Commit Graph

4178 Commits (e4c803d0db09bb0a78d1593330db18a89a23aab6)

Author SHA1 Message Date
Marco Ratto 697ddc0a72 Aligned routines with recent changes in dataset and identification.
Fixed ls2003.mod for testsuite
2011-10-24 18:45:12 +02:00
Michel Juillard 29a12f0ce3 make evaluate_likelihood.m compatible with dataset_ 2011-10-22 15:30:23 +02:00
Michel Juillard 7593afff22 fixed issue with dataset_ 2011-10-22 15:29:55 +02:00
Michel Juillard ac4ae0b6d2 make sure that dataset_.missing.aindex always exist, even when there
are no missing observations
2011-10-22 15:28:41 +02:00
Michel Juillard deccd16ed5 fixed path problem for GSA under Linux: GSA must be in upper case 2011-10-22 15:27:29 +02:00
Michel Juillard 30afa5f415 fixed handling of correlation in covariance of measurement errors 2011-10-22 15:26:07 +02:00
Michel Juillard c87e208eb2 corrected test case: Octave fails on absence of user input for the
question about the list of endogenous variable to analyze in estimation
2011-10-22 09:37:40 +02:00
Michel Juillard 9f2a4fddc0 adding tests for recursive estimation 2011-10-21 22:13:56 +02:00
Michel Juillard bd00dc11d8 removing 8th output argument of dynare_estimation_init and
corresponding seemingly useless code
2011-10-21 22:09:45 +02:00
Michel Juillard 88be4fa3d4 fixing bug in prior_posterior_statistics.m and in recursive estimation 2011-10-21 22:06:09 +02:00
Sébastien Villemot 7dde591992 plot_conditional_forecast: add an error message under Octave <= 3.2
The bug in the graphics code is fixed in Octave 3.4.
Closes: #212
2011-10-21 18:15:35 +02:00
Sébastien Villemot 6bdb220e0d mr_gstep, mr_hessian: fix Octave compatibility issue
These functions were saving the whole workspace (with a "save" command). This
workspace includes a function handle which Octave does not know how to save.
The quick fix was to remove these "save", since they also harm performance and
are only useful for debugging purposes.
2011-10-21 16:56:19 +02:00
Sébastien Villemot 0fbcc7378e aux vars: update C++ comment to reflect last changes 2011-10-21 16:56:13 +02:00
Sébastien Villemot ed4728eca7 Merge remote-tracking branch 'houtanb/master' 2011-10-21 16:56:07 +02:00
Houtan Bastani a92260bd9b MS-SBVAR: submodule update 2011-10-21 16:40:33 +02:00
Michel Juillard 7e3225680f fixing logic flaw in setting lik_init as a function of diffuse filter or kalman_algo 2011-10-21 14:21:40 +02:00
Stéphane Adjemian (Charybdis) 6f56eafdfa Changed unitary test. 2011-10-21 11:38:46 +02:00
Stéphane Adjemian (Charybdis) 633256a7f7 Added sort method in dynDates class. 2011-10-21 11:38:45 +02:00
Stéphane Adjemian (Charybdis) 3b471c854e Fixed constructor for dynDates, added subsref overloaded method. 2011-10-21 11:38:45 +02:00
Stéphane Adjemian (Charybdis) 8c66d4b86a Added new class for unordered dates (not ready). 2011-10-21 11:38:45 +02:00
Stéphane Adjemian (Charybdis) 01bfd371d2 Changed name of dynDates class to dynDate. dynDates will be used latter for irregular and unsorted sequence of dates. 2011-10-21 11:38:45 +02:00
Stéphane Adjemian (Charybdis) ead128eec8 Added max function for dynDates class. 2011-10-21 11:38:45 +02:00
Stéphane Adjemian (Charybdis) 7304d63282 Added min function for dynDates class. 2011-10-21 11:38:45 +02:00
Houtan Bastani ba245c32b5 MS-SBVAR: bug fix - rename error_band_percintiles as percentiles 2011-10-21 10:43:24 +02:00
Houtan Bastani 659a42d926 MS-SBVAR: submodule update 2011-10-21 10:42:47 +02:00
Michel Juillard 117996c881 code simplification after commit 9425b36358 2011-10-20 20:40:15 +02:00
Michel Juillard 130d9fca76 removed useless set_option() statement 2011-10-20 20:40:15 +02:00
Michel Juillard 36d5462328 options_.jacobian_flag is now set in global_initialization.m 2011-10-20 20:40:15 +02:00
Houtan Bastani 6a6ad0ecff fix makefile typo 2011-10-19 14:19:35 +02:00
Michel Juillard 9425b36358 fixing problems related to auxiliary variables 2011-10-19 12:47:15 +02:00
Houtan Bastani 6ad56d9508 MS-SBVAR: submodule update 2011-10-18 12:00:35 +02:00
Sébastien Villemot ddc029394c Clean-up last remnants of unit_root_vars (Closes: #167) 2011-10-14 16:22:47 +02:00
Sébastien Villemot 3a8bfb4ef4 Merge remote-tracking branch 'ratto/master' 2011-10-14 15:58:27 +02:00
Marco Ratto e7a983797c fixed call to prior_posterior_statistics 2011-10-14 15:48:39 +02:00
Marco Ratto 19ead949a9 skipped use of mapping toolbox from testsuite; 2011-10-14 14:51:58 +02:00
Ferhat Mihoubi 99c0508909 Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present 2011-10-14 14:35:32 +02:00
Michel Juillard 1bb567abdf updating list of tests 2011-10-13 22:06:07 +02:00
Michel Juillard f94d4e91f3 allowing for vector of deterministic shocks 2011-10-13 21:55:55 +02:00
Michel Juillard 0a3545f2af adding missing test files 2011-10-13 20:45:22 +02:00
Michel Juillard be97d37ce3 updating reference manual 2011-10-13 17:15:22 +02:00
Michel Juillard 6079cf029d updating test files 2011-10-13 17:14:59 +02:00
Michel Juillard e2dd3cb88f fixing more problems with steady state refactoring 2011-10-13 17:14:41 +02:00
Michel Juillard 19a5ccb6f1 permits analysis of incomplete Metropolis run 2011-10-13 17:12:54 +02:00
Michel Juillard e92c54ae3a ms-sbvar: correcting bug introduced in commit 90e4d40272 2011-10-13 13:34:28 +02:00
Houtan Bastani 5e5efc816a modify addpath statements for precompiled Mac binaries 2011-10-13 11:18:44 +02:00
Michel Juillard ee7078e56c factoring out steady-state computations; steady_state_model now
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
Michel Juillard 8f350dc744 conditional forecasts: remove random seed reinitialization 2011-10-12 21:47:59 +02:00
Michel Juillard 90e4d40272 ms-sbvar: introduced more general restriction syntax for
identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Sébastien Villemot 721a872343 Fix crash of check(solve_algo=0) under Octave
dynare_solve.m calls str2func on the function name, so it crashes if it is
passed a function handle. It needs to be passed a string.
2011-10-12 18:48:57 +02:00
Sébastien Villemot 99da257ec3 Merge remote-tracking branch 'houtanb/master' 2011-10-12 17:47:18 +02:00