Johannes Pfeifer
3679afe849
Discretion: Added catch for infinities
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Comment: A user provided a file in which the Sylvester equation solved using doubling can evaluate to inf. When Doubling fails, one can try the Hessenberg-Schur algorithm.
2018-02-01 09:53:23 +01:00
Houtan Bastani
32cc4e069b
preprocessor: pac: change functionality of diff operator
2018-01-30 11:13:40 +01:00
Houtan Bastani
42417d992d
dyn_ols: fix bug in field check
2018-01-30 10:30:50 +01:00
Stéphane Adjemian (Charybdis)
b91fa10fa1
Fixed Matlab's version requirement.
2018-01-29 20:17:45 +01:00
Stéphane Adjemian (Charybdis)
2f4b883f42
Closes #1588 .
2018-01-29 18:20:24 +01:00
Stéphane Adjemian (Charybdis)
48b5839414
Updated NEWS file for 4.5.4.
2018-01-29 16:31:24 +01:00
Houtan Bastani
01d416da45
dyn_ols: fix bug in correction of fitted values
2018-01-29 16:26:46 +01:00
Houtan Bastani
4bbfb35a6e
sur: fix bug in printing
2018-01-29 15:36:56 +01:00
Houtan Bastani
812dcae89d
sur: fix bug in parameter indices
2018-01-29 15:26:28 +01:00
Houtan Bastani
bfe07d389b
macroprocessor: fix unhandled case of nested ifdef/ifndef statements. closes #1587
2018-01-29 10:58:07 +01:00
Marco Ratto
13a30a0a4e
add a new case for ratios between endogenous variables, like trade balance to GDP.
2018-01-27 10:37:31 +01:00
Marco Ratto
b3bcd2c8b0
bug fixes: wrong name of field fig_name and properly using user defined fig_name
2018-01-27 10:37:31 +01:00
Marco Ratto
5e7256daeb
Bug fixes after changes in the options structures for shock decompositions.
2018-01-27 10:37:31 +01:00
Johannes Pfeifer
cbc0cdfef8
Fix bug in multivariate Kalman smoother when observations are missing
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The singularity branch did not correctly account for the switching number of observables
2018-01-26 23:13:45 +01:00
Johannes Pfeifer
dde1acd18d
Make fast_realtime accept observation as input
2018-01-26 18:23:49 +01:00
Johannes Pfeifer
8e73289fe5
read_variables.m: consistently account for variables being stored as cell array
2018-01-26 12:29:03 +01:00
Johannes Pfeifer
0a80ca4028
initial_condition_decomposition: Add nodisplay, graph_format, fig_name options
2018-01-26 12:09:14 +01:00
Johannes Pfeifer
6b9f469459
initial_condition_decomposition: return oo_ output argument to base workspace
2018-01-26 12:09:14 +01:00
Stéphane Adjemian (Charybdis)
74fc7cc078
Copyright header fix.
2018-01-26 12:01:07 +01:00
Stéphane Adjemian (Charybdis)
c4f1958690
Cosmetic changes + Copyright headers fixes.
2018-01-26 12:00:27 +01:00
Johannes Pfeifer
b933a440bf
Add debugging info to Kalman filter routines
2018-01-26 11:47:39 +01:00
Marco Ratto
b9741548b0
As we do for the smoother, check the rank of Pinf only for the observables (i.e. using Z*Pinf*Z')
2018-01-26 11:47:39 +01:00
Marco Ratto
cf8213f7a0
fix to the Kitigawa transformation that allows to reduce the computing time of the likelihood in large models, with a lot of static variables, by 30-50%.
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This fixes the bug in e97e5c3407
that led to 2f9dc09285
It is tested and completely fixes the issue highlighted in #1312 .
2018-01-26 11:47:39 +01:00
Johannes Pfeifer
60efdd49bb
disp_steady_state.m: Use character array to make sure alignment in display of steady state is right
2018-01-26 11:45:54 +01:00
Johannes Pfeifer
a418a04249
model_diagnostics.m: bugfix after transition to cell arrays
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disp does not work with cell
2018-01-26 11:45:54 +01:00
Houtan Bastani
c671b78952
plot_contributions: if getEquationsByTags returns an empty jsonmodel, we know that no equation was found with `equationname` so simplify check
2018-01-25 15:57:50 +01:00
Houtan Bastani
8f66bc97eb
fix header in plot_contributions
2018-01-25 15:53:31 +01:00
Houtan Bastani
b3d05e84df
fix bug in plot_contributions
2018-01-25 15:53:02 +01:00
Houtan Bastani
683c89de43
SUR: add option to estimate certain parameters
2018-01-25 15:45:26 +01:00
Johannes Pfeifer
9fadf19bc2
Add -accepteula flag to psexec call
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Prevents freezing if dialog has not been opened before
2018-01-25 11:45:41 +01:00
Johannes Pfeifer
ec3fb76aa7
posterior_sampler: Fix naming error that crashes parallel estimation
2018-01-25 11:45:41 +01:00
Stéphane Adjemian (Charybdis)
2647f258d4
Cosmetic changes (code factorization).
2018-01-25 11:34:54 +01:00
Johannes Pfeifer
4c7960fbdc
AnalyseComputationalEnvironment.m: print out command that caused error as well as system response
2018-01-25 10:49:58 +01:00
Houtan Bastani
3a6227387b
Fix commit reverted in 4d89452e1b
.
2018-01-25 00:47:50 +01:00
Johannes Pfeifer
ef797eec0f
mode_check.m: account for case where bounds are infinite and not plots are shown
2018-01-24 23:21:10 +01:00
Stéphane Adjemian (Charybdis)
4d89452e1b
Revert "macroprocessor: interpret arrays passed on the command line as arrays instead of strings. closes #1578"
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Commit 204d9cd05f
fails with gcc 4.9 (I checked that it works flawlessly
with 6.x). The error message is:
MacroDriver.cc:63:24: error: 'class std::basic_string<char>' has no member named 'front'
if (it->second.front() == '[' && it->second.back() == ']')
^
MacroDriver.cc:63:53: error: 'class std::basic_string<char>' has no member named 'back'
if (it->second.front() == '[' && it->second.back() == ']')
Ideally we should bump the version of gcc used in the build system, but I will not do that before the
next bug fix release. I suppose it is easier to replace the front() and back() methods.
2018-01-24 22:15:57 +01:00
Stéphane Adjemian (Charybdis)
c7a860e6b6
Fixed bug in interactive choice of the endogenous variables.
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Bug introduced when we replaced the character arrays by cell of row character
arrays. Closes #1577 .
2018-01-24 18:22:45 +01:00
Johannes Pfeifer
28b499af3b
Filter out cases where stochastic_solvers.m is called at higher order without k_order_solver
2018-01-24 17:50:42 +01:00
Houtan Bastani
21fe74d8e3
dyn_ols: fix bug in sample range
2018-01-24 17:27:29 +01:00
Houtan Bastani
f3f820135a
getEquationsByTags: aesthetic fix
2018-01-24 17:27:29 +01:00
Stéphane Adjemian (Charybdis)
ad0bff3771
Added comments.
2018-01-24 17:24:21 +01:00
Johannes Pfeifer
99e4cb6e7e
evaluate_steady_state_file.m: Condition call to str2func on function being present
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Workaround for Octave bug https://savannah.gnu.org/bugs/?52568
2018-01-24 17:21:16 +01:00
Stéphane Adjemian (Charybdis)
76d05aea57
Merge branch 'pr#1583'
2018-01-24 16:38:37 +01:00
Stéphane Adjemian (Charybdis)
e6cc7d6a7f
Rewrote header.
2018-01-24 15:59:47 +01:00
Stéphane Adjemian (Charybdis)
145f1e7b1c
Streamlined code by removing unnecessary conditions.
2018-01-24 15:59:04 +01:00
Stéphane Adjemian(Charybdis)
4608e6b2cd
Updated dseries submodule (fixes and new routines for the FAME interface).
2018-01-24 14:35:33 +01:00
Houtan Bastani
82de9c1d18
macroprocessor: allow inline comments. closes #1550
2018-01-23 17:13:46 +01:00
Houtan Bastani
204d9cd05f
macroprocessor: interpret arrays passed on the command line as arrays instead of strings. closes #1578
2018-01-23 16:33:20 +01:00
Stéphane Adjemian(Charybdis)
bdb171ad44
Fixed bug on endo_names' type (cell versus char array).
2018-01-22 11:44:30 +01:00
Johannes Pfeifer
92549e48b1
Make demean.m use nanmean
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Otherwise estimation with missing observations and prefilter option will crash
2018-01-20 08:26:00 +01:00