Commit Graph

6834 Commits (f6f167ada77357541b3ac7f2ba4b56c39144791c)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 2ca0a46709 Second input of the last dseries' constructor is also optional. 2013-11-07 15:05:31 +01:00
Stéphane Adjemian (Charybdis) b9af2f31fb Fixed bug appearing if FREQ__ is not specified but INIT__ is (wrong default). Note that we never need to specify FREQ__ which is deduced from INIT__. 2013-11-07 15:03:18 +01:00
Sébastien Villemot df85db65ed Add missing test to testsuite
Ref. #511
2013-11-07 14:47:32 +01:00
Stéphane Adjemian (Charybdis) 017fd65bf5 Fixed dimensions of third and fourth arguments of dseries' constructor. 2013-11-07 14:38:32 +01:00
Stéphane Adjemian (Charybdis) 05e06aafbd Rewrote description of dseries' constructors. Added a list of the dseries class' members. 2013-11-07 14:31:46 +01:00
Stéphane Adjemian (Charybdis) 75ca163265 Rebuilt menus (from emacs) and fixed bugs that appear with recent version of texinfo (version 5.2 is more strict). 2013-11-07 12:44:20 +01:00
Houtan Bastani 40fc867e28 Merge pull request #527 from JohannesPfeifer/bugfix_corr
Bugfixes for set_param_values and for purely static models
2013-11-07 01:31:20 -08:00
Johannes Pfeifer a0da47758f Filters out error due to model being purely static.
First step in #526
2013-11-07 10:22:24 +01:00
Johannes Pfeifer b573218740 Expand explanation of use_calibration optiom 2013-11-07 08:14:10 +01:00
Johannes Pfeifer 57b33889bb Fix typo in field naming 2013-11-07 07:59:12 +01:00
Stéphane Adjemian (Scylla) 34e5f48752 Use isdseries and fixed bug introduced in commit fbb38d5576. 2013-11-06 22:43:43 +01:00
Stéphane Adjemian (Scylla) fbb38d5576 Renamed time member as dates (in dseries class) to avoid confusion with dates class' time member. 2013-11-06 17:41:11 +01:00
Stéphane Adjemian (Scylla) 805d4dda67 Added isdseries routine. Returns 1 if the input is a dseries object, 0 otherwise. 2013-11-06 17:15:19 +01:00
Houtan Bastani 4626a1cf0f test suite: add test file 2013-11-06 17:07:33 +01:00
Houtan Bastani e1f0951df5 Merge pull request #524 from JohannesPfeifer/master
Change unit test for H-matrix to be positive definite
2013-11-06 08:03:03 -08:00
Stéphane Adjemian (Scylla) 92679a463f Check that the second input is a dseries object in @dseries/merge. 2013-11-06 16:59:32 +01:00
Johannes Pfeifer fd8820a883 Change unit test for H-matrix to be positive definite 2013-11-06 16:59:01 +01:00
Stéphane Adjemian (Scylla) 4a2a9af021 Removed useless condition. 2013-11-06 16:56:21 +01:00
Stéphane Adjemian (Scylla) cecd56e457 Renamed getDatesCellStringArray routine as strings. Factorized code. 2013-11-06 14:53:36 +01:00
Houtan Bastani 1893dd2220 modify test to use use_calibration option 2013-11-06 14:05:26 +01:00
Houtan Bastani 611f4f5d89 preprocessor: add use_calibration option for estimated_params_init block. closes #447, closes #512 2013-11-06 13:59:13 +01:00
Houtan Bastani 0fdc18e7fb Merge branch 'ifc'
Conflicts:
	matlab/dynare_estimation_1.m
	matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
Johannes Pfeifer b03697b342 Add possibility to initialize parameters from calibrated model 2013-11-06 13:50:46 +01:00
Stéphane Adjemian (Scylla) 8429321547 Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +01:00
Stéphane Adjemian (Scylla) 72df3c2d09 Updated manual (reporting section). 2013-11-06 12:30:46 +01:00
Stéphane Adjemian (Scylla) a2b8aac1a6 Updated manual (dates class section). 2013-11-06 12:29:21 +01:00
Stéphane Adjemian (Scylla) 7e779ed506 Removed debugging info in unitary test. 2013-11-06 10:58:59 +01:00
Stéphane Adjemian (Scylla) e6a18c8209 Added checks for octave and matlab version.
Behaviour of unique has changed after R2012b. We force the old behaviour to keep compatibility with Octave's implementation of the unique function.

Also removed useless condition.
2013-11-06 10:47:24 +01:00
Stéphane Adjemian (Scylla) 1f80af75c1 Rewrote header. 2013-11-06 10:01:47 +01:00
Stéphane Adjemian (Scylla) 71045299a4 Rewrote @dates/union more compactly (code factorization). 2013-11-06 09:42:18 +01:00
Stéphane Adjemian (Scylla) 1ac115ac2b Fixed typo in header. 2013-11-06 09:16:40 +01:00
Stéphane Adjemian (Scylla) e4ae889886 Cosmetic change. 2013-11-06 08:39:55 +01:00
Stéphane Adjemian (Scylla) f98ef6b3fb Rewrote header and removed useless condition. 2013-11-06 08:39:06 +01:00
Stéphane Adjemian 3212cf7ece Merge pull request #523 from JohannesPfeifer/missing_check_covariance
Add function check_for_calibrated_covariances.m (missing in commit fddee8e1db)
2013-11-05 23:35:10 -08:00
Johannes Pfeifer 8dc13c12d8 Add missing function check_for_calibrated_covariances.m 2013-11-06 07:13:35 +01:00
Houtan Bastani 3c75923e2d revert £ change as 156 is an extended ascii code 2013-11-05 19:06:20 +01:00
Houtan Bastani 13bc928b0c revert change that breaks gcc build 2013-11-05 18:21:12 +01:00
Sébastien Villemot e4526944a9 Remove select1st (GNU extension), replace it by a call to boost::bind 2013-11-05 18:13:29 +01:00
Houtan Bastani 0e4bb3f8e9 fix typo 2013-11-05 18:06:24 +01:00
Houtan Bastani 5352fb4d16 preprocessor and matlab mex fixes for clang compilation 2013-11-05 18:04:57 +01:00
Sébastien Villemot a72cc3ff48 Merge remote-tracking branch 'github/master' 2013-11-05 17:17:53 +01:00
Sébastien Villemot 73944a10c4 Finish implementation of mcmc_jumping_covariance option
Closes #112, #514
2013-11-05 17:16:32 +01:00
Stéphane Adjemian (Scylla) d6a6c42054 Removed useless condition (first argument has to be a dates object). 2013-11-05 17:00:02 +01:00
Sébastien Villemot 7dee2507db Ref. manual: fix reference 2013-11-05 16:52:19 +01:00
Stéphane Adjemian ead332ed97 Merge pull request #511 from JohannesPfeifer/Correlated_errors_preprocessor
Bugfixes for correlated shocks
2013-11-05 07:49:37 -08:00
Stéphane Adjemian (Scylla) 7e70af88a9 Removed useless condition (first argument has to be a dates object). 2013-11-05 16:28:23 +01:00
Stéphane Adjemian (Scylla) 9795edd892 Removed useless condition (first argument has to be a dates object). 2013-11-05 16:27:16 +01:00
Stéphane Adjemian (Scylla) e8be29e97c Removed comments. 2013-11-05 16:26:16 +01:00
Sébastien Villemot 8a6e23845b Merge remote-tracking branch 'jpfeifer/mode_compute' 2013-11-05 16:20:04 +01:00
Johannes Pfeifer fddee8e1db Bugfixes for correlated shocks
Uses preprocessing capabilities introduced in 07137e804b

Fixes #392 and #494. Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions

Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.

Adds unit test
2013-11-05 15:55:29 +01:00