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10174 Commits (feee6f8b7a518a51431c9377b35f358bac5ab1e7)

Author SHA1 Message Date
Johannes Pfeifer 5707b4d965 Make evaluate_smoother.m output former global variables for correct updating of these objects 2016-12-18 12:43:29 +01:00
Johannes Pfeifer 61ee4e123c Reset selected_variables_only in shock_decomposition.m 
closes #1350
 2016-12-18 09:57:51 +01:00
Johannes Pfeifer 2f717b5adc Eliminate global variables from shock_decomposition.m 2016-12-18 09:57:51 +01:00
Johannes Pfeifer 33d0f44c40 model_diagnostics.m: provide warning that check of dynamic model is not supported for block option instead of crashing 2016-12-17 21:28:04 +01:00
Johannes Pfeifer 1a8382adfb OSR: add error indicator and suppress output if noprint options is specified 2016-12-17 19:30:57 +01:00
Johannes Pfeifer 7254767ccf Fix bug in osr_obj.m that did not correctly filter out all problems 2016-12-17 19:30:57 +01:00
Johannes Pfeifer 481bb43fd7 PlotPosteriorDistributions.m: remove eval commands and fix typo in "mearsurement_errors" 2016-12-17 18:20:58 +01:00
Johannes Pfeifer 5515da191a Add Raftery/Lewis (1992) convergence diagnostics 2016-12-17 17:22:05 +01:00
Johannes Pfeifer 0f04a0f921 Geweke diagnostics: fix bug in interface that prevents setting the respective options 2016-12-17 17:22:05 +01:00
Johannes Pfeifer c03fa143f7 Fix printout of comment in McMCDiagnostics.m 2016-12-17 17:22:05 +01:00
Johannes Pfeifer d6d517c4c9 Move MCMC diagnostics files to separated folder 2016-12-17 17:22:04 +01:00
Stéphane Adjemian ab2a4f574b Merge pull request #1342 from JohannesPfeifer/univariate_diffuse_test 
Trigger computation of state uncertainty in unit test
 2016-12-17 17:18:58 +01:00
Stéphane Adjemian 5334c7433d Merge pull request #1345 from JohannesPfeifer/robust_lin_solve 
robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e5…
 2016-12-17 17:18:19 +01:00
Houtan Bastani 4a8e8db634 preprocessor: parallel: add NumberOfThreadsPerJob option. #1349 2016-12-13 11:35:37 +01:00
Houtan Bastani de7d239f7c preprocessor: parallel: change default for singleCompThread. #1349 2016-12-13 11:12:04 +01:00
Houtan Bastani 060ecceede test suite: reporting: fix bug 2016-12-12 16:53:57 +01:00
Houtan Bastani f1b4d63045 doc: fix endval typo and add @math{} markup 2016-12-08 10:54:03 +01:00
Stéphane Adjemian (Charybdis) d491b8c1ef Minor modification of 26baff91c. 
An exogenous variable appearing in t+1 (as productivity in the expected
return of capital in the Euler equation) is not a forward variable.
 2016-12-08 08:53:55 +01:00
Johannes Pfeifer da113029aa Correct initval, endval, and histval documentation 2016-12-08 08:53:55 +01:00
Stéphane Adjemian (Charybdis) c2e5d5c2c2 Changed calibration. 2016-12-06 23:34:11 +01:00
Stéphane Adjemian (Charybdis) b43ef94e7b Cosmetic change. 2016-12-06 23:26:31 +01:00
Stéphane Adjemian (Charybdis) 535fa1a721 Added integration test... 
For nonlinear simul_backward_model. Use a Solow model with varying
growth rates of efficiency and population.
 2016-12-06 22:57:12 +01:00
Michel Juillard 6fd715a3b8 adding simul_backward and simul_backward_linear 2016-12-05 16:17:14 +01:00
Houtan Bastani c2d72d2292 fix check of path for octave 2016-12-05 12:28:02 +01:00
Stéphane Adjemian (Charybdis) 537e384122 Fixed make parallel mode (missing dependency in automake). 2016-12-01 23:25:01 +01:00
Stéphane Adjemian (Charybdis) 4689805e98 Added integration tests for the simulation of stochastic backward models. 2016-12-01 23:22:08 +01:00
Houtan Bastani 79a46ee530 Merge pull request #1346 from JohannesPfeifer/cosmetic 
Correct typos in error message and header
 2016-12-01 17:52:21 +01:00
Johannes Pfeifer f5fb81a758 Correct typos in error message and header 2016-12-01 17:49:06 +01:00
Johannes Pfeifer d5e20752ac robust_lin_solve: Fix mistakes introduced in 4b83c1bf76 
Interface was still missing and documentation of option was in wrong place in manual and wrong
 2016-12-01 17:31:29 +01:00
Stéphane Adjemian (Charybdis) 95076d5c72 Fixed initial condition of stochastic simulation of backward looking models. 
Do not initialize with the steady state. Use histval if available,
default initialization is 0 (which may be problematic).
 2016-12-01 13:32:54 +01:00
Stéphane Adjemian (Charybdis) e4dee8ef61 Fixed compatibility issues with julia 0.5. 2016-12-01 13:32:54 +01:00
Stéphane Adjemian (Charybdis) 1229372a6c Defines M_PI (cross compilation for Octave). 2016-12-01 13:32:54 +01:00
Stéphane Adjemian (Charybdis) 23642b3b6b Defines M_PI, M_SQRT2 and finite() in bytecode... 
... Which are not in standard C/C++ (otherwise compilation of the mex for Octave
with -std=c++11 fails).
 2016-12-01 13:32:54 +01:00
Houtan Bastani 5f85d3a200 block: fix bug introduced in e410043c24. #1245 2016-11-29 16:45:50 +01:00
Houtan Bastani e410043c24 block: add default argument for _dynamic functions: `varargout{1} = NaN;` #1245 2016-11-29 15:18:59 +01:00
Houtan Bastani cacd60814b Revert "test suite: change related to b5f0621f02. revert when new Octave is released" 
This reverts commit 0b6588c932.
 2016-11-29 14:47:27 +01:00
Houtan Bastani 7ec3dcc6e2 preprocessor: fix bug that caused all models declared linear to fail under ramsey. closes #419 2016-11-29 14:21:34 +01:00
Houtan Bastani 392829ef40 doc: fix typo 2016-11-24 15:19:50 +01:00
Houtan Bastani 811d756e1f Merge pull request #1343 from JohannesPfeifer/weibull_test 
Increase test tolerance under Octave for lpdfgweibull.m
 2016-11-24 11:57:23 +01:00
Johannes Pfeifer ca1c6ecc0e Increase test tolerance under Octave for lpdfgweibull.m 2016-11-24 11:50:21 +01:00
Michel Juillard b85267e03c fixed typo in Makefile.am 2016-11-24 10:00:34 +01:00
Michel Juillard 80eeee697d diffuse_filter: add test for compute_Pinf_Pstar 2016-11-23 20:52:57 +01:00
Johannes Pfeifer 8ce3d2c936 Trigger computation of state uncertainty in unit test 2016-11-23 10:50:31 +01:00
Michel Juillard 42acb96b3d renamed compute schur_statespace_transformation.m 
refactored code
 2016-11-22 18:40:10 +01:00
Michel Juillard 73e0f9d591 made evaluate_steady_state file consistent with evaluation of auxiliary 
variables in <fname>_static.m file
 2016-11-20 15:40:08 +01:00
Michel Juillard e14a215556 put Z back 2016-11-20 11:46:21 +01:00
Michel Juillard 897af97bff diffuse filter: fixed bug when nonstationary variables aren't observed 2016-11-20 11:08:07 +01:00
MichelJuillard 0952776e53 Merge pull request #1340 from JohannesPfeifer/kalman_H3 
Fix bug in missing_DiffuseKalmanSmootherH3_Z.m
 2016-11-19 10:54:07 +01:00
Johannes Pfeifer 1a978e42df Fix bug in missing_DiffuseKalmanSmootherH3_Z.m 
Closes #1339 by properly factorizing computations
 2016-11-19 10:07:16 +01:00
Michel Juillard 2f9dc09285 diffuse filter: removed special treatment of static variables 2016-11-18 14:36:24 +01:00