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Author SHA1 Message Date
Stéphane Adjemian (Hermes) 64e04ac985 Allow (S)EP with arbitrary sequence of innovations. 
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
Stéphane Adjemian (Hermes) c3ed13bec7 Removed globals from extended_path routine. 2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes) 711c8f1463 Fixed lmmcp option. 
This option may be used in extended_path and perfect_foresight_solver commands.
 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes) ac36e194ce Added solve_algo as an option for perfect_foresight_solver. 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes) 8ac1b5c4fd Add pointer to user written steady state routine. 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) eadd35061f Bug fix in assert (Julia output) 
Same as 4b830d29ed2d230908a1a5ec1c7badd29c7dc86a but for static model.
 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) d3da9eb990 Assign parameter values in main julia module. 
See PR #1102 by spencerlyon2.

Added support for filling in the model.params Vector.
 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) 0751b50a86 Bug fix in assert (Julia output). 
See PR #1102 by spencerlyon2.

size always returns a tuple, and we were comparing to an int. Dispatch restricts these arguments to all be vectors so length works here.
 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) 432ce1d95f Fixed indexing of params in steady state file. 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) 59740f6804 Fixed type issues. 
params, exo_steady_state and steady_state are vectors not matrices!
 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) 0d8e583daa Cosmetic changes. 
+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) a300cefbbf Made room for user written steady state file. 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) e51971aeef Added boolean variable for tracking if a steadystate block is present in the mod file. 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) b45ce5d4b1 Removed try-catch block. 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) f14be19ed6 Fixed crash when steadystate block does not exist. 2016-05-23 13:48:19 +02:00
Johannes Pfeifer 44cee441e5 Fix preprocessor renaming error introduced in b486ae4964ea534e70982487b1d7c11f732d950b 2016-05-22 11:41:54 +02:00
Stéphane Adjemian 07aa54821b Merge pull request #1188 from JohannesPfeifer/slice_marco 
Add slice and factorization of posterior samplers
 2016-05-22 01:45:14 +02:00
Houtan Bastani 6ddb7d86a9 preprocessor: allow comments in parallel config file. closes #1194 2016-05-20 17:22:26 +02:00
Houtan Bastani 9292389eeb preprocessor: replace obj_var_ with M_.osr.variable_indices and optim_weights with M_.osr.variable_weights. #948 2016-05-20 15:53:49 +02:00
Houtan Bastani 97a35ad6cb preprocessor: add warning if more than one osr_params statement is encountered in the .mod file. #948 2016-05-20 15:46:33 +02:00
Houtan Bastani a4045ae2da preprocessor: make modifications to osr_params and osr_params_bounds output. #948 2016-05-20 15:43:12 +02:00
Houtan Bastani 275cb6c2b0 preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177 2016-05-19 14:37:05 +02:00
Houtan Bastani 57afa7d80f preprocessor: rework posterior sampler options, #1177 2016-05-19 14:37:05 +02:00
Houtan Bastani 18328210b2 preprocessor: simplify a5590f79176315f7b214d6deeb865956683f4230 2016-05-19 12:10:19 +02:00
Houtan Bastani 6bb02e0bd4 preprocessor: fix bug in debian compilation 2016-05-19 12:06:53 +02:00
Houtan Bastani 323fe8d41a preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187 2016-05-18 12:26:19 +02:00
Houtan Bastani ac5a82ded9 Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"" 
This reverts commit c496d6f5ca905abe99a257f8f757fc3816cefe56.
 2016-05-18 10:34:45 +02:00
Houtan Bastani 48928c61ce Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187" 
This reverts commit 6192a6a7765e7bde388f4a6feac4362d1e9fd284.
 2016-05-18 10:33:45 +02:00
Houtan Bastani b898bfea6e preprocessor: add params_derivs_order to identification and sensitivity. #1187 2016-05-17 17:18:16 +02:00
Houtan Bastani d1e1003d72 preprocessor: fix typo 2016-05-17 15:42:23 +02:00
Houtan Bastani e68711c6c3 Revert "preprocessor: add option no_2nd_order_params_derivs. #1187" 
This reverts commit 024586fbb1152d4ee4d2aa259c5012c2483c9a52.
 2016-05-17 15:37:46 +02:00
Houtan Bastani de9d05aac4 Revert "preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187" 
This reverts commit 1442f83037e9d66a718a0fd446faddae5ebbf58b.
 2016-05-17 15:37:29 +02:00
Houtan Bastani adf1c0392b preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187 2016-05-17 15:32:51 +02:00
Houtan Bastani 448de477e5 preprocessor: add analytic_derivation option to identification and sensitivity. #1187 2016-05-17 12:43:05 +02:00
Houtan Bastani 9202c1e6c2 preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187 2016-05-13 10:48:49 +02:00
Houtan Bastani c3dcc0e121 preprocessor: add option no_2nd_order_params_derivs. #1187 2016-05-12 14:40:28 +02:00
Houtan Bastani 0b922739a6 preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187 2016-05-12 12:02:34 +02:00
Houtan Bastani ca1879fe7d preprocessor: interface for osr_params_bounds. #948 2016-05-10 18:01:00 +02:00
Houtan Bastani 8f2007fac5 preprocessor: fix bug introduced in c9ca46f228c73dc8b85322109f896cc32f446a7c. Further simplify ParsingDriver::declare_nonstationary_var(). Closes #1184 2016-05-09 16:10:04 +02:00
Houtan Bastani 4462591347 fix copyright dates 2016-05-04 16:05:31 +02:00
Michel Juillard 1df83c1807 add option colormap for shocks_decomposition 2016-04-15 09:02:53 +02:00
Michel Juillard 94f1f9883a adding groups of shocks for shock_decomposition 
consistency checks, documentation and test case
are still missing
 2016-04-15 09:02:53 +02:00
Michel Juillard aa12dc6d5b fixed issue with auxiliary variables and external function 2016-04-09 09:23:17 +02:00
Stéphane Adjemian 0979b3464e Merge pull request #1152 from JohannesPfeifer/headers 
Cosmetic changes to various function headers
 2016-04-08 23:29:16 +02:00
Michel Juillard 8ed19b668c simplify writing of auxiliary variables definitions 
This will fail if external function are used in
auxiliary variables definition
 2016-04-08 09:33:57 +02:00
Michel Juillard 6f4d12c3f4 fixed bug with external function introduced in the 
refactoring to the _static file
 2016-04-07 18:27:44 +02:00
Michel Juillard da63d21f0d fixing problems with Ramsey policy and auxiliary variables 2016-04-04 17:11:03 +02:00
Michel Juillard e5cee0fdd7 build full static model for analytical derivatives 
estimation code
 2016-04-01 18:45:19 +02:00
Michel Juillard f6f4ea70fb skipt expectation operator in substitution of auxiliary variables 2016-04-01 18:45:19 +02:00
Michel Juillard 32fb90d5f3 completing replacement of auxiliary variables in static model 2016-04-01 18:45:19 +02:00