Commit Graph

4178 Commits (e4c803d0db09bb0a78d1593330db18a89a23aab6)

Author SHA1 Message Date
Michel Juillard 0b0c939849 fixing bug with smoother with univariate filters 2011-11-02 14:02:12 +01:00
Michel Juillard 9d91625c10 fixing bug related to measurement errors 2011-11-02 11:10:58 +01:00
Michel Juillard 9ac3e7a582 fixing bug when estimating models with a steady state different from
zero. Introduced in commit bd00dc11d8
2011-11-01 18:23:12 +01:00
Michel Juillard 02b86795b2 corrected bug linked to new handling of datasets 2011-11-01 16:44:31 +01:00
Michel Juillard d14d0f8b45 initialazing bayestopt_ 2011-10-31 18:26:53 +01:00
Michel Juillard 5ee1b1e25d fixing bug with missing data 2011-10-31 13:46:11 +01:00
Michel Juillard b342e45261 removing file that shouldn't be under git 2011-10-31 13:45:08 +01:00
Sébastien Villemot 168f5589a4 Fix compilation error in preprocessor
Error introduced in ca10372607
2011-10-29 12:22:14 +02:00
Ferhat Mihoubi d6ce82cda8 Considers exogenous variables with leads or lags in the evaluation of the dynamic model 2011-10-28 22:47:37 +02:00
Ferhat Mihoubi 01ef553956 Correction of bugs in the Jacobian matrix for the a purely backward looking non recursive block 2011-10-28 22:45:07 +02:00
Ferhat Mihoubi d336bb00a0 Correction of a bug the dimension of Q matrix is equal to the number of shocks, not to the number of observable variables 2011-10-28 22:40:05 +02:00
Ferhat Mihoubi af65943f6f A last argument (the number of observed variables which are not state variables) is needed in block_kalman_filter 2011-10-28 22:36:40 +02:00
Ferhat Mihoubi d16caeebf0 "M_" global variable is replaced by the "Model" input argument in block_kalman_filter call 2011-10-28 22:34:52 +02:00
Ferhat Mihoubi 5666c5b166 A purely forward block containing several non recursive equations is coded 7 (not 6) 2011-10-28 22:31:49 +02:00
Ferhat Mihoubi 1b35d574d0 minor corrections related to mf replaced by Z (index of observable variables in the transition matrix) 2011-10-28 22:29:54 +02:00
Ferhat Mihoubi 0096c7575a In a block decomposed model the variables are not stored in the usual order 2011-10-28 22:27:15 +02:00
Ferhat Mihoubi ca10372607 * Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable 2011-10-28 22:25:05 +02:00
Sébastien Villemot 28c099bfe0 Fixed bug introduced in ce9fe30a7a
The auxiliary variable type for Lagrange multipliers had been incorrectly
modified
2011-10-28 07:50:40 +02:00
Michel Juillard 73de37e7e3 fixing bug in forecast HPD interval 2011-10-27 22:08:10 +02:00
Michel Juillard d1cb9fd0a8 fixed recent bug in resid when there is no steadystate file 2011-10-27 22:08:10 +02:00
Sébastien Villemot ac4f774d38 Merge remote-tracking branch 'ratto/master' 2011-10-27 18:12:38 +02:00
Sébastien Villemot 7a16ab15fe No longer report momemts in stoch_simul with order>=3 if periods not specified
Previously Dynare was reporting dummy theoretical moments
2011-10-27 18:03:42 +02:00
Sébastien Villemot 38827443f9 Fix simult_.m when order=3 but k_order_solver has not been specified 2011-10-27 16:45:17 +02:00
Sébastien Villemot cc79c82392 Ref. manual: fix names of some fields created by "estimation" in oo_ 2011-10-27 16:14:37 +02:00
Marco Ratto 3367014970 Identification is made compatible with octave. 2011-10-27 13:09:26 +02:00
Marco Ratto d806fdd617 New waitbar utility, that is adaptive under octave or console mode. 2011-10-27 13:08:53 +02:00
Houtan Bastani 91b1c54842 script to create Dynare distribution on OS X (to be packaged by hand) 2011-10-27 11:26:13 +02:00
Sébastien Villemot 2c2fb63a11 Merge remote-tracking branch 'ratto/master' 2011-10-27 11:14:17 +02:00
Marco Ratto dde9d2bfee license('test',' ... ') gives 1 even if the license exists but it is not active, implying a crash of the dynare matlab session. 2011-10-26 16:27:09 +02:00
Houtan Bastani 4cbe2d4634 modify test to include nested expectations 2011-10-26 14:30:47 +02:00
Houtan Bastani ce9fe30a7a Remove unused expectation syntax 2011-10-26 14:30:47 +02:00
Houtan Bastani 34d59e6661 fix typo 2011-10-26 11:33:18 +02:00
Houtan Bastani 8121bd32ba MS-SBVAR: argument check for ms_compute_probabilities 2011-10-26 11:33:18 +02:00
Sébastien Villemot 1631e0f10d Merge commit 'remotes/ratto/master~1' 2011-10-26 09:42:02 +02:00
Marco Ratto 0130d6cbe4 octave fix for windows as well 2011-10-25 19:20:48 +02:00
Marco Ratto 3f43f556c8 Fixes for octave with unix 2011-10-25 19:10:45 +02:00
Sébastien Villemot 44499a5fe3 Added missing file to EXTRA_DIST 2011-10-25 18:31:17 +02:00
Sébastien Villemot e8c6108238 testsuite: add recent steadystate files to EXTRA_DIST 2011-10-25 18:19:51 +02:00
Marco Ratto b4fa7ef84e Make gsa compatible with octave; 2011-10-25 18:00:54 +02:00
Marco Ratto a6b704543c octave fix; 2011-10-25 17:59:00 +02:00
Marco Ratto ca76a31b94 added console mode features for serial computations. 2011-10-25 17:58:35 +02:00
Stéphane Adjemian (Charybdis) 88814c9b93 Added texinfo header. 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) c2eb6f11d3 Added texinfo header. Fixed efficiency issue (missing parenthesis). 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) e60032a6f7 More typo fixes. 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) 52e803f3b7 Fixed typo. 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) 681a7e1df5 Added texinfo header. Fixed efficiency issue (missing parenthesis). 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) fc21af10ea Cosmetic changes. 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) ffbb5bc765 Added texinfo header. 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) e270c29bd9 Fixed texinfo header (Z was missing in the description). 2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis) 95c3b6396c Added texinfo header and cosmetic changes. 2011-10-25 12:34:05 +02:00