db44b7337f
Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
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This reverts commit b0e7f1cfd7d7b26305f6434de2869c1f19e8ff6d.
2016-06-24 17:38:54 +02:00
24e25fd151
Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
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This reverts commit 7a29f50d99e20c2a5872f77592585b3dbd9fa00c.
2016-06-23 15:59:35 +02:00
f2afcb8094
preprocessor: allow for partitioning of variables along multiple dimensions
2016-06-23 15:36:42 +02:00
5186de5dcb
fixed bug in writeCCOutput
2016-06-18 11:21:42 +02:00
78a90b7c20
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
35da55ab03
Fixed dynamic model (julia output)
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The number of columns in the Jacobian matrix is the number of endogenous
variables appearing at time t-1, t and t+1 plus the number of exogenous
variables.
2016-06-14 11:21:23 +02:00
605cd365d2
Added routines for steady state computation (julia).
2016-06-14 11:21:23 +02:00
50ead246b1
preprocessor: add all_values_required option to histval. closes #261
2016-06-02 12:57:11 +02:00
9415ed8feb
Added new option for setting weights in CPF algorithm.
2016-06-01 16:29:53 +02:00
77c8a41514
preprocessor: fix bug in writing of temporary terms. closes #1201
2016-06-01 15:29:10 +02:00
64e04ac985
Allow (S)EP with arbitrary sequence of innovations.
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The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
c3ed13bec7
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
711c8f1463
Fixed lmmcp option.
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This option may be used in extended_path and perfect_foresight_solver commands.
2016-05-24 17:26:06 +02:00
ac36e194ce
Added solve_algo as an option for perfect_foresight_solver.
2016-05-24 17:26:06 +02:00
8ac1b5c4fd
Add pointer to user written steady state routine.
2016-05-23 13:48:19 +02:00
eadd35061f
Bug fix in assert (Julia output)
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Same as 4b830d29ed2d230908a1a5ec1c7badd29c7dc86a but for static model.
2016-05-23 13:48:19 +02:00
d3da9eb990
Assign parameter values in main julia module.
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See PR #1102 by spencerlyon2.
Added support for filling in the model.params Vector.
2016-05-23 13:48:19 +02:00
0751b50a86
Bug fix in assert (Julia output).
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See PR #1102 by spencerlyon2.
size always returns a tuple, and we were comparing to an int. Dispatch restricts these arguments to all be vectors so length works here.
2016-05-23 13:48:19 +02:00
432ce1d95f
Fixed indexing of params in steady state file.
2016-05-23 13:48:19 +02:00
59740f6804
Fixed type issues.
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params, exo_steady_state and steady_state are vectors not matrices!
2016-05-23 13:48:19 +02:00
0d8e583daa
Cosmetic changes.
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+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
2016-05-23 13:48:19 +02:00
a300cefbbf
Made room for user written steady state file.
2016-05-23 13:48:19 +02:00
e51971aeef
Added boolean variable for tracking if a steadystate block is present in the mod file.
2016-05-23 13:48:19 +02:00
b45ce5d4b1
Removed try-catch block.
2016-05-23 13:48:19 +02:00
f14be19ed6
Fixed crash when steadystate block does not exist.
2016-05-23 13:48:19 +02:00
44cee441e5
Fix preprocessor renaming error introduced in b486ae4964ea534e70982487b1d7c11f732d950b
2016-05-22 11:41:54 +02:00
07aa54821b
Merge pull request #1188 from JohannesPfeifer/slice_marco
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Add slice and factorization of posterior samplers
2016-05-22 01:45:14 +02:00
6ddb7d86a9
preprocessor: allow comments in parallel config file. closes #1194
2016-05-20 17:22:26 +02:00
9292389eeb
preprocessor: replace obj_var_ with M_.osr.variable_indices and optim_weights with M_.osr.variable_weights. #948
2016-05-20 15:53:49 +02:00
97a35ad6cb
preprocessor: add warning if more than one osr_params statement is encountered in the .mod file. #948
2016-05-20 15:46:33 +02:00
a4045ae2da
preprocessor: make modifications to osr_params and osr_params_bounds output. #948
2016-05-20 15:43:12 +02:00
275cb6c2b0
preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177
2016-05-19 14:37:05 +02:00
57afa7d80f
preprocessor: rework posterior sampler options, #1177
2016-05-19 14:37:05 +02:00
18328210b2
preprocessor: simplify a5590f79176315f7b214d6deeb865956683f4230
2016-05-19 12:10:19 +02:00
6bb02e0bd4
preprocessor: fix bug in debian compilation
2016-05-19 12:06:53 +02:00
323fe8d41a
preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187
2016-05-18 12:26:19 +02:00
ac5a82ded9
Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187""
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This reverts commit c496d6f5ca905abe99a257f8f757fc3816cefe56.
2016-05-18 10:34:45 +02:00
48928c61ce
Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
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This reverts commit 6192a6a7765e7bde388f4a6feac4362d1e9fd284.
2016-05-18 10:33:45 +02:00
b898bfea6e
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
d1e1003d72
preprocessor: fix typo
2016-05-17 15:42:23 +02:00
e68711c6c3
Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"
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This reverts commit 024586fbb1152d4ee4d2aa259c5012c2483c9a52.
2016-05-17 15:37:46 +02:00
de9d05aac4
Revert "preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187"
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This reverts commit 1442f83037e9d66a718a0fd446faddae5ebbf58b.
2016-05-17 15:37:29 +02:00
adf1c0392b
preprocessor: add analytic_derivation_mode option to identification and sensitivity. #1187
2016-05-17 15:32:51 +02:00
448de477e5
preprocessor: add analytic_derivation option to identification and sensitivity. #1187
2016-05-17 12:43:05 +02:00
9202c1e6c2
preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187
2016-05-13 10:48:49 +02:00
c3dcc0e121
preprocessor: add option no_2nd_order_params_derivs. #1187
2016-05-12 14:40:28 +02:00
0b922739a6
preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187
2016-05-12 12:02:34 +02:00
ca1879fe7d
preprocessor: interface for osr_params_bounds. #948
2016-05-10 18:01:00 +02:00
8f2007fac5
preprocessor: fix bug introduced in c9ca46f228c73dc8b85322109f896cc32f446a7c. Further simplify ParsingDriver::declare_nonstationary_var(). Closes #1184
2016-05-09 16:10:04 +02:00
4462591347
fix copyright dates
2016-05-04 16:05:31 +02:00
Stéphane Adjemian (Hermes)
Houtan Bastani
Michel Juillard
Johannes Pfeifer