- 22 Jan, 2010 2 commits
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ferhat authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3371 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 21 Jan, 2010 1 commit
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stepan authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3370 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 19 Jan, 2010 1 commit
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3368 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 18 Jan, 2010 1 commit
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houtanb authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 16 Jan, 2010 1 commit
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stepan authored
Bug fix. Variable use_dll_flag is not defined if remote computers are not used. Don't need to compile the (dynamic model) mex file in this case. git-svn-id: https://www.dynare.org/svn/dynare/trunk@3366 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 15 Jan, 2010 7 commits
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stepan authored
* Bug fix in extended_path.m git-svn-id: https://www.dynare.org/svn/dynare/trunk@3365 ac1d8469-bf42-47a9-8791-bf33cf982152
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ratto authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3364 ac1d8469-bf42-47a9-8791-bf33cf982152
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ratto authored
2) some commenting added; 3) eliminated sshfs mounting 4) eliminate use of ifconfig, use hostname utility of linux/unix instead (still may not work for solaris environments?) git-svn-id: https://www.dynare.org/svn/dynare/trunk@3363 ac1d8469-bf42-47a9-8791-bf33cf982152
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ratto authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3362 ac1d8469-bf42-47a9-8791-bf33cf982152
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ratto authored
Added first order moments Added LRE analysis for trivial no-identification git-svn-id: https://www.dynare.org/svn/dynare/trunk@3361 ac1d8469-bf42-47a9-8791-bf33cf982152
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ratto authored
Added LRE analysis for trivial no-identification git-svn-id: https://www.dynare.org/svn/dynare/trunk@3360 ac1d8469-bf42-47a9-8791-bf33cf982152
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ratto authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3359 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 13 Jan, 2010 3 commits
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3356 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
Fix example test file: it fails with Netlib BLAS (but succeeds with ATLAS), because of a near-singularity git-svn-id: https://www.dynare.org/svn/dynare/trunk@3355 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
with recursively called functions. git-svn-id: https://www.dynare.org/svn/dynare/trunk@3354 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 12 Jan, 2010 3 commits
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3352 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3350 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3348 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 11 Jan, 2010 7 commits
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stepan authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3347 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
at time t (even with the homotopic steps) then the size of the structural innovations is reduced (at time t *only*). The advantage of this trick is that the seed of the random number generator is not affected. The problem is that the structural innovations are now heteroscedastic. Should add something to evaluate the importance of this heteroscedasticity problem. git-svn-id: https://www.dynare.org/svn/dynare/trunk@3346 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3345 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3344 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
cannot define a time limit for the evaluation of the objective function. git-svn-id: https://www.dynare.org/svn/dynare/trunk@3343 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
minimizing the objective function. * Added a test for the platform (parellelized version of SMM is only implemented for linux). * Added upper and lower bounds for the estimated parameters. A penalty is defined when a vector of parameters does not satisfy the upper and lower bounds. * Cosmetic changes. git-svn-id: https://www.dynare.org/svn/dynare/trunk@3342 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3340 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 10 Jan, 2010 8 commits
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stepan authored
the evaluation of the objective function failed. git-svn-id: https://www.dynare.org/svn/dynare/trunk@3339 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3338 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3337 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
were missing in the IF condition (causing a preprocessor error). git-svn-id: https://www.dynare.org/svn/dynare/trunk@3336 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
Added a new input argument (epsilon) in gradient routines and csminwel.m. This parameter defines the length of the steps considered by numgrad routines to compute the gradient. The default value (defined in global_initialization.m) for this parameter is 1e-6. The value of epsilon is stored in options_.gradient_epsilon. git-svn-id: https://www.dynare.org/svn/dynare/trunk@3335 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
* Efficiency change in numgrad (two, three and five points formulas) files. Do not evaluate the objective function at x, this is already done in csminwel.m or in csminit.m. * Fixed bug in the calling sequence of numgrad5.m (five points formula) in csminwel.m. * Cosmetic changes. git-svn-id: https://www.dynare.org/svn/dynare/trunk@3334 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
* Simulated moments (computed by the slaves) are saved in ascii files instead of mat files. git-svn-id: https://www.dynare.org/svn/dynare/trunk@3333 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3331 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 09 Jan, 2010 2 commits
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stepan authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3330 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
* Added (missing) call to dynare_config for each slave. * Other bug fixes. * Cosmetic changes. git-svn-id: https://www.dynare.org/svn/dynare/trunk@3329 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 08 Jan, 2010 4 commits
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stepan authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3328 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
* Fixed bug related to the name of the remote computer in smm_objective.m. git-svn-id: https://www.dynare.org/svn/dynare/trunk@3327 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3326 ac1d8469-bf42-47a9-8791-bf33cf982152
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stepan authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3325 ac1d8469-bf42-47a9-8791-bf33cf982152
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