Commit Graph

9103 Commits (dd2cf673d2f8b47a756fc7e6c7538eac878393f1)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) dd2cf673d2 Updated the dates submodule.
The setdiff method can return a second output argument (vector of indices). If A and B are two dates objects, and if setdiff is called with two output argument:

[C, IA] = setdiff(A, B)

then we have:

C = A(IA)
2015-11-11 22:51:25 +01:00
Houtan Bastani edd275bfcc Merge pull request #1103 from FerhatMihoubi/Branch_fix_bug_det_cond_forecast
Fix bugs in det_cond_forecast.m
2015-11-11 18:37:55 +01:00
ferhat 6d7218f9dc Fix bugs in det_cond_forecast.m 2015-11-11 18:35:41 +01:00
Houtan Bastani 6ee212331f submodule update: reporting 2015-11-11 15:11:31 +01:00
Michel Juillard f3ee32690e fixed bug introduced in commit 660fc6 2015-11-10 09:27:36 +01:00
Michel Juillard 53e9307fe2 modified too big message in evaluate_planner_objective
Mention the issue in the doc
2015-11-09 09:15:44 +01:00
Michel Juillard 953ac851c0 & into && 2015-11-09 09:03:55 +01:00
Michel Juillard 660fc64471 adding check for model size before computing value of planner objective. 2015-11-09 09:03:55 +01:00
Stéphane Adjemian 36b804b044 Merge pull request #1101 from FerhatMihoubi/output_arguments_in_case_of_bytecode_failure
Fixes Gimf issue.
2015-11-06 17:25:06 +01:00
ferhat 77f5d572de Fix the output arguments in case of bytecode failure 2015-11-06 15:06:17 +01:00
Houtan Bastani 62f50feafd update os x build instructions 2015-11-04 17:12:45 +01:00
Stéphane Adjemian 4222269324 Merge pull request #1100 from JohannesPfeifer/initial_check_par_names
Fix display of parameter names changed during estimation
2015-11-04 14:40:43 +01:00
Stéphane Adjemian cbfe1e77ce Merge pull request #1098 from JohannesPfeifer/particle_filter_missing_check
Filter out datasets with missing values before particle filtering
2015-11-04 14:39:56 +01:00
Houtan Bastani 6ef4371630 Revert "preprocessor: add utf-8 tokenizing"
This reverts commit f2cc9d3899.

This commit causes warnings in Flex
2015-10-30 18:27:41 +01:00
Houtan Bastani 84f4b7c322 preprocessor: remove rule that should have been removed in fd5ce1366e 2015-10-30 18:23:39 +01:00
Houtan Bastani ad9ccebc6c preprocessor: make notation accord with the rest of the preprocessor 2015-10-30 18:13:37 +01:00
Houtan Bastani 4ed2a0dc9d preprocessor: fix uninitialized variable warning 2015-10-30 18:11:51 +01:00
Johannes Pfeifer 1def4f357a Fix display of parameter names changed during estimation
Relied on the wrong ordering
2015-10-28 15:34:14 +01:00
Houtan Bastani 3f3e05d23d Merge pull request #1099 from JohannesPfeifer/deblank_names
Deblank field names to prevent crashes during computation of posterio…
2015-10-23 11:11:12 +02:00
Johannes Pfeifer 1f18a2468b Deblank field names to prevent crashes during computation of posterior moments
Necessary after switching to indirect indexing of structure fields
2015-10-23 08:53:23 +02:00
Stéphane Adjemian (Charybdis) 4d573e600d Cosmetic change. 2015-10-22 16:10:34 +02:00
Stéphane Adjemian (Charybdis) aabbed0542 Fixed syntax for declaring subfields in oo_ (conditional_variance_decomposition_mc_analysis). 2015-10-22 16:10:34 +02:00
Stéphane Adjemian (Charybdis) fe0f19dc37 Fixed bug. Wrong size of the state vector...
When dsge_likelihood enters (because of of a detected singularity) in
univariate_kalman_filter routine with  correlated measurement errors.
2015-10-22 16:10:34 +02:00
Houtan Bastani e6fa686566 fix typo 2015-10-22 11:07:59 +02:00
Houtan Bastani e7bac9db02 fix typo in doc 2015-10-21 20:33:49 +02:00
Houtan Bastani af0193fe41 submodule update: reporting 2015-10-21 17:50:26 +02:00
Houtan Bastani ab893696eb submodule update: dseries 2015-10-21 17:49:48 +02:00
Houtan Bastani fbe57c0d08 submodule update: reporting 2015-10-21 12:02:49 +02:00
Johannes Pfeifer 554f3df659 Filter out datasets with missing values before particle filtering 2015-10-20 15:49:07 +02:00
Stéphane Adjemian (Charybdis) 2ec1579cd0 Fixed warnings in bytecode compilation.
Removed unused variables.
2015-10-19 18:01:38 +02:00
Houtan Bastani 713fc3eae8 submodule update: reporting 2015-10-19 15:14:35 +02:00
Stéphane Adjemian (Charybdis) f8efe5dec0 Updated dseries submodule. 2015-10-19 14:28:20 +02:00
Houtan Bastani 0b04804a73 submodule update: dseries 2015-10-19 11:10:10 +02:00
Stéphane Adjemian (Charybdis) b01867c47e Bug fix. Closes issue #1094. 2015-10-17 17:44:25 +02:00
Stéphane Adjemian (Hermes) dc20cac3e2 Updated dseries submodule. 2015-10-17 17:43:32 +02:00
Stéphane Adjemian 79a3427297 Merge pull request #1096 from JohannesPfeifer/NK_Baseline
Replace fsolve by fzero to not use a Matlab toolbox
2015-10-17 09:34:17 +02:00
Johannes Pfeifer 0eb834ae25 Replace fsolve by fzero to not use a Matlab toolbox
Closes #1095
2015-10-17 08:52:57 +02:00
Stéphane Adjemian (Charybdis) cf17040915 Added integration test for PR #1062 (conditional forecasts). 2015-10-16 17:22:33 +02:00
Stéphane Adjemian 36992933d2 Merge pull request #1062 from FerhatMihoubi/cond_forecast_and_bytecode
Allows to compute the extended path and the conditional forecasts wit…
2015-10-16 17:12:54 +02:00
Houtan Bastani 529ccd3773 submodule update: reporting 2015-10-16 15:38:20 +02:00
Houtan Bastani f5043e11b0 update reporting path 2015-10-16 15:37:39 +02:00
Houtan Bastani 1d3b1ae6c3 submodule update: reporting 2015-10-15 12:33:23 +02:00
Stéphane Adjemian c477d25fe2 Merge pull request #1086 from JohannesPfeifer/constant_moments
Save posterior moments even if the distribution is degenerate
2015-10-14 22:15:09 +02:00
Stéphane Adjemian f12a468bb3 Merge pull request #1085 from rattoma/optimizer_number_5
enhancements to optimizer 5
2015-10-14 17:33:27 +02:00
Houtan Bastani f583add550 prior_posterior_function: save results to different structures, depending on which command was called 2015-10-14 11:19:12 +02:00
Houtan Bastani fd5ce1366e preprocessor: change prior_posterior_function into two arguments. closes #1076 2015-10-14 11:02:35 +02:00
Stéphane Adjemian b4bd896b89 Merge pull request #1087 from JohannesPfeifer/resid_fix
Remove automatic error from resid.m when steady state does not solve.
2015-10-14 01:12:34 +02:00
Stéphane Adjemian 61abe6dfc7 Merge pull request #1088 from rattoma/diffuse_filter_and_smoother
Diffuse filter and smoother
2015-10-14 01:09:08 +02:00
Stéphane Adjemian 01329a4e0e Merge pull request #1084 from rattoma/gsa
Gsa and identification commits
2015-10-13 23:59:54 +02:00
Stéphane Adjemian (Charybdis) 6ea5bdde34 Merge branch 'johannes_bandpass' 2015-10-13 23:56:22 +02:00