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
0e4bb3f8e9
fix typo
2013-11-05 18:06:24 +01:00
Houtan Bastani
5352fb4d16
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
Sébastien Villemot
a72cc3ff48
Merge remote-tracking branch 'github/master'
2013-11-05 17:17:53 +01:00
Sébastien Villemot
73944a10c4
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
Sébastien Villemot
7dee2507db
Ref. manual: fix reference
2013-11-05 16:52:19 +01:00
Stéphane Adjemian
ead332ed97
Merge pull request #511 from JohannesPfeifer/Correlated_errors_preprocessor
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Bugfixes for correlated shocks
2013-11-05 07:49:37 -08:00
Sébastien Villemot
8a6e23845b
Merge remote-tracking branch 'jpfeifer/mode_compute'
2013-11-05 16:20:04 +01:00
Johannes Pfeifer
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804b
Fixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
Sébastien Villemot
be983fa363
Merge pull request #518 from JohannesPfeifer/check_covariance
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Add function to check covariances for consistency
2013-11-05 06:42:08 -08:00
Johannes Pfeifer
68a33a76d8
Add function to check covariances for consistency in stochastic simulations
2013-11-05 15:36:06 +01:00
Michel Juillard
ac8303ed59
dynSeries: add possibility to merge with an empty series
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adding comments
2013-11-05 12:46:30 +01:00
Johannes Pfeifer
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
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Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
Sébastien Villemot
27f525e1e4
Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
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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
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Closes #507
2013-11-04 15:42:59 +01:00
Houtan Bastani
15534c171d
add commands for package installations
2013-11-04 15:16:13 +01:00
Houtan Bastani
5bdc73541f
add missing package to OS X install
2013-11-04 15:14:44 +01:00
Michel Juillard
b81159f12c
adding comments
2013-11-03 11:40:36 +01:00
Houtan Bastani
d6108caf52
Update build from source for OS X (homebrew science)
2013-10-31 15:13:41 +01:00
Houtan Bastani
b79f7e5559
Merge pull request #513 from JohannesPfeifer/improved_messages
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Add more explicit information in case of singularity problem
2013-10-31 02:17:07 -07:00
Johannes Pfeifer
8282e76d61
Add more explicit information in case of singularity problem
2013-10-31 08:14:35 +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.
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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.
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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
Sébastien Villemot
4e7806d71c
Merge pull request #510 from FerhatMihoubi/master
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Various fixes by Ferhat
2013-10-28 23:25:05 -07:00
Johannes Pfeifer
6b09ef8760
Take care of user-supplied function by checking whether mode_compute is numeric
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Fixes #508
(cherry picked from commit 8ce11bc848
)
2013-10-28 18:58:40 +01:00
ferhat
37876b2c2b
Comment the trend test for a balance growth path => problematic with eLogTrend
2013-10-28 16:41:21 +01:00
ferhat
f4cee9d5e5
Corrects a bug in the way to test for the presence of the global variables
2013-10-28 14:26:42 +01:00
ferhat
051213f798
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
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- 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
Johannes Pfeifer
8ce11bc848
Take care of user-supplied function by checking whether mode_compute is numeric
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Fixes #508
2013-10-27 10:56:11 +01:00
Houtan Bastani
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
Sébastien Villemot
84dd46d9e5
Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
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Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00
Sébastien Villemot
f3b8ab806a
Merge pull request #502 from JohannesPfeifer/predetermined_var_documentation
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Improve on documentation regarding treatment of predetermined variables
2013-10-22 05:04:59 -07:00
Johannes Pfeifer
0d8fce0847
Improve on documentation regarding treatment of predetermined variables
2013-10-22 11:20:05 +02:00
Houtan Bastani
600ae070fb
reporting: change series class name to report_series to avoid conflict with control systems toolbox function series
2013-10-18 15:20:44 +02:00
Houtan Bastani
95fea041ef
reporting: fix typo
2013-10-18 15:20:44 +02:00
Houtan Bastani
1b7d2e1d10
reporting: change table class name to report_table to avoid conflict with matlab function table
2013-10-18 15:20:38 +02:00
Michel Juillard
63430a54ea
dynSeries: replacing strmatch by strcmp
2013-10-15 15:39:15 +02:00
Johannes Pfeifer
13bd1622e2
Fix variable name and document saving of conditional forecasts
2013-10-15 13:31:11 +02:00
Sébastien Villemot
025f0d5bf8
Merge pull request #497 from JohannesPfeifer/get_IRF_shocks_unique
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Filter out shocks specified twice for IRF generation
2013-10-15 03:54:02 -07:00
Johannes Pfeifer
e192f739b7
Filter out shocks specified twice for IRF generation
2013-10-11 19:32:52 +02:00
Sébastien Villemot
daefec91f2
Ref.manual: fix in latex formula w.r.t. underscores
2013-10-11 14:08:16 +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"
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This reverts commit 030fe52aff
.
Conflicts:
preprocessor/Statement.cc
2013-10-10 11:04:56 +02:00
Michel Juillard
404f29e47e
dynare++ adding missing header
2013-10-10 10:04:14 +02:00
Stéphane Adjemian (Charybdis)
399b6d2615
Specialized maxit in bytecode mex (dynamic simulation vs steady state).
2013-10-09 16:55:46 +02:00
Stéphane Adjemian (Charybdis)
5a98be702c
Decreased the value of maxit in simul (bytecode & ireland.mod).
2013-10-09 16:53:31 +02:00
Stéphane Adjemian (Charybdis)
e28eaa1c18
Use dynare interface (maxit option).
2013-10-09 16:26:55 +02:00