Commit Graph

5387 Commits (ea3d2cd1ed046f2ca3e50f812cb8c5b7b0cf8e6b)

Author SHA1 Message Date
Sébastien Villemot ea3d2cd1ed Include right header in definition of LogLikelihoodSubSample 2013-02-05 15:49:47 +01:00
Sébastien Villemot da046d378e Fix typos 2013-02-05 15:49:27 +01:00
Sébastien Villemot a06e3d9714 Clarify error message of logposterior DLL for purely backward/forward models 2013-02-05 14:57:38 +01:00
Sébastien Villemot cfa28a58d3 Add display method for dynDate and dynDates classes 2013-02-05 14:49:30 +01:00
Sébastien Villemot 3a599aee84 Add subsasgn methods to dynDate and dynDates
The rationale is that, in the absence of a subsasgn method, MATLAB and Octave
behave differently. The former refuses any data member update, while the latter
allows all. Providing an implementation is therefore required to have uniform
behavior.
2013-02-05 14:32:08 +01:00
Sébastien Villemot 53f7ab33f3 Remove obsolete dynTime class 2013-02-05 14:30:49 +01:00
Sébastien Villemot 597b850890 Fix typo 2013-02-05 12:49:41 +01:00
Houtan Bastani 68dff500ca bug fix: typo 2013-02-05 11:18:43 +01:00
Stéphane Adjemian (Charybdis) 241afd1ae5 Removed fs2000_particle from the test suite. 2013-02-05 10:37:11 +01:00
Stéphane Adjemian (Charybdis) d63904ec65 Changed options of the estimation command in fs2000_particle.mod (added optimization of the posterior kernel).
In the end the hessian at the mode has the wrong sign...
2013-02-05 10:37:11 +01:00
Stéphane Adjemian (Charybdis) f0ef6c930a Removed call to gaussian_filter_bank routine in sequantial_importance_particle_filter. 2013-02-05 10:37:11 +01:00
Sébastien Villemot 21055da526 Remove incorrect use of static keyword
This leads to a crash when the DLL is called several times in the same
Octave/MATLAB session.
2013-01-30 18:39:18 +01:00
Sébastien Villemot aa9bbf8f06 Add missing semicolons 2013-01-30 16:58:15 +01:00
Sébastien Villemot deb9ece36d Fix MOD-file name in Kalman tests 2013-01-30 16:44:10 +01:00
Sébastien Villemot f60acd4366 Relax criterion for decision rules test
Otherwise it fails with on Karaba
2013-01-30 16:43:35 +01:00
Sébastien Villemot b3acdc0836 Make various functions more generic, using templates
This was necessary to make some tests work again
2013-01-30 16:43:02 +01:00
Sébastien Villemot 02fee79fc7 Add some sanity checks 2013-01-30 16:27:13 +01:00
Sébastien Villemot 5beec53458 Remove unused function prototype 2013-01-30 16:26:56 +01:00
Sébastien Villemot 7a02236f81 Fix mexopts.bat files for Cygwin
Quote %LIBLOC% for the case where it contains spaces
2013-01-30 14:03:15 +01:00
Sébastien Villemot 1b317f1b9d Fix linking of static file with use_dll under Windows
The "Static" symbol was not exported; instead, it was the non-existing
"Dynamic" symbol which was exported.
2013-01-30 14:02:23 +01:00
Marco Ratto bb9c9c566d Bug fix when there are no shocks estimated. 2013-01-23 11:53:07 +01:00
Ferhat Mihoubi af6bc73695 Stores the status of a deterministic simulation using bytecode in oo_.deterministic_simulation.status 2013-01-18 17:05:10 +01:00
Ferhat Mihoubi fb6762a972 Considers a pathological case where a static model is dynamically simulated 2013-01-18 17:03:12 +01:00
Ferhat Mihoubi 47022b12c3 Considers a pathological case where the dynamic model is simulated on one period 2013-01-18 17:02:15 +01:00
Ferhat Mihoubi fb127d010e Correction of a bug in controlled exogenous variables indexation 2013-01-18 17:00:04 +01:00
Sébastien Villemot 607210dcb9 News for Dynare 4.3.2 2013-01-18 14:19:41 +01:00
Sébastien Villemot eed3651d6e check only returns eigenvalues, not the whole oo_ 2013-01-15 16:45:15 +01:00
Sébastien Villemot 42c9115131 Userguide: replace obsolete shocks_file by initval_file 2013-01-15 16:39:32 +01:00
Sébastien Villemot 14ed3d94a9 Ensure that running check without stoch_simul still sets oo_.dr.eigval
This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
Sébastien Villemot 00485425c1 Fix crash in conditional_forecast 2013-01-15 12:48:56 +01:00
Sébastien Villemot 6737077770 Improve error message for 3rd derivatives of external functions 2013-01-15 11:39:04 +01:00
Michel Juillard 9334d762e1 * matlab/@dynSeries/private/horzcat2.m: added missing update of 'time' member 2013-01-13 11:01:32 +01:00
Michel Juillard a74069c91d * matlab/@dynDates/append.m: added the possibility to append a
dynDates object. Duplicate dates are permitted and not checked for.
2013-01-13 10:53:23 +01:00
Michel Juillard 842b8875f2 * matlab/@dynDates/subsref.m: adding sub_sample subsref to dynDates 2013-01-13 10:24:16 +01:00
Michel Juillard e6541dabcc * matlab/@dynSeries/subsref.m: removed spurious code introduced in
previous commit
2013-01-13 09:14:57 +01:00
Michel Juillard 4f7606f5a1 * matlab/@dynDate: started changing references to dynTime by
dynDates; dynDate can be initialized with a single dynDate
2013-01-12 21:39:54 +01:00
Michel Juillard 15fa7fc840 * matlab/@dynDate/colon.m: fixed bug when there is only one series 2013-01-12 21:36:01 +01:00
Ferhat Mihoubi 4a465f2d07 Correction in the forecasting section 2013-01-11 18:22:15 +01:00
Ferhat Mihoubi 11e151547c Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
Sébastien Villemot a4681b5092 Don't fail when all values are NaN/Inf 2013-01-07 17:03:47 +01:00
Sébastien Villemot 7fe0e93ef8 Update license file for 2013 2013-01-07 15:41:58 +01:00
Sébastien Villemot 5c88338965 Fix mode_compute=3 under Octave 2013-01-07 15:40:48 +01:00
Sébastien Villemot 8c7e3d46ed Document when mode_compute={1,3,7} are available, and error with an informative message if not 2013-01-07 15:40:45 +01:00
Sébastien Villemot ad8b615771 Use maximum_endo_lag instead of maximum_lag
Closes: #292
2013-01-07 10:40:49 +01:00
Stéphane Adjemian (Charybdis) 2fc7aa7b94 Reduced the number of particles in particle/dsge_base2.mod. 2012-12-21 17:21:07 +01:00
Stéphane Adjemian (Charybdis) bd01669fb9 Fixed crash with particle/dsge_base2.mod in the test suite. 2012-12-21 17:21:07 +01:00
Sébastien Villemot 323f455a38 Merge remote-tracking branch 'ratto/master' 2012-12-19 17:50:41 +01:00
Stéphane Adjemian (Charybdis) 9dfe2c908f Added methods to compute yearly and quaterly growth rates and differences (dynSeries). 2012-12-19 17:13:52 +01:00
Marco Ratto 037eca4b9c Fixed bug with ML estimation with analytic derivatives 2012-12-19 13:16:15 +01:00
Stéphane Adjemian (Charybdis) e0018f8bca Added overload subsasgn method in dynSeries class.
Following syntax:

ts{'GDP_US'} = ts.{'GDP_US'}.log

applies the log function to the variable GDP_US in the dynSeries object ts. Note that this works on an arbitrary number of variables and that regular expressions can be used (see previous commits).
2012-12-12 16:16:11 +01:00