Commit Graph

10993 Commits (d3c618e8a1188ca3e1c0d94e0732584a8b36eb47)

Author SHA1 Message Date
Stéphane Adjemian(Charybdis) aa4cabcbeb Fixed bug (simulation of backward models).
Was crashing with three inputs (last one is for innovations) when the first input was an empty array.
2018-03-12 09:45:15 +01:00
Stéphane Adjemian(Charybdis) 8263bbba8a Use new mechanism for setting auxiliary time series. 2018-03-12 09:34:56 +01:00
Stéphane Adjemian(Charybdis) d96aca093e Fixes for julia 0.6.x.
Updated the preprocessor module (adds new static and dynamic routines which
only return the jacobian).
2018-03-10 16:05:14 +01:00
Houtan Bastani 909956f0bc preprocessor: submodule update 2018-03-07 13:16:15 +01:00
Houtan Bastani c0cd92fa04 preprocessor: submodule update 2018-03-07 13:02:06 +01:00
Houtan Bastani 613f02aece preprocessor: submodule update 2018-03-05 14:19:56 +01:00
Stéphane Adjemian(Charybdis) 86be2cb998 Fixed typo. 2018-03-02 10:26:48 +01:00
Stéphane Adjemian(Charybdis) 1a15a8b7a8 Updated preprocessor (julia fix). 2018-03-01 16:02:16 +01:00
Stéphane Adjemian(Charybdis) 857a3842e3 Cosmetic change.
Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.
2018-03-01 10:13:44 +01:00
Stéphane Adjemian(Charybdis) b84e3054e3 Various fixes for backward models routines. 2018-03-01 09:29:48 +01:00
Houtan Bastani e5085b7256 preprocessor: submodule update 2018-02-28 12:10:35 +01:00
Houtan Bastani ebc73ad704 preprocessor: submodule update 2018-02-26 17:23:19 +01:00
Houtan Bastani 8a6e3cc7fe preprocessor: submodule update 2018-02-21 17:26:44 +01:00
Houtan Bastani 667bfb6948 dseries: submodule update 2018-02-20 11:03:12 +01:00
Houtan Bastani 5d1a132374 move preprocessor and macroprocessor documentation to preprocessor submodule 2018-02-19 15:10:07 +01:00
Houtan Bastani ba3cebbad7 update .gitignore file for preprocessor submodule change 2018-02-19 15:02:14 +01:00
Houtan Bastani 356e57f26c preprocessor: submodule update 2018-02-19 12:51:54 +01:00
Houtan Bastani 09fba10bfb build system: add missing link to preprocessor in julia directory 2018-02-19 12:44:38 +01:00
Houtan Bastani 8bfc5e96a0 build system: soft link preprocessor into matlab/preprocessor$ARCH folder 2018-02-19 12:41:23 +01:00
Stéphane Adjemian (Charybdis) fa598b751b Fixed prior command with optimize.
Penalty was not passed correctly.
2018-02-17 21:00:23 +01:00
Houtan Bastani d54cdbf0ac fix output when no arguments are passed to dynare 2018-02-16 17:31:53 +01:00
Houtan Bastani 5d439bcb18 submodule update: preprocessor and add dynare version to dynare.m 2018-02-16 17:31:47 +01:00
Houtan Bastani fdf9a8a453 move preprocessor to submodule 2018-02-16 16:44:16 +01:00
Houtan Bastani 04ce089164 test suite: modify reporting test following dseries move to new MATLAB classes 2018-02-16 14:19:08 +01:00
Houtan Bastani 27e1f7885d README: further fixes associated with 84ed3ee51f 2018-02-13 17:45:42 +01:00
Houtan Bastani 84ed3ee51f update readme for homebrew changes 2018-02-13 17:31:50 +01:00
Stéphane Adjemian (Charybdis) 350b8fb529 Updated dseries submodule (prevent initialization crash if unable to install X13 binary). 2018-02-10 12:24:20 +01:00
Johannes Pfeifer 224ccb7bab sim1_linear.m: change hard-coded tolerance to option
The tolerance for the steady state check should depend on the accuracy of the steady state computation
2018-02-07 18:42:12 +01:00
Stéphane Adjemian (Charybdis) 4adebd4419 Fixed copyright header. 2018-02-01 22:51:23 +01:00
Marco Ratto cf5f556f4a Do not re-set auxiliary variables if they are already available in the input info [i.e. smoothed variables].
This makes the function robust when one provides info using UpdatedVariables, instead, for faster realtime exercises.
2018-02-01 19:17:59 +01:00
Marco Ratto e45acc11cc fix error in documentation of presample in realtime shock decomposition 2018-02-01 19:15:07 +01:00
Marco Ratto a7bc6414f5 fixed bug to logical if condition 2018-02-01 19:14:13 +01:00
Johannes Pfeifer 127a543b65 prior bounds: make sure that lower and upper bounds only affect mode-finding
99dbc8c74d introduced a bug by disabling the resetting of the prior bounds used for the MCMC. The manual clearly states the bounds are only operational during mode-finding, but not during MCMC (and therefore prior sampling)
2018-02-01 10:16:47 +01:00
Stéphane Adjemian (Charybdis) fe7da22853 Fixed copyright header. 2018-02-01 10:05:03 +01:00
Johannes Pfeifer da48dea37c identification_analysis.m: remove transformation to char when cell is expected 2018-02-01 09:58:31 +01:00
Stéphane Adjemian (Charybdis) 410f8bd07c Cosmetic change and fixed copyright header. 2018-02-01 09:53:23 +01:00
Johannes Pfeifer 3679afe849 Discretion: Added catch for infinities
Comment: A user provided a file in which the Sylvester equation solved using doubling can evaluate to inf. When Doubling fails, one can try the Hessenberg-Schur algorithm.
2018-02-01 09:53:23 +01:00
Stéphane Adjemian (Charybdis) b91fa10fa1 Fixed Matlab's version requirement. 2018-01-29 20:17:45 +01:00
Stéphane Adjemian (Charybdis) 2f4b883f42 Closes #1588. 2018-01-29 18:20:24 +01:00
Stéphane Adjemian (Charybdis) 48b5839414 Updated NEWS file for 4.5.4. 2018-01-29 16:31:24 +01:00
Houtan Bastani bfe07d389b macroprocessor: fix unhandled case of nested ifdef/ifndef statements. closes #1587 2018-01-29 10:58:07 +01:00
Marco Ratto 13a30a0a4e add a new case for ratios between endogenous variables, like trade balance to GDP. 2018-01-27 10:37:31 +01:00
Marco Ratto b3bcd2c8b0 bug fixes: wrong name of field fig_name and properly using user defined fig_name 2018-01-27 10:37:31 +01:00
Marco Ratto 5e7256daeb Bug fixes after changes in the options structures for shock decompositions. 2018-01-27 10:37:31 +01:00
Johannes Pfeifer cbc0cdfef8 Fix bug in multivariate Kalman smoother when observations are missing
The singularity branch did not correctly account for the switching number of observables
2018-01-26 23:13:45 +01:00
Johannes Pfeifer dde1acd18d Make fast_realtime accept observation as input 2018-01-26 18:23:49 +01:00
Johannes Pfeifer 8e73289fe5 read_variables.m: consistently account for variables being stored as cell array 2018-01-26 12:29:03 +01:00
Johannes Pfeifer 0a80ca4028 initial_condition_decomposition: Add nodisplay, graph_format, fig_name options 2018-01-26 12:09:14 +01:00
Johannes Pfeifer 6b9f469459 initial_condition_decomposition: return oo_ output argument to base workspace 2018-01-26 12:09:14 +01:00
Stéphane Adjemian (Charybdis) 74fc7cc078 Copyright header fix. 2018-01-26 12:01:07 +01:00