Stéphane Adjemian (Charybdis)
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2c04f5c825
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Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
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2011-12-21 18:57:09 +01:00 |
Sébastien Villemot
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a2061b6f4e
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Initialize empirical simulations with information provided in histval
Closes: #195, #157
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2011-12-21 18:37:45 +01:00 |
Stéphane Adjemian (Charybdis)
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3815daada3
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Fixed bug: dynare_config is now able to find a mex file even if dynare_config is called from
<DYNARE_PATH>/matlab directory and if a matlab script with same name than the mex exists in
this directory.
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2011-12-21 18:31:29 +01:00 |
Stéphane Adjemian (Charybdis)
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4869fff243
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Added new mex file for computing Quasi Monte-Carlo sequences (Sobol), texinfo headers and unitary tests are available in <DYNARE_PATH>/matlab/qmc_sequence.m.
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2011-12-21 18:23:15 +01:00 |
Stéphane Adjemian (Charybdis)
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dec622c48d
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Fixed bug and streamlined the routines for unitary tests.
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2011-12-21 18:14:17 +01:00 |
Houtan Bastani
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3ff704d36d
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ms-sbvar: replace state with regime
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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87ffab3200
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preprocessor: add symbol.options statement
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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f5bfdbb23f
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preprocessor: add prior statement
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2011-12-21 12:21:29 +01:00 |
Houtan Bastani
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1e78d70659
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preprocessor: add data command
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2011-12-21 12:21:29 +01:00 |
Houtan Bastani
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29bead75c9
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preprocessor: add set_time command
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2011-12-21 12:21:29 +01:00 |
Marco Ratto
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4b9b90f1bb
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Replace waitbar by dyn_waitbar.
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2011-12-20 16:59:44 +01:00 |
Stéphane Adjemian (Charybdis)
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744f3fd41b
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Added Stochastic Extended Path method (SEP).
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2011-12-19 18:04:54 +01:00 |
Stéphane Adjemian (Charybdis)
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7ff36b680b
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Added unitary test.
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2011-12-19 15:54:30 +01:00 |
Stéphane Adjemian (Charybdis)
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cf1d07f31c
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More unitary tests (multivariate Gaussian quadrature) using cartesian_product_of_sets.
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2011-12-16 16:02:32 +01:00 |
Stéphane Adjemian (Charybdis)
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6cecc181dc
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Added unitary test.
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2011-12-16 15:14:59 +01:00 |
Stéphane Adjemian (Charybdis)
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cd9250edbf
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Fixed bug.
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2011-12-16 15:14:38 +01:00 |
Stéphane Adjemian (Charybdis)
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857eb7438f
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Added provisions for future shocks (using Gaussian quadratures).
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2011-12-16 11:42:03 +01:00 |
Stéphane Adjemian (Charybdis)
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f7b6e917ac
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Added two routines for evaluating multivariate integrals with gaussian quadratures.
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2011-12-16 11:42:03 +01:00 |
Stéphane Adjemian (Charybdis)
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8fa4bfc160
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Cosmetic change.
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2011-12-16 11:42:03 +01:00 |
Stéphane Adjemian (Charybdis)
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230e787b27
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Fixed bug. The seed has to be set before the sampling of the structural innovations.
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2011-12-16 11:42:03 +01:00 |
Michel Juillard
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7408714ea1
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added dname as argument to CheckPath function and changed all calls to
this function. Suppressed use of globals in CheckPath.
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2011-12-15 17:35:27 +01:00 |
Michel Juillard
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d0e458eb79
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removing useless statement
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2011-12-15 17:35:27 +01:00 |
Michel Juillard
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ad2a3a7ecc
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fixing problem in computation of initial posterior density when steady
state model is provided by the user
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2011-12-15 17:35:27 +01:00 |
Michel Juillard
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3bc349402f
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fixing problem wiht Ramsey policy when the steady state is provided by
the user
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2011-12-15 17:35:27 +01:00 |
Michel Juillard
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cef244842d
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fixing problem with univariate Kalman filter and no missing observations
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2011-12-15 17:35:27 +01:00 |
Michel Juillard
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976c8c1654
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making univariate Kalman filter code simpler and more efficient
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2011-12-15 17:35:26 +01:00 |
Michel Juillard
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edd95a94c8
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added options_.sub_draws in estimation for controlling the number of draws used in
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
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2011-12-15 17:35:26 +01:00 |
Marco Ratto
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ac2687f6dd
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Fixed function header
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2011-12-14 14:43:17 +01:00 |
Sébastien Villemot
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6bfeb91e99
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evaluate_static_model: fix crash under Octave with bytecode
Octave does not want to create a function handle to a nonexistent function
(<MODFILE>_static.m) in that case
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2011-12-14 10:39:32 +01:00 |
Sébastien Villemot
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4e0801a92d
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Preprocessor: fix forecast command
It was broken since the renaming of forecast.m in
8f1326e2f8
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2011-12-14 10:35:25 +01:00 |
Marco Ratto
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66f6f6b5d0
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remove obsolete gsa function
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2011-12-13 18:33:59 +01:00 |
Marco Ratto
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c3b5b65fc3
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Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly.
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2011-12-13 18:32:57 +01:00 |
Marco Ratto
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b23c508671
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Initialize new option analytic_derivation for estimation.
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2011-12-13 17:05:55 +01:00 |
Stéphane Adjemian (Charybdis)
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95fb57b4e9
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Added waitbar for EP simulations.
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2011-12-12 14:20:14 +01:00 |
Stéphane Adjemian (Charybdis)
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3ba5a645be
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Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0.
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2011-12-12 14:20:14 +01:00 |
Stéphane Adjemian (Charybdis)
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a36cf30118
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Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.
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2011-12-12 14:20:14 +01:00 |
Sébastien Villemot
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7ec12aaa43
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Removed unused generalized cholesky routines
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2011-12-12 10:25:47 +01:00 |
Michel Juillard
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8f1326e2f8
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changed name of function forecast.m -> dyn_forecast.m because of
name conflict with cszt
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2011-12-11 11:15:38 +01:00 |
Michel Juillard
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bc8d4d8f08
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gsa: converted DOS end of lines in Unix end of lines
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2011-12-09 21:13:16 +01:00 |
Michel Juillard
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ec0af45fc8
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further fixes to gsa testsuite; make gsa compatible with Linux
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2011-12-09 20:55:02 +01:00 |
Stéphane Adjemian (Charybdis)
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9334958461
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Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
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2011-12-09 18:10:54 +01:00 |
Stéphane Adjemian (Charybdis)
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6d9983df0c
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New version of the extended path routines.
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2011-12-09 18:03:30 +01:00 |
Michel Juillard
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ae36279ac7
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attempt to fix occasional problem with octave_ver_less_than.m
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2011-12-09 17:45:52 +01:00 |
Stéphane Adjemian (Charybdis)
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3318542895
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Removed old verison of extended path routine. Added new version in dynare/matlab/ep. Added field (ep) in option_ for the extended path routines.
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2011-12-05 10:58:39 +01:00 |
Stéphane Adjemian (Charybdis)
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7aeb881e3a
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Temporarily set the variance of the shocks to zero when computing or checking the deterministic steady
state. This is necessary if the model contains mean preverving spread terms.
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2011-12-04 23:57:46 +01:00 |
Michel Juillard
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6deaa23d95
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changed critical value of secant for inverse_gamma_specification
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2011-12-03 15:55:06 +01:00 |
Marco Ratto
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9abd894f78
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bug fix + added new utility to clean temporary remote folder from new files generated by a completed parallel session.
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2011-12-02 16:11:10 +01:00 |
Stéphane Adjemian (Charybdis)
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a0e1d3b34f
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Fixed bugs + cosmetic changes.
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2011-12-02 12:14:38 +01:00 |
Stéphane Adjemian (Charybdis)
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16d2fd5673
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Fixed bugs. Changed internal documentation.
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2011-12-02 12:14:38 +01:00 |
Stéphane Adjemian (Charybdis)
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6105ed433c
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Removed useless calls to set_default_options.
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2011-12-02 12:14:38 +01:00 |