1. 18 Jun, 2013 2 commits
  2. 12 Jun, 2013 2 commits
  3. 30 May, 2013 1 commit
  4. 23 May, 2013 1 commit
  5. 25 Apr, 2013 1 commit
  6. 24 Apr, 2013 1 commit
    • Johannes Pfeifer's avatar
      Implement Andreasen et al. 2013 pruning at order · cdb7b018
      Johannes Pfeifer authored
      Implements and documents the Andreasen et al. 2013 pruning at order=3
      and sets it as the default at this order. Michel's pruning based on the
      approximation of the forecast function has been assigned the option
      pruning_forecast_approximation. The preprocessor-interface still needs
      to be added for this option. Moreover, more documentation/a reference
      what this option does is needed. At a later point, we might change the
      default to Michel's approach.
      cdb7b018
  7. 05 Apr, 2013 1 commit
  8. 21 Mar, 2013 1 commit
    • Johannes Pfeifer's avatar
      Fix several bugs related to estimated measurement errors · 7518072e
      Johannes Pfeifer authored
      1. The first call to set_prior overwrote the first column of
      estim_params_.var_endo storing the position of the variable with
      measurement error in M_.endo_names with the position in
      options_.var_obs. All subsequent calls to set_prior then lead to
      crashes.
      2. At the same time, for correlations of ME, the first column of
      estim_params_.corrn still stored the position of the variable with
      measurement error in M_.endo_names. But subsequent calls to it were done
      as if it stored the position in options_.var_obs
      
      I introduced two new variables in estim_params_ storing the respective
      positions in var_obs so as to not necessitate changes in the
      preprocessors.
      
      3. For cases of calibrated measurement error correlations, the
      covariance matrix was not updated.
      
      4. Fixing a lot of smaller bugs related to measurement errors, including
      some copy and paste errors
      -
      7518072e
  9. 17 Mar, 2013 1 commit
    • Johannes Pfeifer's avatar
      Add endogenous priors · a090a7c3
      Johannes Pfeifer authored
      Add option and code for endogenous priors according to
      Christiano/Trabandt/Walentin 2011, JEDC. Still needs to be integrated to
      manual and pre-processor.
      a090a7c3
  10. 12 Mar, 2013 1 commit
  11. 28 Feb, 2013 1 commit
  12. 26 Feb, 2013 1 commit
  13. 29 Nov, 2012 1 commit
  14. 16 Nov, 2012 1 commit
  15. 12 Nov, 2012 1 commit
  16. 30 Oct, 2012 1 commit
  17. 08 Oct, 2012 1 commit
    • Sébastien Villemot's avatar
      Various fixes related to data-loading · 2f9e34c5
      Sébastien Villemot authored
      - fix support for filenames with extension (.m, .mat, .xls), since the manual
        and the bison grammar both support it
      - fix support for XLS files under Octave
      - add support for XLSX files
      - run test for loading XLS files
      2f9e34c5
  18. 28 Sep, 2012 1 commit
  19. 27 Sep, 2012 2 commits
  20. 06 Sep, 2012 1 commit
  21. 27 Aug, 2012 1 commit
  22. 20 Jul, 2012 1 commit
  23. 19 Jul, 2012 1 commit
  24. 11 Jul, 2012 1 commit
  25. 05 Jul, 2012 1 commit
    • Marco Ratto's avatar
      Fix problem with models where steadystate files change parameter values. · ed4d3734
      Marco Ratto authored
      1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
      2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state +  analytic derivatives of all the rest;
      3) bug fixes for 2nd order derivatives w.r.t. model parameters;
      ed4d3734
  26. 01 Jul, 2012 1 commit
  27. 11 Jun, 2012 2 commits
  28. 06 Jun, 2012 2 commits
  29. 17 May, 2012 1 commit
  30. 09 May, 2012 1 commit
  31. 26 Apr, 2012 2 commits
  32. 25 Apr, 2012 2 commits
  33. 20 Apr, 2012 1 commit
    • Ferhat's avatar
      - Adds new algorithms to solve Lyapunov equations: Doubling algorithm and... · eed54fb0
      Ferhat authored
      - Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
      - Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
      - Updates the reference manual
      eed54fb0