Commit Graph

4007 Commits (f4f46dd82b855074e63bae90e593394f19e45f73)

Author SHA1 Message Date
Houtan Bastani f4f46dd82b MS-SBVAR: update copyrights 2011-10-06 15:17:41 +02:00
Sébastien Villemot d67cc21ae9 Minor adjustments to license file 2011-10-06 11:52:29 +02:00
Houtan Bastani bb0e3d80c8 MS-SBVAR: add copyrights/licensing 2011-10-06 11:49:57 +02:00
Houtan Bastani cc15e8f726 osx compilation/package creation 2011-10-05 19:15:52 +02:00
Stéphane Adjemian (Scylla) 1dabbd8806 Fixed Marco's optimization routines (mode_compute==5).
Added fs2000d.mod in the testsuite (test of Marco's optimization routines).
2011-10-03 12:19:41 +02:00
Sébastien Villemot c5b2afa3c1 Testsuite: fix typos and wrong filename for identification tests 2011-09-30 14:47:36 +02:00
Michel Juillard f51a8edf50 fixing bug for computation of expectation auxiliary variables
steadystate value when *_steadystate.m is provided without setting
auxiliary variables
2011-09-29 21:22:27 +02:00
Sébastien Villemot 1825d26649 Merge remote-tracking branch 'ratto/master' 2011-09-29 10:44:53 +02:00
Michel Juillard 762f31bafd preprocessor, auxiliary variables: fixes ordering issue introduced in
347ab4d0c0 and corrects the earlier
ordering problem.
2011-09-28 22:11:44 +02:00
Marco Ratto 509b34aa9f added gsa to testsuite 2011-09-28 21:21:54 +02:00
Marco Ratto b4d773d593 First fix for gsa.
prior_posterior_statistics is broken, so some gsa tests are also broken
2011-09-28 21:20:42 +02:00
Marco Ratto 0013740bc3 added identification to testsuite 2011-09-28 20:49:08 +02:00
Marco Ratto c6a9650d20 Adapt identification routines after new dynare estimation commits. 2011-09-28 20:48:47 +02:00
Sébastien Villemot ebcc9d8f91 Fix crash of mjdgges when options_.qz_criterium = [] 2011-09-28 16:00:36 +02:00
Sébastien Villemot f9ecc164ce Move 'nanmean' under 'matlab/missing' and add the necessary logic 2011-09-27 16:59:21 +02:00
Sébastien Villemot f250f029af Fix bug related to the renaming of options_ in DynareOptions within DsgeLikelihood.m 2011-09-27 16:39:10 +02:00
Sébastien Villemot b8c6ed2cd7 Update license file to latest DEP5 2011-09-27 16:16:09 +02:00
Sébastien Villemot 2060059945 Update header for AIM files 2011-09-27 16:15:49 +02:00
Sébastien Villemot 19c4cc2534 MS-SBVAR: Octave compatibility fix (add missing filename extensions, not added automatically under Octave) 2011-09-27 15:47:05 +02:00
Sébastien Villemot aa1306651d Testsuite: fix crash introduced in 347ab4d0c0 2011-09-27 14:33:43 +02:00
Stéphane Adjemian (Scylla) 42d71c7b86 Added header. 2011-09-26 16:06:58 +02:00
Stéphane Adjemian (Scylla) cc2c70d801 Cosmetic changes. 2011-09-26 15:46:59 +02:00
Stéphane Adjemian (Scylla) 7cf2aace3e Allow to declare yearly data with a string. Changed test conformably. Fixed bug in texinfo header. 2011-09-26 15:12:45 +02:00
Sébastien Villemot a3ec794f48 Build system: adding files forgotten in a1ee7f1ee4 2011-09-26 10:17:01 +02:00
Michel Juillard 4142aec799 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2011-09-25 20:22:06 +02:00
Michel Juillard 347ab4d0c0 preprocessor: modified order of auxiliary variables definitions 2011-09-25 20:21:30 +02:00
Sébastien Villemot a1ee7f1ee4 block_kalman_filter: add MEX to build system 2011-09-23 18:22:15 +02:00
Sébastien Villemot 324ad05ec1 block_kalman_filter: fix memory leak 2011-09-23 18:22:00 +02:00
Sébastien Villemot 3f2e29f7bf Adapt block_kalman_filter to Dynare's way of handling errors in MEX files 2011-09-23 18:21:04 +02:00
Sébastien Villemot b21a99d9d2 Adapt block_kalman_filter for Dynare's BLAS/LAPACK framework 2011-09-23 18:15:18 +02:00
Sébastien Villemot 16e9c36eb4 Merge ferhat's branch 2011-09-23 18:09:06 +02:00
Sébastien Villemot 83e2d47089 Macroprocessor slides: remove "analytical derivator" from slide on Dynare 3 2011-09-22 18:14:54 +02:00
Sébastien Villemot 21ceaa5cb4 Provisions for MATLAB 7.13 (R2011b) 2011-09-22 18:05:06 +02:00
Stéphane Adjemian (Charybdis) 1018f24f19 Merge branch 'master' into experimental 2011-09-22 11:24:15 +02:00
Stéphane Adjemian (Charybdis) e0fa737cee Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.

Added a global structure for the data: dataset_.

Removed globals from dsgevar_posterior_density and mode_check.

Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
2011-09-22 11:17:31 +02:00
Stéphane Adjemian (Charybdis) f1ffeb29bb Correction of the previous commit (3412d5e20a). Set options_.lik_init=3 if lik_init==1 and unit_root_vars
keyword appears in the mod file.
2011-09-21 19:05:34 +02:00
Stéphane Adjemian (Charybdis) 3412d5e20a Bug fix. Do not override option lik_init (declared in the estimation command) if unit_root_vars
keyword is present in the mod file, by forcing options_.lik_init to be equal to 3 (diffuse kalman
filter).
2011-09-21 18:54:11 +02:00
Stéphane Adjemian (Charybdis) 811592725a Reduced the number of MCMC simulations. Deleted trailing whitespace. 2011-09-21 18:35:24 +02:00
Sébastien Villemot 74334df12a Merge remote-tracking branch 'houtanb/master' 2011-09-21 18:27:51 +02:00
Stéphane Adjemian (Charybdis) c309b0cf57 Fixed bug related to the initialization of the persistent variable. 2011-09-21 08:30:26 +02:00
Stéphane Adjemian (Charybdis) c4cfd0c857 Extract input arguments of DsgeSmoother from dataset_ structure. 2011-09-20 16:03:33 +02:00
Stéphane Adjemian (Charybdis) 2512b527bd Fixed bugs related to the new calling sequence for DsgeLikelihood. 2011-09-20 15:56:37 +02:00
Ferhat Mihoubi dca37b0349 Correct a bug related to the number of minimum feedback variables reported during the preprocessing step 2011-09-20 15:02:27 +02:00
Ferhat Mihoubi 3d1a0c2652 block-Kalman filter is now available when block option is used 2011-09-20 14:18:31 +02:00
Stéphane Adjemian (Charybdis) 8fa461b978 Added a test on the first input argument. If func is a function handle, then str2func should not be used. 2011-09-20 10:21:40 +02:00
Stéphane Adjemian (Charybdis) d56d35f12b Added missing initialization of diffusion_periods (when the diffuse filter is not used). 2011-09-20 10:13:01 +02:00
Stéphane Adjemian (Charybdis) 6e340c2ce8 Fixed typos in headers and cosmetic changes. 2011-09-19 23:20:33 +02:00
Houtan Bastani 350ebd4776 MS-SBVAR: submodule update 2011-09-19 16:48:05 -04:00
Houtan Bastani 942cefcd19 MS-SBVAR: documentation 2011-09-19 16:48:05 -04:00
Stéphane Adjemian (Scylla) 568cc83633 Changed dynare_estimation_1 conformably with changes in DsgeLikelihood. 2011-09-19 18:10:29 +02:00