cf49fd3b99
preprocessor: handle compilation warnings
2012-06-06 16:30:36 +02:00
1d69ed6cb2
preprocessor: remove unused enum types (added in commit c6495dfc9d17363bf64e4502e5833a63f1708339)
2012-06-06 16:27:44 +02:00
dc2e5e9226
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
35bf1d5ec2
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
2ac4f59489
Fix bug introduced in 4b86df05
2012-06-05 09:48:03 +02:00
3175a25663
Preprocessor: remove MATLAB short-circuit operators
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They emit a warning under Octave
2012-06-04 17:18:13 +02:00
c19f62b2e3
Bison/Flex files: do not load C++ mode under Emacs
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It is better to use bison-mode and flex-mode (see the wiki)
2012-06-04 11:59:35 +02:00
381c6aeee8
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
78bd465294
finishing implementation of optional transformation of log and non
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integer power arguments to insure that they are positive
2012-05-26 20:53:48 +02:00
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
2098528f9e
starting implementation of transformed variables to replace arguments
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of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
fa1572e674
Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
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(complement to commit cd0bc28e)
2012-05-21 18:34:10 +02:00
7093a54f3a
fixes the correction of the Jacobian when encountering complex
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numbers. This should be 2*imag(g1) and not imag(g1).^2
2012-05-18 16:19:07 +02:00
2fbd5d33c6
fixed issues relative to homotopy (type I) when the user wants to
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continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
b19502ab10
parallel: add port option to config file
2012-05-09 12:44:57 +02:00
ec83afaa29
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
e9387f6081
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
7221aa486f
added check_options are the same as steady_options. Added option
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nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
2012-04-24 10:32:59 +02:00
30e0b81643
fixed problems with trying to make homotopy robust to problems in one run.
2012-04-23 16:57:46 +02:00
3172022bbf
computing shock_decomposition for calibrated models
2012-04-21 21:37:52 +02:00
500499f5d8
changed option name discretion_tol -> discretionary_tol, added the option
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to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
e455553588
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
8001e19b9e
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
e1e77909a1
New preprocessor option for not creating a logfile
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Closes : #241
2012-04-20 18:15:02 +02:00
60fb8aeaae
added steady option stop_on_error. stop_on_error = 0 permits to
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continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
4d6b3a073e
estimation: instatiate date output as dynDate class
2012-04-04 11:44:07 +02:00
d5b8adedac
estamiton: check variable types in copy statements
2012-04-04 10:43:29 +02:00
6006579de8
bug fix: output not correct for corr(a,b).prior statement
2012-04-03 18:33:24 +02:00
11ceb8422e
estimation: simplify output using estimation_info.empty_* structures
2012-04-03 18:33:24 +02:00
cb925f3557
estimation: bug fix: clear range_index
2012-04-03 18:33:24 +02:00
5e68f15f04
estimation: clear subsamples substructure whenever a subsamples copy statement is encountered
2012-04-03 18:33:24 +02:00
2cf488ca42
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
2c0c294f75
estimation: remove s from parameters substructure
2012-04-03 18:33:23 +02:00
36a56199c4
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
87fba231fd
estimation: reorganize options output
2012-03-30 15:37:15 +02:00
b0db2bf4e7
cosmetic change
2012-03-30 15:37:15 +02:00
c9aa2d7b23
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
a54214b7e8
estimation: remove unnecessary function
2012-03-30 15:37:14 +02:00
95df2edf07
estimation: reorganize Matlab structure output
2012-03-30 15:37:14 +02:00
6e4c60d27f
estimation: change name handling for correlation statements
2012-03-30 15:37:14 +02:00
0b0d4d0455
estimation: rewrite options output
2012-03-29 16:45:46 +02:00
aa21ef6ec5
estimation: rewrite prior output
2012-03-29 16:07:01 +02:00
79b9d6a66e
estimation: check that appropriate options are passed to prior statement
2012-03-28 19:07:08 +02:00
d459b0ea7b
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
2ac49123d6
estimation: add subsample name to index
2012-03-27 13:03:10 +02:00
ad8096edb8
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
5f707cc795
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00
de89835b69
estimation: remove deprecation warnings
2012-03-09 11:52:32 +01:00
b3e2823c82
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
9cf485d88e
estimation: place parameter priors in their own substructure
2012-03-09 11:46:09 +01:00
Houtan Bastani
Sébastien Villemot
Michel Juillard
Ferhat