Commit Graph

901 Commits (14b6cf98fb7b90e4cd12f68ac020d9ac9a1831a8)

Author SHA1 Message Date
Houtan Bastani 14b6cf98fb preprocessor: support long name for parameters, #478 2013-11-15 11:14:16 +01:00
Houtan Bastani 8b34189bc3 preprocessor: support long name for exogenous, #478 2013-11-15 11:14:04 +01:00
Houtan Bastani d368a501d7 preprocessor: support long name for endogenous, #478 2013-11-15 10:57:51 +01:00
Sébastien Villemot eabad03581 Preprocessor interface for irf_plot_threshold
Closes #498
2013-11-13 14:34:46 +01:00
Houtan Bastani f964d06e22 saves variables if they exist at end of dynare run. closes #517 2013-11-13 11:29:27 +01:00
Houtan Bastani 8513c59c9e preprocessor: add use_calibration option for estimated_params_init block. closes #447, closes #512 2013-11-06 13:59:13 +01:00
Houtan Bastani 6d6701aa50 revert change that breaks gcc build 2013-11-05 18:21:12 +01:00
Sébastien Villemot 74ad93e0f4 Remove select1st (GNU extension), replace it by a call to boost::bind 2013-11-05 18:13:29 +01:00
Houtan Bastani 1ae5832e13 preprocessor and matlab mex fixes for clang compilation 2013-11-05 18:04:57 +01:00
Sébastien Villemot b34a55b36a Finish implementation of mcmc_jumping_covariance option
Closes #112, #514
2013-11-05 17:16:32 +01:00
Sébastien Villemot 1634c7c50f Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
Closes #515
2013-11-04 16:02:28 +01:00
Sébastien Villemot 49060c3abd Allow a custom function named 'prior' as a value for 'mode_compute' option
Closes #507
2013-11-04 15:42:59 +01:00
Houtan Bastani bd9e8acdab preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392 2013-10-29 15:02:07 +01:00
Houtan Bastani 4852c12099 fix header to remove compilation warning 2013-10-29 12:47:40 +01:00
Houtan Bastani 114cb8bc25 missing semicolon 2013-10-29 12:38:28 +01:00
Sébastien Villemot e487dab6bb Refuse non-stationary endogenous variables in deflators.
It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
Sébastien Villemot 46c7622f1c Reactivate and fix the test for the balanced growth path.
If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).

Closes #506
2013-10-29 18:46:54 +08:00
ferhat b21252b895 Comment the trend test for a balance growth path => problematic with eLogTrend 2013-10-28 16:41:21 +01:00
ferhat b6c0850fb7 Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
Houtan Bastani 3706338bf4 ms-sbvar: ms_simulation: add option to save mcmc draws 2013-10-23 17:03:52 +02:00
Houtan Bastani cbb0167c4c simplify date regex and require [YyAa] to follow annual date 2013-10-11 11:13:15 +02:00
Houtan Bastani 496036d770 Revert "preprocessor: replace dates with dynDates"
This reverts commit 030fe52affb763f11766801f6deeb797e90365e2.

Conflicts:
	preprocessor/Statement.cc
2013-10-10 11:04:56 +02:00
Stéphane Adjemian (Charybdis) 7063e2d8be Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
Stéphane Adjemian (Charybdis) 0aa3e823c7 Merge branch 'master' into maxit 2013-10-09 12:19:17 +02:00
Houtan Bastani 7b523eccd0 remove error message because odd numbers of apostrophes are valid for transposing matrices in Matlab syntax 2013-10-04 16:17:29 +02:00
Houtan Bastani a29ed07ea5 remove unused portion of code, code cleanup 2013-10-03 16:39:33 +02:00
Houtan Bastani dea0cdbdf3 handle inline comments 2013-10-03 16:27:25 +02:00
Houtan Bastani 1b527aa004 fix regular expression 2013-10-03 16:26:17 +02:00
Houtan Bastani 50b2c9d454 clarify error message 2013-10-03 15:44:31 +02:00
Houtan Bastani bb4ce64add catch leading space before comment 2013-10-03 10:48:29 +02:00
Houtan Bastani a96d79a3f0 remove unnecessary test 2013-10-03 09:16:31 +02:00
Houtan Bastani b42790cd6e preprocessor: replace dates with dynDates 2013-10-02 17:21:55 +02:00
Houtan Bastani bba6318bdb remove unnecessary parenthesis 2013-10-02 17:21:55 +02:00
Houtan Bastani afc73796d4 support unbounded years 2013-10-02 17:21:55 +02:00
Houtan Bastani 3e5f03fadc simplify regex 2013-10-02 17:21:55 +02:00
Houtan Bastani 50d1a71aad support negative dates 2013-10-02 17:21:55 +02:00
Houtan Bastani eeb0596831 bug fix for date_number: don't permit weeks >= 53 2013-10-02 11:12:32 +02:00
Sébastien Villemot ff93c8883b Merge pull request #474 from houtanb/geweke
Geweke
2013-09-25 05:54:31 -07:00
Sébastien Villemot aaa50d6a40 Fix a bug similar to #476 in estimated_params_bounds 2013-09-25 14:44:49 +02:00
Houtan Bastani cd50a2bcb3 estim_params: remove short-circuit ops, #476 2013-09-24 16:01:47 +02:00
Houtan Bastani 5f2bf10521 front end for maxit: ref #293, #262 2013-09-24 15:40:13 +02:00
Houtan Bastani e85770ba0b estim_params: remove extraneous find, ref #476 2013-09-24 15:39:15 +02:00
Houtan Bastani fe6f66e2af estim_params: correct for symmetry of correlation, closes #476 2013-09-24 15:31:41 +02:00
Houtan Bastani c1ecabbb77 estim_params: fix parenthesis bug, ref #476 2013-09-24 15:12:52 +02:00
Houtan Bastani f6dd99b15c estim_params: use short-circuit AND 2013-09-24 15:10:35 +02:00
Houtan Bastani 3019c80f56 front end for Geweke convergence diagnostics for single chains 2013-09-23 15:40:19 +02:00
Houtan Bastani 0d5ab71482 nostrict option works for endval too 2013-09-16 17:25:41 -04:00
Houtan Bastani f6c982c51b nostrict command-line option ignores extraneous assignments in initval. closes #1 2013-09-16 16:14:34 -04:00
Houtan Bastani 76714b34df new nostrict command-line option does not exit when there are more endogenous than equations (closes #2) 2013-09-13 14:44:01 -04:00
Sébastien Villemot 3e1cc9a2d3 Move check on variables types within 'shocks' block to the checking pass stage
Closes #448
2013-08-27 10:38:54 +02:00