Sébastien Villemot
a0de7395d3
Updates to macroprocessor slides
2010-07-01 15:21:41 +02:00
Michel Juillard
f2e21ca0a6
added conditional variance decomposition to estimation options
2010-06-26 15:39:25 +02:00
Houtan Bastani
4a76532c29
move validation check from constructor to checkpass
2010-06-24 19:42:38 +02:00
Houtan Bastani
fe133054cf
DSGE-Var: bug fix. Add init param statement at the before the estimation statement
2010-06-24 15:08:23 +02:00
Houtan Bastani
ee9b19fadc
DSGE-VAR: support deprecated way of declaring dsge_prior_weight
2010-06-22 10:38:54 +02:00
Houtan Bastani
5a9f972cc1
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
Houtan Bastani
c0cc384956
enable multi-line native matlab statements
2010-06-21 13:08:42 +02:00
Houtan Bastani
74b0b9c198
remove comments that are placed on the same line as native Matlab code in a .mod file
2010-06-18 16:21:28 +02:00
Houtan Bastani
8b03f0d2fd
fix typo
2010-06-18 16:21:28 +02:00
Sébastien Villemot
2356ef7460
Preprocessor: cosmetic changes related to 'size_t'
2010-06-18 15:48:46 +02:00
Sébastien Villemot
6bc31611de
Preprocessor: fixed bug (substitution was incorrectly done with leads on exogenous)
2010-06-11 19:21:03 +02:00
Sébastien Villemot
86db2423d2
Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
2010-06-11 19:18:16 +02:00
Sébastien Villemot
95809e2ca3
Preprocessor: cosmetic changes
2010-06-10 17:54:03 +02:00
Sébastien Villemot
fcf1ad6ae9
Preprocessor: remove spurious compiler warning
2010-06-10 17:52:37 +02:00
Houtan Bastani
6b0b5a8065
fix error message
2010-06-10 15:16:54 +02:00
Houtan Bastani
ed88a8e528
Bug fix: catch the case when a parameter follows a beta distribution with mean = std err = 0.5
2010-06-09 15:09:55 +02:00
Sébastien Villemot
1dde6f2ee5
Preprocessor: use a sparse representation for the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters
2010-06-07 18:46:57 +02:00
Sébastien Villemot
09bb06b516
Preprocessor: only compute on demand the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters
2010-06-07 16:42:27 +02:00
Sébastien Villemot
a47a639330
Preprocessor: changing return order of parameter derivatives to match Marco's code
2010-06-04 09:57:56 +03:00
Sébastien Villemot
c54f60dd23
Preprocessor: fix for 'steady_state_model' when not computing Ramsey policy'
2010-06-04 09:33:54 +03:00
Michel Juillard
851dcc88a6
steady_state_model: authorizing change in parameter values in steady_state_model block + removing ys_ initialization to zero
2010-06-03 15:59:35 +02:00
Sébastien Villemot
743db26cb4
Preprocessor and ref. manual: added 'pruning' option ( closes #104 )
2010-05-31 18:38:49 +02:00
Sébastien Villemot
211056f552
Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values
2010-05-31 17:43:17 +02:00
Michel Juillard
188ec4932d
preprocessor: corrected missing initialization of v3 in <fname>_dynamic.c
2010-05-21 11:38:23 +02:00
Sébastien Villemot
64d9a38318
Macro-processor: integer ranges with lower bound greater than upper bound are now empty (for consistency with MATLAB)
2010-05-12 11:50:27 +02:00
Sébastien Villemot
fb5bf267d2
Preprocessor: never set an equal node as a temporary term
2010-05-05 10:10:01 +02:00
Sébastien Villemot
6f9e0ca1e9
Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||'
2010-04-28 16:03:32 +02:00
Sébastien Villemot
5546658b4d
Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file
2010-04-27 17:04:52 +02:00
Sébastien Villemot
d68e984fd6
Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file
2010-04-23 18:39:07 +02:00
Sébastien Villemot
a3398d3930
Preprocessor: added new SymbolTable::orig_endo_nbr() method
2010-04-23 18:36:51 +02:00
Sébastien Villemot
2cf5c3808d
Preprocessor: add a check to DynamicModel::toStatic()
2010-04-23 18:32:30 +02:00
Sébastien Villemot
2906c63f48
Preprocessor: removed useless version of DataTree::AddVariable()
2010-04-23 18:32:25 +02:00
Sébastien Villemot
5364cdea25
Preprocessor: removed useless version of DataTree::AddExternalFunction()
2010-04-23 18:32:19 +02:00
Sébastien Villemot
d8dcfa131e
Preprocessor: changed the prototype of DataTree::AddLocalVariable()
2010-04-23 18:32:14 +02:00
Ferhat Mihoubi
a812b0130e
The functions erf, normpdf and normcdf work fine with bytecode option
2010-04-16 17:00:05 +02:00
Sébastien Villemot
1c51ddf34b
Preprocessor: rename a function argument to avoid name conflict with standard error filestream
2010-04-15 17:46:05 +02:00
Sébastien Villemot
71d577bcb8
Preprocessor:
...
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Sébastien Villemot
e50f555585
Preprocessor: minor fix in header inclusion
2010-04-06 11:07:19 +02:00
Michel Juillard
6f880da1f5
adding option SELECTED_VARIABLES_ONLY
2010-04-02 11:51:21 +02:00
Sébastien Villemot
656a515832
Preprocessor: removed spurious warnings
2010-03-29 12:52:29 +02:00
Sébastien Villemot
c33d6fb110
Preprocessor: fixed bug with warnings (they were all disabled)
2010-03-29 12:44:20 +02:00
Michel Juillard
f52c96d4c0
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
Sébastien Villemot
f9cac656d1
Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements
2010-03-18 14:56:22 +01:00
Houtan Bastani
042a3ced7c
second derivatives of model equations w.r.t. parameters.
2010-03-16 10:15:19 +01:00
Houtan Bastani
49e4bc89ae
small fix to implementation of second derivatives of jacobian w.r.t. parameters
2010-03-15 17:23:55 +01:00
Houtan Bastani
c7093a8385
second derivatives of jacobian w.r.t. parameters
2010-03-15 16:02:07 +01:00
Houtan Bastani
be6b9dcd09
bug fix: missing break in switch statement
2010-03-15 15:59:54 +01:00
Michel Juillard
1638dae2a0
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-15 12:05:33 +01:00
Michel Juillard
9a8331da83
SWZ:
...
- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
2010-03-15 12:03:37 +01:00
Houtan Bastani
9d5e280b82
bug fix: prevent vars with leads/lags from being used outside of the model block.
2010-03-15 10:47:44 +01:00