Michel Juillard
dcc46959b4
The default for options_.qz_criterium is now different for different contexts:
...
qz_criterium = 1+1e-6
- stoch_simul
- osr
- check
- dynare_estimation_1 with lik_init =2 or 3
qz_criterium = 1+1e-6 for dynare_estimation_1 with lik_init = 1
This correct a bug in estimation and computation of the posterior distribution of moments of endogenous variables when the priors permit roots too close to 1.
2010-12-23 08:34:13 +01:00
Sébastien Villemot
fa37a6c0a2
getPowerDeriv: workaround for MS Visual Studio
2010-12-22 13:50:13 +01:00
Houtan Bastani
a11817cfa4
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
Houtan Bastani
d0853e1658
k-order: removed unnecessary check
2010-12-22 09:48:05 +01:00
Houtan Bastani
1a9d6eece5
fixed bug: end _dynamic and _static and getPowerDeriv functions with "end" tags to comply with commit d8dbc68e84
2010-12-22 09:48:05 +01:00
Michel Juillard
6bb8d41909
Revert "- added a test an a penalty in estimation (DsgeLikelihood.m) if, in a stationary model (lik_init==1), a particular parameter set generates unit roots."
...
There is a better way of dealing with occasional non-stationary models in estimation
This reverts commit 8c0fb55206
.
2010-12-22 09:40:39 +01:00
Michel Juillard
8c0fb55206
- added a test an a penalty in estimation (DsgeLikelihood.m) if, in a stationary model (lik_init==1), a particular parameter set generates unit roots.
...
- modified lyapunov_symm to return absolute value of unit roots in a third argument
2010-12-21 21:26:57 +01:00
Michel Juillard
e6da2849c8
preprocessor: Matlab function getPowerDeriv should not be terminated by 'end' because neither _static nor _dynamic are
2010-12-21 20:42:35 +01:00
Marco Ratto
ef56f87796
- fix for Octave printf
...
- missing semicolon
2010-12-20 15:55:46 +01:00
Marco Ratto
55e553f6dc
Missing semi-colons
2010-12-20 15:49:55 +01:00
Ferhat Mihoubi
7a58637932
- Displays an error message and interrupts the execution of bytecode in case of unknown function
2010-12-17 18:54:03 +01:00
Ferhat Mihoubi
129d404eb8
- The binary operator oDerivPower is implemented in bytecode
2010-12-17 18:54:03 +01:00
Ferhat Mihoubi
d8dbc68e84
- The function getPowerDeriv must end with an "end" instruction
2010-12-17 18:54:02 +01:00
Marco Ratto
77c3d66827
Cleaned test file after pre-processor implementation.
2010-12-17 14:56:04 +01:00
Houtan Bastani
d69d225b82
k-order: removed unused variable from class definition
2010-12-17 12:16:32 +01:00
Houtan Bastani
3faaad7335
parallel: removed warning and clarified error message
2010-12-17 12:16:27 +01:00
Houtan Bastani
e6b0e50aac
parallel: SingleCompThread bug fix
2010-12-17 12:03:37 +01:00
Sébastien Villemot
aa58f7bd37
Estimation DLL, QRDecomposition: removed unused data members
2010-12-17 10:52:00 +01:00
Sébastien Villemot
b1f5c48f3f
Merge remote branch 'george/master'
2010-12-17 10:47:12 +01:00
George Perendia
424bd8257b
Estimation C++ DLL: Bug fixing in KalmanFilter.cc - re-setting a_init and some minor refactoring and tidying up
2010-12-17 09:02:24 +00:00
Marco Ratto
ac0c0a935e
Cosmethics
2010-12-17 09:22:12 +01:00
Marco Ratto
b186eb7e84
Fixes for console mode in serial and parallel execution
2010-12-17 09:21:30 +01:00
Marco Ratto
191de78310
Introduced console mode monitoring of parallel runs;
...
Minor changes
2010-12-17 09:20:30 +01:00
Marco Ratto
916caf2e4b
Almost entirely rewritten:
...
1) got rid of recursive form;
2) better help
3) simplified structure and split between errors and warnings.
2010-12-17 09:16:30 +01:00
Marco Ratto
c2f0037e55
small addendum to help
2010-12-17 09:14:35 +01:00
Marco Ratto
d17faaf876
cosmethics
2010-12-17 09:12:54 +01:00
Marco Ratto
41c59778cd
For slave processes on the local machine, impose the same dynare path as the master.
2010-12-17 09:11:11 +01:00
Sébastien Villemot
c0cb3dd4fb
Compatibility fix for Octave: under Octave, union() called on a column vector and a scalar returns a row vector, hence the need to add the 'rows' option
2010-12-16 16:14:23 +01:00
Houtan Bastani
b63590712c
fixed bug in argument number check and removed unused variable
2010-12-14 18:42:29 +01:00
Houtan Bastani
e7843e349a
Modify configure script to show Kalman Steady State seperately from other mex files
2010-12-14 10:27:39 +01:00
Sébastien Villemot
e826fb8239
Build system: kalman_steady_state depends on libslicot and must be built after
2010-12-14 09:57:15 +01:00
Houtan Bastani
41bda1eb07
Mac libslicot compilation optional (because a Fortran compiler is not standard on OS X)
2010-12-13 18:15:11 +01:00
Sébastien Villemot
1329b57ff2
Estimation DLL: fix DecisionRules::compute() (was not reentrant, since GeneralizedSchurDecomposition::compute() modifies D and E)
2010-12-13 17:15:08 +01:00
Houtan Bastani
35450a292b
extend domain of derivative of x^p to x=0 under certain conditions (see ticket 78)
2010-12-13 17:03:57 +01:00
Sébastien Villemot
d9b9360a81
Preprocessor: no longer use boost::graph::GraphvizDigraph class, removed in Boost 1.44 ( closes #155 )
2010-12-13 14:23:04 +01:00
Sébastien Villemot
2e45c8d4b0
Testsuite: fixed typo in seed test
2010-12-13 14:22:08 +01:00
George Perendia
915bb4c451
Estimation C++ DLL: Bug-fixing Sampler
2010-12-11 19:22:27 +00:00
Michel Juillard
e04a07c771
changed variable name to make clear that, for multinormal variables, we are using the Cholesky decomposition of the covariance matrix.
2010-12-11 18:09:01 +01:00
Michel Juillard
c1cb452e3d
correcting headers of all Kalman filter functions: returns MINUS loglikelihood
2010-12-10 22:31:30 +01:00
Michel Juillard
7a09356423
DsgeLikelihood.m header correction: the function returns MINUS log posterior
2010-12-10 22:28:06 +01:00
Michel Juillard
d38c4de498
estimation_dll: adding test for logposterior
2010-12-10 21:34:40 +01:00
Ferhat Mihoubi
667a25ce9e
- Bug correction during the block decomposition: the models' graph was ill oriented before the search of strong components
2010-12-10 15:11:12 +01:00
Ferhat Mihoubi
97664607b2
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
Sébastien Villemot
befa1b966b
Estimation DLL: removed illegal casts from pointer to integer
2010-12-09 10:49:44 +01:00
Sébastien Villemot
452e54f838
Reference manual: update for the new shock_decomposition option
2010-12-08 15:00:44 +01:00
Michel Juillard
dfbd10a524
added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations.
2010-12-08 13:02:59 +01:00
Michel Juillard
ea86e8cefc
adding function evaluate_smoother that calls DsgeSmoother with a given type of parameter set
2010-12-08 13:02:59 +01:00
Houtan Bastani
641f03b8d0
fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets
2010-12-08 12:29:47 +01:00
Sébastien Villemot
d4520da481
Preprocessor: fix bug with varexo_det in conjunction with USE_DLL
2010-12-08 11:33:20 +01:00
Sébastien Villemot
9b166fdb08
NaN parameters warning: remove \n, it is not interpreted in a warning context (at least under Octave)
2010-12-08 11:32:45 +01:00