Houtan Bastani
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a14fdd204f
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when >32 nested parens encountered in matlab, print error message once per file in which such a situation occurred. #1201
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2017-01-05 15:19:13 +01:00 |
Stéphane Adjemian
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07ea12dc18
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Merge pull request #1358 from JohannesPfeifer/nograph
Implement posterior_nograph option
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2017-01-05 06:52:08 +01:00 |
Houtan Bastani
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bf19a0aa73
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fix warnings introduced in 3b20d41a92db4267c0ba13278f3885aba67e6c47 related to size_t/int comparison #1201
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2017-01-02 11:38:13 +01:00 |
Houtan Bastani
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471df861fa
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3b20d41a92db4267c0ba13278f3885aba67e6c47 used to_string from C++11 standard which breaks the snapshot build. #1201
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2017-01-02 11:21:28 +01:00 |
Houtan Bastani
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f32b24a591
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avoid unnecessary processing when a stream has 32 or fewer nested parenthesis. #1201
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2016-12-30 18:32:20 +01:00 |
Houtan Bastani
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eac97a8f49
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first iteration of fix for nested parenthesis in matlab. #1201
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2016-12-30 18:14:08 +01:00 |
Houtan Bastani
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486891e75f
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bug fix: end preprocessing with error when more than 32 nested parenthesis are encountered. closes #1201
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2016-12-28 14:02:50 +01:00 |
Houtan Bastani
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9b0fbdb4fe
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ramsey_policy: accept all endogenous variables in var_list_, even auxiliary variables. closes #1355
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2016-12-27 14:08:50 +01:00 |
Johannes Pfeifer
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2a442561c6
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Implement preprocessor interface for posterior_nograph option
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2016-12-26 13:07:46 +01:00 |
Johannes Pfeifer
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15bd6dd04a
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Finish implementation and documentation of nograph option of shock_decomposition.m
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2016-12-26 12:52:28 +01:00 |
Johannes Pfeifer
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a00bf1fa90
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load_mh_file: recompute results by default and load on request
Prevents general overwriting of results in oo_ and having stale results
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2016-12-19 19:37:34 +01:00 |
Johannes Pfeifer
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52e1017291
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Make evaluate_smoother.m output former global variables for correct updating of these objects
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2016-12-18 12:43:29 +01:00 |
Johannes Pfeifer
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cae0077ff4
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Eliminate global variables from shock_decomposition.m
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2016-12-18 09:57:51 +01:00 |
Johannes Pfeifer
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3f33ab5425
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Add Raftery/Lewis (1992) convergence diagnostics
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2016-12-17 17:22:05 +01:00 |
Johannes Pfeifer
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e55ab84f7f
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Geweke diagnostics: fix bug in interface that prevents setting the respective options
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2016-12-17 17:22:05 +01:00 |
Stéphane Adjemian
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8935702a52
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Merge pull request #1345 from JohannesPfeifer/robust_lin_solve
robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e5…
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2016-12-17 17:18:19 +01:00 |
Houtan Bastani
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a0eb913c66
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preprocessor: parallel: add NumberOfThreadsPerJob option. #1349
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2016-12-13 11:35:37 +01:00 |
Houtan Bastani
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b29ea3258a
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preprocessor: parallel: change default for singleCompThread. #1349
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2016-12-13 11:12:04 +01:00 |
Johannes Pfeifer
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661b44ede3
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robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e55aba257135426de1
Interface was still missing and documentation of option was in wrong place in manual and wrong
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2016-12-01 17:31:29 +01:00 |
Houtan Bastani
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453b753021
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block: fix bug introduced in e410043c244d251164638f9a0b3646e23e3d125d. #1245
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2016-11-29 16:45:50 +01:00 |
Houtan Bastani
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67c4bd0126
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block: add default argument for _dynamic functions: `varargout{1} = NaN;` #1245
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2016-11-29 15:18:59 +01:00 |
Houtan Bastani
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d78f9d668b
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preprocessor: fix bug that caused all models declared linear to fail under ramsey. closes #419
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2016-11-29 14:21:34 +01:00 |
Houtan Bastani
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f640c28403
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preprocessor: create field in M_ that is true when hessian is zero, false otherwise. closes #1335
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2016-11-14 12:32:21 +01:00 |
MichelJuillard
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a0cc3c0a00
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Merge pull request #1324 from JohannesPfeifer/kalman
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
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2016-11-13 19:13:10 +01:00 |
Houtan Bastani
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14fb833165
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preprocessor: fix iterator types in ParsingDriver::svar()
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2016-11-04 14:44:45 +01:00 |
Johannes Pfeifer
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9d4b5825da
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Add smoothed state uncertainty to Kalman smoother routines
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2016-11-04 09:23:55 +01:00 |
Stéphane Adjemian
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c5cca6dbd0
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Merge pull request #1217 from JohannesPfeifer/qz_estimation
Make sure diffuse_filter triggers qz_criterium>1
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2016-11-04 06:47:17 +01:00 |
Stéphane Adjemian
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2a714a60f4
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Merge pull request #1303 from JohannesPfeifer/shock_decomp
Shock decomposition and posterior moments
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2016-11-04 00:41:04 +01:00 |
Houtan Bastani
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b2963ae558
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preprocessor: define var for normcdf + msvc. #1259
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2016-10-17 14:59:07 +02:00 |
Houtan Bastani
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7b0817a25e
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preprocessor: don’t need compiler argument to dynare when using octave. closes #1314
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2016-10-14 17:35:10 +02:00 |
Houtan Bastani
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61b2be2a2c
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preprocessor: add normcdf for MSVC. closes #1259
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2016-10-14 16:11:44 +02:00 |
Houtan Bastani
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2385b7b5c1
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preprocessor: clean up writePowerDeriv code. it only writes C code, so no need for use_dll argument
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2016-10-14 14:30:14 +02:00 |
Houtan Bastani
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9ec4037fc8
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preprocessor: fix bug introduced in 4255be00b8a10226470c4cc1bc5a514ce37041bc. Normcdf is not supported by MSVC
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2016-10-14 13:59:36 +02:00 |
Houtan Bastani
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484453af03
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preprocessor: allow acosh, asinh, atanh, normcdf for MSVC 11.0 or later
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2016-10-14 13:44:21 +02:00 |
Houtan Bastani
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bb51e3084a
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preprocessor: add support for MinGW. #1226
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2016-10-14 11:25:23 +02:00 |
Houtan Bastani
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90ff78d52d
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build system: make cp thread safe
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2016-10-14 10:57:49 +02:00 |
Houtan Bastani
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1bd8679ddd
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preprocessor: fix warning in parsing
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2016-10-07 14:41:33 +02:00 |
Johannes Pfeifer
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b37ed6f255
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Allow first_obs and nobs as options of shock_decomposition
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2016-10-06 14:20:04 +02:00 |
Johannes Pfeifer
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05c5c6a0aa
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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
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2016-10-02 10:51:47 +02:00 |
Houtan Bastani
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f20beac29c
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preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294
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2016-09-30 14:31:13 +02:00 |
Houtan Bastani
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c5570fc30e
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preprocessor: add nograph option to shock_decomposition. closes #1290
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2016-09-23 17:44:36 +02:00 |
Houtan Bastani
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d9d60d4f21
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preprocessor: allow shock group names to contain spaces. closes #1280
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2016-09-14 14:10:00 +02:00 |
Houtan Bastani
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2b835a5006
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preprocessor: simplify code
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2016-09-06 14:59:31 +02:00 |
Houtan Bastani
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1f3ea3ad5c
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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
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2016-09-06 14:58:25 +02:00 |
Houtan Bastani
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69abc08d85
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macroprocessor: stop with error when division by zero is encountered. closes #1278
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2016-09-05 17:36:40 +02:00 |
Houtan Bastani
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bb6ad83e72
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preprocessor: external_function: add comma to function output args
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2016-08-25 15:35:32 +02:00 |
Johannes Pfeifer
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3fada757d6
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Correct comment in _dynamic files that misstated columns of derivative matrices
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2016-08-22 19:24:35 +02:00 |
MichelJuillard
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a169cd075e
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Merge pull request #1257 from JohannesPfeifer/conf_sig
Conf sig
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2016-08-21 16:14:28 +02:00 |
Houtan Bastani
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01552008ba
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preprocessor: issue error when exogenous included in planner_objective. closes #1264
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2016-08-12 11:50:57 +02:00 |
Houtan Bastani
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e4745e040a
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preprocessor: Return equation numbers/tags in error message when linear model contains nonzero hessian entries. #419
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2016-07-27 15:01:54 -04:00 |