mode_compute=9: Make sure initial search volume (SIGMA) is not badly …

Johannes Pfeifer authored 8 years ago and Stéphane Adjemian committed 8 years ago

Otherwise, complex likelihoods may occur

Fix typo in error message

FerhatMihoubi authored 8 years ago and Stéphane Adjemian committed 8 years ago

- Memory allocation is checked
- The amount of memory allocated for conditional forecast is corrected

Closes #1412.

Provides an example showing how to directly pass a dseries object to the data
command for estimation.

preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477

Add write_equation_tags option to integration test

Johannes Pfeifer authored 8 years ago and Stéphane Adjemian committed 8 years ago

Closes #1377

(cherry picked from commit efaa7e54136ffd48fb69e075ecacf9708a553d3b)

Default value is 1 (initialization with the ergodic variance of the reduced
form solution of the model approximated at order one).

If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
which select an identity matrix for the initial covariance matrix of the state variables.

A side effect of this option is to temporarily change the value of options_.qz_criterium to
a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
model has unit roots and if the and if the option
nonlinear_filter_initialization has a value less than 3, the evaluation of the
likelihood will fail, because by default the unit root is counted as an
unstable root.

Update affiliation of Johannes

Test the rank of Pinf in univariate smoother for the subset of observables

Fixes the crash in `analytic_derivatives/fs2000_analytic_derivation.mod`