Houtan Bastani
c6f4af8894
preprocessor: add nograph option to shock_decomposition. closes #1290
2016-09-23 17:44:36 +02:00
Houtan Bastani
804d31e8af
preprocessor: allow shock group names to contain spaces. closes #1280
2016-09-14 14:10:00 +02:00
Houtan Bastani
d74550e050
preprocessor: simplify code
2016-09-06 14:59:31 +02:00
Houtan Bastani
833f8c7845
preprocessor: fix bug in conditional_forecast_paths where the shocked endogenous variable id was provided as symb_id instead of type specific symb_id. #1276
2016-09-06 14:58:25 +02:00
Houtan Bastani
e31f0a8d0f
macroprocessor: stop with error when division by zero is encountered. closes #1278
2016-09-05 17:36:40 +02:00
Houtan Bastani
f0909834c0
preprocessor: external_function: add comma to function output args
2016-08-25 15:35:32 +02:00
Johannes Pfeifer
077b725a52
Correct comment in _dynamic files that misstated columns of derivative matrices
2016-08-22 19:24:35 +02:00
MichelJuillard
6a6ccfa966
Merge pull request #1257 from JohannesPfeifer/conf_sig
...
Conf sig
2016-08-21 16:14:28 +02:00
Houtan Bastani
7680749130
preprocessor: issue error when exogenous included in planner_objective. closes #1264
2016-08-12 11:50:57 +02:00
Houtan Bastani
3695bf4695
preprocessor: Return equation numbers/tags in error message when linear model contains nonzero hessian entries. #419
2016-07-27 15:01:54 -04:00
Houtan Bastani
7695031e77
preprocessor: check linear model hessian = 0. closes #419
2016-07-25 13:43:34 -04:00
Houtan Bastani
816b5bb884
Revert "preprocessor: remove maxit, tolf from osr. #1249"
...
This reverts commit 86bc3bd435
.
2016-07-21 11:04:04 -04:00
Houtan Bastani
86bc3bd435
preprocessor: remove maxit, tolf from osr. #1249
2016-07-21 09:46:08 -04:00
Houtan Bastani
ed549d3ba7
preprocessor: add tolx to perfect_foresight_solver
2016-07-21 09:40:19 -04:00
Houtan Bastani
8446e6bc14
preprocessor: add tolf to perfect_foresight_solver and steady. #1249
2016-07-20 10:57:06 -04:00
Houtan Bastani
e5b851d175
preprocessor: remove extraneous token
2016-07-20 10:43:13 -04:00
Michel Juillard
dcff4b57a9
adding missing initializations
2016-07-15 17:43:58 +02:00
Houtan Bastani
ad4d77853d
preprocessor: rework conf_sig option
2016-07-04 17:34:44 +02:00
Stéphane Adjemian (Hermes)
581198741f
Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
...
This reverts commit b0e7f1cfd7
.
2016-06-24 17:38:54 +02:00
Houtan Bastani
b0e7f1cfd7
Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
...
This reverts commit 7a29f50d99
.
2016-06-23 15:59:35 +02:00
Houtan Bastani
7a29f50d99
preprocessor: allow for partitioning of variables along multiple dimensions
2016-06-23 15:36:42 +02:00
Michel Juillard
5d1162d229
fixed bug in writeCCOutput
2016-06-18 11:21:42 +02:00
Johannes Pfeifer
1c420e6056
Allow for parameter_set=mle_mode in shock_decomposition
...
Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
Stéphane Adjemian (Hermes)
d86e78ab01
Fixed dynamic model (julia output)
...
The number of columns in the Jacobian matrix is the number of endogenous
variables appearing at time t-1, t and t+1 plus the number of exogenous
variables.
2016-06-14 11:21:23 +02:00
Stéphane Adjemian (Hermes)
9ca893ca1d
Added routines for steady state computation (julia).
2016-06-14 11:21:23 +02:00
Houtan Bastani
ea4ec224e1
preprocessor: add all_values_required option to histval. closes #261
2016-06-02 12:57:11 +02:00
Stéphane Adjemian (Charybdis)
15f83d0e18
Added new option for setting weights in CPF algorithm.
2016-06-01 16:29:53 +02:00
Houtan Bastani
90a493ac98
preprocessor: fix bug in writing of temporary terms. closes #1201
2016-06-01 15:29:10 +02:00
Stéphane Adjemian (Hermes)
13ca15a278
Allow (S)EP with arbitrary sequence of innovations.
...
The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
b60bd7b36b
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
53747cb082
Fixed lmmcp option.
...
This option may be used in extended_path and perfect_foresight_solver commands.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
8b084595e2
Added solve_algo as an option for perfect_foresight_solver.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
4658d81740
Add pointer to user written steady state routine.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
9c1739520b
Bug fix in assert (Julia output)
...
Same as 4b830d29ed2d230908a1a5ec1c7badd29c7dc86a but for static model.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
0398832e4f
Assign parameter values in main julia module.
...
See PR #1102 by spencerlyon2.
Added support for filling in the model.params Vector.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
cf9883ef61
Bug fix in assert (Julia output).
...
See PR #1102 by spencerlyon2.
size always returns a tuple, and we were comparing to an int. Dispatch restricts these arguments to all be vectors so length works here.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
e65c4f970b
Fixed indexing of params in steady state file.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
e44d90adc1
Fixed type issues.
...
params, exo_steady_state and steady_state are vectors not matrices!
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
2e8f528bef
Cosmetic changes.
...
+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
bcd39ef2f7
Made room for user written steady state file.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
96d538469c
Added boolean variable for tracking if a steadystate block is present in the mod file.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
73787c0c16
Removed try-catch block.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
928b0a50a5
Fixed crash when steadystate block does not exist.
2016-05-23 13:48:19 +02:00
Johannes Pfeifer
d9e22a149c
Fix preprocessor renaming error introduced in b486ae4964
2016-05-22 11:41:54 +02:00
Stéphane Adjemian
0521aa4e09
Merge pull request #1188 from JohannesPfeifer/slice_marco
...
Add slice and factorization of posterior samplers
2016-05-22 01:45:14 +02:00
Houtan Bastani
5fcd502f3c
preprocessor: allow comments in parallel config file. closes #1194
2016-05-20 17:22:26 +02:00
Houtan Bastani
2ce34e3207
preprocessor: replace obj_var_ with M_.osr.variable_indices and optim_weights with M_.osr.variable_weights. #948
2016-05-20 15:53:49 +02:00
Houtan Bastani
5fdd24ab8b
preprocessor: add warning if more than one osr_params statement is encountered in the .mod file. #948
2016-05-20 15:46:33 +02:00
Houtan Bastani
b486ae4964
preprocessor: make modifications to osr_params and osr_params_bounds output. #948
2016-05-20 15:43:12 +02:00
Houtan Bastani
8b85ca19bf
preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177
2016-05-19 14:37:05 +02:00