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1782 Commits (4897ab7d6955dd209aa3f417374f7287fee9ae9b)

Author SHA1 Message Date
Houtan Bastani ff3b2d0ae3 keep track of all times an undeclared variable is encountered 2017-01-27 20:36:26 +01:00
Houtan Bastani a9de8dd0a0 preprocessor: issue warnings for undeclared model variables when the end of the model block is encountered. #1286 2017-01-27 20:36:26 +01:00
Stéphane Adjemian (Charybdis) 10b6a794ad Fixed bug. 
NO_POSTERIOR_KERNEL_DENSITY option was not modifying the expected field in
options_, consequently this option was no honored.
 2017-01-20 17:35:43 +01:00
Houtan Bastani a8cb5d7e61 fix nested parens for params derivatives. closes #1201 2017-01-05 18:19:37 +01:00
Houtan Bastani a14fdd204f when >32 nested parens encountered in matlab, print error message once per file in which such a situation occurred. #1201 2017-01-05 15:19:13 +01:00
Stéphane Adjemian 07ea12dc18 Merge pull request #1358 from JohannesPfeifer/nograph 
Implement posterior_nograph option
 2017-01-05 06:52:08 +01:00
Houtan Bastani bf19a0aa73 fix warnings introduced in 3b20d41a92db4267c0ba13278f3885aba67e6c47 related to size_t/int comparison #1201 2017-01-02 11:38:13 +01:00
Houtan Bastani 471df861fa 3b20d41a92db4267c0ba13278f3885aba67e6c47 used to_string from C++11 standard which breaks the snapshot build. #1201 2017-01-02 11:21:28 +01:00
Houtan Bastani f32b24a591 avoid unnecessary processing when a stream has 32 or fewer nested parenthesis. #1201 2016-12-30 18:32:20 +01:00
Houtan Bastani eac97a8f49 first iteration of fix for nested parenthesis in matlab. #1201 2016-12-30 18:14:08 +01:00
Houtan Bastani 486891e75f bug fix: end preprocessing with error when more than 32 nested parenthesis are encountered. closes #1201 2016-12-28 14:02:50 +01:00
Houtan Bastani 9b0fbdb4fe ramsey_policy: accept all endogenous variables in var_list_, even auxiliary variables. closes #1355 2016-12-27 14:08:50 +01:00
Johannes Pfeifer 2a442561c6 Implement preprocessor interface for posterior_nograph option 2016-12-26 13:07:46 +01:00
Johannes Pfeifer 15bd6dd04a Finish implementation and documentation of nograph option of shock_decomposition.m 2016-12-26 12:52:28 +01:00
Johannes Pfeifer a00bf1fa90 load_mh_file: recompute results by default and load on request 
Prevents general overwriting of results in oo_ and having stale results
 2016-12-19 19:37:34 +01:00
Johannes Pfeifer 52e1017291 Make evaluate_smoother.m output former global variables for correct updating of these objects 2016-12-18 12:43:29 +01:00
Johannes Pfeifer cae0077ff4 Eliminate global variables from shock_decomposition.m 2016-12-18 09:57:51 +01:00
Johannes Pfeifer 3f33ab5425 Add Raftery/Lewis (1992) convergence diagnostics 2016-12-17 17:22:05 +01:00
Johannes Pfeifer e55ab84f7f Geweke diagnostics: fix bug in interface that prevents setting the respective options 2016-12-17 17:22:05 +01:00
Stéphane Adjemian 8935702a52 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 a0eb913c66 preprocessor: parallel: add NumberOfThreadsPerJob option. #1349 2016-12-13 11:35:37 +01:00
Houtan Bastani b29ea3258a preprocessor: parallel: change default for singleCompThread. #1349 2016-12-13 11:12:04 +01:00
Johannes Pfeifer 661b44ede3 robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e55aba257135426de1 
Interface was still missing and documentation of option was in wrong place in manual and wrong
 2016-12-01 17:31:29 +01:00
Houtan Bastani 453b753021 block: fix bug introduced in e410043c244d251164638f9a0b3646e23e3d125d. #1245 2016-11-29 16:45:50 +01:00
Houtan Bastani 67c4bd0126 block: add default argument for _dynamic functions: `varargout{1} = NaN;` #1245 2016-11-29 15:18:59 +01:00
Houtan Bastani d78f9d668b 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 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
MichelJuillard a0cc3c0a00 Merge pull request #1324 from JohannesPfeifer/kalman 
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
 2016-11-13 19:13:10 +01:00
Houtan Bastani 14fb833165 preprocessor: fix iterator types in ParsingDriver::svar() 2016-11-04 14:44:45 +01:00
Johannes Pfeifer 9d4b5825da Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
Stéphane Adjemian c5cca6dbd0 Merge pull request #1217 from JohannesPfeifer/qz_estimation 
Make sure diffuse_filter triggers qz_criterium>1
 2016-11-04 06:47:17 +01:00
Stéphane Adjemian 2a714a60f4 Merge pull request #1303 from JohannesPfeifer/shock_decomp 
Shock decomposition and posterior moments
 2016-11-04 00:41:04 +01:00
Houtan Bastani b2963ae558 preprocessor: define var for normcdf + msvc. #1259 2016-10-17 14:59:07 +02:00
Houtan Bastani 7b0817a25e preprocessor: don’t need compiler argument to dynare when using octave. closes #1314 2016-10-14 17:35:10 +02:00
Houtan Bastani 61b2be2a2c preprocessor: add normcdf for MSVC. closes #1259 2016-10-14 16:11:44 +02:00
Houtan Bastani 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
Houtan Bastani 9ec4037fc8 preprocessor: fix bug introduced in 4255be00b8a10226470c4cc1bc5a514ce37041bc. Normcdf is not supported by MSVC 2016-10-14 13:59:36 +02:00
Houtan Bastani 484453af03 preprocessor: allow acosh, asinh, atanh, normcdf for MSVC 11.0 or later 2016-10-14 13:44:21 +02:00
Houtan Bastani bb51e3084a preprocessor: add support for MinGW. #1226 2016-10-14 11:25:23 +02:00
Houtan Bastani 90ff78d52d build system: make cp thread safe 2016-10-14 10:57:49 +02:00
Houtan Bastani 1bd8679ddd preprocessor: fix warning in parsing 2016-10-07 14:41:33 +02:00
Johannes Pfeifer b37ed6f255 Allow first_obs and nobs as options of shock_decomposition 2016-10-06 14:20:04 +02:00
Johannes Pfeifer 05c5c6a0aa Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands 
- 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
Houtan Bastani f20beac29c preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294 2016-09-30 14:31:13 +02:00
Houtan Bastani c5570fc30e preprocessor: add nograph option to shock_decomposition. closes #1290 2016-09-23 17:44:36 +02:00
Houtan Bastani d9d60d4f21 preprocessor: allow shock group names to contain spaces. closes #1280 2016-09-14 14:10:00 +02:00
Houtan Bastani 2b835a5006 preprocessor: simplify code 2016-09-06 14:59:31 +02:00
Houtan Bastani 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
Houtan Bastani 69abc08d85 macroprocessor: stop with error when division by zero is encountered. closes #1278 2016-09-05 17:36:40 +02:00
Houtan Bastani bb6ad83e72 preprocessor: external_function: add comma to function output args 2016-08-25 15:35:32 +02:00