eigen to master · Dynare / dynare · GitLab

Commits on Source 12633

3ddafb16 -) Added missing terms for analytic Hessian when steady state depends on estimated params;
Aug 13, 2012
f7aae77f removed useless elements + reduce loops for efficiency
Aug 13, 2012
9fd8bf95 bug fix in formula for analytic Hessian.
Aug 15, 2012
896ebff0 submodule update
Aug 21, 2012
7683175e Bug fix in terms for outer product gradient with analytic derivatives
Aug 21, 2012
b1dd7a51 Allow quicker evaluation of likelihood with analytic derivatives.
Aug 21, 2012
b02303cf Force analytic_derivation = 1;
Aug 21, 2012
6b913013 Reduce memory requirements for analytic Hessian.
Aug 21, 2012
56914e3d Require at least Octave 3.4 (linsolve does not compile against 3.2)
Aug 23, 2012
5f861cb0 Use MatIO in Dynare++ instead of the home-made engine
Aug 23, 2012
b89bdb6f Bug fix. Call evaluate_steady_state_routine, otherwise evaluate_smoother...
Aug 24, 2012
69efc894 Fixed bug. Removed extension declaration for Encapsulated PostScript graphics file format.
Aug 24, 2012
15025626 Fixed mixed indices (j was used for indexing two nested loops).
Aug 24, 2012
fe98a087 Added the possibility to save the plots generated by the shock_decomposition command.
Aug 24, 2012
fda047e1 updated penalty has to be properly passed to the objective function.
Aug 24, 2012
9edce541 bug fix for octave.
Aug 24, 2012
a7ba2b51 Trap error when the model does not solve for point estimation (prior mean-mode posterior mean-mode)
Aug 24, 2012
0508bf9a Added missing default options for stochastic simulation of nonlinear backward looking models.
Aug 27, 2012
1193cab7 Make the function compatible with multiple file formats.
Aug 27, 2012
e519b047 bug fix: when nograph=1, SmoothedShocks were not saved.
Aug 27, 2012
526d6ca7 removing unused function
Aug 28, 2012
d6020261 fixed problem with penalty in estimation. Created a new global scalar:
Aug 28, 2012
d9f3ab5b Partially revert commit #69efc894 . Test for...
Aug 29, 2012
dbdbfdd9 adding set_dynare_random_generator_state() and
Aug 29, 2012
378413ed fixing typo in previous commit
Aug 29, 2012
f77b101d fixing bugs in random generator handling code
Aug 29, 2012
1bac2d34 adding a trap to catch the case where the random generator of the
Aug 30, 2012
e8f159f6 fixing bugs in previous commit
Aug 30, 2012
6beb4e3f small bug fix
Aug 30, 2012
19c46dba Improved recursive estimation. Run the estimation using previous results...
Sep 6, 2012
43e2c9ec Added a routine to test if a file exist.
Sep 6, 2012
8a0fe914 Removed annoying warning messages.
Sep 6, 2012
205b455a Added the possibility, for each given size of the sample, to restart an...
Sep 6, 2012
a22d1d41 replaced rank() by rcond() in evaluating whether Z22 is full rank in
Sep 10, 2012
92833d3c In CHECK, use the eigenvalues as computed by the reordered real
Sep 10, 2012
07193b2c fixing bug in computing full_rank for purely backward models
Sep 11, 2012
2d66c683 Fix function header
Sep 11, 2012
be932741 Minimal MATLAB requirement is 7.0
Sep 11, 2012
c65ff9d9 Fix crash with MATLAB 7.1 and 7.2 under Windows
Sep 11, 2012
6001763a Ship binaries for MATLAB 7.2 / Windows 64-bit
Sep 11, 2012
db480787 Preprocessor interface for multiple graph formats
Sep 11, 2012
9de8f751 Merge branch 'master' into matio
Sep 11, 2012
cecb375b Link Dynare++ tests with MatIO
Sep 11, 2012
8789151c Dynare++: compatibility fixes with MatIO 1.5
Sep 11, 2012
428b193c Need to pass the entire global workspace, if subroutines called by the _core...
Sep 11, 2012
03323096 Remove embedded SLICOT, rely on external binary
Sep 13, 2012
c07ffd87 Merge branch 'slicot'
Sep 13, 2012
d87eb281 Merge branch 'master' of ssh://kirikou/srv/d_kirikou/git/dynare
Sep 13, 2012
c74b1d1b Provisions for MATLAB 8.0 (R2012b)
Sep 14, 2012
3658b024 Fixed bug. If info==19 (steady state routine returns check=1) info(2) is NaN,...
Sep 14, 2012
e637319b bug fix. the diffuse filter should simply penalize the likelihood with the NaN...
Sep 14, 2012
b756ee18 Analytic derivatives: make them work for lik_init==2 as well
Sep 14, 2012
c2ce75aa Fixed bug in set_prior.m when correlations are estimated. Corrected...
Sep 14, 2012
24a5bd48 Fixed bug where when using mode_compute=0 with a mode-file from...
Sep 16, 2012
d50e68ef Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
Sep 16, 2012
8d4c8126 Merge remote-tracking branch 'ratto/master'
Sep 17, 2012
469a1d2c fix slicot configuration on OS X
Sep 17, 2012
05b16bae Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
Sep 17, 2012
dbbc8e66 Fix to compute derivatives with Kronecker products (just for testing).
Sep 18, 2012
fce6c5cc Increase accuracy in printing cosn for collinearity patterns
Sep 18, 2012
cba7a3fc Homogeneize behavior for PDF and FIG under Octave
Sep 18, 2012
fd7386b5 Merge remote-tracking branch 'jpfeifer/master'
Sep 18, 2012
c41ce4ae Merge remote-tracking branch 'ratto/master'
Sep 18, 2012
fb383a9a Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
Sep 18, 2012
6adb58db Remove workaround for Octave 3.2 (we now require 3.4)
Sep 18, 2012
7de6be31 Upgrade the minimum requirement to MATLAB 7.3 (R2006b)
Sep 18, 2012
a54af094 bug fix: slicot configuration (allow path specification using --with-slicot flag)
Sep 18, 2012
2a937e43 typo
Sep 18, 2012
074f567e typo's typo
Sep 18, 2012
17db705f Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
Sep 18, 2012
9d555075 Fixed bug in dyn_second_order_solver.m where ghuu was not correctly stored in dr
Sep 18, 2012
dc0955b6 Test exogenous deterministic variables at order 2
Sep 19, 2012
7fd9ab14 Remove unused variables
Sep 19, 2012
59a3db05 Temporarly set options_.order equal to one in get_prior_info routine.
Sep 19, 2012
e48f5350 bug fix: ms_sbvar requires matio under octave but configure output doesn't state that it's missing.
Sep 19, 2012
fd66086c bug fix: configure output should be no for k-order if matlab is not present
Sep 19, 2012
4f54391e add --with-matio option to configure
Sep 19, 2012
465bb6c1 Added missing call to set_state_space.
Sep 19, 2012
a43492a7 fix comment
Sep 19, 2012
0f707684 Save *all* the prior draws generated by prior_sampler, even if info(1)...
Sep 19, 2012
c40d83e9 update package creation on osx
Sep 19, 2012
914d97fb Added waitbar to prior_sampler routine.
Sep 19, 2012
c29fa9d8 Fixed bug (wrong index).
Sep 19, 2012
0a5909f1 fixed bug with deterministic exogenous variables at order==2 (moved
Sep 19, 2012
c8c102b4 reorganized code and added comments
Sep 19, 2012
c5842456 added lag on 2 periods to test with auxiliary variables
Sep 19, 2012
f944a43b added code for computing risky steady state in regular models (not
Sep 19, 2012
e67d3d3f Added missing semicolon.
Sep 20, 2012
4d98c200 Rename CFLAGS_MATIO to CPPFLAGS_MATIO
Sep 20, 2012
41ee0dde ax_matio.m4: LIBS was not correctly saved
Sep 20, 2012
3589c04f Add missing CPPFLAGS_MATIO
Sep 21, 2012
4ce4242d Added new numgrad* routines (h specific to each direction).
Sep 21, 2012
d0d0b6ed Use new numgrad routines.
Sep 21, 2012
8db0fee1 removed useless lines
Sep 23, 2012
e552b0c0 Added fake outputs.
Sep 24, 2012
233d0ae0 Added output to get_prior_info (non empty iff info=1).
Sep 24, 2012
df26c668 Fixed bug.
Sep 24, 2012
af7ac869 Initialize returned variables.
Sep 24, 2012
da159038 Added check for BK and steady state in the optimization of the prior density.
Sep 24, 2012
7e3fbe0b Fixed bug in get_prior_info. Initialize objective_function_penalty_base.
Sep 24, 2012

12,533 additional commits have been omitted to prevent performance issues.