Johannes Pfeifer
c7153ba2ea
Add initialization of bounds if estim_params is empty
2014-12-08 11:29:15 +01:00
Johannes Pfeifer
dc7cfd3f0d
Adjust smoother to data now being a column vector
2014-12-08 11:28:46 +01:00
Johannes Pfeifer
e60157e9b8
Add unit test for newrat with analytic derivatives and various Kalman algos
2014-12-05 15:27:52 +01:00
Johannes Pfeifer
bda19832cd
Integrate error from negative steady state with loglinear model into print_info.m
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Prevents crashes during estimation. Instead of directly crashing, error handling is done via print_info.m so that penalizing the error during estimation is possible
2014-12-04 20:04:36 +01:00
Johannes Pfeifer
dd6f8c182c
Move call to optimizers in mode-computing to separate file to allow other function to access all integrated optimizers
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- also moves several options to subfields of options structure
- allows setting options of newrat
- requires newrat to have compatible kalman_algo specified in order for it to not change options_
- explicitly disallows using analytical derivation with numerical gradient (before the numerical gradient request was overwritten)
- always outputs hessian returned by optimizer (empty matrix if not computed) and deletes subsequent overwriting if cova_compute=0
2014-12-04 19:36:12 +01:00
Stéphane Adjemian (Charybdis)
811877aa6c
Switched back on old-oop-style branch and updated submodules dseries and dates.
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Note that master branch will not work with Octave (3.8 or 4.0)
because we use the new syntax for classes in the master branch.
2014-12-04 15:53:21 +01:00
Sébastien Villemot
22d1c45dad
Update dseries submodule.
2014-12-04 14:46:39 +01:00
Sébastien Villemot
d3ae526d21
Fix affiliation.
2014-12-04 14:36:09 +01:00
Sébastien Villemot
fa4e50499d
Update dates and dseries submodules.
2014-12-04 14:19:50 +01:00
Sébastien Villemot
26f111a238
Update affiliation.
2014-12-04 13:36:29 +01:00
Johannes Pfeifer
e4745cbc65
Add missing abs to unit root check in model_diagnostics.m
2014-12-03 13:35:06 +01:00
Stéphane Adjemian (Charybdis)
7764d07343
Updated date submodule.
2014-12-01 17:35:09 +01:00
Stéphane Adjemian (Charybdis)
e2dd9b2526
Updated unit tests submodule.
2014-12-01 17:20:44 +01:00
Stéphane Adjemian (Charybdis)
905076fa07
Fixed remote address for dseries submodule.
2014-11-29 09:21:53 +01:00
Stéphane Adjemian (Charybdis)
b8f8375714
Merge branch 'master' into remove-@dseries
2014-11-29 09:19:51 +01:00
Stéphane Adjemian (Charybdis)
45114c0c8e
Changed remote for dates submodule (use https protocol instead of ssh, dynbot is not a known user for GitHub).
2014-11-28 23:22:30 +01:00
Stéphane Adjemian (Charybdis)
a3c139cb38
Updated dynare_config routine.
2014-11-28 18:35:19 +01:00
Stéphane Adjemian (Charybdis)
d1966dbc76
Added dseries class as a submodule.
2014-11-28 18:34:01 +01:00
Stéphane Adjemian (Charybdis)
686289cd01
Updated dynare_config routine.
2014-11-28 18:26:42 +01:00
Stéphane Adjemian (Charybdis)
4d669a4312
Removed matlab/@dseries and utilities/dseries subfolders.
2014-11-28 18:24:05 +01:00
Stéphane Adjemian (Charybdis)
bc90d1d6da
Merge branch 'remove-@dates'
2014-11-28 18:13:46 +01:00
Stéphane Adjemian (Charybdis)
fc3e1b2108
Merge remote-tracking branch 'fred@github/master'
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Conflicts:
matlab/initial_estimation_checks.m
matlab/utilities/tests
2014-11-28 16:53:44 +01:00
Stéphane Adjemian (Charybdis)
593adcd5e9
Updated dynare_config routine (new path for the dates class and related routines).
2014-11-27 23:19:53 +01:00
Stéphane Adjemian (Charybdis)
6d30ac71d8
Added dates class as a submodule.
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The submodule dates is in matlab/modules/ subfolder.
2014-11-27 23:15:18 +01:00
Stéphane Adjemian (Charybdis)
a00f026f54
Removed matlab/@dates (class for dates) and matlab/utilities/dates folders.
2014-11-27 22:52:10 +01:00
Houtan Bastani
41e05391d5
Merge pull request #808 from rattoma/gsa
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Gsa bug fix and naming fix
2014-11-27 11:36:14 +01:00
Marco Ratto
800fd59cf0
Prune no longer used titles and file names
2014-11-27 11:32:03 +01:00
Marco Ratto
1b615b4f70
Bug fix for different behaviour of linspace in older MATLAB varsions (crashed in MATLAB R2011).
2014-11-27 11:30:10 +01:00
Johannes Pfeifer
bb92f9bc2a
Expand unit test on initval file
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Also moves it to separate directory
2014-11-27 10:49:18 +01:00
Johannes Pfeifer
da691bb21c
Fix reading in of initval files from Excel
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series_-indicator was not set
2014-11-27 10:44:21 +01:00
Johannes Pfeifer
c7237a7d13
Document that all types of vectors are possible in initval file
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Also documents required size
2014-11-27 10:43:41 +01:00
Johannes Pfeifer
566835bba6
Check size of initval-file provided values and issue more explicit error message
2014-11-27 09:09:30 +01:00
Johannes Pfeifer
6d7c8ef963
Allow reading in of row vectors in initval file
2014-11-27 09:08:57 +01:00
Houtan Bastani
978398323e
preprocessor: add prefilter, first_obs, and loglinear options to calib_smoother, #803
2014-11-26 15:05:07 +01:00
Stéphane Adjemian
6aa7c038ef
Merge pull request #799 from JohannesPfeifer/simplex
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Further fixes to simplex algorithm related to unset options
2014-11-25 11:45:59 +01:00
Houtan Bastani
4b41aa70c4
preprocessor: add optim option to osr, #779
2014-11-25 11:44:52 +01:00
Houtan Bastani
97e93941c5
gsa: corrcoef: add missing function from octave forge nan package, #796
2014-11-25 11:25:45 +01:00
Johannes Pfeifer
d27e5bc5c2
Modify unit test for mode_compute=8 to set optimizer options
2014-11-25 09:56:55 +01:00
Johannes Pfeifer
3d6316bc5e
Fix handling of some options in simplex_optimization_routine.m
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One was unset, leading to crashes, and the other one was ignored due to naming conflicts
2014-11-25 09:56:14 +01:00
Johannes Pfeifer
268e8627f0
Add missing simple option to global_initialization.m
2014-11-25 09:54:41 +01:00
Houtan Bastani
fdeb0d5d7c
Merge pull request #797 from JohannesPfeifer/osr_unit_test
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Add initial values to prevent unit test from crashing due to numerical i...
2014-11-24 17:47:06 +01:00
Johannes Pfeifer
1ac96c6808
Add initial values to prevent unit test from crashing due to numerical inaccuracy.
2014-11-24 17:40:29 +01:00
Houtan Bastani
289afb5109
license: remove license for file that is no longer in repo
2014-11-24 17:28:42 +01:00
Houtan Bastani
103788bb5b
gsa: add corrcoef from octave forge nan package. closes #796
2014-11-24 17:28:38 +01:00
Houtan Bastani
2254f846c5
bug fix: remove consecutive plus signs
2014-11-24 12:26:10 +01:00
Houtan Bastani
3150b854b7
Merge pull request #795 from JohannesPfeifer/osr_test
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Shorten length of unit test file to prevent crash
2014-11-24 11:05:18 +01:00
Johannes Pfeifer
e12b494921
Shorten length of unit test file to prevent crash
2014-11-23 09:32:29 +01:00
MichelJuillard
6d12f2141f
Merge pull request #765 from JohannesPfeifer/analytic_derivation_message
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Fix message in dynare_estimation_init.m
2014-11-21 22:10:30 +01:00
MichelJuillard
dc319a973c
Merge pull request #768 from JohannesPfeifer/model_diagnostics
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Improvements to model diagnostics
2014-11-21 22:09:08 +01:00
MichelJuillard
afb60b2528
Merge pull request #767 from JohannesPfeifer/osr_scaling
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Fix computation of objective function in OSR when covariances are specified
2014-11-21 22:03:00 +01:00