Johannes Pfeifer
|
df47be4076
|
Properly set bounds and H0 for CMAES
|
2015-10-11 18:21:25 +02:00 |
MichelJuillard
|
866ab33575
|
Merge pull request #1042 from JohannesPfeifer/discretionary
Various fixes for discretionary_policy
|
2015-10-10 22:25:46 +02:00 |
MichelJuillard
|
b51b037ef2
|
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
Add functionality Prior posterior function
|
2015-10-10 22:17:53 +02:00 |
Michel Juillard
|
6502c311a0
|
replaced global timer by local timer
|
2015-10-10 14:33:30 +02:00 |
Stéphane Adjemian (Charybdis)
|
18a5eea7e0
|
Fixed bug in clear_persistent_variables routine.
The generated mat file (which saves a list of routines containing persistent variables) has to be saved in the dynare/matlab folder.
|
2015-10-10 00:21:18 +02:00 |
Stéphane Adjemian
|
3490e400bc
|
Merge pull request #1015 from JohannesPfeifer/model_comparison
Bugfixes and improvements for model_comparison
|
2015-10-09 17:11:15 +02:00 |
Michel Juillard
|
f7f158f078
|
Revert "removed global objective_function_penalty_base"
This reverts commit 5ade8d7c6f .
|
2015-10-09 14:23:32 +02:00 |
Michel Juillard
|
784b8d893c
|
Revert "reducing penalty value to 0.1 when there is no ground to make it proportional"
This reverts commit a6f123fd50 .
|
2015-10-09 14:23:32 +02:00 |
Michel Juillard
|
818fa47375
|
Revert "adding new functions for penalty optimization"
This reverts commit b9e535e99e .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
295eed6118
|
Revert "adapted dsge-var code for new handling of penalties"
This reverts commit 3966296aca .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
f464760c45
|
Revert "remove global objective_function_penalty_base"
This reverts commit cf858c7fcb .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
035adeb89e
|
Revert "More fixing related to objective_function_penalty_base"
This reverts commit 1ad8df4635 .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
1a9aa17c9e
|
Revert "More fixings around objective_function"
This reverts commit 05cd51111c .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
9be5c31761
|
Revert "More fixing of the same"
This reverts commit a54dda165f .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
063a548bd3
|
Revert "changed persitent variables into local ones in mr_hessian.m"
This reverts commit fe077fc710 .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
bc37c838c7
|
Revert "more fixes for penalty objective function"
This reverts commit 3dac7f8809 .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
a7a3bbef89
|
Revert "reset newratflag = 0 in dynare_minimize_objective"
This reverts commit d4cf3576e4 .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
7202c497de
|
Revert "removed initialization of mr_hessian()"
This reverts commit f48a026d89 .
|
2015-10-09 14:23:31 +02:00 |
Michel Juillard
|
f48a026d89
|
removed initialization of mr_hessian()
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
d4cf3576e4
|
reset newratflag = 0 in dynare_minimize_objective
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
3dac7f8809
|
more fixes for penalty objective function
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
fe077fc710
|
changed persitent variables into local ones in mr_hessian.m
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
a54dda165f
|
More fixing of the same
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
05cd51111c
|
More fixings around objective_function
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
1ad8df4635
|
More fixing related to objective_function_penalty_base
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
cf858c7fcb
|
remove global objective_function_penalty_base
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
3966296aca
|
adapted dsge-var code for new handling of penalties
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
b9e535e99e
|
adding new functions for penalty optimization
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
a6f123fd50
|
reducing penalty value to 0.1 when there is no ground to make it proportional
|
2015-10-08 20:57:00 +02:00 |
Michel Juillard
|
5ade8d7c6f
|
removed global objective_function_penalty_base
added penalty_objective_function.m and penalty_hessian.m
|
2015-10-08 20:57:00 +02:00 |
Stéphane Adjemian (Charybdis)
|
9131472429
|
Do not ask for confirmation when deleting a non empty directory (Octave)
|
2015-10-07 18:13:44 +02:00 |
Stéphane Adjemian (Charybdis)
|
c064e9ed5e
|
Make unit test compatible with Octave.
|
2015-10-07 17:47:14 +02:00 |
Stéphane Adjemian (Charybdis)
|
44c198f3f4
|
Updated dseries module (fix for csv files).
|
2015-10-07 11:58:17 +02:00 |
MichelJuillard
|
f4e8fc74da
|
Merge pull request #1068 from JohannesPfeifer/trust_region
Test for solution before breaking with error code -3 in trust_region
|
2015-10-06 14:17:25 +02:00 |
Johannes Pfeifer
|
934901036b
|
Test for solution before breaking with error code -3 in trust_region.m
Fixes #1067
|
2015-10-06 13:59:59 +02:00 |
Stéphane Adjemian (Charybdis)
|
489bffdfd8
|
Fixed option names for mode_compute=6.
|
2015-10-06 11:34:56 +02:00 |
Stéphane Adjemian (Charybdis)
|
03b92c6387
|
Added file to clear all functions with persistent variables.
|
2015-10-06 11:34:56 +02:00 |
Houtan Bastani
|
07e29125a2
|
Revert "Merge pull request #1064 from JohannesPfeifer/trust_region"
This reverts commit 9cc96b93c0 , reversing
changes made to 1bc965625c .
|
2015-10-06 09:52:16 +02:00 |
Houtan Bastani
|
51463929d1
|
reporting submodule update
|
2015-10-02 16:22:35 +02:00 |
Stéphane Adjemian (Charybdis)
|
a42a9a427f
|
Added a routine to test if a file is older than all the files in a folder (and subfolders).
|
2015-09-25 23:37:45 +02:00 |
Johannes Pfeifer
|
c01352ea3b
|
Fix exit criterion in trust_region.m
Otherwise, error code -3 (Trust region became uselessly small) was accepted as a solved steady state
|
2015-09-25 09:11:47 +02:00 |
Stéphane Adjemian (Charybdis)
|
a911568b37
|
Updated dseries submodule and reference manual.
Remove the possibility to instantiate an empty dseries with a range of dates.
|
2015-09-14 14:07:51 +02:00 |
Houtan Bastani
|
268384572b
|
Merge pull request #1017 from JohannesPfeifer/gsa_fix
Fix bugs in gsa with morris and posterior sampling
|
2015-09-09 11:44:49 +02:00 |
Stéphane Adjemian (Charybdis)
|
e5e9bdb892
|
Adding missing exception...
For cases where a generalized eigenvalue is too close to 0/0.
|
2015-09-04 11:02:39 +02:00 |
Stéphane Adjemian (Charybdis)
|
59618d132e
|
Do not print warning backtrace when some parameters are not initialized.
|
2015-09-03 18:31:02 +02:00 |
Stéphane Adjemian (Charybdis)
|
267218b5b2
|
Updated m-unit-tests submodule.
|
2015-09-01 14:55:23 +02:00 |
Stéphane Adjemian
|
edcddd9008
|
Merge pull request #1037 from JohannesPfeifer/rolling_window
Add capacities for rolling window estimation
|
2015-08-31 12:56:02 +02:00 |
Stéphane Adjemian
|
ffa281a058
|
Merge pull request #1043 from JohannesPfeifer/check_matlab_path
Make check_matlab_path.m able to deal with one-letter files
|
2015-08-31 09:12:35 +02:00 |
Johannes Pfeifer
|
b592987fb4
|
Base evaluation of linearity at steady state for exogenous variables
|
2015-08-30 11:56:26 +02:00 |
Johannes Pfeifer
|
9e504a1293
|
discretionary_policy: Add check whether equation number is consistent with declared number of instruments
Also fixes unit test that violated this.
|
2015-08-30 11:43:54 +02:00 |