Merge remote-tracking branch 'houtanb/master'
commit
99da257ec3
|
@ -66,17 +66,15 @@ case ${MATLAB_ARCH} in
|
|||
MACOSX_DEPLOYMENT_TARGET='10.6'
|
||||
if test "${MATLAB_ARCH}" = "maci"; then
|
||||
ARCHS='i386'
|
||||
MATLAB_FFLAGS=''
|
||||
else
|
||||
ARCHS='x86_64'
|
||||
MATLAB_FFLAGS='-m64'
|
||||
fi
|
||||
MATLAB_DEFS="$MATLAB_DEFS -DNDEBUG"
|
||||
MATLAB_CFLAGS="-fno-common -no-cpp-precomp -arch $ARCHS -isysroot $SDKROOT -mmacosx-version-min=$MACOSX_DEPLOYMENT_TARGET -fexceptions -O2"
|
||||
MATLAB_LDFLAGS="-L$MATLAB/bin/${MATLAB_ARCH} -Wl,-twolevel_namespace -undefined error -arch $ARCHS -Wl,-syslibroot,$SDKROOT -mmacosx-version-min=$MACOSX_DEPLOYMENT_TARGET -bundle -Wl,-exported_symbols_list,\$(top_srcdir)/mexFunction-MacOSX.map"
|
||||
MATLAB_LIBS="-lmx -lmex -lmat -lstdc++ -lmwlapack"
|
||||
MATLAB_CXXFLAGS="-fno-common -no-cpp-precomp -fexceptions -arch $ARCHS -isysroot $SDKROOT -mmacosx-version-min=$MACOSX_DEPLOYMENT_TARGET -O2"
|
||||
MATLAB_FFLAGS="-fexceptions $MATLAB_FFLAGS -fbackslash"
|
||||
MATLAB_FFLAGS="-fexceptions -fbackslash -arch $ARCHS"
|
||||
# Starting from MATLAB 7.5, BLAS and LAPACK are in distinct libraries
|
||||
AX_COMPARE_VERSION([$MATLAB_VERSION], [ge], [7.5], [MATLAB_LIBS="${MATLAB_LIBS} -lmwblas"])
|
||||
ax_mexopts_ok="yes"
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function clean_files_for_second_type_of_mex(M_, options_, type)
|
||||
%function clean_files_for_second_type_of_mex()
|
||||
% function clean_files_for_second_type_of_mex(M_, options_, type)
|
||||
% clean the files for the appropriate file tag and mex function
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function clean_ms_estimation_files(file_tag)
|
||||
% function clean_ms_estimation_files()
|
||||
% function clean_ms_estimation_files(file_tag)
|
||||
% removes MS estimation files
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function clean_ms_forecast_files(file_tag)
|
||||
% function clean_ms_forecast_files()
|
||||
% function clean_ms_forecast_files(file_tag)
|
||||
% removes MS forecast files
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function clean_ms_init_files(file_tag)
|
||||
% function clean_ms_init_files()
|
||||
% function clean_ms_init_files(file_tag)
|
||||
% removes MS initialization files
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function clean_ms_irf_files(file_tag)
|
||||
% function clean_ms_irf_files()
|
||||
% function clean_ms_irf_files(file_tag)
|
||||
% removes MS irf files
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function clean_ms_mdd_files(file_tag, pt)
|
||||
% function clean_ms_mdd_files()
|
||||
% function clean_ms_mdd_files(file_tag, pt)
|
||||
% removes MS mdd files
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function clean_ms_probabilities_files(file_tag)
|
||||
% function clean_ms_probabilities_files()
|
||||
% function clean_ms_probabilities_files(file_tag)
|
||||
% removes MS probabilities files
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function clean_ms_simulation_files(file_tag)
|
||||
% function clean_ms_simulation_files()
|
||||
% function clean_ms_simulation_files(file_tag)
|
||||
% removes MS simulation files
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function clean_ms_variance_decomposition_files(file_tag)
|
||||
% function clean_ms_variance_decomposition_files()
|
||||
% function clean_ms_variance_decomposition_files(file_tag)
|
||||
% removes MS variance decomposition files
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function clean_sbvar_files()
|
||||
%function clean_sbvar_files()
|
||||
% function clean_sbvar_files()
|
||||
% Remove files created by sbvar
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function create_dir(dirname)
|
||||
% function create_dir()
|
||||
% function create_dir(dirname)
|
||||
% creates directory if it doesn't exist
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function delete_dir_if_exists(dirname)
|
||||
% function delete_dir_if_exists()
|
||||
% function delete_dir_if_exists(dirname)
|
||||
% removes directory if it exists
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function delete_if_exists(fname)
|
||||
% function delete_if_exists()
|
||||
% function delete_if_exists(fname)
|
||||
% removes MS intermediary files
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function dyn_save_graph(dirname,graph_name,graph_formats,TeX,names,texnames,caption)
|
||||
% function dyn_graph_save(graph_name,graph_formats,TeX)
|
||||
% function dyn_save_graph(dirname,graph_name,graph_formats,TeX,names,texnames,caption)
|
||||
% saves Dynare graphs
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function options_=initialize_ms_sbvar_options(M_, options_)
|
||||
%function initialize_ms_sbvar_options()
|
||||
% function options_=initialize_ms_sbvar_options(M_, options_)
|
||||
% sets ms sbvar options back to their default values
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,6 +1,6 @@
|
|||
function [options_, oo_]=ms_compute_mdd(M_, options_, oo_)
|
||||
%function ms_compute_mdd()
|
||||
% MS Sbvar Compute Marginal Data Density
|
||||
% function [options_, oo_]=ms_compute_mdd(M_, options_, oo_)
|
||||
% Markov-switching SBVAR: Compute Marginal Data Density
|
||||
%
|
||||
% INPUTS
|
||||
% M_: (struct) model structure
|
||||
|
|
|
@ -1,6 +1,6 @@
|
|||
function [options_, oo_]=ms_compute_probabilities(M_, options_, oo_)
|
||||
%function ms_simulation()
|
||||
% MS Sbvar Compute Posterior Mode Regime Probabilities
|
||||
% function [options_, oo_]=ms_compute_probabilities(M_, options_, oo_)
|
||||
% Markov-switching SBVAR: Compute Posterior Mode Regime Probabilities
|
||||
%
|
||||
% INPUTS
|
||||
% M_: (struct) model structure
|
||||
|
|
|
@ -1,6 +1,6 @@
|
|||
function [options_, oo_]=ms_estimation(M_, options_, oo_)
|
||||
%function ms_estimation()
|
||||
% MS Sbvar Estimation
|
||||
% function [options_, oo_]=ms_estimation(M_, options_, oo_)
|
||||
% Markov-switching SBVAR: Estimation
|
||||
%
|
||||
% INPUTS
|
||||
% M_: (struct) model structure
|
||||
|
|
|
@ -1,6 +1,6 @@
|
|||
function [options_, oo_]=ms_forecast(M_, options_, oo_)
|
||||
%function ms_forecast()
|
||||
% MS-SBVAR Forecast
|
||||
% function [options_, oo_]=ms_forecast(M_, options_, oo_)
|
||||
% Markov-switching SBVAR: Forecast
|
||||
%
|
||||
% INPUTS
|
||||
% M_: (struct) model structure
|
||||
|
|
|
@ -1,6 +1,6 @@
|
|||
function [options_, oo_]=ms_irf(varlist,M_, options_, oo_)
|
||||
%function ms_irf()
|
||||
% MS-SBVAR Impulse Response Function
|
||||
function [options_, oo_]=ms_irf(varlist, M_, options_, oo_)
|
||||
% function [options_, oo_]=ms_irf(varlist, M_, options_, oo_)
|
||||
% Markov-switching SBVAR: Impulse Response Function
|
||||
%
|
||||
% INPUTS
|
||||
% varlist: (chararray) list of selected endogenous variables
|
||||
|
|
|
@ -6,6 +6,23 @@ function ms_mardd(options_)
|
|||
%
|
||||
% Tao Zha, September 1999. Quick revisions, May 2003. Final revision, September 2004.
|
||||
|
||||
% Copyright (C) 2011 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare is free software: you can redistribute it and/or modify
|
||||
% it under the terms of the GNU General Public License as published by
|
||||
% the Free Software Foundation, either version 3 of the License, or
|
||||
% (at your option) any later version.
|
||||
%
|
||||
% Dynare is distributed in the hope that it will be useful,
|
||||
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
% GNU General Public License for more details.
|
||||
%
|
||||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
msstart2 % start the program in which everyhting is initialized through msstart2.m
|
||||
if ~options_.ms.indxestima
|
||||
warning(' ')
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function ms_sbvar_setup(options_)
|
||||
%function ms_sbvar_setup()
|
||||
% function ms_sbvar_setup(options_)
|
||||
% does the general file initialization for ms sbvar
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,6 +1,6 @@
|
|||
function [options_, oo_]=ms_simulation(M_, options_, oo_)
|
||||
%function ms_simulation()
|
||||
% MS Sbvar Simulation
|
||||
% function [options_, oo_]=ms_simulation(M_, options_, oo_)
|
||||
% Markov-switching SBVAR: Simulation
|
||||
%
|
||||
% INPUTS
|
||||
% M_: (struct) model structure
|
||||
|
|
|
@ -1,6 +1,6 @@
|
|||
function [options_, oo_]=ms_variance_decomposition(M_, options_, oo_)
|
||||
%function ms_variance_decomposition()
|
||||
% MS-SBVAR Variance Decomposition
|
||||
% function [options_, oo_]=ms_variance_decomposition(M_, options_, oo_)
|
||||
% Markov-switching SBVAR: Variance Decomposition
|
||||
%
|
||||
% INPUTS
|
||||
% M_: (struct) model structure
|
||||
|
|
|
@ -1,4 +1,31 @@
|
|||
function ms_write_markov_file(fname,options)
|
||||
function ms_write_markov_file(fname, options)
|
||||
% function ms_write_markov_file(fname, options)
|
||||
%
|
||||
% INPUTS
|
||||
% fname: (string) name of markov file
|
||||
% options: (struct) options
|
||||
%
|
||||
% OUTPUTS
|
||||
%
|
||||
% SPECIAL REQUIREMENTS
|
||||
% none
|
||||
|
||||
% Copyright (C) 2011 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare is free software: you can redistribute it and/or modify
|
||||
% it under the terms of the GNU General Public License as published by
|
||||
% the Free Software Foundation, either version 3 of the License, or
|
||||
% (at your option) any later version.
|
||||
%
|
||||
% Dynare is distributed in the hope that it will be useful,
|
||||
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
% GNU General Public License for more details.
|
||||
%
|
||||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
n_chains = length(options.ms.ms_chain);
|
||||
nvars = size(options.varobs,1);
|
||||
|
|
|
@ -1,4 +1,32 @@
|
|||
function ms_write_mhm_input(fname,options_ms)
|
||||
function ms_write_mhm_input(fname, options_ms)
|
||||
% function ms_write_mhm_input(fname, options_ms)
|
||||
%
|
||||
% INPUTS
|
||||
% fname: (string) filename
|
||||
% options_ms: (struct) options
|
||||
%
|
||||
% OUTPUTS
|
||||
% none
|
||||
%
|
||||
% SPECIAL REQUIREMENTS
|
||||
% none
|
||||
|
||||
% Copyright (C) 2011 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare is free software: you can redistribute it and/or modify
|
||||
% it under the terms of the GNU General Public License as published by
|
||||
% the Free Software Foundation, either version 3 of the License, or
|
||||
% (at your option) any later version.
|
||||
%
|
||||
% Dynare is distributed in the hope that it will be useful,
|
||||
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
% GNU General Public License for more details.
|
||||
%
|
||||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
fh = fopen(fname,'w');
|
||||
|
||||
|
|
|
@ -12,6 +12,23 @@
|
|||
%
|
||||
% February 2004
|
||||
|
||||
% Copyright (C) 2011 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare is free software: you can redistribute it and/or modify
|
||||
% it under the terms of the GNU General Public License as published by
|
||||
% the Free Software Foundation, either version 3 of the License, or
|
||||
% (at your option) any later version.
|
||||
%
|
||||
% Dynare is distributed in the hope that it will be useful,
|
||||
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
% GNU General Public License for more details.
|
||||
%
|
||||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
% ** ONLY UNDER UNIX SYSTEM
|
||||
%path(path,'/usr2/f1taz14/mymatlab')
|
||||
|
||||
|
|
|
@ -1,5 +1,22 @@
|
|||
%function []= msstart_setup(options_)
|
||||
|
||||
% Copyright (C) 2011 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare is free software: you can redistribute it and/or modify
|
||||
% it under the terms of the GNU General Public License as published by
|
||||
% the Free Software Foundation, either version 3 of the License, or
|
||||
% (at your option) any later version.
|
||||
%
|
||||
% Dynare is distributed in the hope that it will be useful,
|
||||
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
% GNU General Public License for more details.
|
||||
%
|
||||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
% ** ONLY UNDER UNIX SYSTEM
|
||||
%path(path,'/usr2/f1taz14/mymatlab')
|
||||
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function plot_ms_forecast(M_,options_,forecast,title_,save_graph_formats,TeX)
|
||||
% function [] = plot_ms_forecast(forecast,names)
|
||||
% function plot_ms_forecast(M_,options_,forecast,title_,save_graph_formats,TeX)
|
||||
% plots the forecast from the output from a ms-sbvar
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function plot_ms_irf(M_, options_, irf, names, title_, varlist)
|
||||
% function [] = plot_ms_irf(irf,names)
|
||||
% function plot_ms_irf(M_, options_, irf, names, title_, varlist)
|
||||
% plots the impulse responses from the output from a ms-sbvar
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function plot_ms_probabilities(computed_probabilities, options_)
|
||||
% function plot_ms_probabilities(computed_probabilities)
|
||||
% function plot_ms_probabilities(computed_probabilities, options_)
|
||||
% Plots the regime probablities for each graph
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function plot_ms_variance_decomposition(M_, options_, vd, title_, graph_save_formats, ...
|
||||
TeX, varargin)
|
||||
function plot_ms_variance_decomposition(M_, options_, vd, title_, graph_save_formats, TeX, varargin)
|
||||
% function plot_ms_variance_decomposition(M_, options_, vd, title_, graph_save_formats, TeX, varargin)
|
||||
% plot the variance decomposition of shocks
|
||||
%
|
||||
% Inputs
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function [options_]=set_file_tags(options_)
|
||||
%function set_file_tags()
|
||||
% function [options_]=set_file_tags(options_)
|
||||
% Sets the appropriate file tags for first type of mex function
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function [options_, oo_]=set_ms_estimation_file(file_tag, options_, oo_)
|
||||
%function set_ms_estimation_file()
|
||||
% function [options_, oo_]=set_ms_estimation_file(file_tag, options_, oo_)
|
||||
% Set options_.ms.free_param_file based on user input
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -1,5 +1,5 @@
|
|||
function options_=set_ms_simulation_file(options_)
|
||||
%function set_ms_simulation_file()
|
||||
% function options_=set_ms_simulation_file(options_)
|
||||
% Set options_.ms.mh_file based on user input
|
||||
%
|
||||
% INPUTS
|
||||
|
|
|
@ -161,7 +161,7 @@ class ParsingDriver;
|
|||
%token SELECTED_VARIABLES_ONLY COVA_COMPUTE SIMULATION_FILE_TAG FILE_TAG
|
||||
%token NO_ERROR_BANDS ERROR_BAND_PERCENTILES SHOCKS_PER_PARAMETER NO_CREATE_INIT
|
||||
%token SHOCK_DRAWS FREE_PARAMETERS MEDIAN DATA_OBS_NBR NEIGHBORHOOD_WIDTH PVALUE_KS PVALUE_CORR
|
||||
%token FILTERED_PROBABILITIES FILTERED REAL_TIME_SMOOTHED
|
||||
%token FILTERED_PROBABILITIES REAL_TIME_SMOOTHED
|
||||
%token PROPOSAL_TYPE PROPOSAL_UPPER_BOUND PROPOSAL_LOWER_BOUND PROPOSAL_DRAWS USE_MEAN_CENTER
|
||||
%token ADAPTIVE_MH_DRAWS THINNING_FACTOR COEFFICIENTS_PRIOR_HYPERPARAMETERS
|
||||
%token CONVERGENCE_STARTING_VALUE CONVERGENCE_ENDING_VALUE CONVERGENCE_INCREMENT_VALUE
|
||||
|
|
|
@ -326,7 +326,6 @@ string eofbuff;
|
|||
<DYNARE_STATEMENT>file_tag {return token::FILE_TAG;};
|
||||
<DYNARE_STATEMENT>no_create_init {return token::NO_CREATE_INIT;};
|
||||
<DYNARE_STATEMENT>simulation_file_tag {return token::SIMULATION_FILE_TAG;};
|
||||
<DYNARE_STATEMENT>filtered {return token::FILTERED;}
|
||||
<DYNARE_STATEMENT>horizon {return token::HORIZON;}
|
||||
<DYNARE_STATEMENT>no_error_bands {return token::NO_ERROR_BANDS;}
|
||||
<DYNARE_STATEMENT>error_band_percentiles {return token::ERROR_BAND_PERCENTILES;}
|
||||
|
|
Loading…
Reference in New Issue