Sébastien Villemot
ec83afaa29
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
Michel Juillard
e9387f6081
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
Michel Juillard
7221aa486f
added check_options are the same as steady_options. Added option
...
nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
2012-04-24 10:32:59 +02:00
Michel Juillard
30e0b81643
fixed problems with trying to make homotopy robust to problems in one run.
2012-04-23 16:57:46 +02:00
Michel Juillard
3172022bbf
computing shock_decomposition for calibrated models
2012-04-21 21:37:52 +02:00
Michel Juillard
500499f5d8
changed option name discretion_tol -> discretionary_tol, added the option
...
to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
Sébastien Villemot
e455553588
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
Ferhat
8001e19b9e
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
...
- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
Sébastien Villemot
e1e77909a1
New preprocessor option for not creating a logfile
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Closes : #241
2012-04-20 18:15:02 +02:00
Michel Juillard
60fb8aeaae
added steady option stop_on_error. stop_on_error = 0 permits to
...
continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
Houtan Bastani
4d6b3a073e
estimation: instatiate date output as dynDate class
2012-04-04 11:44:07 +02:00
Houtan Bastani
d5b8adedac
estamiton: check variable types in copy statements
2012-04-04 10:43:29 +02:00
Houtan Bastani
6006579de8
bug fix: output not correct for corr(a,b).prior statement
2012-04-03 18:33:24 +02:00
Houtan Bastani
11ceb8422e
estimation: simplify output using estimation_info.empty_* structures
2012-04-03 18:33:24 +02:00
Houtan Bastani
cb925f3557
estimation: bug fix: clear range_index
2012-04-03 18:33:24 +02:00
Houtan Bastani
5e68f15f04
estimation: clear subsamples substructure whenever a subsamples copy statement is encountered
2012-04-03 18:33:24 +02:00
Houtan Bastani
2cf488ca42
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
Houtan Bastani
2c0c294f75
estimation: remove s from parameters substructure
2012-04-03 18:33:23 +02:00
Houtan Bastani
36a56199c4
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
87fba231fd
estimation: reorganize options output
2012-03-30 15:37:15 +02:00
Houtan Bastani
b0db2bf4e7
cosmetic change
2012-03-30 15:37:15 +02:00
Houtan Bastani
c9aa2d7b23
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
a54214b7e8
estimation: remove unnecessary function
2012-03-30 15:37:14 +02:00
Houtan Bastani
95df2edf07
estimation: reorganize Matlab structure output
2012-03-30 15:37:14 +02:00
Houtan Bastani
6e4c60d27f
estimation: change name handling for correlation statements
2012-03-30 15:37:14 +02:00
Houtan Bastani
0b0d4d0455
estimation: rewrite options output
2012-03-29 16:45:46 +02:00
Houtan Bastani
aa21ef6ec5
estimation: rewrite prior output
2012-03-29 16:07:01 +02:00
Houtan Bastani
79b9d6a66e
estimation: check that appropriate options are passed to prior statement
2012-03-28 19:07:08 +02:00
Houtan Bastani
d459b0ea7b
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
Houtan Bastani
2ac49123d6
estimation: add subsample name to index
2012-03-27 13:03:10 +02:00
Houtan Bastani
ad8096edb8
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
Houtan Bastani
5f707cc795
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00
Houtan Bastani
de89835b69
estimation: remove deprecation warnings
2012-03-09 11:52:32 +01:00
Houtan Bastani
b3e2823c82
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
Houtan Bastani
9cf485d88e
estimation: place parameter priors in their own substructure
2012-03-09 11:46:09 +01:00
Sébastien Villemot
2afb190980
Merge remote-tracking branch 'ferhat/master'
2012-03-09 10:30:01 +01:00
Houtan Bastani
ea0b176395
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
Houtan Bastani
894ff9c1e7
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
Houtan Bastani
fb0b0ae4ce
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
Ferhat Mihoubi
715df0c634
Adds the index of equations (M_.blocksEQU) for a block decomposed model without bytecode option and use this index in resid.m to retrieve the residuals
2012-03-08 15:29:56 +01:00
Ferhat Mihoubi
ffb5119807
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
Ferhat Mihoubi
6e75fc31ca
Error message for external function provides more details
2012-03-06 11:33:02 +01:00
Ferhat
21996d79a8
Corrects a bug in the computation of the number of leads and lags
2012-02-17 10:50:54 +01:00
Ferhat
255d64e6d1
Corrects the number of lead and lags of a block
2012-02-17 10:48:28 +01:00
Houtan Bastani
631924ef16
bug fix: quotes in warnings do not comply with Matlab disp
2012-02-10 17:05:37 +01:00
Houtan Bastani
23f9c5e418
preprocessor: add lik_init to dynare_sensitivity command
2012-02-09 12:52:33 +01:00
Sébastien Villemot
48aa15f2c5
Preprocessor: add warning message for signature of checkPass method
2012-02-06 12:16:38 +01:00
Michel Juillard
97bf12d6d6
propagating the change in calling sequence for CheckPass()
2012-02-02 21:10:47 +01:00
Houtan Bastani
e4916a1d84
preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
2012-01-30 10:44:14 +01:00
Michel Juillard
c60de03e84
the overall time of execution is now saved in the log file
2012-01-22 16:09:42 +01:00