Commit Graph

8986 Commits (dcf7cfbc4b5b4cde8c26d7553c609c24e55e6996)

Author SHA1 Message Date
Johannes Pfeifer 64889b7335 Filter out non-fully calibrated model when use_calibration is used with ML
Required after 9557142cc4.
Closes #849
2015-07-31 11:23:58 +02:00
Houtan Bastani 9557142cc4 preprocessor: remove constraint outlined in #849 2015-07-30 17:52:47 +02:00
Houtan Bastani c88c17728e preprocessor: issue warning when param used with lead/lag. closes #976 2015-07-30 14:40:03 +02:00
Houtan Bastani a4db6f9be8 Merge pull request #1003 from JohannesPfeifer/unit_test
Lower tolerance for unit tests/irfs/example1_unit_std.mod
2015-07-30 10:19:06 +02:00
Johannes Pfeifer 7fbc587ae1 Lower tolerance for unit tests/irfs/example1_unit_std.mod
Otherwise, Octave complains
2015-07-30 10:00:40 +02:00
Michel Juillard e5d431919c fixing one more test case for deterministic simulations and leads lags
on more than one period
2015-07-29 16:36:13 +02:00
Michel Juillard 0cccceff86 fixed test cases for deterministic simulations with histval and leads
and lags on more than one period: All variables different from zero
must be declared in histval. The reference simulation has one lag
because of k(-1).
2015-07-29 16:12:53 +02:00
Michel Juillard 7d11ed7642 histval: use now the same treatment for exogenous and exogenous det
variables as for endogenous ones. Closes issue #617.
2015-07-29 16:12:53 +02:00
Houtan Bastani 8f92b975e4 write dynamic model output
Conflicts:
	preprocessor/DynamicModel.cc
2015-07-29 14:59:09 +02:00
Houtan Bastani 114b446bff Merge branch 'master' into julia 2015-07-29 14:53:35 +02:00
Houtan Bastani f26551509c preprocessor: simplify writing of NNZDerivatives 2015-07-29 14:52:15 +02:00
Houtan Bastani 45d1f7c5b6 add linear option to options 2015-07-29 13:31:42 +02:00
Houtan Bastani 8a4357640e remove unnecessary assignment as the field is assigned in the constructor 2015-07-29 13:22:40 +02:00
Michel Juillard fe861fee76 fixed bug introduced in commit 1bd2a1b1c2 2015-07-29 11:54:10 +02:00
Houtan Bastani e5d0ba599a fix writing of aux vars, predetermined vars, and observed vars 2015-07-29 11:51:27 +02:00
Houtan Bastani 570230d8f0 rename model__ to model 2015-07-29 11:35:10 +02:00
Houtan Bastani 0126dec837 create options 2015-07-29 11:30:01 +02:00
Houtan Bastani 2b7fc247f7 bug fix in writing of dynamic params derivs file 2015-07-29 10:40:30 +02:00
Michel Juillard 9a7aac65de fixing type in documentation 2015-07-29 09:23:16 +02:00
Houtan Bastani bc49d06e61 simplify modules created by preprocessor 2015-07-28 18:00:00 +02:00
Houtan Bastani 91eb61d15a simplify printing of variable arrays 2015-07-28 17:43:57 +02:00
Houtan Bastani 9562b4ffd1 reduce code that is output in modfile.jl 2015-07-28 17:32:34 +02:00
Houtan Bastani d70ae4d103 write steady state model 2015-07-28 17:27:56 +02:00
Michel Juillard 1bd2a1b1c2 ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2() 2015-07-28 17:17:25 +02:00
Michel Juillard 448bece904 ep: set default algorithm for solve_algo = 9 (trust region on a single block) 2015-07-28 17:17:25 +02:00
Houtan Bastani bbd12a226e Merge pull request #1002 from JohannesPfeifer/dname
Initialize M_.dname=M_.fname in global_initialization.m
2015-07-28 15:26:14 +02:00
Johannes Pfeifer 0f50f33c2c Initialize M_.dname=M_.fname in global_initialization.m
Closes #979
2015-07-28 15:23:53 +02:00
Houtan Bastani b5be9b7437 wrie dynamic params deriv file 2015-07-28 14:59:55 +02:00
Houtan Bastani b8d69721e2 bug fix in writing of static params derivs 2015-07-28 14:42:10 +02:00
Houtan Bastani c22cc15655 write static param derivs file 2015-07-28 12:29:42 +02:00
Houtan Bastani 53cb8fc639 add cwd to LOAD_PATH 2015-07-28 11:55:38 +02:00
MichelJuillard 1a5c379a86 Merge pull request #1001 from JohannesPfeifer/steady_state_file_crash
Add missing return statement to evaluate_steady_state_file.m
2015-07-27 21:56:30 +02:00
MichelJuillard 2209944c7c Merge pull request #1000 from JohannesPfeifer/collect_latex
Bugfixes related to collect_LaTeX_Files.m
2015-07-27 21:55:09 +02:00
MichelJuillard 6864a5fad6 Merge pull request #999 from JohannesPfeifer/init_fix
Add check whether bayestopt_ is empty
2015-07-27 21:54:05 +02:00
MichelJuillard fb77b447bd Merge pull request #998 from JohannesPfeifer/prior_distributions
Prior distributions
2015-07-27 21:53:19 +02:00
MichelJuillard 7541cf0132 Merge pull request #996 from JohannesPfeifer/doc_allowed_names
Add info on allowed variable names to manual
2015-07-27 21:51:38 +02:00
MichelJuillard c8f11ba162 Merge pull request #995 from JohannesPfeifer/steady_fail_message
In debugging modus, provide termination values of steady state finding.
2015-07-27 21:50:16 +02:00
MichelJuillard 62ded1d250 Merge pull request #994 from JohannesPfeifer/doc_shock_decomp
Add headers and more documentation to shock_decomposition.m and graph…
2015-07-27 21:49:33 +02:00
Johannes Pfeifer f5e8aeb552 Add missing return statement to evaluate_steady_state_file.m
Otherwise, the code will subsequently crash if the steady state file does not return a conformably sized vector, although an error code was returned
2015-07-27 18:10:27 +02:00
Houtan Bastani 1f2fad8c8d fix writing for julia 2015-07-27 17:33:22 +02:00
Houtan Bastani 25ae46e204 write dynamic file 2015-07-27 17:02:51 +02:00
Michel Juillard c3c72192ac small bug corrections 2015-07-27 16:52:36 +02:00
Houtan Bastani be464bb431 clean up writing of static model 2015-07-27 15:59:13 +02:00
Michel Juillard ef8f36565b initializing options_.instruments = [] 2015-07-27 15:52:14 +02:00
Michel Juillard 2207b51aaa correcting typo 2015-07-27 15:51:48 +02:00
Houtan Bastani b81035a6f3 write static model 2015-07-27 15:33:38 +02:00
Michel Juillard 22eb824c6f extended path: fixing bug 2015-07-27 14:31:42 +02:00
Johannes Pfeifer 19fdb309ac Fix computation of prior mode for uniform distribution
While this code is never actually used, we return the prior mean, which is directly given by the first hyperparameter.
2015-07-27 10:19:02 +02:00
Johannes Pfeifer 19b7f5ea7f Bugfixes related to collect_LaTeX_Files.m
- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
2015-07-26 17:49:54 +02:00
Johannes Pfeifer f679594908 Add check whether bayestopt_ is empty
Otherwise crashes for calibrated smoother occur
2015-07-25 07:32:48 +02:00