453b753021
block: fix bug introduced in e410043c244d251164638f9a0b3646e23e3d125d. #1245
2016-11-29 16:45:50 +01:00
67c4bd0126
block: add default argument for _dynamic functions: `varargout{1} = NaN;` #1245
2016-11-29 15:18:59 +01:00
d78f9d668b
preprocessor: fix bug that caused all models declared linear to fail under ramsey. closes #419
2016-11-29 14:21:34 +01:00
f640c28403
preprocessor: create field in M_ that is true when hessian is zero, false otherwise. closes #1335
2016-11-14 12:32:21 +01:00
a0cc3c0a00
Merge pull request #1324 from JohannesPfeifer/kalman
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Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
2016-11-13 19:13:10 +01:00
14fb833165
preprocessor: fix iterator types in ParsingDriver::svar()
2016-11-04 14:44:45 +01:00
9d4b5825da
Add smoothed state uncertainty to Kalman smoother routines
2016-11-04 09:23:55 +01:00
c5cca6dbd0
Merge pull request #1217 from JohannesPfeifer/qz_estimation
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Make sure diffuse_filter triggers qz_criterium>1
2016-11-04 06:47:17 +01:00
2a714a60f4
Merge pull request #1303 from JohannesPfeifer/shock_decomp
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Shock decomposition and posterior moments
2016-11-04 00:41:04 +01:00
b2963ae558
preprocessor: define var for normcdf + msvc. #1259
2016-10-17 14:59:07 +02:00
7b0817a25e
preprocessor: don’t need compiler argument to dynare when using octave. closes #1314
2016-10-14 17:35:10 +02:00
61b2be2a2c
preprocessor: add normcdf for MSVC. closes #1259
2016-10-14 16:11:44 +02:00
2385b7b5c1
preprocessor: clean up writePowerDeriv code. it only writes C code, so no need for use_dll argument
2016-10-14 14:30:14 +02:00
9ec4037fc8
preprocessor: fix bug introduced in 4255be00b8a10226470c4cc1bc5a514ce37041bc. Normcdf is not supported by MSVC
2016-10-14 13:59:36 +02:00
484453af03
preprocessor: allow acosh, asinh, atanh, normcdf for MSVC 11.0 or later
2016-10-14 13:44:21 +02:00
bb51e3084a
preprocessor: add support for MinGW. #1226
2016-10-14 11:25:23 +02:00
90ff78d52d
build system: make cp thread safe
2016-10-14 10:57:49 +02:00
1bd8679ddd
preprocessor: fix warning in parsing
2016-10-07 14:41:33 +02:00
b37ed6f255
Allow first_obs and nobs as options of shock_decomposition
2016-10-06 14:20:04 +02:00
05c5c6a0aa
Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
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- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
2016-10-02 10:51:47 +02:00
f20beac29c
preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294
2016-09-30 14:31:13 +02:00
c5570fc30e
preprocessor: add nograph option to shock_decomposition. closes #1290
2016-09-23 17:44:36 +02:00
d9d60d4f21
preprocessor: allow shock group names to contain spaces. closes #1280
2016-09-14 14:10:00 +02:00
2b835a5006
preprocessor: simplify code
2016-09-06 14:59:31 +02:00
1f3ea3ad5c
preprocessor: fix bug in conditional_forecast_paths where the shocked endogenous variable id was provided as symb_id instead of type specific symb_id. #1276
2016-09-06 14:58:25 +02:00
69abc08d85
macroprocessor: stop with error when division by zero is encountered. closes #1278
2016-09-05 17:36:40 +02:00
bb6ad83e72
preprocessor: external_function: add comma to function output args
2016-08-25 15:35:32 +02:00
3fada757d6
Correct comment in _dynamic files that misstated columns of derivative matrices
2016-08-22 19:24:35 +02:00
a169cd075e
Merge pull request #1257 from JohannesPfeifer/conf_sig
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Conf sig
2016-08-21 16:14:28 +02:00
01552008ba
preprocessor: issue error when exogenous included in planner_objective. closes #1264
2016-08-12 11:50:57 +02:00
e4745e040a
preprocessor: Return equation numbers/tags in error message when linear model contains nonzero hessian entries. #419
2016-07-27 15:01:54 -04:00
98c08fd74b
preprocessor: check linear model hessian = 0. closes #419
2016-07-25 13:43:34 -04:00
fca5a4094b
Revert "preprocessor: remove maxit, tolf from osr. #1249"
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This reverts commit 86bc3bd4358ee58ba290dd379ee5da29946669fe.
2016-07-21 11:04:04 -04:00
3550cc0ca5
preprocessor: remove maxit, tolf from osr. #1249
2016-07-21 09:46:08 -04:00
64b9468649
preprocessor: add tolx to perfect_foresight_solver
2016-07-21 09:40:19 -04:00
f42d833705
preprocessor: add tolf to perfect_foresight_solver and steady. #1249
2016-07-20 10:57:06 -04:00
4c74db4914
preprocessor: remove extraneous token
2016-07-20 10:43:13 -04:00
df20ace3cf
adding missing initializations
2016-07-15 17:43:58 +02:00
d3af87032b
preprocessor: rework conf_sig option
2016-07-04 17:34:44 +02:00
db44b7337f
Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
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This reverts commit b0e7f1cfd7d7b26305f6434de2869c1f19e8ff6d.
2016-06-24 17:38:54 +02:00
24e25fd151
Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
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This reverts commit 7a29f50d99e20c2a5872f77592585b3dbd9fa00c.
2016-06-23 15:59:35 +02:00
f2afcb8094
preprocessor: allow for partitioning of variables along multiple dimensions
2016-06-23 15:36:42 +02:00
5186de5dcb
fixed bug in writeCCOutput
2016-06-18 11:21:42 +02:00
78a90b7c20
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
35da55ab03
Fixed dynamic model (julia output)
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The number of columns in the Jacobian matrix is the number of endogenous
variables appearing at time t-1, t and t+1 plus the number of exogenous
variables.
2016-06-14 11:21:23 +02:00
605cd365d2
Added routines for steady state computation (julia).
2016-06-14 11:21:23 +02:00
50ead246b1
preprocessor: add all_values_required option to histval. closes #261
2016-06-02 12:57:11 +02:00
9415ed8feb
Added new option for setting weights in CPF algorithm.
2016-06-01 16:29:53 +02:00
77c8a41514
preprocessor: fix bug in writing of temporary terms. closes #1201
2016-06-01 15:29:10 +02:00
64e04ac985
Allow (S)EP with arbitrary sequence of innovations.
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The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
Houtan Bastani
MichelJuillard
Johannes Pfeifer
Stéphane Adjemian