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4248 Commits (d0e458eb79e20678fdf39eea5b0cf7e78082bb13)

Author SHA1 Message Date
Michel Juillard d0e458eb79 removing useless statement 2011-12-15 17:35:27 +01:00
Michel Juillard 2ee817fbf7 adding forecast to estimation test with non-stationary variables 2011-12-15 17:35:27 +01:00
Michel Juillard ad2a3a7ecc fixing problem in computation of initial posterior density when steady 
state model is provided by the user
 2011-12-15 17:35:27 +01:00
Michel Juillard 3bc349402f fixing problem wiht Ramsey policy when the steady state is provided by 
the user
 2011-12-15 17:35:27 +01:00
Michel Juillard cef244842d fixing problem with univariate Kalman filter and no missing observations 2011-12-15 17:35:27 +01:00
Michel Juillard 976c8c1654 making univariate Kalman filter code simpler and more efficient 2011-12-15 17:35:26 +01:00
Michel Juillard edd95a94c8 added options_.sub_draws in estimation for controlling the number of draws used in 
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
 2011-12-15 17:35:26 +01:00
Marco Ratto ac2687f6dd Fixed function header 2011-12-14 14:43:17 +01:00
Sébastien Villemot 6bfeb91e99 evaluate_static_model: fix crash under Octave with bytecode 
Octave does not want to create a function handle to a nonexistent function
(<MODFILE>_static.m) in that case
 2011-12-14 10:39:32 +01:00
Sébastien Villemot 4e0801a92d Preprocessor: fix forecast command 
It was broken since the renaming of forecast.m in
8f1326e2f8
 2011-12-14 10:35:25 +01:00
Marco Ratto 66f6f6b5d0 remove obsolete gsa function 2011-12-13 18:33:59 +01:00
Marco Ratto c3b5b65fc3 Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly. 2011-12-13 18:32:57 +01:00
Marco Ratto b23c508671 Initialize new option analytic_derivation for estimation. 2011-12-13 17:05:55 +01:00
Stéphane Adjemian (Charybdis) f6cc14eebf Reduced the size of the innovation, increased the number of simulations. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) 95fb57b4e9 Added waitbar for EP simulations. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) 3ba5a645be Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) a36cf30118 Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
Sébastien Villemot 87052bc243 Testsuite: add extended path test 2011-12-12 10:43:38 +01:00
Sébastien Villemot fefe425c61 mjdgges: add missing math.h header (for fabs()) 2011-12-12 10:35:39 +01:00
Sébastien Villemot 7ec12aaa43 Removed unused generalized cholesky routines 2011-12-12 10:25:47 +01:00
Michel Juillard 8f1326e2f8 changed name of function forecast.m -> dyn_forecast.m because of 
name conflict with cszt
 2011-12-11 11:15:38 +01:00
Michel Juillard bc8d4d8f08 gsa: converted DOS end of lines in Unix end of lines 2011-12-09 21:13:16 +01:00
Michel Juillard ec0af45fc8 further fixes to gsa testsuite; make gsa compatible with Linux 2011-12-09 20:55:02 +01:00
Michel Juillard eb13241deb Merge remote-tracking branch 'ratto/master' 2011-12-09 18:43:59 +01:00
Stéphane Adjemian (Charybdis) 9334958461 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2011-12-09 18:10:54 +01:00
Stéphane Adjemian (Charybdis) 20bd67a7aa Added test mod file for the extended path approach (with steady state file and a routine computing 
the mean preserving spread correction): Real Business Cycle model with endogenous labour and CES
production function.
 2011-12-09 18:08:12 +01:00
Stéphane Adjemian (Charybdis) 6d9983df0c New version of the extended path routines. 2011-12-09 18:03:30 +01:00
Michel Juillard ae36279ac7 attempt to fix occasional problem with octave_ver_less_than.m 2011-12-09 17:45:52 +01:00
Marco Ratto 9618018fe9 fixed gsa testsuite 2011-12-05 16:51:32 +01:00
Stéphane Adjemian (Charybdis) 3318542895 Removed old verison of extended path routine. Added new version in dynare/matlab/ep. Added field (ep) in option_ for the extended path routines. 2011-12-05 10:58:39 +01:00
Stéphane Adjemian (Charybdis) 7aeb881e3a Temporarily set the variance of the shocks to zero when computing or checking the deterministic steady 
state. This is necessary if the model contains mean preverving spread terms.
 2011-12-04 23:57:46 +01:00
Michel Juillard 6deaa23d95 changed critical value of secant for inverse_gamma_specification 2011-12-03 15:55:06 +01:00
Sébastien Villemot 98557a30a9 Merge remote-tracking branch 'houtanb/master' 2011-12-02 18:30:48 +01:00
Houtan Bastani 11a21909e6 README for Dynare on Mac 2011-12-02 18:25:11 +01:00
Marco Ratto 64e7a65fcb prepare parallel for testsuite 2011-12-02 16:15:14 +01:00
Marco Ratto 9abd894f78 bug fix + added new utility to clean temporary remote folder from new files generated by a completed parallel session. 2011-12-02 16:11:10 +01:00
Sébastien Villemot df9bd7cb7a News entry for version 4.2.4 2011-12-02 15:42:46 +01:00
Stéphane Adjemian (Charybdis) a0e1d3b34f Fixed bugs + cosmetic changes. 2011-12-02 12:14:38 +01:00
Stéphane Adjemian (Charybdis) 16d2fd5673 Fixed bugs. Changed internal documentation. 2011-12-02 12:14:38 +01:00
Stéphane Adjemian (Charybdis) 6105ed433c Removed useless calls to set_default_options. 2011-12-02 12:14:38 +01:00
Stéphane Adjemian (Charybdis) 12a3af8167 Renamed routine. Fixed unitary tests. 2011-12-02 12:14:38 +01:00
Michel Juillard a5e36abe54 correcting tests 2011-12-02 11:42:16 +01:00
Michel Juillard 76407c97b5 corrected bug in computation of dr.ghs2 introduced in commit 84eaaaf759 2011-12-02 11:41:42 +01:00
Michel Juillard 0f8cb1889f adding new tests 2011-12-01 22:07:29 +01:00
Michel Juillard 84eaaaf759 fixed another bug with missing current value at 2nd order 2011-12-01 22:07:29 +01:00
Michel Juillard 97c09eb4ac fixing bug relative to auxiliary variables in model_diagnostics 2011-12-01 22:07:29 +01:00
Michel Juillard 8df1b5d1e8 fixed bug in 2nd order approximation introduced in commit 0303b1c02b 2011-12-01 22:07:29 +01:00
Sébastien Villemot 7d675878b9 Windows packaging: added missing clean rule 2011-11-30 17:09:41 +01:00
Sébastien Villemot aa7d342948 Build system: adding NEWS to EXTRA_DIST 2011-11-30 16:22:30 +01:00
Sébastien Villemot 3304e6c5ae Adding a NEWS file 2011-11-30 16:16:37 +01:00