e6b7a5b74a
reporting: fix spacing between sections
2014-05-16 16:59:56 +02:00
3af8ab90bb
reporting: bug fix
2014-05-16 16:43:45 +02:00
3516dd5989
reporting: simplify check
2014-05-16 16:35:18 +02:00
35e56bad72
Add back function that was erroneously removed
2014-05-16 15:29:54 +02:00
d4972e988f
reporting: fix bug when data option is passed to addGraph
2014-05-16 15:00:43 +02:00
23134353e3
extended_path: update tests models; correct bugs introduced in
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previous commit
2014-05-12 14:17:19 +02:00
979101fa55
sim1: when there are NaNs/Infs, raise a warning rather than an error.
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Otherwise the homotopy procedure can fail prematurely.
Thanks to Tom Holden for the suggestion.
2014-05-12 12:15:16 +02:00
26f2b301b0
make extended path algorithm 1 as a self contained problem usable by dynare_solve
2014-05-12 10:18:43 +02:00
c3efb214ef
Merge changes to extended path
2014-05-12 09:43:49 +02:00
add594ab7e
updating extended_path
2014-05-12 09:40:12 +02:00
b5ca118bfb
trust_region: replace a loop with a matrix expression
2014-05-11 14:44:44 +02:00
72950de0a0
solve1: initialize fjac only if it needs to be computed numerically.
2014-05-11 14:44:06 +02:00
1de2c67e76
Merge branch 'master' into ep
2014-05-10 10:15:39 +02:00
e8ac5da9ea
Fix trust region on entire model.
2014-05-09 15:33:26 +02:00
15b44eda25
Merge branch 'master' into ep
2014-05-09 10:02:05 +02:00
57ae7d7fd9
adding solve_algo=9: using trust_region algorithm on the entire model
2014-05-07 21:25:10 +02:00
a6106f07c7
making solve1.m robust to sparse Jacobian
2014-05-07 21:12:56 +02:00
fad9aa6846
removing debugging printing
2014-05-07 14:23:31 +02:00
58ba964bb7
trust_region/dogleg: fixing sign error
2014-05-07 13:34:59 +02:00
c3544553ab
Merge pull request #650 from JohannesPfeifer/parameter_diagnostics
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Adds test whether all parameters are set to model_diagnostics.m
2014-05-07 12:27:07 +02:00
d44825723b
Adds test whether all parameters are set to model_diagnostics.m
2014-05-07 10:49:50 +02:00
6ca649c4bf
Added char method for @dates objects.
2014-05-02 12:15:58 +02:00
f03dd893a8
Allow the syntax o.disp() for @dates and @dseries objects.
2014-04-30 11:11:45 +02:00
f183c047d5
Test the existence of the files and folder before deletion.
2014-04-30 10:42:39 +02:00
0cd6c9917e
Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased).
2014-04-30 10:42:39 +02:00
e5ba312174
Perfect foresight homotopy: make sure that oo_.endo_simul is not corrupted by failed simulation.
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Ref #220
2014-04-23 16:45:09 +02:00
e2b42382ee
There is now an interface for option maxit.
2014-04-23 15:18:33 +02:00
cfb69064d9
More detailed progress information in perfect foresight homotopy.
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Ref #220
2014-04-23 15:04:59 +02:00
7b882b2f60
Fix bug introduced in 0e204673.
2014-04-10 16:46:30 +02:00
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
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This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
0e204673fd
Correctly set oo_.deterministic_simulation.status in sim1_purely_{backward,forward}.m.
2014-04-10 16:39:06 +02:00
9c279dca85
Merge pull request #646 from JohannesPfeifer/var_decomp
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Var decomp
2014-04-10 12:13:50 +02:00
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
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simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
82b3115696
Store deterministic shocks information in M_.
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Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35 .
Closes #271
2014-04-08 17:43:58 +02:00
bb1fd49629
Remove nonexistent global variable ex_det0_.
2014-04-08 17:19:55 +02:00
6eb3a3d3ad
Disentangle computation and display of conditional_variance_decomposition
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Previously, noprint suppressed the computation of conditional_variance_decomposition although it should only suppress its display. Also adds a dedicated field for the unconditional variance decomposition.
2014-04-07 17:38:27 +02:00
295f8d53f0
smoother2histval, histval_file: fix compatibility problems with MATLAB.
2014-04-07 14:58:28 +02:00
3afdbf8e47
Add warning if conditional_variance_decomposition is requested with simulated moments
2014-04-07 11:29:05 +02:00
fa7d123ea4
fix bug when there is no parameter declared in the model
2014-04-05 16:40:25 +02:00
614dc3e5a6
smoother2histval/histval_file: handle lagged exogenous.
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Ref #594
2014-04-04 17:22:09 +02:00
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
9cf83b6e63
Add check to model_diagnostics.m whether Hessian was computed
2014-04-01 14:39:19 +02:00
8deec694ec
Merge pull request #643 from JohannesPfeifer/Jacobian
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Improve checks of Jacobian
2014-04-01 12:36:12 +02:00
7da5065db4
Don't skip first observation when loading XLS(X) or CSV files.
2014-04-01 12:14:49 +02:00
7849707843
fix typo
2014-03-28 15:25:22 +01:00
90b4cae92a
Expand model_diagnostics.m to check Jacobians for NaN and Inf
2014-03-28 14:52:29 +01:00
d9d4fef251
Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m
2014-03-28 14:52:06 +01:00
d5da406544
Fixed bug in dseries constructor introduced in 4e1c26db.
2014-03-27 18:25:46 +01:00
8daed40ab3
Fix exception handling under MATLAB in unitary test infrastructure.
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The getReport() function of MATLAB expects an exception coming from the "catch"
statement. It is not happy with the value returned by lasterror().
2014-03-27 18:18:29 +01:00
f0f355e9b5
Fix typo.
2014-03-27 17:48:13 +01:00
Houtan Bastani
Michel Juillard
Sébastien Villemot
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Scylla)