Sébastien Villemot
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2afb190980
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Merge remote-tracking branch 'ferhat/master'
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2012-03-09 10:30:01 +01:00 |
Houtan Bastani
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ea0b176395
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MS-SBVAR: rewrite ms_variance_decomposition
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2012-03-08 17:54:35 +01:00 |
Houtan Bastani
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894ff9c1e7
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MS-SBVAR: rewrite ms_forecast
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2012-03-08 17:54:05 +01:00 |
Houtan Bastani
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fb0b0ae4ce
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MS-SBVAR: rewrite ms_irf
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2012-03-08 17:53:58 +01:00 |
Ferhat Mihoubi
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715df0c634
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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
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2012-03-08 15:29:56 +01:00 |
Ferhat Mihoubi
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ffb5119807
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Adds fixed point solvers for Sylvester and Lyapunov equations
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2012-03-06 12:03:23 +01:00 |
Ferhat Mihoubi
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6e75fc31ca
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Error message for external function provides more details
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2012-03-06 11:33:02 +01:00 |
Ferhat
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21996d79a8
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Corrects a bug in the computation of the number of leads and lags
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2012-02-17 10:50:54 +01:00 |
Ferhat
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255d64e6d1
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Corrects the number of lead and lags of a block
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2012-02-17 10:48:28 +01:00 |
Houtan Bastani
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631924ef16
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bug fix: quotes in warnings do not comply with Matlab disp
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2012-02-10 17:05:37 +01:00 |
Houtan Bastani
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23f9c5e418
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preprocessor: add lik_init to dynare_sensitivity command
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2012-02-09 12:52:33 +01:00 |
Sébastien Villemot
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48aa15f2c5
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Preprocessor: add warning message for signature of checkPass method
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2012-02-06 12:16:38 +01:00 |
Michel Juillard
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97bf12d6d6
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propagating the change in calling sequence for CheckPass()
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2012-02-02 21:10:47 +01:00 |
Houtan Bastani
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e4916a1d84
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preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
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2012-01-30 10:44:14 +01:00 |
Michel Juillard
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c60de03e84
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the overall time of execution is now saved in the log file
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2012-01-22 16:09:42 +01:00 |
Sébastien Villemot
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f61f3ebf35
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Add kalman_algo option to identification and dynare_sensitivity
Only in preprocessor and ref. manual for the moment
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2012-01-20 12:11:14 -05:00 |
Sébastien Villemot
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a32043c2a5
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Preprocessor: compute temp. terms for 2nd deriv of residuals and jacobian wrt
params and 1st deriv of hessian wrt to params
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2012-01-20 12:07:36 -05:00 |
Houtan Bastani
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4b0f0adcbb
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bug_fix: add missing ifstream close statement
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2012-01-18 14:43:04 +01:00 |
Houtan Bastani
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7c8baba064
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warning output stream should be cerr
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2012-01-18 14:42:57 +01:00 |
Houtan Bastani
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32061f4f9d
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preprocessor: replace if checks with asserts
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2012-01-04 14:42:06 +01:00 |
Houtan Bastani
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9bc6945b10
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aesthetic fix: remove commented code
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2012-01-04 14:42:06 +01:00 |
Houtan Bastani
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e8e84b970b
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bug_fix: missing exit statement
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2012-01-04 14:42:06 +01:00 |
Houtan Bastani
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83b6b0145d
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bug_fix: add missing assertion
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2012-01-04 14:42:06 +01:00 |
Houtan Bastani
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bdb3ceeb64
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update copyright dates for files already modified in 2012
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2012-01-04 14:42:06 +01:00 |
Houtan Bastani
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d865c0f4d6
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ms-sbvar: enforce consecutive chain numbers for markov_switching
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2012-01-04 14:42:06 +01:00 |
Houtan Bastani
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5f88294bff
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bug_fix: add initializations for modfilestructure bools
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2012-01-04 14:42:06 +01:00 |
Houtan Bastani
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633eb15f9a
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preprocessor: check size of domain argument
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2012-01-02 22:44:50 +01:00 |
Houtan Bastani
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2d15137289
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macroprocessor: add @#ifdef
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2012-01-02 18:27:04 +01:00 |
Houtan Bastani
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c22022cfb0
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preprocessor: added back prior names w/o _pdf and fixed check and write
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2011-12-30 17:09:45 +01:00 |
Houtan Bastani
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d2c03a206b
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preprocessor: enumerate prior distributions
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2011-12-30 15:41:51 +01:00 |
Houtan Bastani
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6b056640e1
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preprocessor: remove unnecessary class prefix
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2011-12-30 15:41:51 +01:00 |
Houtan Bastani
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e18eb880f0
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fix typo
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2011-12-30 15:41:51 +01:00 |
Sébastien Villemot
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e1814e0302
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Preprocessor: minor fix for internal doc
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2011-12-28 11:47:49 +01:00 |
Sébastien Villemot
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8b86760bda
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Store histval information for endogenous in M_.endo_histval
Really closes: #157
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2011-12-28 11:35:22 +01:00 |
Houtan Bastani
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8d369bd710
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ms-sbvar: add restrictions option
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2011-12-23 18:22:41 +01:00 |
Houtan Bastani
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67f3a0ecc0
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preprocessor: separate dynamic and static functions from their mexfiles
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2011-12-23 18:22:41 +01:00 |
Houtan Bastani
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c62d52a576
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preprocessor: bug fix in setting prior_variance
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2011-12-23 18:22:40 +01:00 |
Sébastien Villemot
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340a9fb5d0
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Initialize empirical simulations with information provided in histval
Closes: #195, #157
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2011-12-21 18:37:45 +01:00 |
Houtan Bastani
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8c87ba38a4
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preprocessor: allow vec_value to accept commas
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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9cbaf6200a
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ms-sbvar: remove regime argument and support duration=array
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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37bfa41518
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ms-sbvar: replace state with regime
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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f9f745716d
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ms-sbvar: replaced number_of_states with number_of_regimes
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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9771e68875
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preprocessor: removed unused token
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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744b5abf1e
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preprocessor: add symbol.options statement
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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6ea0dd59e4
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preprocessor: allow symbol.subsample=symbol.subsample
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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1d68887387
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preprocessor: add subsamples statement
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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29d8028fc4
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preprocessor: add prior statement
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2011-12-21 12:21:29 +01:00 |
Houtan Bastani
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1c733dd55f
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preprocessor: add data command
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2011-12-21 12:21:29 +01:00 |
Houtan Bastani
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b89eb4931c
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preprocessor: add set_time command
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2011-12-21 12:21:29 +01:00 |
Michel Juillard
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4f881cc826
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added options_.sub_draws in estimation for controlling the number of draws used in
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
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2011-12-15 17:35:26 +01:00 |