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4608 Commits (f455557376dad9f39eb75a5c159dd230a8db11d1)

Author SHA1 Message Date
Marco Ratto f455557376 compact all sylvester routines, with generic dimension of d argument 2012-04-04 16:38:22 +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; 
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 
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
Houtan Bastani 36295da47a cosmetic change 2012-03-30 15:37:15 +02:00
Houtan Bastani 26d245ac4b estimation: introduce prior = prior syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani 50551cc6b2 estimation: remove unnecessary function 2012-03-30 15:37:14 +02:00
Houtan Bastani 93db8937ab estimation: reorganize Matlab structure output 2012-03-30 15:37:14 +02:00
Houtan Bastani 2be333da55 estimation: change name handling for correlation statements 2012-03-30 15:37:14 +02:00
Stéphane Adjemian (Charybdis) be33621ca5 Fixed texinfo header + Cosmetic changes. 2012-03-30 12:08:13 +02:00
Stéphane Adjemian (Charybdis) 9bfc3f6ec6 Fixed bugs and typos. 2012-03-30 12:00:08 +02:00
Stéphane Adjemian (Charybdis) 2db0c98b9b Fixed texinfo header. 2012-03-30 11:55:01 +02:00
Stéphane Adjemian (Charybdis) 795d0fce16 Cosmetic changes. 2012-03-30 11:48:23 +02:00
Stéphane Adjemian (Charybdis) 6c6b62937f Added smooth resampling. 2012-03-30 11:47:24 +02:00
Stéphane Adjemian (Charybdis) 294dbdc52c Fixed bug in the evaluation of the likelihood. 2012-03-30 11:21:24 +02:00
Stéphane Adjemian (Charybdis) 9cc4661942 Fixed bug in initial_estimation_checks + Cosmetic changes. 2012-03-30 11:12:59 +02:00
Houtan Bastani 7feb27fe1c estimation: rewrite options output 2012-03-29 16:45:46 +02:00
Houtan Bastani d54e4c4b17 estimation: rewrite prior output 2012-03-29 16:07:01 +02:00
Houtan Bastani 791d0ff06a estimation: check that appropriate options are passed to prior statement 2012-03-28 19:07:08 +02:00
Houtan Bastani 46a655fbd5 estimation: rewrite subsamples statement as an actual statement 2012-03-28 18:51:52 +02:00
Houtan Bastani 90e2de65f7 estimation: add subsample name to index 2012-03-27 13:03:10 +02:00
Houtan Bastani c5ace037ad estimation: add subsamples for std / corr, prior / options statements & simplify code 2012-03-27 13:03:09 +02:00
Sébastien Villemot 4b7c2e9f8d Ref. manual: document how to read XLS files from Octave 2012-03-26 15:36:11 +02:00
Sébastien Villemot db20fdd0f4 Fix function prototype 2012-03-21 10:18:07 +01:00
Sébastien Villemot 90e5c6e7c6 Replace str2mat (deprecated in MATLAB, removed in Octave 3.6) by char 2012-03-21 10:11:17 +01:00
Michel Juillard a899594f3d initializing globals ys0_ ex0_ ex_det0_ 2012-03-17 20:34:58 +01:00
Sébastien Villemot dff7191bbf Use LZMA compression for Windows installer 2012-03-16 16:55:26 +01:00
Michel Juillard 41db06f5ae removing dr1.m 2012-03-15 16:50:41 +01:00
Michel Juillard 8fa6a9883a replacing call to dr1() by call to stochastic_solvers() 2012-03-15 16:45:25 +01:00
Michel Juillard d6f8e252e5 Merge remote-tracking branch 'origin/master' into dr1break 2012-03-15 16:18:37 +01:00
Michel Juillard 5d4d318bc7 fixing bug in estimation by maximum likelihood 2012-03-15 15:33:02 +01:00
Houtan Bastani f7ca98554e estimation: add truncate and median options to prior statement 2012-03-15 14:33:02 +01:00