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
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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
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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
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
ferhat
37876b2c2b
Comment the trend test for a balance growth path => problematic with eLogTrend
2013-10-28 16:41:21 +01:00
ferhat
051213f798
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
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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
Houtan Bastani
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +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
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
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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
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Closes #448
2013-08-27 10:38:54 +02:00
Houtan Bastani
a75d8d318e
stoch_simul: add loglinear option #431
2013-08-14 12:02:51 -04:00
Houtan Bastani
201239dbf7
introduce verbatim block closes #437
2013-08-13 17:08:39 -04:00
Sébastien Villemot
87dfa938bb
Remove unfinished "shocks" and "labels" options to shock_decomposition
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The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.
Ref. #136
2013-08-13 11:37:16 +02:00
Houtan Bastani
85667336a1
macroprocessor: add length command. closes #436
2013-08-12 17:24:47 -04:00
Houtan Bastani
c9edb8d215
fix typo
2013-08-06 16:02:55 -04:00
Johannes Pfeifer
a7eedef031
Add full function header to static and dynamic model files
2013-07-28 11:32:14 +02:00
Stéphane Adjemian (Charybdis)
3dc372e5bc
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00