Johannes Pfeifer
f5c08fc0e8
Create LaTeX output for Smirnov tests
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
9b82c72e4f
Remove global options structure from dyntable
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
849505ec62
Fix display of NaN parameters in TeX-table in ident_bruteforce.m
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
f851252b25
Pass options_ to dyn_latex_table.m to make it honor noprint option
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
c6f98433d2
Reset colormap to jet in plot_identification.m
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Necessary after Matlab changed default
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
06a8eeeea7
Speed up runtime of ls2003.mod by reducing number of MC samples
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
ab378138c2
Add unit test for correlated errors and TeX-Output
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
73ec852433
Deal with required naming after allowing for correlations in identification in #1200
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
00cdc05d58
Pass title texts to ident_bruteforce.m to make sure that previous TeX output is not overwritten by advanced option
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
e06bb9e057
Adjust ident_unit_root.mod to reflect change in unit root treatment introduced in #1191
2016-06-14 11:51:14 +02:00
Johannes Pfeifer
e294266247
Increase default MaxNumberOfBytes to 100 MB
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Closes #330
2016-06-14 11:51:14 +02:00
Houtan Bastani
8e21feaf70
ignore all .mat and .xls files
2016-06-14 11:37:16 +02:00
Houtan Bastani
b454c28096
fix latex compilation on linux. #1207
2016-06-14 11:37:16 +02:00
Stéphane Adjemian (Hermes)
e789cc7d91
Added example of perfect forsesight model (julia).
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Note that PyPlot package must be installed.
2016-06-14 11:21:23 +02:00
Stéphane Adjemian (Hermes)
1e4d934fc7
Added module for solving Perfect foresight models (julia).
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The only provided routine implements sim1 algorithm.
2016-06-14 11:21:23 +02:00
Stéphane Adjemian (Hermes)
d86e78ab01
Fixed dynamic model (julia output)
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The number of columns in the Jacobian matrix is the number of endogenous
variables appearing at time t-1, t and t+1 plus the number of exogenous
variables.
2016-06-14 11:21:23 +02:00
Stéphane Adjemian (Hermes)
9ca893ca1d
Added routines for steady state computation (julia).
2016-06-14 11:21:23 +02:00
Houtan Bastani
f21367797c
Merge pull request #1228 from JohannesPfeifer/msvc
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Fix passing of compflag in dyn_mex.m
2016-06-14 10:49:09 +02:00
Johannes Pfeifer
7ff453846a
Fix passing of compflag in dyn_mex.m
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Fixes 83eeafa32c
2016-06-14 10:45:44 +02:00
Houtan Bastani
83eeafa32c
fix mex file compilation with MSVC. Closes #1227
2016-06-14 10:34:14 +02:00
Houtan Bastani
2bbfb8762b
fix copyright notices
2016-06-14 10:30:57 +02:00
Johannes Pfeifer
954b0fe987
Document options of MS code after interface change
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Closes #879
2016-06-12 13:07:05 +02:00
Michel Juillard
f145a50a85
extend path: removed global options_
2016-06-09 12:02:48 +02:00
Michel Juillard
4a6e14ea95
extended path: removed option for lcppath
2016-06-09 12:02:48 +02:00
Michel Juillard
8fa29513f3
extended path: fixing bug for order > 2 and several shocks
2016-06-09 12:02:48 +02:00
Stéphane Adjemian (Hermes)
335a188dac
Fixed bug in extended path.
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Allow innovations with zero variance (ie do not force removal of the
variables from the varexo list).
2016-06-09 10:32:25 +02:00
Marco Ratto
fbc71aa95c
Allow Screening with neighborhood_width sampling.
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Allow calibrated values for neighborhood_width sampling to violate prior bounds.
2016-06-07 12:22:39 +02:00
Sébastien Villemot
fe9ef566a6
Fix duplicate texinfo anchor introduced in previous commit.
2016-06-02 14:01:14 +02:00
Houtan Bastani
ea4ec224e1
preprocessor: add all_values_required option to histval. closes #261
2016-06-02 12:57:11 +02:00
Stéphane Adjemian (Charybdis)
3d16707dd9
Updated particles submodule (bug fixes).
2016-06-01 19:56:09 +02:00
Stéphane Adjemian (Charybdis)
dc1cfb4509
Updated particles submodule (bug fix).
2016-06-01 17:12:39 +02:00
Stéphane Adjemian (Charybdis)
392977d4ef
Changed default parameters for unscented transform (Particle filters).
2016-06-01 17:01:23 +02:00
Frédéric Karamé
7df352a60b
correct the name of simulated dataset files.
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(cherry picked from commit e35beb605bafbd462ec7dc79f0d67f7455a93dbd)
2016-06-01 16:40:26 +02:00
Stéphane Adjemian (Charybdis)
15f83d0e18
Added new option for setting weights in CPF algorithm.
2016-06-01 16:29:53 +02:00
Stéphane Adjemian (Charybdis)
67b808207c
Added new algorithm for the estimation of nonlinear models.
2016-06-01 16:29:53 +02:00
Stéphane Adjemian (Charybdis)
272e3c96f8
Updated particles submodule.
2016-06-01 16:29:53 +02:00
Houtan Bastani
90a493ac98
preprocessor: fix bug in writing of temporary terms. closes #1201
2016-06-01 15:29:10 +02:00
Michel Juillard
e0475fd4ef
extended path: use deterministic_simulation.status instead of maxerror
2016-05-31 12:10:12 +02:00
Michel Juillard
0ce2834281
extended path: fixed boundaries for linear problem
2016-05-31 12:10:12 +02:00
Michel Juillard
5024af0099
extended path: fixed calibrated shocks
2016-05-31 12:10:12 +02:00
Michel Juillard
c14125d585
PATH: fixing bugs
2016-05-31 12:10:12 +02:00
Michel Juillard
76f008e4e4
PATH: remove calls to lcppath that doesn't work with perfect foresight models
2016-05-31 12:10:12 +02:00
Michel Juillard
d106b20b69
perfect foresight: set boundaries with PATH
2016-05-31 12:10:12 +02:00
Michel Juillard
ddb9c0657c
fixing linear complementarity problem
2016-05-31 12:10:12 +02:00
Michel Juillard
450d7b099a
fixing error status for PATH hook
2016-05-31 12:10:12 +02:00
Michel Juillard
11161063d4
removing debugging output
2016-05-31 12:10:12 +02:00
Michel Juillard
c49332df43
add support for PATH for steady state
2016-05-31 12:10:12 +02:00
Michel Juillard
c159dff19c
adding hook for PATH solver
2016-05-31 12:10:12 +02:00
Michel Juillard
b8132eb556
extended path: adding support for calibrated shock.
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This commit is not satisfactory because it uses M_.det_shocks
for unexpected shocks. We need to improve on it soon.
2016-05-31 12:10:12 +02:00
Stéphane Adjemian
66ecdbf368
Merge pull request #1206 from JohannesPfeifer/doc_fixes
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Various documentation and cosmetic fixes
2016-05-30 19:58:15 +02:00