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Author SHA1 Message Date
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
Johannes Pfeifer 3fada757d6 Correct comment in _dynamic files that misstated columns of derivative matrices 2016-08-22 19:24:35 +02:00
MichelJuillard a169cd075e Merge pull request #1257 from JohannesPfeifer/conf_sig 
Conf sig
 2016-08-21 16:14:28 +02:00
Houtan Bastani 01552008ba preprocessor: issue error when exogenous included in planner_objective. closes #1264 2016-08-12 11:50:57 +02:00
Houtan Bastani 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
Houtan Bastani 98c08fd74b preprocessor: check linear model hessian = 0. closes #419 2016-07-25 13:43:34 -04:00
Houtan Bastani fca5a4094b Revert "preprocessor: remove maxit, tolf from osr. #1249" 
This reverts commit 86bc3bd4358ee58ba290dd379ee5da29946669fe.
 2016-07-21 11:04:04 -04:00
Houtan Bastani 3550cc0ca5 preprocessor: remove maxit, tolf from osr. #1249 2016-07-21 09:46:08 -04:00
Houtan Bastani 64b9468649 preprocessor: add tolx to perfect_foresight_solver 2016-07-21 09:40:19 -04:00
Houtan Bastani c4ef3575f2 preprocessor: always write M_.state_var #637 2016-07-20 17:09:46 -04:00
Houtan Bastani f42d833705 preprocessor: add tolf to perfect_foresight_solver and steady. #1249 2016-07-20 10:57:06 -04:00
Houtan Bastani 4c74db4914 preprocessor: remove extraneous token 2016-07-20 10:43:13 -04:00
Michel Juillard df20ace3cf adding missing initializations 2016-07-15 17:43:58 +02:00