Ferhat
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
Michel Juillard
7d4a7b1bac
adding test for computing Ramsey policy in a model using the
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expectation operator.
2012-04-20 11:51:32 +02:00
Sébastien Villemot
ff4285d6fb
matio is a requirement for ms-sbvar under Octave
2012-04-20 11:50:03 +02:00
Sébastien Villemot
5d5b36a3ef
Fix build system wrt to new contrib dir
2012-04-20 11:27:03 +02:00
Stéphane Adjemian (Charybdis)
ccc3c513fb
Fixed bug (initialization of zero_delta).
2012-04-19 14:17:02 +02:00
Houtan Bastani
6180bc2212
Add TZcode submodule to repository
2012-04-19 12:27:39 +02:00
Houtan Bastani
9576255ead
Create new contrib folder & move ms-sbvar submodules there
2012-04-19 11:02:40 +02:00
Michel Juillard
973302e42e
fixing bugs in smoother
2012-04-18 21:15:18 +02:00
Michel Juillard
41e027aee3
added steady option stop_on_error. stop_on_error = 0 permits to
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continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
Michel Juillard
1014bb038d
made loglinear option available for purely backward and purely forward
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models (for now only with order==1)
2012-04-15 14:06:37 +02:00
Houtan Bastani
2f5d76dc8c
ms-sbvar: set A0, A+, Zeta, and Q based on output_file_tag passed to estimation
2012-04-13 16:12:24 +02:00
Houtan Bastani
b96c35a1a4
ms-sbvar: remove unused code
2012-04-13 15:56:25 +02:00
Houtan Bastani
f402d59acf
ms-sbvar: link to Matio library for Octave compilation
2012-04-13 15:54:48 +02:00
Houtan Bastani
8bb17c4262
submodule update
2012-04-13 15:49:36 +02:00
Michel Juillard
5271bad50c
added details for option mode_compute=0 with no estimated_params block
2012-04-12 09:30:39 +02:00
Michel Juillard
0fc0a0e6f0
corrected description of option mode_compute=0 in manual
2012-04-11 23:17:23 +02:00
Sébastien Villemot
41de387ab7
Workaround for race condition in run_test_octave
2012-04-06 21:54:54 +02:00
Sébastien Villemot
5696dadf27
Reindentation of Octave code
2012-04-06 21:53:50 +02:00
Houtan Bastani
e7369c3691
doc: correct option
2012-04-05 09:20:20 +02:00
Sébastien Villemot
a44fa426c4
Simplify logic of test since Octave 3.2 is now the minimal requirement
2012-04-04 22:16:39 +02:00
Sébastien Villemot
339d88220d
qz() has changed between Octave 3.2 and 3.4
2012-04-04 22:13:34 +02:00
Michel Juillard
9bcb1883bd
fixing bug related to use of QZ decomposition in Octave
2012-04-04 21:46:24 +02:00
Michel Juillard
3170d93136
Merge remote-tracking branch 'ratto/master'
2012-04-04 17:25:50 +02:00
Marco Ratto
d4723038be
1) fixed infinite loop
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2) fixed names of sylvester functions
2012-04-04 16:43:44 +02:00
Marco Ratto
32de0fd675
fixed typos
2012-04-04 16:41:49 +02:00
Marco Ratto
f455557376
compact all sylvester routines, with generic dimension of d argument
2012-04-04 16:38:22 +02:00
Houtan Bastani
a0a2becf58
bug fix: documentation typo
2012-04-04 16:29:10 +02:00
Houtan Bastani
648690a2d9
estimation: instatiate date output as dynDate class
2012-04-04 11:44:07 +02:00
Houtan Bastani
a2497dc0ae
estamiton: check variable types in copy statements
2012-04-04 10:43:29 +02:00
Marco Ratto
76093094a6
Force precision in sylvester equation solution, particularly useful for different behaviour of the function schur under octave
2012-04-04 10:39:19 +02:00
Marco Ratto
a49e550448
typo fixed
2012-04-04 10:36:54 +02:00
Marco Ratto
fe6aa88c27
1) check if AHess is positive semi-definite;
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2) fix memory issues related to chh
3) fix issue for the rare case of empty indok (octave)
2012-04-04 10:36:32 +02:00
Marco Ratto
3ca9485edd
bug fix when calling gsa
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set default order=1
set analytic derivation =1
2012-04-04 10:35:18 +02:00
Houtan Bastani
83afb256cf
bug fix: output not correct for corr(a,b).prior statement
2012-04-03 18:33:24 +02:00
Houtan Bastani
74476d1276
estimation: simplify output using estimation_info.empty_* structures
2012-04-03 18:33:24 +02:00
Houtan Bastani
28d985433b
bug fix: wrong index used in test
2012-04-03 18:33:24 +02:00
Houtan Bastani
cabf4bba8e
estimation: bug fix: clear range_index
2012-04-03 18:33:24 +02:00
Houtan Bastani
9e30b3e5d0
estimation: clear subsamples substructure whenever a subsamples copy statement is encountered
2012-04-03 18:33:24 +02:00
Houtan Bastani
08bcf39fe7
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
Houtan Bastani
7e6bd80f17
estimation: remove s from parameters substructure
2012-04-03 18:33:23 +02:00
Houtan Bastani
31e0bc2e1e
estimation: simplify global_initialization
2012-04-03 18:33:23 +02:00
Sébastien Villemot
2057365143
Require at least Octave 3.2.2 (and therefore drop rcond.m and bicgstab.m)
...
Octave 3.2 has been around for a long time, and is included in most
distributions.
2012-04-03 17:57:38 +02:00
Sébastien Villemot
90cb2ffb59
Under Octave >= 3.4, don't sleep for 2 seconds
2012-04-03 17:46:48 +02:00
Sébastien Villemot
ab40dca690
Fix typo
2012-04-03 15:01:22 +02:00
Sébastien Villemot
aaad44e192
Add example from Aguiar and Gopinath (2004)
2012-04-03 12:49:58 +02:00
Stéphane Adjemian (Charybdis)
3be6b610c8
Merge remote-tracking branch 'houtanb/master'
2012-04-02 15:18:12 +02:00
Sébastien Villemot
7ef87c92a3
Document that mode_compute=5 incompatible with DSGE-VAR/non-linear filters
2012-04-02 10:51:50 +02:00
Michel Juillard
a35e0cb3e3
fixed bug in initial estimation checks when mode_compute == 5
2012-03-31 11:01:32 +02:00
Houtan Bastani
8d69c8bf2b
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
9741b3b3ec
estimation: reorganize options output
2012-03-30 15:37:15 +02:00