f1e4ca2f48
Test if the data are positive before applying the log.
2014-01-30 17:44:47 +01:00
8829baa3aa
Merge branch 'johannes-documentation'
2014-01-30 15:33:28 +01:00
00cfec8fb6
Issue an error message if loglinear option is equal to 1 in non linear likelihood routine.
2014-01-30 14:39:06 +01:00
2e1ad9c51b
Merge branch 'loglinear'
2014-01-30 13:06:43 +01:00
62aa9b8fa5
Check if the steady state is strictly positive when simulating/estimating a model with loglinear option.
2014-01-30 13:03:03 +01:00
8359b90cdf
Cosmetic changes.
2014-01-30 13:00:25 +01:00
8309ed5c96
Added a routine to test if we are currently estimating a model.
2014-01-30 12:48:48 +01:00
d82252e805
Filter out inconsistent specification of prefiltering when observation equation is not mean zero
2014-01-30 10:07:41 +01:00
5626b0cb89
Remove constant and noconstant options from manual for estimation command
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Those options are set internally depending on whether the steady state is zero or not. See http://www.dynare.org/pipermail/dev/2014-January/003655.html
2014-01-30 09:18:15 +01:00
8ef4e45eaf
More explicit commenting of stoch_simul.m related to loglinear option
2014-01-30 09:09:25 +01:00
024ea6973e
Get rid of redundant initval in fs2000.mod
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Was replaced by steady_state-model-block
2014-01-30 08:57:01 +01:00
4bd7f4952a
Make sure that estimation works after loglinear option in stoch_simul with initval-block
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stoch_simul logs the steady state. Here, it is transformed back
2014-01-30 08:53:58 +01:00
5db6a4a0c4
Provide more information on the loglinear option and its data treatment
2014-01-29 21:11:40 +01:00
9885a31587
Add unit test for loglinear option
2014-01-29 20:43:23 +01:00
15f0353d02
Make sure repeated runs of stoch_simul.m with loglinear option do not crash due to logged steady state
2014-01-29 19:52:20 +01:00
6575d5ab5e
Clarify the role of the loglinear option for stoch_simul
2014-01-29 19:42:23 +01:00
3da8e92aa5
Fix option loglinear for stoch_simul.m by also logging steady state.
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Must be done to assure correct simulations and output of moments. Cannot be done in the solver itself as estimation performs logging of steady state also outside of solver
2014-01-29 19:39:00 +01:00
dfd9e3819b
Filter out use of loglinear with simulated moments
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Does not work because steady state is not logged
2014-01-29 19:20:52 +01:00
4c4cfd441c
Fixed typo in manual.
2014-01-29 17:56:20 +01:00
dc4a6437cc
Document new cumprod overloaded function.
2014-01-29 17:54:21 +01:00
fa6e97a929
Fixed copyright year.
2014-01-29 17:22:44 +01:00
b93eab8bf2
Added overloaded cumprod function (dseries class).
2014-01-29 17:22:10 +01:00
2c36898dc4
Document treatment of missing observations
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Closes #286
2014-01-29 16:39:41 +01:00
e054c5c322
Clarify prefilter option in estimation
2014-01-29 15:04:44 +01:00
681b194cbe
Mention in the manual that a subsample can be created out of a dseries object using the overloaded parenthesis. Closes #589 .
2014-01-29 14:20:51 +01:00
4254da0a00
Fixed bug. Closes #590 .
2014-01-29 13:51:34 +01:00
5f46f983c1
Fixed bug. Closes #591 .
2014-01-29 12:57:55 +01:00
b9c4f7d8d1
Deactivate the rescaling of the perturbation in numgrad3_ and numgrad5_ routines.
2014-01-29 12:36:34 +01:00
66c1aa78f0
Move add_auxiliary_variables_to_steadystate to partial_information directory.
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This function is obsolete, but the PI solver still uses it, so make that
relationship explicit.
2014-01-28 17:48:08 +01:00
37742463bc
Add line numbers of equations in preprocessor error messages.
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Closes #584
2014-01-27 16:41:43 +01:00
e5d4defb41
Fix handling of qz_criterium in k_order_perturbation MEX.
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If the MEX file was called with options_.qz_criterium=[], it would not use a
correct default value (but would use NaN).
Closes #574
2014-01-27 15:33:37 +01:00
0d9a9d44c3
Add missing whitespace.
2014-01-27 14:52:40 +01:00
b3859bd763
Add a warning about the choice of the MOD file name.
2014-01-27 14:52:16 +01:00
3ac402e713
Merge pull request #592 from JohannesPfeifer/master
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Fix sample on which Geweke convergence diagnostics is computed
2014-01-27 05:13:25 -08:00
9e99eed6da
Fix sample on which Geweke convergence diagnostics is computed
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Was only correct for mh_drop of 0.5
2014-01-27 10:34:13 +01:00
9b17c5db4b
fix typo
2014-01-24 11:11:57 -06:00
618527e666
add timing to report test
2014-01-24 09:54:21 -06:00
fa9c0f0a79
reporting: add indentation to table rows. closes #581
2014-01-24 09:53:53 -06:00
a15808b2ce
Removed useless output arguments from numerical gradient routines.
2014-01-24 15:47:46 +01:00
fd5dc8c14a
reporting: print less to screen by default
2014-01-23 17:47:04 -06:00
3ea028f783
fix typo
2014-01-23 17:03:25 -06:00
cb0439345c
Fix a few minor errors in the dseries doc.
2014-01-21 15:04:47 -06:00
6667599a18
Merge pull request #582 from FerhatMihoubi/master
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adding setdiff method in dates and corrects basic_plan
2014-01-21 13:03:55 -08:00
4dc21b48e9
Corrects a typo, checks that the number of dates and the number of values are equal, Warns instead of reporting an error if the basic_plan is applied on a shock that is used in a flip_plan (flip_plan has the higher priority)
2014-01-21 14:42:44 -06:00
d325ad15b2
Adds setdiff method to dates
2014-01-21 14:37:43 -06:00
0fde09e5de
remove unused variable
2014-01-21 10:56:16 -06:00
3f5d18f5c5
dseries: allow assign to select by date string as opposed to dates
2014-01-17 14:59:20 -05:00
a02b5b2d6a
doc fix typo
2014-01-17 12:56:08 -05:00
c3a8818085
Minor fix to release announcement.
2014-01-17 15:00:48 +01:00
94fa6144bd
Fixed example ep/rbcii.mod (RBC model with endogenous labour supply and irreversible investment).
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The leaded lagrange multiplier (associated with the positivity constraint on investment) was missing in the Euler equation.
2014-01-17 12:06:16 +01:00
Stéphane Adjemian (Scylla)
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot
Houtan Bastani
ferhat