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5084 Commits (e67d3d3fea2124cf9db974faac2e6d55b111db43)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) e67d3d3fea Added missing semicolon. 2012-09-20 16:38:19 +02:00
Michel Juillard f944a43b0c added code for computing risky steady state in regular models (not 
portfolio models)
 2012-09-19 22:51:44 +02:00
Michel Juillard c584245637 added lag on 2 periods to test with auxiliary variables 2012-09-19 22:51:44 +02:00
Michel Juillard c8c102b43a reorganized code and added comments 2012-09-19 22:51:44 +02:00
Michel Juillard 0a5909f1d2 fixed bug with deterministic exogenous variables at order==2 (moved 
all relevant code to stochastic_solvers.m)
 2012-09-19 22:51:44 +02:00
Stéphane Adjemian (Scylla) c29fa9d81c Fixed bug (wrong index). 2012-09-19 17:03:07 +02:00
Stéphane Adjemian (Scylla) 914d97fb53 Added waitbar to prior_sampler routine. 2012-09-19 16:27:43 +02:00
Houtan Bastani c40d83e974 update package creation on osx 2012-09-19 14:15:55 +02:00
Stéphane Adjemian (Scylla) 0f7076846f Save *all* the prior draws generated by prior_sampler, even if info(1) returned by resol is positive. 2012-09-19 13:44:57 +02:00
Houtan Bastani a43492a70a fix comment 2012-09-19 12:54:29 +02:00
Stéphane Adjemian (Scylla) 465bb6c144 Added missing call to set_state_space. 2012-09-19 12:27:11 +02:00
Houtan Bastani 4f54391e94 add --with-matio option to configure 2012-09-19 12:11:57 +02:00
Houtan Bastani fd66086c38 bug fix: configure output should be no for k-order if matlab is not present 2012-09-19 12:11:57 +02:00
Houtan Bastani e48f535004 bug fix: ms_sbvar requires matio under octave but configure output doesn't state that it's missing. 2012-09-19 12:11:57 +02:00
Stéphane Adjemian (Scylla) 59a3db051f Temporarly set options_.order equal to one in get_prior_info routine. 2012-09-19 12:07:16 +02:00
Sébastien Villemot 7fd9ab1473 Remove unused variables 2012-09-19 10:47:12 +02:00
Sébastien Villemot dc0955b665 Test exogenous deterministic variables at order 2 2012-09-19 10:42:51 +02:00
Johannes Pfeifer 9d555075d6 Fixed bug in dyn_second_order_solver.m where ghuu was not correctly stored in dr 2012-09-19 00:05:28 +02:00
Johannes Pfeifer 17db705f4a Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2012-09-18 23:53:29 +02:00
Houtan Bastani 074f567e39 typo's typo 2012-09-18 15:23:49 +02:00
Houtan Bastani 2a937e435c typo 2012-09-18 14:47:02 +02:00
Houtan Bastani a54af094f2 bug fix: slicot configuration (allow path specification using --with-slicot flag) 2012-09-18 14:45:32 +02:00
Sébastien Villemot 7de6be31e6 Upgrade the minimum requirement to MATLAB 7.3 (R2006b) 2012-09-18 11:54:40 +02:00
Sébastien Villemot 6adb58dbc1 Remove workaround for Octave 3.2 (we now require 3.4) 2012-09-18 11:42:11 +02:00
Johannes Pfeifer fb383a9a49 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2012-09-18 11:25:32 +02:00
Sébastien Villemot c41ce4ae69 Merge remote-tracking branch 'ratto/master' 2012-09-18 11:13:50 +02:00
Sébastien Villemot fd7386b593 Merge remote-tracking branch 'jpfeifer/master' 2012-09-18 11:13:46 +02:00
Sébastien Villemot cba7a3fcc8 Homogeneize behavior for PDF and FIG under Octave 2012-09-18 11:12:11 +02:00
Marco Ratto fce6c5cc31 Increase accuracy in printing cosn for collinearity patterns 2012-09-18 10:42:01 +02:00
Marco Ratto dbbc8e66b7 Fix to compute derivatives with Kronecker products (just for testing). 2012-09-18 10:41:16 +02:00
Johannes Pfeifer 05b16bae5f Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2012-09-17 17:33:03 +02:00
Houtan Bastani 469a1d2c25 fix slicot configuration on OS X 2012-09-17 11:58:18 +02:00
Sébastien Villemot 8d4c812671 Merge remote-tracking branch 'ratto/master' 2012-09-17 10:29:53 +02:00
Johannes Pfeifer d50e68ef2d Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2012-09-16 12:11:51 +02:00
Johannes Pfeifer 24a5bd4868 Fixed bug where when using mode_compute=0 with a mode-file from mode_compute=6, mh_jscale is not loaded. 2012-09-16 12:10:53 +02:00
Johannes Pfeifer c2ce75aa45 Fixed bug in set_prior.m when correlations are estimated. Corrected description in header of prior_bounds.m 2012-09-14 18:00:12 +02:00
Marco Ratto b756ee1819 Analytic derivatives: make them work for lik_init==2 as well 
(lik_init =3 and =4 still to be worked out)
 2012-09-14 17:07:38 +02:00
Marco Ratto e637319be5 bug fix. the diffuse filter should simply penalize the likelihood with the NaN without breaking the estimation (this is in line with missing_observations_kalman_filter_d.m). 2012-09-14 17:05:35 +02:00
Stéphane Adjemian (Scylla) 3658b02455 Fixed bug. If info==19 (steady state routine returns check=1) info(2) is NaN, so that it is not possible to define an endogenous penalty. In this case we just add one to objective_function_penalty_base. 
(cherry picked from commit d2912b264c326b3f349984b605787045b028b992)
 2012-09-14 17:05:31 +02:00
Sébastien Villemot c74b1d1bdc Provisions for MATLAB 8.0 (R2012b) 2012-09-14 11:10:47 +02:00
Sébastien Villemot d87eb2813d Merge branch 'master' of ssh://kirikou/srv/d_kirikou/git/dynare 2012-09-13 11:15:30 +02:00
Sébastien Villemot c07ffd8705 Merge branch 'slicot' 2012-09-13 11:11:46 +02:00
Sébastien Villemot 0332309647 Remove embedded SLICOT, rely on external binary 2012-09-13 11:08:42 +02:00
Marco Ratto 428b193c11 Need to pass the entire global workspace, if subroutines called by the _core loops need them. Updated parallel test. 2012-09-11 15:45:08 +02:00
Sébastien Villemot 8789151c73 Dynare++: compatibility fixes with MatIO 1.5 2012-09-11 15:22:29 +02:00
Sébastien Villemot cecb375be4 Link Dynare++ tests with MatIO 2012-09-11 15:01:26 +02:00
Sébastien Villemot 9de8f75168 Merge branch 'master' into matio 2012-09-11 14:37:34 +02:00
Sébastien Villemot db48078736 Preprocessor interface for multiple graph formats 2012-09-11 14:26:53 +02:00
Sébastien Villemot 6001763ad7 Ship binaries for MATLAB 7.2 / Windows 64-bit 2012-09-11 12:41:56 +02:00
Sébastien Villemot c65ff9d988 Fix crash with MATLAB 7.1 and 7.2 under Windows 
Closes: #277
 2012-09-11 12:32:27 +02:00