Marco Ratto
|
fda047e19c
|
updated penalty has to be properly passed to the objective function.
This relates should fix behaviour after commit 6b3bd9dd0b.
|
2012-08-24 16:39:04 +02:00 |
Stéphane Adjemian (Charybdis)
|
fe98a0875d
|
Added the possibility to save the plots generated by the shock_decomposition command.
|
2012-08-24 15:03:35 +02:00 |
|
Stéphane Adjemian (Charybdis)
|
150256268f
|
Fixed mixed indices (j was used for indexing two nested loops).
|
2012-08-24 15:00:21 +02:00 |
|
Stéphane Adjemian (Charybdis)
|
69efc894c6
|
Fixed bug. Removed extension declaration for Encapsulated PostScript graphics file format.
|
2012-08-24 14:56:44 +02:00 |
|
Stéphane Adjemian (Charybdis)
|
b89bdb6fd6
|
Bug fix. Call evaluate_steady_state_routine, otherwise evaluate_smoother crashes if the steady state of the model is specified using the steady state model block (or writing a steadystate2.m routine).
|
2012-08-24 12:51:44 +02:00 |
Sébastien Villemot
|
56914e3d4c
|
Require at least Octave 3.4 (linsolve does not compile against 3.2)
|
2012-08-23 16:40:00 +02:00 |
|
Marco Ratto
|
6b91301365
|
Reduce memory requirements for analytic Hessian.
Tested with QUEST III (Ratto et al. 2009): 63 params and 59 state dimension.
|
2012-08-21 16:00:55 +02:00 |
|
Marco Ratto
|
b02303cf69
|
Force analytic_derivation = 1;
|
2012-08-21 15:53:02 +02:00 |
|
Marco Ratto
|
b1dd7a5137
|
Allow quicker evaluation of likelihood with analytic derivatives.
|
2012-08-21 15:46:35 +02:00 |
|
Marco Ratto
|
7683175e8e
|
Bug fix in terms for outer product gradient with analytic derivatives
|
2012-08-21 15:45:25 +02:00 |
Houtan Bastani
|
896ebff012
|
submodule update
|
2012-08-21 08:55:25 -04:00 |
|
Marco Ratto
|
9fd8bf954e
|
bug fix in formula for analytic Hessian.
|
2012-08-15 14:19:34 +02:00 |
|
Marco Ratto
|
f7aae77f16
|
removed useless elements + reduce loops for efficiency
(cherry picked from commit f2271264994af253ccdc7f01478320e4d2c2c0e7)
|
2012-08-13 13:04:34 +02:00 |
|
Marco Ratto
|
3ddafb164b
|
-) Added missing terms for analytic Hessian when steady state depends on estimated params;
-) bug fixes;
(cherry picked from commit c84f70f6630f4988716dcb4ea59315180bbb36e7)
|
2012-08-13 13:04:07 +02:00 |
|
Sébastien Villemot
|
ae0f83c365
|
Mention where the hessian at the posterior mode is saved
|
2012-08-13 11:43:23 +02:00 |
Michel Juillard
|
f379d76a11
|
reference manual: clarify quadratic restriction for objective function
with discretionary_policy
|
2012-08-10 17:13:40 +02:00 |
|
Sébastien Villemot
|
b2c118d45a
|
discretionary_policy needs linear option
|
2012-08-10 16:54:14 +02:00 |
|
Sébastien Villemot
|
a1204b579a
|
bvar_forecast does not provide in-sample forecasting capabilities
|
2012-08-10 15:18:46 +02:00 |
|
Sébastien Villemot
|
0b1f627ad0
|
Better sectioning of the estimation section
|
2012-08-10 14:47:07 +02:00 |
|
Sébastien Villemot
|
f58b9b755e
|
Provide dynamic 3rd derivaties for estimation w/ analytic derivation
|
2012-08-08 15:34:43 +02:00 |
|
Sébastien Villemot
|
2b8869d614
|
Compute static hessian for estimation w/ analytic derivation
|
2012-08-08 12:42:02 +02:00 |
|
Houtan Bastani
|
3efa38d4b1
|
update create script for os x
|
2012-08-07 15:54:32 +02:00 |
|
Houtan Bastani
|
d2c2fa592b
|
update osx readme
|
2012-08-07 15:54:21 +02:00 |
|
Sébastien Villemot
|
53709a3214
|
Ensure compatibility with matio 1.5
Closes: #275
|
2012-08-07 14:44:45 +02:00 |
|
Houtan Bastani
|
e5dd2d31ec
|
fix typo
|
2012-08-07 11:39:47 +02:00 |
|
Michel Juillard
|
70e162c736
|
removed globals from solve1.m
|
2012-08-06 23:32:40 +02:00 |
|
Sébastien Villemot
|
267b8fd995
|
Add FlexLexer.h to .gitignore
|
2012-08-06 18:56:03 +02:00 |
|
Sébastien Villemot
|
a32d23529c
|
Remove FlexLexer.h; rather copy it from /usr/include when flex is run
|
2012-08-06 18:52:06 +02:00 |
|
Sébastien Villemot
|
db62e3d7a0
|
issquare exists under Octave and returns the matrix dim if it is square
|
2012-08-06 18:26:16 +02:00 |
|
Sébastien Villemot
|
2e65a9ab96
|
Provide a better implementation of linsolve for Octave
Closes: #273
|
2012-08-06 18:26:16 +02:00 |
|
Michel Juillard
|
a400305f20
|
updating list of info codes returned by dynare_resolve() in DsgeVarLikelihood
|
2012-08-06 12:02:35 +02:00 |
|
Michel Juillard
|
2e9ae5df28
|
dealing with info == 8 (Nan in Jacobian) during estimation
|
2012-08-06 12:00:03 +02:00 |
|
Sébastien Villemot
|
336fc56518
|
Merge remote-tracking branch 'jpfeifer/master'
|
2012-08-06 11:44:15 +02:00 |
|
Michel Juillard
|
7e221e5d31
|
factoring setting of bayestop_.penalty = Inf in Metropolis
|
2012-08-05 15:27:14 +02:00 |
|
Michel Juillard
|
7959102d43
|
removed global and varargin in Metropolis routines
|
2012-08-05 15:10:21 +02:00 |
Johannes Pfeifer
|
1a968d5f22
|
Added check for NaN in Jacobian to stochastic_solvers and added explicit error message to print_info.m
|
2012-08-05 13:09:24 +02:00 |
|
Johannes Pfeifer
|
cf2e477e58
|
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
|
2012-08-05 13:02:51 +02:00 |
|
Michel Juillard
|
b1ad31cf56
|
removed seeding random generators from clock in cmaes and metropolis hastings
|
2012-08-05 10:59:59 +02:00 |
|
Michel Juillard
|
6b3bd9dd0b
|
penalty is now passed as a field of bayestopt_ (or BayesInfo)
|
2012-08-02 22:23:29 +02:00 |
|
Houtan Bastani
|
169ab6c28c
|
change location of 10.6 SDK
|
2012-08-02 17:17:29 +02:00 |
|
Sébastien Villemot
|
b7217cd2a0
|
Merge remote-tracking branch 'ratto/master'
|
2012-08-02 16:48:22 +02:00 |
|
Houtan Bastani
|
7c4b36695d
|
change autoconf min version to match that of root config file
|
2012-08-02 16:17:08 +02:00 |
|
Marco Ratto
|
47353a276b
|
bug fix: the anlytic hessian was wrong with estimated stderr.
Manual cherry pick from Commit: 36853cb7615de41ca61ed92decf8bbe81ab40cba
|
2012-08-02 14:57:20 +02:00 |
|
Michel Juillard
|
fe8ae2c565
|
adding doc *.m file for k_order_perturbation MEX
|
2012-08-02 11:25:52 +02:00 |
|
Michel Juillard
|
9e6c58572e
|
fixing bug in pruning at order=3
|
2012-08-02 10:09:44 +02:00 |
|
Michel Juillard
|
f5f5ca1a83
|
removing printing used for debugging
|
2012-08-01 18:38:42 +02:00 |
|
Johannes Pfeifer
|
79152b5508
|
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
|
2012-08-01 10:20:23 +02:00 |
|
Michel Juillard
|
9d224dba1f
|
removing preprocessor check about pruning at 3rd order
|
2012-08-01 10:01:59 +02:00 |
|
Michel Juillard
|
2244af9c62
|
adding pruning option for 3rd order
|
2012-07-31 21:50:59 +02:00 |
|
Michel Juillard
|
6dc64de7a9
|
fixing compiler warning about format argument
|
2012-07-31 21:50:59 +02:00 |