939ac02bad
fix copyright dates
2016-03-15 12:45:57 +01:00
5a91b601a2
Merge pull request #1134 from JohannesPfeifer/bvar_mdd
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Save marginal data density from BVAR in oo_
2016-03-15 12:39:10 +01:00
6b31363d10
Save marginal data density from BVAR in oo_
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Closes #1090
2016-03-15 11:49:25 +01:00
ce6dff1fcc
make gsa consistent with (old) change in use of options_.simul
2016-03-13 10:35:48 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
f471105a21
Fixed bug (wrong first input argument when calling create_TeX_loader).
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Fixes the error reported by the testsuite on ls2003a.mod.
2016-03-05 21:28:16 +01:00
d331cf5a7a
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
34e35555d6
fixed bugs when there is a single equation in the model
2016-03-07 21:51:45 +01:00
e4294ee4fc
Merge pull request #1126 from JohannesPfeifer/mh_nblocks_check
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Check whether at least one MCM chain is requested when using Bayesian…
2016-03-06 21:56:41 +01:00
ab6063f2b4
Check whether at least one MCM chain is requested when using Bayesian estimation
2016-03-06 21:19:17 +01:00
42ecfa382f
fxing bug in diffuse smoother with missing values
2016-03-06 21:07:50 +01:00
08375e7ba6
Fixed wrong ordering of the hyperparameters when walling the routine for drawing random deviates from the Weibull distribution.
2016-03-04 16:45:06 +01:00
472f6c4a1c
Fixed typo.
2016-02-29 15:46:40 +01:00
837c812c17
Efficiency changes.
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+ Use scalar product when possible, ie replace sum(x.*x) by x'*x,
+ Add parenthesis around scalar products, ie replace a*x'*x by a*(x'*x),
+ Removed global options_ in lnsrch1 (only used for solve_tolx).
Note that the scalar products could be replaced by a loop for small
problems. If the number of unknow is smaller than 70 the loop is
faster (10 times faster if the number of unknowns is less than 10).
2016-02-26 22:06:49 +01:00
87955c61d0
Fixed bug in the routine simulating backward looking non linear stochastic models.
2016-02-26 21:31:50 +01:00
a88c7aac34
Updated dseries submodule (Allows regular expressions in subsasgn method).
2016-02-25 16:58:54 +01:00
c386be3fb7
submodule update: reporting (remove strjoin)
2016-02-24 14:41:22 +01:00
458cfc4fc6
preprocessor: initialize xref structure and use indices. closes #1125
2016-02-23 14:32:48 +01:00
710e8ef3a5
fix copyright dates for 2016
2016-02-23 14:04:04 +01:00
6e5f0edd06
Merge pull request #1123 from JohannesPfeifer/Matlab2015b
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Make Dynare compatible with Matlab2015b
2016-02-22 11:27:56 +01:00
10b3a57c7f
reporting: submodule update
2016-02-22 11:03:09 +01:00
c3ce3105d8
Updated dseries submodule.
2016-02-19 15:28:22 +01:00
01ec055ebd
Updated dseries submodule (bug fixes + new methods).
2016-02-18 10:51:08 +01:00
0459d1bcd4
Fixed bug in Weibull prior.
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Fixed inconsistencies in the ordering of the hyperparameters (shape and scale).
2016-02-11 21:35:29 +01:00
3c7e60b744
Bug related to the steady state of aux. variables.
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Appears in CMR's model where the steady state of the auxiliary variables
is not correct if set_auxiliary_variables routine is only called once.
Added a debug mode (false by default) to check that the mapping defined
by set_auxiliary_variables routine is invariant.
2016-02-05 00:13:20 +01:00
34bc1ab9de
Do not call set_auxiliary_variables routine before evaluating the steady state file.
2016-02-05 00:13:20 +01:00
7d051d1161
Make Dynare compatible with Matlab2015b
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Closes #1058
2016-01-29 18:44:05 +01:00
c969edcd63
Updated dseries submodule (Allow objects with NaNs in cumsum and cumprod overloaded methods).
2015-12-23 19:42:31 +01:00
f546368252
preprocessor: print reverse references (param->eqs, endo->eqs, exo->eqs, exo_det->eqs)
2015-12-18 17:13:50 +01:00
4976b2b335
preprocessor: add equation cross references
2015-12-18 15:17:32 +01:00
aec2159ea7
submodule update: reporting
2015-12-17 14:17:04 +01:00
846a391eb1
Fixed bug.
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Test the existence of field var_exo in estim_params_. This field does
not exist if one runs a smoother on a calibrated model.
2015-12-15 22:37:08 +01:00
f28a7a62bb
Only test non-zero measurement error covariance entries for positive definiteness
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Otherwise, not having measurement error on one variable is not allowed during estimation
2015-12-15 22:37:08 +01:00
313ffb5f32
Merge pull request #1116 from JohannesPfeifer/Latex_cosmetics
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Various improvements to LaTeX output
2015-12-15 17:22:00 +01:00
74283c45d2
Added unit test for priordens routine.
2015-12-15 09:14:50 +01:00
adb5a2359d
Cosmetic change.
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Replaced 1/0 by booleans in priordens routine.
2015-12-15 08:45:13 +01:00
944ed4b42b
Fixed bug.
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Forgot to change the name of the routine for the inverse CDF of the
Weibull distribution.
2015-12-14 23:51:50 +01:00
e53f3a67fa
Fixed unit test for prior_draw routine.
2015-12-14 23:50:56 +01:00
29a0765a48
Removed globals from prior_draw routine.
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When initializing the persistent variables, bayestopt_ and
options_.prior_trunc need to be passed as input arguments.
2015-12-14 23:50:56 +01:00
e5894c4157
Add eps-loaders to GSA output
2015-12-14 14:09:37 +01:00
877b2cbb80
Use longtable for collinearity pattern table
2015-12-14 11:27:00 +01:00
4f9b141c76
Add eps-loaders to identification codes
2015-12-14 11:26:33 +01:00
9cea813249
Add missing packages to collect_LaTeX_Files.m and manual
2015-12-13 16:57:25 +01:00
246ea146d1
Use booktabs package for neater table output
2015-12-13 16:43:25 +01:00
aafa3e15b9
Modularize display_estimation_results_table.m
2015-12-13 16:42:52 +01:00
df4bc5c5c8
Use TeX-name for caption in shock decomposition graphs
2015-12-13 16:42:20 +01:00
482f2bdd2c
Add LaTeX output to Geweke convergence diagnostics
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Also allows for custom header part in dyn_latex_table.m
2015-12-13 16:41:41 +01:00
837916f45b
Add LaTeX-capacities for trace_plot.m
2015-12-13 16:40:20 +01:00
88858a1fde
Cosmetic change.
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Use logicals instead of 0/1.
2015-12-11 19:11:47 +01:00
dc1df09519
Fixed bug.
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Wrong number of input arguments when calling gamma_specification.
2015-12-11 18:50:54 +01:00
Houtan Bastani
Stéphane Adjemian
Johannes Pfeifer
Michel Juillard