c07ce32687
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
367f8dad85
Merge branch 'master' into experimental-mjdgges-threshold
2013-06-12 17:27:25 +02:00
bbc422cf5a
Fix copyright notices
2013-06-12 17:04:46 +02:00
cc7e5c4dec
Added qz_zero_threshold to check, stoch_simul and estimation commands.
2013-06-12 11:46:56 +02:00
98daf662aa
extended_path: new order and hybrid options (ref #152 )
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Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
01aa3e1427
extended_path is a statement, not a block
2013-06-07 17:16:45 +02:00
a8201e1803
Do not check for the steady state in diffuse filter mode
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Closes #400
2013-06-03 15:56:10 +02:00
e84ad24f6e
preprocessor: pretty print error info
2013-05-31 18:27:24 +02:00
a595a83b16
Add new option parallel_local_files to model block
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Ref #389
2013-05-31 14:47:38 +02:00
c10a371bb5
preprocessor: config file: if creating windows node from unix machine, check to see if the password or remoteDrive are empty
2013-05-30 15:33:33 +02:00
55de45a0bb
preprocessor: config file: if on Windows machine and operatingSystem is empty, then check to see if password or remoteDrive is empty. otherwise, don't check
2013-05-30 15:33:33 +02:00
feb6147467
preprocessor: config file: remove redundant check
2013-05-30 15:33:26 +02:00
0474406e3b
Revert "Reset oo_.{exo_}steady_state to zero before endval"
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This reverts commit cf146ec4e50b83bb17f6890b936d8d89e7ef6664.
2013-05-27 17:31:41 +02:00
e8353673fe
Add interface and doc to use_univariate_filters_if_singularity_is_detected option
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Closes #414
2013-05-27 17:07:47 +02:00
6d7242b6e8
Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
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Closes #320
2013-05-24 12:13:32 +02:00
55a548282c
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
ddaedb5ee3
Document how functions with a kink are differentiated
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Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.
Closes #355
2013-05-17 16:53:14 +02:00
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
c882994056
Detect if an extended_path statement is present
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Unused for the time being
2013-04-25 18:07:32 +02:00
13ecc92ff4
Remove obsolete stuff from pow/log aux vars
2013-04-25 17:26:39 +02:00
270a5db60a
Fix handling of auxiliary variables in endval block
2013-04-22 18:02:32 +02:00
00c4aa9597
Reset oo_.{exo_}steady_state to zero before endval
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This is necessary to enforce the documented behavior which says that, if a
variable is not given a value in the endval block, a zero value is assumed.
2013-04-22 18:02:32 +02:00
75f8467803
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
24cac29cdf
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
91f3f578a0
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
08c2b6e1c6
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
69a5271db7
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
832c9d37ef
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
e01468e09d
Use type compatibles with Matlab (size_t instead of int)
2013-03-22 15:48:47 +01:00
4f2f9e7ed6
Add preprocessor messages (stdout, stderr) to the logfile
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Closes #306
2013-03-18 13:44:04 +01:00
00c95ea352
Preprocessor interface and documentation for endogenous_prior option
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Closes #321
2013-03-18 11:12:49 +01:00
70193c92b2
Remove spurious display when there is zero preprocessor warning
2013-03-05 12:53:37 +01:00
8ba4a3a4d2
Remove obsolete workaround for Octave 3.2
2013-02-28 10:32:09 +01:00
8610453baf
Reorganization of warnings
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- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
9af724825c
estimated_params: check that no symbol is declared twice in the block
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Closes #296
2013-02-26 12:37:35 +01:00
e717881115
Add more explicit error message when mixing ramsey_policy with varexo_det
2013-02-07 11:52:59 +01:00
b02662e2d9
Fix linking of static file with use_dll under Windows
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The "Static" symbol was not exported; instead, it was the non-existing
"Dynamic" symbol which was exported.
2013-01-30 14:02:23 +01:00
37440c732a
check only returns eigenvalues, not the whole oo_
2013-01-15 16:45:15 +01:00
dac87a6126
Ensure that running check without stoch_simul still sets oo_.dr.eigval
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This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
6486e529d5
Improve error message for 3rd derivatives of external functions
2013-01-15 11:39:04 +01:00
c709053202
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
34099da167
fixed bug in computation of derivative of erf() function
2012-12-07 21:46:50 +01:00
abd5bfda50
Fix breakage of static file introduced by 8c83135c
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In StaticModel, deriv_ids are no longer equal to symb_ids; some parts of the
code were relying on that assumption
2012-12-01 23:32:24 +01:00
922a7ad61e
Remove unused stuff
2012-11-29 18:08:53 +01:00
dc1be70d82
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
aca256eb02
Remove obsolete workaround for Octave 3.2
2012-11-29 16:44:51 +01:00
c50cd383c0
Add ar option to estimation
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Closes : #276
2012-11-29 15:44:06 +01:00
6fc8deed49
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
47c83d839e
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
0cae76f0eb
Remove duplicate information in M_.blocksEQU
2012-11-16 17:16:40 +01:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Houtan Bastani
Michel Juillard
Ferhat Mihoubi