b21a99d9d2
Adapt block_kalman_filter for Dynare's BLAS/LAPACK framework
2011-09-23 18:15:18 +02:00
16e9c36eb4
Merge ferhat's branch
2011-09-23 18:09:06 +02:00
83e2d47089
Macroprocessor slides: remove "analytical derivator" from slide on Dynare 3
2011-09-22 18:14:54 +02:00
21ceaa5cb4
Provisions for MATLAB 7.13 (R2011b)
2011-09-22 18:05:06 +02:00
1018f24f19
Merge branch 'master' into experimental
2011-09-22 11:24:15 +02:00
e0fa737cee
Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
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Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.
Added a global structure for the data: dataset_.
Removed globals from dsgevar_posterior_density and mode_check.
Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
2011-09-22 11:17:31 +02:00
f1ffeb29bb
Correction of the previous commit ( 3412d5e20a). Set options_.lik_init=3 if lik_init==1 and unit_root_vars
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keyword appears in the mod file.
2011-09-21 19:05:34 +02:00
3412d5e20a
Bug fix. Do not override option lik_init (declared in the estimation command) if unit_root_vars
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keyword is present in the mod file, by forcing options_.lik_init to be equal to 3 (diffuse kalman
filter).
2011-09-21 18:54:11 +02:00
811592725a
Reduced the number of MCMC simulations. Deleted trailing whitespace.
2011-09-21 18:35:24 +02:00
74334df12a
Merge remote-tracking branch 'houtanb/master'
2011-09-21 18:27:51 +02:00
c309b0cf57
Fixed bug related to the initialization of the persistent variable.
2011-09-21 08:30:26 +02:00
c4cfd0c857
Extract input arguments of DsgeSmoother from dataset_ structure.
2011-09-20 16:03:33 +02:00
2512b527bd
Fixed bugs related to the new calling sequence for DsgeLikelihood.
2011-09-20 15:56:37 +02:00
dca37b0349
Correct a bug related to the number of minimum feedback variables reported during the preprocessing step
2011-09-20 15:02:27 +02:00
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
8fa461b978
Added a test on the first input argument. If func is a function handle, then str2func should not be used.
2011-09-20 10:21:40 +02:00
d56d35f12b
Added missing initialization of diffusion_periods (when the diffuse filter is not used).
2011-09-20 10:13:01 +02:00
6e340c2ce8
Fixed typos in headers and cosmetic changes.
2011-09-19 23:20:33 +02:00
350ebd4776
MS-SBVAR: submodule update
2011-09-19 16:48:05 -04:00
942cefcd19
MS-SBVAR: documentation
2011-09-19 16:48:05 -04:00
568cc83633
Changed dynare_estimation_1 conformably with changes in DsgeLikelihood.
2011-09-19 18:10:29 +02:00
7fd6b3efc0
Fixed typo.
2011-09-19 17:51:03 +02:00
fc96f6523e
Initialization of the output arguments before the declaration of the persistent variable (matlab crashes otherwise).
2011-09-19 17:50:23 +02:00
ebc08c6d6a
Fixed bug related to the names of the matlab's structures.
2011-09-19 17:18:40 +02:00
f2ca6d0ad9
Changed kalman filter routines to allow for arbitrary initial conditions (needed for the introduction of breaks on the estimated
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parameters and also for the estimation of the initial states).
Added specialized routines for steady state kalman filter.
Completed header of DsgeLikelihood (missing refs to the routines called by DsgeLikelihood).
2011-09-19 17:01:24 +02:00
9c22fc1bde
Removed globals from DsgeLikelihood. Still broken.
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Added texinfo header in DsgeLikelihood.
2011-09-19 16:41:53 +02:00
9c0e559e30
Added a test for the number of variables in the data file.
2011-09-19 16:41:53 +02:00
c111fc1847
solve_one_boundary: make the case solve_algo=0 work under Octave
2011-09-19 16:41:53 +02:00
0155b6832e
Remove extra argument (in solve_algo=0 under Octave)
2011-09-19 16:41:53 +02:00
c07a915d6e
Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated)
2011-09-19 16:41:53 +02:00
013c599ec9
Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
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Added texinfo header to dynare_resolve.
2011-09-19 16:41:53 +02:00
b1d87ecebf
Testsuite: do not fail if MATLAB optimization toolbox is not available ( closes : #210 )
2011-09-19 16:41:53 +02:00
7c95c82bfa
solve_one_boundary: make the case solve_algo=0 work under Octave
2011-09-19 12:37:17 +02:00
afe800f32d
Remove extra argument (in solve_algo=0 under Octave)
2011-09-19 12:36:37 +02:00
eabca4c4fd
Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated)
2011-09-19 12:23:27 +02:00
ca624e13a8
Testsuite: do not fail if MATLAB optimization toolbox is not available ( closes : #210 )
2011-09-19 12:04:25 +02:00
aa14422464
tests: closing graphic windows after each individual test
2011-09-18 15:58:32 +02:00
b04738b36f
resetting options_.nobs following previous change
2011-09-18 14:49:43 +02:00
80c69c404b
Revert "added default options_.nobs = []; reset options_.nobs after call to"
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This reverts commit 8dc6b78dde
2011-09-18 14:37:29 +02:00
bdac9c9bec
changed calling sequence for all (two additional) occurences of describe_missing_data
2011-09-18 13:45:46 +02:00
a6a5306ada
estimation: fixed bug in dsge_var branch of the code
2011-09-18 12:08:33 +02:00
8dc6b78dde
added default options_.nobs = []; reset options_.nobs after call to
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intialize_dataset()
2011-09-18 12:00:11 +02:00
3079b7b1f8
reinstated call to describe_missing_data: data_tree is needed for
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univariate Kalman filter
2011-09-18 10:44:05 +02:00
306137bd2b
Reverted commit 3bf482ae5c. Added missing routine nanmean (computes the mean of the columns of a matrix
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with some NaNs).
2011-09-17 23:58:20 +02:00
3bf482ae5c
temporary commenting of a line triggering errors in test suite
2011-09-17 21:36:40 +02:00
d9b48f78ef
correcting bug in Octave testing routine
2011-09-17 18:39:58 +02:00
743c6f5880
tests: corrected bug introduced in 290270afb8
2011-09-17 17:01:36 +02:00
e9764d0538
Use a structure for the dataset. Bug fixes.
2011-09-17 15:38:49 +02:00
e3bf749826
Fixed bug introduced while removing variables from resol.m.
2011-09-17 15:24:04 +02:00
d76273f7c0
Fixed bug introduced while removing globals from resol.m.
2011-09-17 15:19:52 +02:00
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Ferhat Mihoubi
Houtan Bastani
Michel Juillard
Michel Juillard