e826fb8239
Build system: kalman_steady_state depends on libslicot and must be built after
2010-12-14 09:57:15 +01:00
41bda1eb07
Mac libslicot compilation optional (because a Fortran compiler is not standard on OS X)
2010-12-13 18:15:11 +01:00
1329b57ff2
Estimation DLL: fix DecisionRules::compute() (was not reentrant, since GeneralizedSchurDecomposition::compute() modifies D and E)
2010-12-13 17:15:08 +01:00
35450a292b
extend domain of derivative of x^p to x=0 under certain conditions (see ticket 78)
2010-12-13 17:03:57 +01:00
d9b9360a81
Preprocessor: no longer use boost::graph::GraphvizDigraph class, removed in Boost 1.44 ( closes #155 )
2010-12-13 14:23:04 +01:00
2e45c8d4b0
Testsuite: fixed typo in seed test
2010-12-13 14:22:08 +01:00
915bb4c451
Estimation C++ DLL: Bug-fixing Sampler
2010-12-11 19:22:27 +00:00
e04a07c771
changed variable name to make clear that, for multinormal variables, we are using the Cholesky decomposition of the covariance matrix.
2010-12-11 18:09:01 +01:00
c1cb452e3d
correcting headers of all Kalman filter functions: returns MINUS loglikelihood
2010-12-10 22:31:30 +01:00
7a09356423
DsgeLikelihood.m header correction: the function returns MINUS log posterior
2010-12-10 22:28:06 +01:00
d38c4de498
estimation_dll: adding test for logposterior
2010-12-10 21:34:40 +01:00
667a25ce9e
- Bug correction during the block decomposition: the models' graph was ill oriented before the search of strong components
2010-12-10 15:11:12 +01:00
97664607b2
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
befa1b966b
Estimation DLL: removed illegal casts from pointer to integer
2010-12-09 10:49:44 +01:00
452e54f838
Reference manual: update for the new shock_decomposition option
2010-12-08 15:00:44 +01:00
dfbd10a524
added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations.
2010-12-08 13:02:59 +01:00
ea86e8cefc
adding function evaluate_smoother that calls DsgeSmoother with a given type of parameter set
2010-12-08 13:02:59 +01:00
641f03b8d0
fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets
2010-12-08 12:29:47 +01:00
d4520da481
Preprocessor: fix bug with varexo_det in conjunction with USE_DLL
2010-12-08 11:33:20 +01:00
9b166fdb08
NaN parameters warning: remove \n, it is not interpreted in a warning context (at least under Octave)
2010-12-08 11:32:45 +01:00
8b9d0e91b5
Preprocessor: delete remaining dynamic.m file when using USE_DLL
2010-12-08 11:32:13 +01:00
965ea7280a
Build system: add detection and linking of MatIO library for Estimation DLL under Octave
2010-12-08 10:22:44 +01:00
fa3e19fdfb
C++ Estimation DLL: Update of logMHMCMCposterior.cc with a draft octave MAT draws file save and adding a test random_walk_metropolis_hastings_core.m: Octave version crashes at start of DLL and Matlab version finishes with low acceptance due to frequent B&K and reports error within debugger too - needs more debugging!
2010-12-07 23:03:11 +00:00
03fac30723
remove get_innovation_contemporaneous_impact.m that isn't called by the preprocessor or by any other function
2010-12-07 13:43:17 +01:00
3af62c4ac9
Fixed bug in resid.m (order matters in "or" statement, because of short-circuit: "ind" is not defined if "istag" is false)
2010-12-06 18:24:08 +01:00
33dee34214
MOD files ending with @#endif/@#endfor but no newline now work ( closes #73 )
2010-12-06 17:59:30 +01:00
2d84d8dc49
K-order DLL: code simplification
2010-12-06 17:01:06 +01:00
a9b4331a95
Bugfix at order 3 (hopefully was not affecting final results, thanks to Pablo Winant for spotting this):
...
- in the 3rd derivatives matrix, among symmetric elements, the first one had
the right values but the following ones were set to zero
- moreover, the k-order DLL was trying to add all the symmetric elements in the
folded tensor, instead of only keeping one value among all the symmetric ones
- hopefully, Ondra's tensor library was (silently) refusing to add symmetric
elements after the first (and right) value had been added
- so the final result was correct
2010-12-06 17:00:46 +01:00
0d1fd700c7
Posterior distribution of conditional variance decomposition: storing the steps chosen by the user in a separate field.
2010-12-05 10:47:31 +01:00
ebe69b7cea
Reference manual: give the status of the various optimization routines under Octave
2010-12-02 17:43:46 +01:00
8bb276e603
Reference manual: fix XML error
2010-12-02 17:43:20 +01:00
53d391785d
corrected bug in get_name_of_the_last_mh_file.m
2010-12-01 09:57:08 +01:00
d4a908dda1
Removed useless input argument.
2010-11-30 10:02:37 +01:00
116bf69fbf
Seed: fix bug under Octave and MATLAB < 7.7
2010-11-29 11:23:59 +01:00
1fc8bbd6d3
bugs correction in computation of posterior moments for
...
-conditional variance decomposition
-hpdsup
-moments with no variance in their posterior distribution
modification of computation of conditional variance decomposition
2010-11-28 11:03:40 +01:00
a2f1ffa19c
internal doc modifications
2010-11-27 09:08:07 +01:00
e7ef737c84
manual: added a note in ESTIMATION on computing smoother for calibrated model
2010-11-27 09:08:07 +01:00
73fb71b9c8
Removed references to options_.simul_seed.
2010-11-27 00:19:22 +01:00
04469ddce1
- Add variable input arguments
...
- Correct the error condition in A_times_B_kronecker_C
2010-11-26 17:46:02 +01:00
032957b36f
Added seeds.mod in the test suite.
2010-11-26 17:41:19 +01:00
db54c2d76e
Added a routine for setting the random number generator and the seed, independantly of the version of matlab. Removed the calls to rand('state',x) in simult.m and added a test file. Still need to adapt the routines related to mcmc and swz.
2010-11-26 17:16:12 +01:00
f8b82430cb
Added example1_with_tags.mod in the tests.
2010-11-26 11:27:49 +01:00
90adfc5918
Added a mod file test/example with equations tags.
2010-11-26 10:50:53 +01:00
618f72bc91
resid displays the name of the equations if they are specified in equations tags.
2010-11-25 17:31:11 +01:00
ffaec7ba89
- First elements needed for stochastic simulation of a block decomposed model
2010-11-25 16:11:27 +01:00
88cdf0193c
- Correction of a bug in the Jacobian Matrix computation for a non block-decomposed model using bytecode
2010-11-25 16:11:22 +01:00
8d79ed5db9
- Adds the derivatives with respect to deterministic exogenous variables
...
and corrects the computation of the number of column in the jacobian matrices in a block decomposed model without bytecode
- Identical corrections for models using bytecode without block decomposition
2010-11-25 16:11:12 +01:00
bdfa881a96
Reorganization of error handling in bytecode
2010-11-25 16:11:05 +01:00
61a251535f
Correction of bugs in check command with block decomposition and
...
Add the missing dr_block m-file
2010-11-25 16:10:46 +01:00
e5c7e848e4
Preprocessor: also perform numeric initializations in stochastic context
2010-11-25 16:07:55 +01:00
Sébastien Villemot
Houtan Bastani
George Perendia
Michel Juillard
Ferhat Mihoubi
Stéphane Adjemian (Charybdis)