Houtan Bastani
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7695031e77
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preprocessor: check linear model hessian = 0. closes #419
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2016-07-25 13:43:34 -04:00 |
Houtan Bastani
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8bd4c341fe
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Merge pull request #1258 from JohannesPfeifer/osr_compatibility
Restore backward compatibility of OSR command with maxit and tolf opt…
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2016-07-22 10:59:16 -04:00 |
Johannes Pfeifer
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8dadd1519e
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Restore backward compatibility of OSR command with maxit and tolf options
Translates these options into optim_opt structure
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2016-07-22 16:53:19 +02:00 |
Houtan Bastani
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816b5bb884
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Revert "preprocessor: remove maxit, tolf from osr. #1249"
This reverts commit 86bc3bd435 .
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2016-07-21 11:04:04 -04:00 |
Houtan Bastani
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9d5f4c930a
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Merge pull request #1256 from JohannesPfeifer/tolf-doc
Document tolf and tolx options for perfect foresight and steady
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2016-07-21 09:47:12 -04:00 |
Houtan Bastani
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86bc3bd435
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preprocessor: remove maxit, tolf from osr. #1249
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2016-07-21 09:46:08 -04:00 |
Houtan Bastani
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ed549d3ba7
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preprocessor: add tolx to perfect_foresight_solver
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2016-07-21 09:40:19 -04:00 |
Johannes Pfeifer
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1bd5c7cc0d
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Disentangle options_.conf_sig and set default to 0.9
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2016-07-21 12:17:30 +02:00 |
Johannes Pfeifer
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08e63f1812
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Document tolf and tolx options for perfect foresight and steady
Related to #1249
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2016-07-21 09:40:35 +02:00 |
Johannes Pfeifer
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f2f44a0989
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Save log_density at the mode and document oo_.posterior-fields
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2016-07-20 20:48:24 +02:00 |
Houtan Bastani
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8446e6bc14
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preprocessor: add tolf to perfect_foresight_solver and steady. #1249
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2016-07-20 10:57:06 -04:00 |
Houtan Bastani
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e5b851d175
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preprocessor: remove extraneous token
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2016-07-20 10:43:13 -04:00 |
Houtan Bastani
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aa703462d0
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fix spacing
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2016-07-20 10:42:36 -04:00 |
Houtan Bastani
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5fda0ffd2a
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fix installation instructions for os x
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2016-07-20 10:39:48 -04:00 |
Houtan Bastani
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258cab7493
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Merge pull request #1253 from JohannesPfeifer/Merge_fix_likelihood
Add missing logical operator from likelihood functions introduces whe…
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2016-07-20 10:37:10 -04:00 |
Johannes Pfeifer
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72b8c650e5
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Add missing logical operator from likelihood functions introduces when removing global penalty
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2016-07-18 11:11:43 +02:00 |
Michel Juillard
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e7a1988223
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throwing exception if dgges reports an error
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2016-07-17 14:40:15 +02:00 |
Michel Juillard
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5d38280f27
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remove one instance of dynamic exception specification
closes issue #1250
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2016-07-16 00:13:47 +02:00 |
Michel Juillard
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dcff4b57a9
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adding missing initializations
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2016-07-15 17:43:58 +02:00 |
Johannes Pfeifer
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578fb04590
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Check for complexity of steady state in resid.m
Residuals might be 0, but steady state might be complex, resulting in hard-to-diagnose problems when calling steady.m
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2016-07-14 15:04:27 +02:00 |
Houtan Bastani
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ad4d77853d
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preprocessor: rework conf_sig option
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2016-07-04 17:34:44 +02:00 |
Michel Juillard
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22f49971bc
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fixing bug in mcp model setup
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
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2016-07-03 10:56:44 +02:00 |
Michel Juillard
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2f2413e64a
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addind ep accuracy check
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2016-07-03 10:56:44 +02:00 |
Marco Ratto
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bf293396b6
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Harmonize FilteredVariables with Updated and Smoothed ones, by adding steady state to stored values, both point estimate and MCMC
(cherry picked from commit fd0d7d6d27a7937b135521c4dd76d7fa242d89ab)
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2016-07-01 20:40:17 +02:00 |
Johannes Pfeifer
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7621ebb5ea
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Harmonize spelling and function arguments of collect_latex_files.m
All lower caps and no inputs
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2016-07-01 19:09:29 +02:00 |
Johannes Pfeifer
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8694617bd0
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Add rplot to TeX-test
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2016-07-01 19:09:29 +02:00 |
Johannes Pfeifer
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9275cd089b
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Add eps-loader to rplot.m
Also makes sure that every single graph is saved when looping over figures
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2016-07-01 19:09:29 +02:00 |
Johannes Pfeifer
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2a2d81784b
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Allow rplot to plot exogenous variables
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2016-07-01 19:09:29 +02:00 |
Stéphane Adjemian (Lupi)
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46a149576b
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Merge branch 'pr#1241'
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2016-07-01 16:30:49 +02:00 |
Stéphane Adjemian (Hermes)
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2435040929
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Changed default for nonlinear filters.
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2016-07-01 11:47:21 +02:00 |
Stéphane Adjemian (Hermes)
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b6ecf5fdd0
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Updated particles submodule (fixes for apf and cpf).
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2016-07-01 11:41:39 +02:00 |
Johannes Pfeifer
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2906cbbddd
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Add check whether toolbox is installed
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2016-06-28 09:39:32 +02:00 |
Houtan Bastani
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848d81eb84
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Merge pull request #1238 from rattoma/gsa
Bug fixes for identification with ML
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2016-06-27 23:45:05 +02:00 |
Stéphane Adjemian (Hermes)
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c5f8fe7f85
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Added integration test for {variables,parameters} partitioning.
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2016-06-27 12:10:15 +02:00 |
Stéphane Adjemian (Hermes)
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581198741f
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Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
This reverts commit b0e7f1cfd7 .
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2016-06-24 17:38:54 +02:00 |
Stéphane Adjemian (Hermes)
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fcaf457f35
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Cosmetic change (code factorization).
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2016-06-24 17:35:56 +02:00 |
Johannes Pfeifer
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420e80e538
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discretionary_policy: Call steady_state-file to make sure that parameter dependence is correctly handled
Prevents cryptic crashes due to NaN in derivatives of objective function
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2016-06-23 20:50:17 +02:00 |
Johannes Pfeifer
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317f958184
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Ramsey: Test whether number of instruments matches number of missing equation
Otherwise cryptic crashes can result
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2016-06-23 20:48:01 +02:00 |
Houtan Bastani
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b0e7f1cfd7
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Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
This reverts commit 7a29f50d99 .
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2016-06-23 15:59:35 +02:00 |
Houtan Bastani
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7a29f50d99
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preprocessor: allow for partitioning of variables along multiple dimensions
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2016-06-23 15:36:42 +02:00 |
Marco Ratto
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be758613f4
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fixed bugs that prevented the computation of the asymptotic Hessian with ML.
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2016-06-19 11:09:59 +02:00 |
Marco Ratto
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25120e54f5
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added check for singular values whose eigenvectors contains only ONE column
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2016-06-19 11:08:37 +02:00 |
Michel Juillard
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b75f333a7e
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fixed snes_1.cc for petsc-3.7.2
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2016-06-18 11:21:42 +02:00 |
Michel Juillard
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5d1162d229
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fixed bug in writeCCOutput
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2016-06-18 11:21:42 +02:00 |
Stéphane Adjemian (Hermes)
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25243712ba
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Fixed bug on non linux platforms + Cosmetic changes.
The paths to mex files was wrong.
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2016-06-17 22:02:34 +02:00 |
Johannes Pfeifer
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e214ec2976
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Allow for parameter_set=mle_mode in conditional_forecast
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2016-06-17 00:21:08 +02:00 |
Johannes Pfeifer
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1c420e6056
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Allow for parameter_set=mle_mode in shock_decomposition
Required after writing results into oo_.mle_mode for ML estimation
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2016-06-17 00:21:08 +02:00 |
Stéphane Adjemian (Hermes)
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1dea10d478
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Updated dynare_config wrt #c7e848948156fe8febca22276a77c9586c565d87
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2016-06-17 00:16:06 +02:00 |
Stéphane Adjemian (Hermes)
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af9b069830
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Moved isoctave routine in base directory.
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2016-06-17 00:04:00 +02:00 |
Stéphane Adjemian (Hermes)
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d80f6d9a99
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Minimize the number of calls to addpath.
These calls have a prohibitive cost...
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2016-06-16 23:55:07 +02:00 |