Commit Graph

901 Commits (e0c4c937f33c7f9b6052ae1063069cda15eb993b)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) 8429321547 Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +01:00
Houtan Bastani 13bc928b0c revert change that breaks gcc build 2013-11-05 18:21:12 +01:00
Sébastien Villemot e4526944a9 Remove select1st (GNU extension), replace it by a call to boost::bind 2013-11-05 18:13:29 +01:00
Houtan Bastani 5352fb4d16 preprocessor and matlab mex fixes for clang compilation 2013-11-05 18:04:57 +01:00
Sébastien Villemot 73944a10c4 Finish implementation of mcmc_jumping_covariance option
Closes #112, #514
2013-11-05 17:16:32 +01:00
Sébastien Villemot 27f525e1e4 Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
Closes #515
2013-11-04 16:02:28 +01:00
Sébastien Villemot 1a8bba6393 Allow a custom function named 'prior' as a value for 'mode_compute' option
Closes #507
2013-11-04 15:42:59 +01:00
Houtan Bastani 07137e804b preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392 2013-10-29 15:02:07 +01:00
Houtan Bastani 9230a1ea0d fix header to remove compilation warning 2013-10-29 12:47:40 +01:00
Houtan Bastani 2d4a42c01f missing semicolon 2013-10-29 12:38:28 +01:00
Sébastien Villemot 9b22dc8096 Refuse non-stationary endogenous variables in deflators.
It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
Sébastien Villemot f889760f61 Reactivate and fix the test for the balanced growth path.
If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).

Closes #506
2013-10-29 18:46:54 +08:00
ferhat 37876b2c2b Comment the trend test for a balance growth path => problematic with eLogTrend 2013-10-28 16:41:21 +01:00
Stéphane Adjemian (Charybdis) 9df1b8548e Merge branch 'master' into remove-dynDate-class
Conflicts:
	matlab/reports/@report_series/getLine.m
	matlab/reports/@report_series/write.m
	matlab/reports/@report_table/report_table.m
	matlab/reports/@report_table/write.m
2013-10-28 15:04:21 +01:00
ferhat 051213f798 Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
Houtan Bastani 4da6f10233 ms-sbvar: ms_simulation: add option to save mcmc draws 2013-10-23 17:03:52 +02:00
Houtan Bastani 064b8fccf7 macroprocessor: if you encounter dates(date), insert quotes 2013-10-14 18:16:07 +02:00
Houtan Bastani 9c6ee78388 disallow -0 year 2013-10-14 16:30:17 +02:00
Houtan Bastani 808d6ae1ad preprocessor: only accept dates of the form: dates('date') in mod file 2013-10-14 09:58:05 +02:00
Houtan Bastani c556e4c395 macroprocessor: substitute dates, don't substitute dates preceded by $ or dates(' 2013-10-14 09:58:05 +02:00
Houtan Bastani f6cacbd4db simplify date regex and require [YyAa] to follow annual date 2013-10-11 11:13:15 +02:00
Houtan Bastani 374b36b904 Revert "preprocessor: replace dates with dynDates"
This reverts commit 030fe52aff.

Conflicts:
	preprocessor/Statement.cc
2013-10-10 11:04:56 +02:00
Stéphane Adjemian (Charybdis) cc0d9b42f0 Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
Stéphane Adjemian (Charybdis) 8997ae8a70 Merge branch 'master' into maxit 2013-10-09 12:19:17 +02:00
Houtan Bastani c737f35ca7 remove error message because odd numbers of apostrophes are valid for transposing matrices in Matlab syntax 2013-10-04 16:17:29 +02:00
Houtan Bastani 68bdf1aff8 remove unused portion of code, code cleanup 2013-10-03 16:39:33 +02:00
Houtan Bastani 06ab26f742 handle inline comments 2013-10-03 16:27:25 +02:00
Houtan Bastani d3111863fe fix regular expression 2013-10-03 16:26:17 +02:00
Houtan Bastani 0cac8a2dec clarify error message 2013-10-03 15:44:31 +02:00
Houtan Bastani b372973ab3 catch leading space before comment 2013-10-03 10:48:29 +02:00
Houtan Bastani 51e4e490d6 remove unnecessary test 2013-10-03 09:16:31 +02:00
Houtan Bastani 030fe52aff preprocessor: replace dates with dynDates 2013-10-02 17:21:55 +02:00
Houtan Bastani 62c623f6c9 remove unnecessary parenthesis 2013-10-02 17:21:55 +02:00
Houtan Bastani c1305f7f87 support unbounded years 2013-10-02 17:21:55 +02:00
Houtan Bastani 845a8736b5 simplify regex 2013-10-02 17:21:55 +02:00
Houtan Bastani a34afdfdc3 support negative dates 2013-10-02 17:21:55 +02:00
Houtan Bastani b3b2cdfe7b bug fix for date_number: don't permit weeks >= 53 2013-10-02 11:12:32 +02:00
Sébastien Villemot cfea63b4de Merge pull request #474 from houtanb/geweke
Geweke
2013-09-25 05:54:31 -07:00
Sébastien Villemot 80768beb1f Fix a bug similar to #476 in estimated_params_bounds 2013-09-25 14:44:49 +02:00
Houtan Bastani e75e6a12db estim_params: remove short-circuit ops, #476 2013-09-24 16:01:47 +02:00
Houtan Bastani d369b8ad0e front end for maxit: ref #293, #262 2013-09-24 15:40:13 +02:00
Houtan Bastani 8c12e4afe3 estim_params: remove extraneous find, ref #476 2013-09-24 15:39:15 +02:00
Houtan Bastani 691828cc2f estim_params: correct for symmetry of correlation, closes #476 2013-09-24 15:31:41 +02:00
Houtan Bastani 388b32ef94 estim_params: fix parenthesis bug, ref #476 2013-09-24 15:12:52 +02:00
Houtan Bastani d2b020c853 estim_params: use short-circuit AND 2013-09-24 15:10:35 +02:00
Houtan Bastani 30cb093048 front end for Geweke convergence diagnostics for single chains 2013-09-23 15:40:19 +02:00
Houtan Bastani d8a64df886 nostrict option works for endval too 2013-09-16 17:25:41 -04:00
Houtan Bastani ebd9d9dee7 nostrict command-line option ignores extraneous assignments in initval. closes #1 2013-09-16 16:14:34 -04:00
Houtan Bastani 20dba7e623 new nostrict command-line option does not exit when there are more endogenous than equations (closes #2) 2013-09-13 14:44:01 -04:00
Sébastien Villemot e1fbb2c5cd Move check on variables types within 'shocks' block to the checking pass stage
Closes #448
2013-08-27 10:38:54 +02:00