Sébastien Villemot
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db48078736
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Preprocessor interface for multiple graph formats
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2012-09-11 14:26:53 +02:00 |
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Sébastien Villemot
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f58b9b755e
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Provide dynamic 3rd derivaties for estimation w/ analytic derivation
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2012-08-08 15:34:43 +02:00 |
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Sébastien Villemot
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2b8869d614
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Compute static hessian for estimation w/ analytic derivation
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2012-08-08 12:42:02 +02:00 |
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Sébastien Villemot
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a32d23529c
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Remove FlexLexer.h; rather copy it from /usr/include when flex is run
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2012-08-06 18:52:06 +02:00 |
Michel Juillard
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9d224dba1f
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removing preprocessor check about pruning at 3rd order
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2012-08-01 10:01:59 +02:00 |
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Sébastien Villemot
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5657dc8228
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Amend the workaround for ticket #35, so that shocks+endval+simul can looped over
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2012-07-30 17:01:42 +02:00 |
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Sébastien Villemot
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48672ad10f
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Preprocessor: handle underflows and overflows as MATLAB and Octave do
i.e. don't fail when they happen and instead return 0 or Inf
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2012-07-12 12:46:22 +02:00 |
Stéphane Adjemian (Charybdis)
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c850f03be3
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Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
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2012-07-11 18:26:22 +02:00 |
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Sébastien Villemot
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0e5fed4bad
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Allow back "dr" in variable names
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2012-07-02 10:11:32 +02:00 |
Ferhat Mihoubi
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4488357f59
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Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
associated to the endogenous variables in the decision rule.
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2012-07-01 15:19:10 +02:00 |
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Sébastien Villemot
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6bff503aca
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Fix option simul_replic
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2012-06-26 17:01:13 +02:00 |
Houtan Bastani
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20f2c1760b
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preprocessor: add @#ifndef directive
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2012-06-26 15:12:31 +02:00 |
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Houtan Bastani
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ebc7a783bd
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fix bug with @#ifdef in macroprocessor
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2012-06-26 14:50:16 +02:00 |
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Michel Juillard
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540fb1be48
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fixing bug in discretionary_policy and implementing option solve_maxit
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2012-06-19 14:08:45 +02:00 |
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Houtan Bastani
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12980236dc
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preprocessor: require instruments option for discretionary_policy
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2012-06-19 12:07:21 +02:00 |
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Sébastien Villemot
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354efdc803
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Preprocessor: fixes for identification and dynare_sensitivity
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2012-06-15 15:35:00 +02:00 |
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Sébastien Villemot
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808dade20f
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Fix nograph, nodisplay and graph_format for identification and dynare_sensitivity
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2012-06-15 11:06:07 +02:00 |
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Sébastien Villemot
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8bbc3b2453
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Allow nograph, nodisplay and graph_format in identification
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2012-06-15 10:30:53 +02:00 |
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Sébastien Villemot
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bbc6cba4a3
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Macroprocessor: mention @#ifdef in error messages
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2012-06-13 18:40:12 +02:00 |
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Sébastien Villemot
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8fe2eb23b9
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New option simul_replic in preprocessor and documentation
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2012-06-11 11:53:55 +02:00 |
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Sébastien Villemot
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89ed599c01
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Fix unitialized variable
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2012-06-09 10:24:09 +02:00 |
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Sébastien Villemot
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c079ace8c3
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Remove various compiler warnings
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2012-06-08 19:06:03 +02:00 |
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Sébastien Villemot
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1f9cea669a
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Update copyright notices
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2012-06-08 18:22:34 +02:00 |
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Sébastien Villemot
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a87cac34ca
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Preprocessor iface to extended_path
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2012-06-08 17:36:32 +02:00 |
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Sébastien Villemot
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b7538ad315
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Always compute hessian when analytic_derivation is set
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2012-06-08 11:47:10 +02:00 |
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Sébastien Villemot
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edca74659e
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Preprocessor iface and doc for nodisplay and graph_format
Closes: #216
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2012-06-07 18:29:30 +02:00 |
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Sébastien Villemot
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00f526dbb7
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Generate derivs wrt params when anaytic_derivation=1
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2012-06-07 15:33:43 +02:00 |
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Houtan Bastani
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1c2bc9120a
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config file: only allow GlobalInitFile option to hooks block, one more error check
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2012-06-07 13:45:50 +02:00 |
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Stéphane Adjemian (Charybdis)
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8dc1b9037d
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Fixed bug in conditional forecasts (wrong indexing of the controlled variables).
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2012-06-07 11:07:22 +02:00 |
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Sébastien Villemot
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0caaeddb46
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Merge remote-tracking branch 'ferhat/master'
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2012-06-06 17:09:27 +02:00 |
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Sébastien Villemot
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b823014657
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Fix calib_smoother (enforce order=1)
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2012-06-06 17:08:53 +02:00 |
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Sébastien Villemot
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9bea42f411
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order=2 in estimation command now triggers particle filter
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2012-06-06 17:08:53 +02:00 |
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Ferhat Mihoubi
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b72dafcb82
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Add options static to model_info command and fixes the ticket #134
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2012-06-06 16:36:56 +02:00 |
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Houtan Bastani
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72b25638e0
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preprocessor: handle compilation warnings
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2012-06-06 16:30:36 +02:00 |
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Houtan Bastani
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976b807310
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preprocessor: remove unused enum types (added in commit c6495dfc9d)
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2012-06-06 16:27:44 +02:00 |
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Houtan Bastani
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9a2e4cc6cf
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config file: support GlobalInitFile option
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2012-06-06 16:18:09 +02:00 |
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Sébastien Villemot
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2156f67298
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New option analytic_derivation for estimation
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2012-06-06 11:34:32 +02:00 |
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Sébastien Villemot
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008d95935c
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Fix bug introduced in 4b86df05
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2012-06-05 09:48:03 +02:00 |
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Sébastien Villemot
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4b86df0581
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Preprocessor: remove MATLAB short-circuit operators
They emit a warning under Octave
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2012-06-04 17:18:13 +02:00 |
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Sébastien Villemot
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8ad27aba0c
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Bison/Flex files: do not load C++ mode under Emacs
It is better to use bison-mode and flex-mode (see the wiki)
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2012-06-04 11:59:35 +02:00 |
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Sébastien Villemot
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7044c8da2b
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Add new command "calib_smoother"
Closes: #233
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2012-05-30 16:28:29 +02:00 |
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Michel Juillard
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539bf0ca69
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finishing implementation of optional transformation of log and non
integer power arguments to insure that they are positive
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2012-05-26 20:53:48 +02:00 |
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Michel Juillard
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c6495dfc9d
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first implementation of transform_logpow. It creates too many auxilary
variables and probably violates Jensen inequality in some cases.
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2012-05-23 15:09:33 +02:00 |
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Michel Juillard
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629673199e
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starting implementation of transformed variables to replace arguments
of log and pow functions so as to insure non-negative arguments
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2012-05-21 22:05:19 +02:00 |
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Sébastien Villemot
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f36f76760a
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Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
(complement to commit cd0bc28e)
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2012-05-21 18:34:10 +02:00 |
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Michel Juillard
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6b100d3dbe
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fixes the correction of the Jacobian when encountering complex
numbers. This should be 2*imag(g1) and not imag(g1).^2
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2012-05-18 16:19:07 +02:00 |
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Michel Juillard
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1316bd9555
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fixed issues relative to homotopy (type I) when the user wants to
continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
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2012-05-17 17:27:07 +02:00 |
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Houtan Bastani
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4186a431ff
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parallel: add port option to config file
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2012-05-09 12:44:57 +02:00 |
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Sébastien Villemot
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615535ad88
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Fix compilation errors with GCC 4.7
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2012-05-08 16:10:10 +02:00 |
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Michel Juillard
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8fec04dbf8
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corrected but in plot of conditional forecast
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2012-04-28 15:11:49 +02:00 |