:30:50 +01:00