e3c12f5094
var_expectation: stop processing if variable used that was not in model
2017-05-04 16:56:50 +02:00
2e9152fed0
preprocessor: clean up commit 63180c9e59
2017-05-04 16:54:47 +02:00
19b50c265b
preprocessor: aesthetic fix: make writing to .m file nicer
2017-05-04 16:50:19 +02:00
d4376c1dfe
var_model: fix comments, copyright
2017-05-04 16:32:37 +02:00
63180c9e59
var_model: allow non model-block variables in VAR
2017-05-04 16:15:33 +02:00
d0071bd80b
Fixed subsample periods for exogenous variables.
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Model inversion routine was returning wrong results when the periods in
constrainedpaths where not aligned with the periods in exogenousvariables.
2017-05-03 14:06:38 +02:00
c2556cc80e
Merge branch 'master' into ecb-master
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Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
5ce20179bd
Added specialized code for the inversion of backward models.
2017-05-02 23:04:44 +02:00
da31c7ff4c
Merge pull request #1446 from JohannesPfeifer/hp_doc
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Add documentation of one_sided_hp_filter missing from f7175745acfb5d0…
2017-05-02 22:59:27 +02:00
f6bb392165
Merge pull request #1445 from JohannesPfeifer/ramsey_message
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Ramsey: provide informative error messages related to steady state
2017-05-02 22:56:26 +02:00
37bffddef8
Provide correct error code if no steady_state-file is provided and Ramsey fails to find steady state
2017-05-02 13:48:25 +02:00
0361fb29dc
Add documentation of one_sided_hp_filter missing from f7175745ac
2017-05-02 12:27:27 +02:00
5af9af06b4
Provide informative error message if steady state file is used without specifying an instrument
2017-05-01 18:59:11 +02:00
e1c983cc7b
Fixed bug (ensure that we concatenate column vectors).
2017-04-29 19:20:02 +02:00
b52c095a6b
Add legacy function for loading mat-files with old interface
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Follows approach of #758 and closes #1364
2017-04-29 18:25:39 +02:00
9a53a0f8b0
Add libquadmath-0.dll in Windows installer (dynare++).
2017-04-29 18:02:43 +02:00
072246c5ab
Merge pull request #1441 from JohannesPfeifer/ksstat
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Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
d7b2e271d7
Update documentation on sensitivity
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Closes #789
2017-04-27 12:03:02 +02:00
e8f07e828b
Bump Octave version in windows/README.txt.
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We build against and support Octave 4.2.1.
2017-04-27 11:57:02 +02:00
dec9d6d900
Added 32bit and 64bit mex files for Octave in Windows installer.
2017-04-27 11:35:07 +02:00
451646ff16
Remove redundant ksstat option
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Closes #1431
2017-04-27 11:08:17 +02:00
c1b6a58eb7
Manually revert 05fc096569.
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Robust prediction error covariance matrix computation is now optional (with
rescale_prediction_error_covariance option).
Closes #1437 .
2017-04-27 10:44:27 +02:00
d6e1d0baa5
Added option rescale_prediction_error_covariance.
2017-04-26 18:22:03 +02:00
e21387c874
Bump Octave version.
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Octave 4.2.1 32bit or 64bit is now required (should work with 4.2.0 but not
tested anymore, so users should upgrade).
2017-04-26 15:51:24 +02:00
650a3f6da2
Point to mex/octave32 if OCtave 32bit is used on Windows platform.
2017-04-26 15:10:40 +02:00
089156a045
Merge pull request #1440 from JohannesPfeifer/local_order
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stochastic_solvers.m: Suppress redundant warning if order was already…
2017-04-26 09:46:09 +02:00
6ca415ce14
stochastic_solvers.m: Suppress redundant warning if order was already set to 1
2017-04-25 20:16:10 +02:00
5bae0a8cb1
build system: add clean rule for test suite
2017-04-25 12:24:03 +02:00
d8ce2e051d
bug: var_expectation: account for cases when a variable is not present in a period in M_.lead_lag_incidence
2017-04-24 14:34:48 +02:00
7829a25238
make stoch_simul solve linear model using order=1, even when order=2,3 specified. Also makes stoch_simul more efficient. closes #1336
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(cherry picked from commit e29be9676dd40388919819af2d366b8308763ccc)
2017-04-22 16:26:13 +02:00
767e45db95
Shut off warning about short circuit operators (when calling qzdiv).
2017-04-22 14:44:47 +02:00
ad21612967
Removed Octave specific part in mjdgges.m function.
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Also force complex QZ factorization in Octave.
2017-04-22 14:44:47 +02:00
b5d131bfa6
VAR: fixed bug where length() is used on character matrix
2017-04-22 10:11:17 +02:00
7f7cb3ea07
Merge pull request #1436 from JohannesPfeifer/resol_steady
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Make resol.m honor nocheck flag
2017-04-21 10:16:36 +02:00
fa1563370c
Make resol.m honor nocheck flag
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Before, we never tested for correctness, allowing for wrong steady state files in the check command. Fixes bug introduced in 616efb53a448cfa59149951395838627fd1bf719 and restores behavior in 4.4.3
2017-04-21 10:10:03 +02:00
68d24d33af
preprocessor: change trend test to warning. #1389
2017-04-20 18:41:28 +02:00
7f4c1c6529
Merge pull request #1435 from JohannesPfeifer/cmaes_fitness
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mode_compute=9: Make sure initial search volume (SIGMA) is not badly …
2017-04-20 16:33:37 +02:00
7376498e51
Fixed branch for dseries submodule.
2017-04-20 16:28:39 +02:00
52a082a1f9
Add check for positive definiteness of Sigma_u^star
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Otherwise, complex likelihoods may occur
2017-04-20 16:18:03 +02:00
d0682bca30
Updated dseries submodule.
2017-04-20 15:36:06 +02:00
27bffd27fc
Updated dseries submodule.
2017-04-20 15:33:57 +02:00
db535236b2
Merge branch 'master' into ecb-master
2017-04-14 11:35:43 +02:00
cbb099f7d9
preprocessor: add options to var_model
2017-04-14 11:21:47 +02:00
ead9982d91
Updated dseries submodule (fix for passing NaNs to FAME database).
2017-04-14 11:18:35 +02:00
f1123200e5
mode_compute=9: Make sure initial search volume (SIGMA) is not badly conditioned
2017-04-12 13:39:34 +02:00
f7c869c2de
Merge pull request #1432 from JohannesPfeifer/ramsey_typo
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Fix typo in error message
2017-04-06 09:04:32 +02:00
59ab66f9a0
Fix typo in error message
2017-04-06 08:41:12 +02:00
97ac502d3d
Fixed wrong threshold (unit root detection again).
2017-04-05 14:14:56 +02:00
288f010944
Fixed bug (detection of unit roots).
2017-04-05 14:11:23 +02:00
f57fc0a5a3
Added new routine for model inversion.
2017-04-05 13:42:03 +02:00
Houtan Bastani
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Michel Juillard