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3485 Commits (f2fac8fa428f776f41e81746145b6b4dcbfbffbc)

Author SHA1 Message Date
Marco Ratto 8352873e06 Fixes to handle properly implicit derivation when STEADY_STATE syntax is applied 2011-03-18 10:54:09 +01:00
Marco Ratto 1ec1ea874a Added utilities for analytic scores and asymptotic Hessian of likelihood. 
Thanks to Nikolai Iskrev
 2011-03-18 10:52:27 +01:00
Ferhat Mihoubi 31b6c08347 Correct a bug when the model contains deterministic exogenous variables and bytecode option is used. 
Note that stochastic simulations do not work for the moment with block option.
 2011-03-18 01:09:20 +01:00
Michel Juillard 0359c2801d modifies alternative function for betapdf() for large values of a and b 2011-03-17 20:13:09 +01:00
Michel Juillard 14e5bbcad7 adding syntax checks for discretionary_policy in the preprocessor 2011-03-17 20:13:09 +01:00
Sébastien Villemot 7665b089fc GSA: removed unused files 2011-03-17 16:54:55 +01:00
Sébastien Villemot da867f1c93 GSA: add to MATLAB/Octave path 2011-03-17 16:29:18 +01:00
Sébastien Villemot cde4f038d7 GSA: remove problematic statistics functions and replace them by calls to free ones 2011-03-17 16:14:12 +01:00
Sébastien Villemot 05ebb51102 GSA: cleanup of doc and inclusion in build system 2011-03-17 15:48:31 +01:00
Sébastien Villemot ebe28543fe GSA: move stuff to the right place 2011-03-17 15:34:40 +01:00
Sébastien Villemot 753aa48a49 GSA: remove tags for older Dynare versions 2011-03-17 15:32:22 +01:00
Sébastien Villemot fe4dbbfe0e Merge remote branch 'gsa/master' 2011-03-17 15:30:14 +01:00
Houtan Bastani 9019ec0fa9 SWZ: add forecast and irf to build system 2011-03-17 10:54:04 +01:00
Houtan Bastani c14cdc67bb SWZ: update submodule branch pointers 2011-03-17 10:21:36 +01:00
rattoma 1e6f4ad44f Deleted unnecessary subfolders in tag 4.2 
git-svn-id: file:///home/sebastien/dynare/gsa_dyn@168 f1850c17-3b45-254b-b221-fcb05880fee1
 2011-03-16 10:56:27 +00:00
rattoma a43372280e Tagged 4.2 distribution files 
git-svn-id: file:///home/sebastien/dynare/gsa_dyn@167 f1850c17-3b45-254b-b221-fcb05880fee1
 2011-03-16 10:55:40 +00:00
rattoma d15b305669 Fixes for 4.2 release. This function should be isolated and deleted in the future. 
git-svn-id: file:///home/sebastien/dynare/gsa_dyn@166 f1850c17-3b45-254b-b221-fcb05880fee1
 2011-03-16 10:49:12 +00:00
rattoma 1439a1f44f bug fixed for 4.2 release. filt_mc_ now uses prior_posterior_statistics results in GSA model (the idea is to make dynare_MC routine isolated and eliminate it) 
git-svn-id: file:///home/sebastien/dynare/gsa_dyn@165 f1850c17-3b45-254b-b221-fcb05880fee1
 2011-03-16 10:48:36 +00:00
Ferhat Mihoubi 8da2725f43 Corrections for steady_state operator bug with bytecode. lnsrch1_wrapper_one_boundary, omitted in the previous commit, is now corrected. 2011-03-16 09:59:40 +01:00
Marco Ratto aac282d371 clean-up of commented lines in optimizer number 5; 
eliminated globals and persistent from mr_gstep;
 2011-03-15 15:27:41 +01:00
Ondra Kamenik da664f5a26 Commented out not finished section. 2011-03-15 10:15:39 +01:00
Ondra Kamenik ee4fd757d9 Added a description of --burn <num> option. 2011-03-15 10:15:35 +01:00
Ondra Kamenik b05c7356ee Implemented burn-in periods in simulations, irfs, and in real-time simulations. 2011-03-15 10:15:14 +01:00
Ferhat Mihoubi f48aa28e39 Corrections for steady_state operator bug with bytecode. bytecode is now fixed. 2011-03-14 17:46:00 +01:00
Sébastien Villemot 7782c7dd56 Reference manual: added a stub for discretionary_policy 2011-03-14 11:47:46 +01:00
Sébastien Villemot cb113b7026 Added test for discretionary policy to the testsuite 2011-03-14 11:47:46 +01:00
Sébastien Villemot dc81fc952b Added Junior to the list of Dynare developers 2011-03-14 11:47:46 +01:00
Houtan Bastani 5f4212c4ab ParallelDynare: updated manual 2011-03-14 11:41:28 +01:00
Michel Juillard 87e4125fa4 put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m 2011-03-14 11:40:40 +01:00
Michel Juillard e029d46697 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Michel Juillard 7e771cee14 minor modifications to some test model files 2011-03-13 17:07:56 +01:00
Michel Juillard 55bb27c5f6 new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken. 2011-03-13 17:06:57 +01:00
Michel Juillard dcfe3e5749 partly reverting changeset 9f7cfaec00 in order to correct problem in estimation: oo_.steady_state is not updated anymore in resol.m. (steady_state operator is broken in estimation). 2011-03-13 17:04:29 +01:00
Michel Juillard 96b7e1f599 corrected bug introduced in changeset 32c997f1ef of 02/25/11 and affecting k_order_perturbation 2011-03-13 17:01:10 +01:00
Houtan Bastani 07f47f045e ParallelDynare: add node weights to Members option 2011-03-11 18:31:04 +01:00
Houtan Bastani b2b507110e ParallelDynare: add operatingSystem option 2011-03-11 17:50:09 +01:00
Sébastien Villemot beb3b7f9c4 Dynare++ documentation: fix invalid PDF problems 2011-03-11 12:33:43 +01:00
Michel Juillard f70408e293 bug correction for dr.nspred when a variable is both backward and forward (bug introduced in changeset 32c997f1ef 02/25/11) 2011-03-10 11:18:41 +01:00
Michel Juillard 0c0b9abbd3 bug fixing for model_diagnostics 2011-03-09 14:44:24 +01:00
Michel Juillard f7f100426d bug fixing for mode_compute == 6 2011-03-09 14:43:28 +01:00
Michel Juillard 70a9c5e346 fixing bug for purely backward models (introduced in changeset 32c997f1ef, 02/25/11) 2011-03-09 13:45:59 +01:00
Michel Juillard 9f7cfaec00 fixing bug with steady_state operator 2011-03-09 13:43:17 +01:00
Houtan Bastani c5d272bb9f fix typo 2011-03-08 19:06:04 +01:00
Houtan Bastani d74a2fc63a SWZ: update submodule branch pointers 2011-03-08 14:41:19 +01:00
Sébastien Villemot 796af7ee59 Preprocessor: added model local variable definitions to parameter derivative file 2011-03-07 11:59:12 +01:00
Houtan Bastani 688366d6f2 SWZ: sz_prd correct calls to mex functions 2011-03-04 14:26:24 +01:00
Houtan Bastani b744707672 change macro defines to accord with change in submodule code 2011-03-04 11:35:38 +01:00
Houtan Bastani 99715f4f02 SWZ: update submodule branch pointers 2011-03-04 11:29:04 +01:00
Houtan Bastani 98a8f54d38 bug fix: check that osr, osr_params and optim_weights appear together 2011-03-03 16:31:36 +01:00
Houtan Bastani 6d0b8e559e bug fix: check that planner_objective and ramsey_policy statements appear together 2011-03-03 16:31:33 +01:00