Commit Graph

243 Commits (35cd407f5fcfe47b83fcc64c8bf050007cc73750)

Author SHA1 Message Date
Houtan Bastani 35cd407f5f preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
Houtan Bastani b5042500c8 preprocessor: method out of order 2015-04-14 14:47:26 +02:00
Houtan Bastani f0efea3025 preprocessor: method out of order 2015-04-14 11:33:02 +02:00
Houtan Bastani da72162dbe preprocessor: remove commented code 2015-04-09 12:36:07 +02:00
Houtan Bastani 84e680adef preprocessor: remove unnecessary options_list argument to rplot 2015-04-01 15:18:09 +02:00
Houtan Bastani 30395147fb preprocessor: remove use of tables completely as they were introduced in Matlab R2013b. #824 2015-03-09 17:59:05 +01:00
Houtan Bastani 8aa35a4c0c preprocessor: cell2table doesn’t exist in Octave 2015-03-09 17:16:59 +01:00
Houtan Bastani 2a108ba38f preprocessor: add joint prior syntax, #824 2015-03-03 15:08:33 +01:00
Houtan Bastani 4ba729fdd6 preprocessor: new command write_latex_original_model. closes #657 2015-02-16 08:31:30 +01:00
Houtan Bastani 904c93a75e preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844 2015-02-10 03:39:18 +01:00
Houtan Bastani 20216b127a preprocessor: replace \n with endl 2014-12-15 11:44:27 +01:00
Houtan Bastani 6ae5cf8496 preprocessor: add return argument to dynare_estimation, #812 2014-12-15 11:35:28 +01:00
Houtan Bastani 4fc785f8d5 preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520 2014-12-12 18:02:07 +01:00
Michel Juillard 1aea6b4d4c fixing bug introduced in commit 4185e8af14704e83e1c5d8fd3d14c33c4cb1f7f4 2014-09-30 07:58:51 +02:00
Michel Juillard 0e7100d176 fixed bug in handling options for ramsey_model 2014-09-28 10:07:08 +02:00
Stéphane Adjemian (Charybdis) 78c72dad5f Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk). 2014-06-17 16:03:30 +02:00
Stéphane Adjemian (Charybdis) 90e2837bcb Fix initialization of the fields in options_.dataset + Cosmetic changes. 2014-05-21 16:47:58 +02:00
Stéphane Adjemian (Scylla) 7df88a57e5 Merge branch 'master' into use-dynSeries
Conflicts:
	matlab/dynare_estimation_init.m
	matlab/global_initialization.m
	matlab/prior_posterior_statistics.m
	matlab/read_variables.m
	matlab/set_prior.m
	matlab/utilities/dataset/initialize_dataset.m
	preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Sébastien Villemot d44cb3af93 Introduce two new command: perfect_foresight_{setup,solver}.
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot e040e4d0d6 Remove workaround preventing the use of "shocks" before "endval".
It now works correctly since 82b31156.

Closes #35
2014-04-08 17:53:10 +02:00
Sébastien Villemot 8c2e9b3c02 Improvements to smoother2histval (ref #594)
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Houtan Bastani 491e70ab7b dmm/estimation: add dirichlet prior shape front end, #642 2014-03-26 11:12:43 +01:00
Houtan Bastani 66baffaee5 add missing semicolon 2014-03-25 15:42:33 +01:00
Michel Juillard 8d042b8121 finishing ramsey_model implementation 2014-03-09 12:15:32 +01:00
Michel Juillard 6364e74a3e adding ramsey_model to ComputingTasks 2014-03-09 12:15:32 +01:00
Houtan Bastani 96513df4bf rebase fixes 2014-02-24 12:41:02 +01:00
Houtan Bastani 109045a97b ms-dsge: add options statement
Conflicts:
	preprocessor/ComputingTasks.cc
	preprocessor/ComputingTasks.hh
	preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
Houtan Bastani 1424f34eed ms-dsge: write C output
Conflicts:
	preprocessor/ComputingTasks.cc
	preprocessor/ComputingTasks.hh
2014-02-24 12:41:02 +01:00
Houtan Bastani 053ee41ac0 ms-dsge: create C driver file without statements
Conflicts:
	preprocessor/DynareMain2.cc
	preprocessor/ModFile.cc
	preprocessor/ModFile.hh
	preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
Sébastien Villemot 12b9d6d8b9 Remove more remnants from old deterministic conditional forecast syntax. 2014-01-03 12:09:39 +01:00
Michel Juillard 16ac13a9ab osr: added optimal value of parameters to oo_.osr.optim_params; moved
osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
Michel Juillard 9dfcf897f7 adding 3rd order derivatives to Static Model for evaluation of Ramsey
policy computed at order = 2
2013-12-11 19:24:29 +01:00
Sébastien Villemot 64d3cfa601 Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration
Closes #549
2013-12-09 16:23:49 +01:00
Stéphane Adjemian (Scylla) 3c433ad6ea Copy the generated time series in Base workspace (extended_path). 2013-12-09 11:08:08 +01:00
Sébastien Villemot 58d6f01708 Fix bug with DSGE-VAR introduced in f7cdc39f 2013-12-02 17:22:16 +01:00
Sébastien Villemot 173dc32e60 Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
Closes #469
2013-11-29 14:51:17 +01:00
Houtan Bastani 07f29031ec preprocessor: remove unused private field in EstimationStatement 2013-11-20 12:06:26 +01:00
Stéphane Adjemian (Penelope) 966ed438c1 Merge branch 'master' into remove-dynDate-class
Conflicts:
	preprocessor/DynareBison.yy
2013-11-14 16:41:08 +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
Stéphane Adjemian (Scylla) aa4753f9ec Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +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 aee8202a20 preprocessor: only accept dates of the form: dates('date') in mod file 2013-10-14 09:58:05 +02:00
Sébastien Villemot aaa50d6a40 Fix a bug similar to #476 in estimated_params_bounds 2013-09-25 14:44:49 +02:00
Stéphane Adjemian (Charybdis) d7eef34707 Merge branch 'master' into use-dynSeries 2013-09-24 16:49:38 +02:00
Houtan Bastani cd50a2bcb3 estim_params: remove short-circuit ops, #476 2013-09-24 16:01:47 +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
Stéphane Adjemian (Charybdis) 28022e5530 Removed test on datafile option. This option is no more mandatory 2013-09-12 13:52:24 +02:00