stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'master' of https://github.com/DynareTeam/dynare

time-shift
Johannes Pfeifer 2013-06-13 13:58:54 +02:00
parent 9aee761879 0845fb3720
commit 9bae4818c2
217 changed files with 786 additions and 383 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

7
configure.ac
View File

@ -1,6 +1,6 @@
dnl Process this file with autoconf to produce a configure script.
dnl Copyright (C) 2009-2012 Dynare Team
dnl Copyright (C) 2009-2013 Dynare Team
dnl
dnl This file is part of Dynare.
dnl
@ -128,9 +128,6 @@ AM_CONDITIONAL([HAVE_BEAMER], [test "x$ax_latex_have_beamer" = "xyes"])
AC_CHECK_PROG([DOXYGEN], [doxygen], [doxygen])
AM_CONDITIONAL([HAVE_DOXYGEN], [test "x$DOXYGEN" != "x"])
AC_CHECK_PROG([OCTAVE], [octave], [octave])
AM_CONDITIONAL([HAVE_OCTAVE], [test "x$OCTAVE" != "x"])
AC_CHECK_PROG([CTANGLE], [ctangle], [ctangle])
AM_CONDITIONAL([HAVE_CTANGLE], [test "x$CTANGLE" != "x"])
if test "x$CTANGLE" = "x"; then
@ -212,8 +209,10 @@ AM_CONDITIONAL([HAVE_CMD_LINE_MATLAB], [test "x$ax_enable_matlab" = "xyes" -a "x
AC_ARG_ENABLE([octave], AS_HELP_STRING([--disable-octave], [disable compilation of MEX files for Octave]), [], [enable_octave=yes])
if test "x$enable_octave" = "xyes"; then
AC_CONFIG_SUBDIRS([mex/build/octave])
AC_CHECK_PROG([OCTAVE], [octave], [octave])
fi
AM_CONDITIONAL([ENABLE_OCTAVE], [test "x$enable_octave" = "xyes"])
AM_CONDITIONAL([HAVE_OCTAVE], [test "x$enable_octave" = "xyes" -a test "x$OCTAVE" != "x"])
# Enable exporting of Org files
# The clean way would be to test for Emacs, Org-mode, latex, dvipng...

248
doc/dynare.texi
View File

@ -49,6 +49,22 @@
@emph{Output}
@end macro
@macro algorithmhead
@iftex
@sp 1
@end iftex
@emph{Algorithm}
@end macro
@macro algorithmshead
@iftex
@sp 1
@end iftex
@emph{Algorithms}
@end macro
@macro customhead{title}
@iftex
@sp 1
@ -105,6 +121,7 @@ This is Dynare Reference Manual, version @value{VERSION}.
* Running Dynare::
* The Model file::
* The Configuration File::
* Time Series::
* Reporting::
* Examples::
* Dynare internal documentation and unitary tests::
@ -797,10 +814,6 @@ during the computation.
Structure containing the various results of the computations.
@end defvr
@menu
* Understanding Preprocessor Error Messages::
@end menu
@node Understanding Preprocessor Error Messages
@section Understanding Preprocessor Error Messages
@ -1514,7 +1527,7 @@ at the kink is bogus (as explained in the respective documentations of
these functions and operators).
Note that @code{extended_path} is not affected by this problem,
because it uses a global approximation method, not a local one.
because it does not rely on a local approximation of the model.
@node Parameter initialization
@section Parameter initialization
@ -2899,6 +2912,12 @@ must have full rank.
@item solve_algo = @var{INTEGER}
@xref{solve_algo}, for the possible values and their meaning.
@item qz_zero_threshold = @var{DOUBLE}
Value used to test if a generalized eigenvalue is 0/0 in the generalized
Schur decomposition (in which case the model does not admit a unique
solution). Default: @code{1e-6}.
@end table
@outputhead
@ -3339,6 +3358,11 @@ problems. Default: @code{1.000001} (except when estimating with
@code{lik_init} option equal to @code{1}: the default is
@code{0.999999} in that case; @pxref{Estimation}).
@item qz_zero_threshold = @var{DOUBLE}
Value used to test if a generalized eigenvalue is 0/0 in the generalized
Schur decomposition (in which case the model does not admit a unique
solution). Default: @code{1e-6}.
@item replic = @var{INTEGER}
Number of simulated series used to compute the IRFs. Default: @code{1}
if @code{order}=@code{1}, and @code{50} otherwise.
@ -3578,15 +3602,19 @@ in the structure @code{oo_.dr} which is described below.
@descriptionhead
@code{extended_path} solves a stochastic (@i{i.e.} rational
expectations) model, using the @emph{extended path} method presented
by @cite{Fair and Taylor (1983)}.
@code{extended_path} solves a stochastic (@i{i.e.} rational
expectations) model, using the @emph{extended path} method presented by
@cite{Fair and Taylor (1983)}. Time series for the endogenous variables
are generated by assuming that the agents believe that there will no
more shocks in the following periods.
This function first computes a random path for the exogenous variables
(stored in @code{oo_.exo_simul}, @pxref{oo_.exo_simul}) and then
computes the corresponding path for endogenous variables, taking the
steady state as starting point. The result of the simulation is stored
in @code{oo_.endo_simul} (@pxref{oo_.endo_simul}).
This function first computes a random path for the exogenous variables
(stored in @code{oo_.exo_simul}, @pxref{oo_.exo_simul}) and then
computes the corresponding path for endogenous variables, taking the
steady state as starting point. The result of the simulation is stored
in @code{oo_.endo_simul} (@pxref{oo_.endo_simul}). Note that this
simulation approach does not solve for the policy and transition
equations but for paths for the endogenous variables.
@optionshead
@ -3597,14 +3625,15 @@ The number of periods for which the simulation is to be computed. No
default value, mandatory option.
@item solver_periods = @var{INTEGER}
The number of periods used to compute the approximate solution
at every iteration of the algorithm. Default: @code{200}.
The number of periods used to compute the solution of the perfect
foresight at every iteration of the algorithm. Default: @code{200}.
@item order = @var{INTEGER}
... Default: @code{0}.
If @code{order} is greater than 0 Dynare uses a gaussian quadrature to take into account the effects of future uncertainty. If @code{order}=@var{S} then the time series for the endogenous variables
are generated by assuming that the agents believe that there will no more shocks after period @var{t+S}. This is an experimental feature and can be quite slow. Default: @code{0}.
@item hybrid
...
Use the constant of the second order perturbation reduced form to correct the paths generated by the (stochastic) extended path algorithm.
@end table
@ -4153,6 +4182,24 @@ graphs with prior, posterior and mode
graphs of smoothed shocks, smoothed observation errors, smoothed and historical variables
@end itemize
@algorithmshead
The Monte Carlo Markov Chain (MCMC) univariate diagnostics are generated
by the estimation command if @ref{mh_nblocks} is larger than 1, if
@ref{mh_replic} is larger than 2000, and if option @ref{nodiagnostic} is
not used. As described in section 3 of @cite{Brooks and Gelman (1998)}
the convergence diagnostics are based on comparing pooled and within
MCMC moments (Dynare displays the second and third order moments, and
the length of the Highest Probability Density interval covering 80% of
the posterior distribution). Due to computational reasons, the
multivariate convergence diagnostic does not follow of @cite{Brooks and
Gelman (1998)} strictly, but rather applies their idea for univariate
convergence diagnostics to the range of the posterior likelihood
function instead of the individual parameters. The posterior kernel is
used to aggregate the parameters into a scalar statistic whose
convergence is then checked using the @cite{Brooks and Gelman (1998)}
univariate convergence diagnostic.
@optionshead
@table @code
@ -4183,7 +4230,8 @@ the file
@anchor{nobs1}
Runs a recursive estimation and forecast for samples of size ranging
of @var{INTEGER1} to @var{INTEGER2}. Option @code{forecast} must
also be specified
also be specified. The forecasts are stored in the
@code{RecursiveForecast} field of the results structure (@pxref{RecursiveForecast}).
@item first_obs = @var{INTEGER}
@anchor{first_obs}
@ -4278,7 +4326,7 @@ the total number of Metropolis draws available. Default:
@item mh_nblocks = @var{INTEGER}
Number of parallel chains for Metropolis-Hastings algorithm. Default:
@anchor{mh_nblocks} Number of parallel chains for Metropolis-Hastings algorithm. Default:
@code{2}
@item mh_drop = @var{DOUBLE}
@ -4415,7 +4463,7 @@ options. Default:
@code{('display','iter','LargeScale','off','MaxFunEvals',100000,'TolFun',1e-8,'TolX',1e-6)}
@item nodiagnostic
Doesn't compute the convergence diagnostics for
@anchor{nodiagnostic} Does not compute the convergence diagnostics for
Metropolis-Hastings. Default: diagnostics are computed and displayed
@item bayesian_irf
@ -4677,6 +4725,11 @@ the option is equal to @code{0}, Dynare will not automatically change
the filter, but rather use a penalty value for the likelihood when
such a singularity is encountered. Default: @code{1}.
@item qz_zero_threshold = @var{DOUBLE}
Value used to test if a generalized eigenvalue is 0/0 in the generalized
Schur decomposition (in which case the model does not admit a unique
solution). Default: @code{1e-6}.
@end table
@customhead{Note}
@ -4940,6 +4993,33 @@ Variable set by the @code{estimation} command. Stores parameter vector of final
Variable set by the @code{estimation} command. Stores log-posterior of final MCMC chain draw
@end defvr
@defvr {MATLAB/Octave variable} oo_.RecursiveForecast
@anchor{RecursiveForecast}
Variable set by the @code{forecast} option of the @code{estimation} command when used with the nobs = [@var{INTEGER1}:@var{INTEGER2}] option (@pxref{nobs1,,nobs}).
Fields are of the form:
@example
@code{oo_.RecursiveForecast.@var{FORECAST_OBJECT}.@var{VARIABLE_NAME}}
@end example
where @var{FORECAST_OBJECT} is one of the following@footnote{See @ref{forecast} for more information}:
@table @code
@item Mean
Mean of the posterior forecast distribution
@item HPDinf/HPDsup
Upper/lower bound of the 90\% HPD interval taking into account only parameter uncertainty
@item HPDTotalinf/HPDTotalsup
Upper/lower bound of the 90\% HPD interval taking into account both parameter and future shock uncertainty
@end table
@var{VARIABLE_NAME} contains a matrix of the following size: number of time periods for which forecasts are requested using the nobs = [@var{INTEGER1}:@var{INTEGER2}] option times the number of forecast horizons requested by the @code{forecast} option. I.e., the row indicates the period at which the forecast is performed and the column the respective k-step ahead forecast. The starting periods are sorted in ascending order, not in declaration order.
@end defvr
@deffn Command model_comparison @var{FILENAME}[(@var{DOUBLE})]@dots{};
@deffnx Command model_comparison (marginal_density = laplace | modifiedharmonicmean) @var{FILENAME}[(@var{DOUBLE})]@dots{};
@ -7838,6 +7918,111 @@ MatlabOctavePath = matlab
@end deffn
@node Time Series
@chapter Time Series
Dynare provides a Matlab class for handling time series data, which is
based on classes for handling dates. Below, you will first find the
classes and methods used for creating and dealing with dates and then
the class used for using time series.
@section dynDate
@deftypefn {dynDate} dynDate (@code{INTEGER})
@deftypefnx {dynDate} dynDate (@code{STRING})
@deftypefnx {dynDate} dynDate (@var{NUMERICAL_VECTOR}, @code{INTEGER})
Returns a @code{dynDate} object that represents a date.
If the value passed is an @code{INTEGER}, return a date of annual
frequency.
If the value passed is a @code{STRING}, it should be passed in one of
the following formats: @code{`1999'} for an annual date,
@code{`1999q4'} for a quarterly date, @code{`1999m12'} for a monthly
date, and @code{`1999w52'} for a weekly date.
If the value passed is a @code{NUMERICAL_VECTOR} it should be a vector
of size @code{2}. The format should be: @code{[year period]}. In this
case, you must pass a second argument to the @code{dynDate} consructor
indicating the freqency of the date as an @code{INTEGER}. This
argument can take the following possible values: @code{1} for annual,
@code{4} for quarterly, @code{12} for monthly and @code{52} for
weekly.
@examplehead
An example of various ways to create a @code{dynDate} object:
@example
do1 = dynDate(`1999'); % 1999
do2 = dynDate(`Q'); % NaNqNan
do3 = dynDate([1999 2], 12); % 1999m2
@end example
@end deftypefn
@section dynDates
@deftypefn {dynDates} dynDates (@code{STRING} [, @code{STRING} @dots{}])
Returns a @code{dynDates} object that represents a list of dates.
Providing a @code{STRING} argument populates the object with the date
represented by said @code{STRING}. If more than one argument is
provided, they should all be dates represented as @code{STRINGS}.
@examplehead
An example of various ways to create a @code{dynDates} object:
@example
do1 = dynDates(`1999', `2000', `2001', `2002');
do2 = dynDates(`1999', `2003', `2002');
do3 = dynDate(`1999Q2'):dynDate(`2000Q3');
@end example
Here, @code{do1} and @code{do2} contain the dates specified in the
order specified. @code{do3} contains a quarterly list of all dates
between @code{1999q2} and @code{2000q3} inclusive.
@end deftypefn
@section dynSeries
@deftypefn {dynSeries} dynSeries (@code{dynDate})
@deftypefnx {dynSeries} dynSeries (@code{FILENAME})
@deftypefnx {dynSeries} dynSeries (@code{DOUBLE_MATRIX}, @code{dynDate}, @code{CELLSTR}, @code{CELLSTR})
@deftypefnx {dynSeries} dynSeries (@code{DOUBLE_MATRIX}, @code{STRING}, @code{CELLSTR}, @code{CELLSTR})
Returns a @code{dynSeries} object that represents one or more time
series.
If a @code{dynDate} argument is provided, instantiate an empty
@code{dynSeries} with an inital date equal to the input argument.
If a @code{FILENAME} is passed as input, a @code{dynSeries} object
will be created from the named file. Valid file types are @file{.m}
file, @file{.mat} file, and @file{.csv}.
If the data is not read from a file, it can be provided via a
@math{T}x@math{N} matrix as the first argument to @code{dynSeries}, with
@math{T} representing the number of observations on @math{N}
variables. The second argument in such a calling sequence can be
either a @code{dynDate} representing the period of the first
observation or a @code{STRING} which would be used to instantiate a
@code{dynDate}. The third argument is a @code{CELLSTR} of size
@math{N} with one entry for each variable name. The final argument is
a @code{CELLSTR} of size @math{N} composed of the @LaTeX{} names
associated with the variables. Input arguments three and four are
optional.
@examplehead
An example of various ways to create a @code{dynSeries} object:
@example
do1 = dynSeries(dynDate(1999));
do2 = dynSeries(`filename.csv');
do3 = dynSeries([1; 2; 3], dynDate(1999), @{`var123'@}, @{`var_@{123@}'@});
@end example
@end deftypefn
@node Reporting
@chapter Reporting
@ -7999,9 +8184,9 @@ The names of the series contained in the @code{dynSeries} provided to
the @ref{data} option. If empty, use all series provided to
@ref{data} option. Default: @code{empty}
@item shade, @code{dynDate}:@code{dynDate}
A @code{dynDates} range showing the portion of the graph that should
be shaded. Default: @code{none}
@item shade, @code{dynDates}
The date range showing the portion of the graph that should be
shaded. Default: @code{none}
@item shadeColor, @code{MATLAB_COLOR_NAME}
The color to use in the shaded portion of the graph. Default:
@ -8019,13 +8204,13 @@ The x-axis label. Default: @code{none}
@item ylabel, @code{STRING}
The y-axis label. Default: @code{none}
@item xrange, @code{dynDate}:@code{dynDate}
The boundary on the x-axis to display in the graph, represented as a
@code{dynDate} range. Default: all
@item xrange, @code{dynDates}
The boundary on the x-axis to display in the graph. Default: all
@item yrange, @code{dynDate}:@code{dynDate}
@item yrange, @code{NUMERICAL_VECTOR}
The boundary on the y-axis to display in the graph, represented as a
@code{dynDate} range. Default: all
@code{NUMERICAL_VECTOR} of size @math{2}, with the first entry less
than the second entry. Default: all
@item showZeroline, @code{BOOLEAN}
Display a solid black line at @math{y = 0}. Default: @code{false}
@ -8047,7 +8232,7 @@ Whether or not to show horizontal lines separating the rows. Default: @code{fals
@item precision, @code{INTEGER}
The number of decimal places to report in the table data. Default: @code{1}
@item range, @code{dynDate}:@code{dynDate}
@item range, @code{dynDates}
The date range of the data to be displayed. Default: @code{all}
@item seriesToUse, @code{CELL_ARRAY_STRINGS}
@ -8315,6 +8500,11 @@ Boucekkine, Raouf (1995): ``An alternative methodology for solving
nonlinear forward-looking models,'' @i{Journal of Economic Dynamics
and Control}, 19, 711--734
@item
Brooks, Stephen P., and Andrew Gelman (1998): ``General methods for
monitoring convergence of iterative simulations,'' @i{Journal of
computational and graphical statistics}, 7, pp. 434--455
@item
Collard, Fabrice (2001): ``Stochastic simulations with Dynare: A practical guide''

7
license.txt
View File

@ -45,7 +45,7 @@ Files: matlab/bfgsi1.m matlab/csolve.m matlab/csminit1.m matlab/numgrad2.m
matlab/bvar_toolbox.m matlab/partial_information/PI_gensys.m matlab/qzswitch.m
matlab/qzdiv.m
Copyright: 1993-2009 Christopher Sims
2006-2011 Dynare Team
2006-2012 Dynare Team
License: GPL-3+
Files: matlab/cmaes.m
@ -53,6 +53,11 @@ Copyright: 2001-2012 Nikolaus Hansen
2012 Dynare Team
License: GPL-3+
Files: matlab/endogenous_prior.m
Copyright: 2011 Lawrence J. Christiano, Mathias Trabandt and Karl Walentin
2013 Dynare Team
License: GPL-3+
Files: matlab/missing/stats/normpdf.m matlab/missing/stats/gamcdf.m
matlab/missing/stats/common_size.m matlab/missing/stats/chi2inv.m
matlab/missing/stats/gaminv.m matlab/missing/stats/gampdf.m

2
m4/ax_gsl.m4
View File

@ -2,7 +2,7 @@ dnl Detect GSL.
dnl We don't use the official M4 macro since it relies on the script gsl-config,
dnl which does not work when cross-compiling.
dnl
dnl Copyright (C) 2010 Dynare Team
dnl Copyright (C) 2010-2012 Dynare Team
dnl
dnl This file is part of Dynare.
dnl

2
matlab/@dynDate/colon.m
View File

@ -30,7 +30,7 @@ function sp = colon(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynDate/dynDate.m
View File

@ -43,7 +43,7 @@ function date = dynDate(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynDate/eq.m
View File

@ -29,7 +29,7 @@ function c = eq(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -121,4 +121,4 @@ c = isequal(a.time,b.time);
%$ t(2) = dyn_assert(i2,1);
%$ t(3) = dyn_assert(i3,0);
%$ T = all(t);
%@eof:2
%@eof:2

2
matlab/@dynDate/format.m
View File

@ -27,7 +27,7 @@ function p = format(date)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynDate/ge.m
View File

@ -30,7 +30,7 @@ function c = ge(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -80,4 +80,4 @@ end
%$ t(3) = dyn_assert(i3,0);
%$ t(4) = dyn_assert(i4,1);
%$ T = all(t);
%@eof:1
%@eof:1

4
matlab/@dynDate/gt.m
View File

@ -29,7 +29,7 @@ function c = gt(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -95,4 +95,4 @@ end
%$ t(3) = dyn_assert(i3,0);
%$ t(4) = dyn_assert(i4,0);
%$ T = all(t);
%@eof:1
%@eof:1

4
matlab/@dynDate/isempty.m
View File

@ -27,7 +27,7 @@ function b = isempty(a)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -56,4 +56,4 @@ b = all(isnan(a.time)) && isnan(a.freq);
%$ % Test if this object is empty
%$ t(1) = isempty(d);
%$ T = all(t);
%@eof:1
%@eof:1

4
matlab/@dynDate/le.m
View File

@ -30,7 +30,7 @@ function c = le(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -80,4 +80,4 @@ end
%$ t(3) = dyn_assert(i3,1);
%$ t(4) = dyn_assert(i4,0);
%$ T = all(t);
%@eof:1
%@eof:1

2
matlab/@dynDate/lt.m
View File

@ -29,7 +29,7 @@ function c = lt(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynDate/max.m
View File

@ -29,7 +29,7 @@ function c = max(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynDate/min.m
View File

@ -29,7 +29,7 @@ function c = min(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynDate/minus.m
View File

@ -31,7 +31,7 @@ function c = minus(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -107,4 +107,4 @@ end
%$ t(4) = dyn_assert(e4,41);
%$ t(4) = dyn_assert(e5,19);
%$ T = all(t);
%@eof:1
%@eof:1

2
matlab/@dynDate/ne.m
View File

@ -29,7 +29,7 @@ function c = ne(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynDate/plus.m
View File

@ -31,7 +31,7 @@ function c = plus(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -104,4 +104,4 @@ end
%$ t(3) = dyn_assert(e3.time,d3.time);
%$ t(4) = dyn_assert(e4.time,d4.time);
%$ T = all(t);
%@eof:1
%@eof:1

4
matlab/@dynDate/subsref.m
View File

@ -32,7 +32,7 @@ function B = subsref(A,S)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -235,4 +235,4 @@ end
%$ t(1) = dyn_assert(qq.freq,4);
%$ t(2) = dyn_assert(time,[1938,4]);
%$ T = all(t);
%@eof:5
%@eof:5

2
matlab/@dynDate/uminus.m
View File

@ -29,7 +29,7 @@ function b = uminus(a)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynDate/uplus.m
View File

@ -29,7 +29,7 @@ function b = uplus(a)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -115,4 +115,4 @@ end
%$ t(6) = dyn_assert(e6.time,[1951 1]);
%$ t(7) = dyn_assert(e7.time,[2001 1]);
%$ T = all(t);
%@eof:1
%@eof:1

2
matlab/@dynDates/append.m
View File

@ -30,7 +30,7 @@ function dd = append(dd,a)
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynDates/sort.m
View File

@ -28,7 +28,7 @@ function dd = sort(dd)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynDates/unique.m
View File

@ -28,7 +28,7 @@ function dd = unique(dd)
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/dynSeries.m
View File

@ -59,7 +59,7 @@ function ts = dynSeries(varargin)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/exp.m
View File

@ -27,7 +27,7 @@ function ts = exp(ts)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/extract.m
View File

@ -1,7 +1,7 @@
function A = extract(B,varargin)
% Extract some variables from a database.
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/horzcat.m
View File

@ -39,7 +39,7 @@ function a = horzcat(varargin)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynSeries/isempty.m
View File

@ -20,7 +20,7 @@ function b = isempty(A)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.
%
@ -39,4 +39,4 @@ function b = isempty(A)
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
b = isempty(A.data) && isequal(A.nobs,0) && isequal(A.vobs,0);
b = isempty(A.data) && isequal(A.nobs,0) && isequal(A.vobs,0);

2
matlab/@dynSeries/log.m
View File

@ -26,7 +26,7 @@ function ts = log(ts)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/minus.m
View File

@ -22,7 +22,7 @@ function A = minus(B,C)
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/mrdivide.m
View File

@ -22,7 +22,7 @@ function A = mrdivide(B,C)
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/mtimes.m
View File

@ -22,7 +22,7 @@ function A = mtimes(B,C)
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynSeries/numel.m
View File

@ -1,6 +1,6 @@
function n = numel(obj, varargin)
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -17,4 +17,4 @@ function n = numel(obj, varargin)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
n = 1;
n = 1;

2
matlab/@dynSeries/plus.m
View File

@ -22,7 +22,7 @@ function A = plus(B,C)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynSeries/private/horzcat2.m
View File

@ -39,7 +39,7 @@ function a = horzcat2(b,c)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -109,4 +109,4 @@ else
a.data = [b.data, c.data];
a.time = unique(b.time.append(c.time));
end
a.nobs = size(a.data,1);
a.nobs = size(a.data,1);

4
matlab/@dynSeries/qdiff.m
View File

@ -22,7 +22,7 @@ function us = qdiff(ts)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -104,4 +104,4 @@ end
%$ end
%$
%$ T = all(t);
%@eof:2
%@eof:2

4
matlab/@dynSeries/qgrowth.m
View File

@ -22,7 +22,7 @@ function us = qgrowth(ts)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -104,4 +104,4 @@ end
%$ end
%$
%$ T = all(t);
%@eof:2
%@eof:2

21
matlab/@dynSeries/save.m
View File

@ -1,6 +1,23 @@
function save(A,basename,format)
% Saves a dynSeries object on disk.
% Copyright (C) 2013 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/>.
if nargin<3 || isempty(format)
format = 'csv';
end
@ -136,4 +153,4 @@ end
%$ end
%$
%$ T = all(t);
%@eof:4
%@eof:4

2
matlab/@dynSeries/subsasgn.m
View File

@ -8,7 +8,7 @@ function A = subsasgn(A,S,B)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/subsref.m
View File

@ -44,7 +44,7 @@ function B = subsref(A, S)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/uminus.m
View File

@ -22,7 +22,7 @@ function A = uminus(B)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/ydiff.m
View File

@ -23,7 +23,7 @@ function us = ydiff(ts)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynSeries/ygrowth.m
View File

@ -22,7 +22,7 @@ function us = ygrowth(ts)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -138,4 +138,4 @@ end
%$ end
%$
%$ T = all(t);
%@eof:3
%@eof:3

2
matlab/AHessian.m
View File

@ -8,7 +8,7 @@ function [AHess, DLIK, LIK] = AHessian(T,R,Q,H,P,Y,DT,DYss,DOm,DH,DP,start,mf,ka
% NOTE: the derivative matrices (DT,DR ...) are 3-dim. arrays with last
% dimension equal to the number of structural parameters
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/CheckPath.m
View File

@ -11,7 +11,7 @@ function DirectoryName = CheckPath(type,dname)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2005-2011 Dynare Team
% Copyright (C) 2005-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/CutSample.m
View File

@ -14,7 +14,7 @@ function CutSample(M_, options_, estim_params_)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2005-2011 Dynare Team
% Copyright (C) 2005-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/PosteriorIRF.m
View File

@ -16,7 +16,7 @@ function PosteriorIRF(type)
% functions associated with it(the _core1 and _core2).
% See also the comments random_walk_metropolis_hastings.m funtion.
% Copyright (C) 2006-2012 Dynare Team
% Copyright (C) 2006-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/PosteriorIRF_core1.m
View File

@ -22,7 +22,7 @@ function myoutput=PosteriorIRF_core1(myinputs,fpar,B,whoiam, ThisMatlab)
% SPECIAL REQUIREMENTS.
% None.
%
% Copyright (C) 2006-2012 Dynare Team
% Copyright (C) 2006-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/adaptive_metropolis_hastings.m
View File

@ -34,7 +34,7 @@ function record=adaptive_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh
% Then the comments write here can be used for all the other pairs of
% parallel functions and also for management funtions.
% Copyright (C) 2006-2011 Dynare Team
% Copyright (C) 2006-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/bvar_forecast.m
View File

@ -11,7 +11,7 @@ function bvar_forecast(nlags)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2007-2012 Dynare Team
% Copyright (C) 2007-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/cartesian_product_of_sets.m
View File

@ -31,7 +31,7 @@ function cprod = cartesian_product_of_sets(varargin)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/check.m
View File

@ -73,7 +73,7 @@ oo.dr=set_state_space(oo.dr,M,options);
[dr,info,M,options,oo] = resol(1,M,options,oo);
if info(1) ~= 0 && info(1) ~= 3 && info(1) ~= 4
print_info(info, options.noprint);
print_info(info, options.noprint, options);
end
eigenvalues_ = dr.eigval;

2
matlab/check_model.m
View File

@ -1,6 +1,6 @@
function check_model(DynareModel)
% Copyright (C) 2005-2011 Dynare Team
% Copyright (C) 2005-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/check_posterior_analysis_data.m
View File

@ -1,6 +1,6 @@
function [info,description] = check_posterior_analysis_data(type,M_)
% Copyright (C) 2008-2009 Dynare Team
% Copyright (C) 2008-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/conditional_variance_decomposition_mc_analysis.m
View File

@ -3,7 +3,7 @@ function oo_ = ...
% This function analyses the (posterior or prior) distribution of the
% endogenous conditional variance decomposition.
% Copyright (C) 2009-2010 Dynare Team
% Copyright (C) 2009-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/correlation_mc_analysis.m
View File

@ -2,7 +2,7 @@ function oo_ = correlation_mc_analysis(SampleSize,type,dname,fname,vartan,nvar,v
% This function analyses the (posterior or prior) distribution of the
% endogenous variables correlation function.
% Copyright (C) 2008-2009 Dynare Team
% Copyright (C) 2008-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/cosn.m
View File

@ -7,7 +7,7 @@ function [co, b, yhat] = cosn(H);
% Not the same as multiple correlation coefficient since the means are not
% zero
%
% Copyright (C) 2008-2011 Dynare Team
% Copyright (C) 2008-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/covariance_mc_analysis.m
View File

@ -2,7 +2,7 @@ function oo_ = covariance_mc_analysis(NumberOfSimulations,type,dname,fname,varta
% This function analyses the (posterior or prior) distribution of the
% endogenous variables covariance matrix.
% Copyright (C) 2008-2009 Dynare Team
% Copyright (C) 2008-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/cubature_with_gaussian_weight.m
View File

@ -34,7 +34,7 @@ function [nodes, weights] = cubature_with_gaussian_weight(d,n,method)
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/disp_identification.m
View File

@ -1,6 +1,6 @@
function disp_identification(pdraws, idemodel, idemoments, name, advanced)
% Copyright (C) 2008-2011 Dynare Team
% Copyright (C) 2008-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/disp_th_moments.m
View File

@ -1,7 +1,7 @@
function disp_th_moments(dr,var_list)
% Display theoretical moments of variables
% Copyright (C) 2001-2011 Dynare Team
% Copyright (C) 2001-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/display_conditional_variance_decomposition.m
View File

@ -16,7 +16,7 @@ function oo_ = display_conditional_variance_decomposition(Steps, SubsetOfVariabl
% [1] The covariance matrix of the state innovations needs to be diagonal.
% [2] In this version, absence of measurement errors is assumed...
% Copyright (C) 2010-2012 Dynare Team
% Copyright (C) 2010-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/dr_block.m
View File

@ -33,7 +33,7 @@ function [dr,info,M_,options_,oo_] = dr_block(dr,task,M_,options_,oo_)
% none.
%
% Copyright (C) 2010-2012 Dynare Team
% Copyright (C) 2010-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -436,7 +436,7 @@ for i = 1:Size;
D = [[aa(row_indx,index_0m) zeros(n_dynamic,n_both) aa(row_indx,index_p)] ; [zeros(n_both, n_pred) eye(n_both) zeros(n_both, n_both + n_fwrd)]];
E = [-aa(row_indx,[index_m index_0p]) ; [zeros(n_both, n_both + n_pred) eye(n_both, n_both + n_fwrd) ] ];
[err, ss, tt, w, sdim, data(i).eigval, info1] = mjdgges(E,D,options_.qz_criterium);
[err, ss, tt, w, sdim, data(i).eigval, info1] = mjdgges(E,D,options_.qz_criterium,options_.qz_zero_threshold);
if (verbose)
disp('eigval');

2
matlab/dsge_likelihood.m
View File

@ -111,7 +111,7 @@ function [fval,DLIK,Hess,exit_flag,ys,trend_coeff,info,Model,DynareOptions,Bayes
%! @end deftypefn
%@eod:
% Copyright (C) 2004-2012 Dynare Team
% Copyright (C) 2004-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/dyn_first_order_solver.m
View File

@ -213,7 +213,7 @@ else
E(row_indx_de_1,index_e1) = -aa(row_indx,index_e);
E(row_indx_de_2,index_e2) = eye(nboth);
[err, ss, tt, w, sdim, dr.eigval, info1] = mjdgges(E,D,DynareOptions.qz_criterium);
[err, ss, tt, w, sdim, dr.eigval, info1] = mjdgges(E, D, DynareOptions.qz_criterium, DynareOptions.qz_zero_threshold);
mexErrCheck('mjdgges', err);
if info1

2
matlab/dyn_forecast.m
View File

@ -16,7 +16,7 @@ function info = dyn_forecast(var_list,task)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2011 Dynare Team
% Copyright (C) 2003-2013 Dynare Team
%
% This file is part of Dynare.
%

6
matlab/dyn_risky_steadystate_solver.m
View File

@ -271,7 +271,7 @@ function dr_np = first_step_ds(x,pm,M,dr,options,oo)
[dr_np,info] = dyn_first_order_solver(d1_np,pm.M_np,pm.dr_np,options,0);
if info
print_info(info,0);
print_info(info, 0, options);
return
end
@ -309,7 +309,7 @@ function [resid,dr] = risky_residuals_k_order(ys,pm,M,dr,options,oo)
[dr_np,info] = dyn_first_order_solver(d1_np,pm.M_np,pm.dr_np,options,0);
if info
print_info(info,0);
print_info(info, 0, options);
return
end
@ -386,7 +386,7 @@ function [resid,dr] = risky_residuals_k_order(ys,pm,M,dr,options,oo)
disp(aa3(:,kk2))
[dr,info] = dyn_first_order_solver(d1b,M,dr,options,0);
if info
print_info(info,0);
print_info(info, 0, options);
return
end

2
matlab/dynare.m
View File

@ -16,7 +16,7 @@ function dynare(fname, varargin)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2001-2012 Dynare Team
% Copyright (C) 2001-2013 Dynare Team
%
% This file is part of Dynare.
%

38
matlab/dynare_estimation.m
View File

@ -11,7 +11,7 @@ function dynare_estimation(var_list,dname)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2012 Dynare Team
% Copyright (C) 2003-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -39,7 +39,7 @@ var_list = check_list_of_variables(options_, M_, var_list);
options_.varlist = var_list;
if isfield(options_,'nobs')
nobs = options_.nobs;
nobs = sort(options_.nobs);
else
nobs = [];
end
@ -86,7 +86,8 @@ if nnobs > 1 && horizon > 0
mh_replic = options_.mh_replic;
rawdata = read_variables(options_.datafile,options_.varobs,[],options_.xls_sheet,options_.xls_range);
gend = options_.nobs;
rawdata = rawdata(options_.first_obs:options_.first_obs+gend-1,:);
data_plot_end_point=min(options_.first_obs+gend-1+horizon,size(rawdata,1)); %compute last observation that can be plotted
rawdata = rawdata(options_.first_obs:data_plot_end_point,:);
% Take the log of the variables if needed
if options_.loglinear && ~options_.logdata % and if the data are not in logs, then...
rawdata = log(rawdata);
@ -115,34 +116,32 @@ if nnobs > 1 && horizon > 0
IdObs = zeros(n_varobs,1);
for j=1:n_varobs
for i=1:nvar
iobs = strmatch(options_.varobs(j,:),var_list,'exact');
end
iobs = strmatch(options_.varobs(j,:),var_list,'exact');
if ~isempty(iobs)
IdObs(j,1) = iobs;
end
end
k = 3+min(nobs(end)-nobs(1)+horizon, ...
time_offset=min(3,gend-1); %for observables, plot 3 previous periods unless data is shorter
k = time_offset+min(nobs(end)-nobs(1)+horizon, ...
size(rawdata,1)-nobs(1));
data2 = rawdata(end-k+1:end,:);
[nbplt,nr,nc,lr,lc,nstar] = pltorg(nvar);
m = 1;
plot_index=0;
OutputDirectoryName = CheckPath('graphs',M_.fname);
for i = 1:size(var_list,1)
if mod(i,nstar) == 1
hfig = dyn_figure(options_,'Name','Out of sample forecasts');
plot_index=plot_index+1;
hfig = dyn_figure(options_,'Name',['Out of sample forecasts (',num2str(plot_index),')']);
m = 1;
end
subplot(nr,nc,m)
hold on
if any(i==IdObs)
k2 = find(i==IdObs);
if options_.loglinear == 1
plot(1:k,exp(data2(end-k+1:end,k2))','-k','linewidth',2);
else
plot(1:k,data2(end-k+1:end,k2)','-k','linewidth',2);
end
offsetx = 3;
plot(nobs(1)-offsetx+1:nobs(1)-offsetx+k,data2(end-k+1:end,k2)','-k','linewidth',2);
else
offsetx = 0;
end
@ -176,7 +175,8 @@ if nnobs > 1 && horizon > 0
'oo_recursive_{' int2str(nobs(j)) '}.forecast.HPDsup.' ...
vname ';']);
end
x = offsetx+nobs(j)-nobs(1)+(1:horizon);
x = nobs(1)+nobs(j)-nobs(1)+(1:horizon);
y = eval(['oo_.RecursiveForecast.Mean.' vname '(j,:)']);
y1 = eval(['oo_.RecursiveForecast.HPDinf.' vname '(j,:)']);
y2 = eval(['oo_.RecursiveForecast.HPDsup.' vname '(j,:)']);
@ -194,15 +194,13 @@ if nnobs > 1 && horizon > 0
plot(x,y4,'--r','linewidth',1.5)
end
end
% set(gca,'XTick',offsetx+[1 10 20 30 40 50 60 70 80 90]);
% set(gca,'XTickLabel',{'1';'10';'20';'30';'40';'50';'60';'70';'80';'90'});
% xlim([1 options_.forecast+10]);
if any(k==IdObs)
plot([offsetx+1 offsetx+1],ylim,'-c')
end
box on
title(vname,'Interpreter','none')
hold off
xlim([nobs(1)-offsetx nobs(end)+horizon])
m = m + 1;
if mod(i+1,nstar) == 1 || i ==size(var_list,1)
dyn_saveas(hfig,[M_.fname,filesep,'graphs',filesep M_.fname '_RecursiveForecasts_' int2str(plot_index)],options_);
end
end
end

2
matlab/dynare_estimation_init.m
View File

@ -18,7 +18,7 @@ function [dataset_,xparam1, M_, options_, oo_, estim_params_,bayestopt_, fake] =
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2012 Dynare Team
% Copyright (C) 2003-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/dynare_identification.m
View File

@ -19,7 +19,7 @@ function [pdraws, TAU, GAM, LRE, gp, H, JJ] = dynare_identification(options_iden
% main
%
% Copyright (C) 2010-2012 Dynare Team
% Copyright (C) 2010-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/dynare_sensitivity.m
View File

@ -4,7 +4,7 @@ function x0=dynare_sensitivity(options_gsa)
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2008-2011 Dynare Team
% Copyright (C) 2008-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/ep/extended_path.m
View File

@ -14,7 +14,7 @@ function time_series = extended_path(initial_conditions,sample_size)
%
% SPECIAL REQUIREMENTS
% Copyright (C) 2009-2012 Dynare Team
% Copyright (C) 2009-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/ep/solve_stochastic_perfect_foresight_model.m
View File

@ -1,6 +1,6 @@
function [flag,endo_simul,err] = solve_stochastic_perfect_foresight_model(endo_simul,exo_simul,pfm,nnodes,order)
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/ep/solve_stochastic_perfect_foresight_model_1.m
View File

@ -1,6 +1,6 @@
function [flag,endo_simul,err] = solve_stochastic_perfect_foresight_model_1(endo_simul,exo_simul,pfm,nnodes,order)
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

16
matlab/fastgensylv.m
View File

@ -111,19 +111,3 @@ end
%
% SPECIAL REQUIREMENTS
% none.
% Copyright (C) 1996-2012 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/>.

2
matlab/forecast_graphs.m
View File

@ -1,6 +1,6 @@
function forecast_graphs(var_list)
% Copyright (C) 2008-2012 Dynare Team
% Copyright (C) 2008-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gauss_hermite_weights_and_nodes.m
View File

@ -31,7 +31,7 @@ function [nodes,weights] = gauss_hermite_weights_and_nodes(n)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/getJJ.m
View File

@ -1,6 +1,6 @@
function [JJ, H, gam, gp, dA, dOm, dYss] = getJJ(A, B, M_,oo_,options_,kronflag,indx,indexo,mf,nlags,useautocorr)
% Copyright (C) 2010-2011 Dynare Team
% Copyright (C) 2010-2012 Dynare Team
%
% This file is part of Dynare.
%

3
matlab/global_initialization.m
View File

@ -11,7 +11,7 @@ function global_initialization()
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2012 Dynare Team
% Copyright (C) 2003-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -51,6 +51,7 @@ options_.initval_file = 0;
options_.Schur_vec_tol = 1e-11; % used to find nonstationary variables in Schur decomposition of the
% transition matrix
options_.qz_criterium = [];
options_.qz_zero_threshold = 1e-6;
options_.lyapunov_complex_threshold = 1e-15;
options_.solve_tolf = eps^(1/3);
options_.solve_tolx = eps^(2/3);

2
matlab/graph_decomp.m
View File

@ -1,7 +1,7 @@
function []=graph_decomp(z,shock_names,endo_names,i_var,initial_date,DynareModel,DynareOptions)
%function []=graph_decomp(z,varlist,initial_period,freq)
% Copyright (C) 2010-2011 Dynare Team
% Copyright (C) 2010-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gsa/filt_mc_.m
View File

@ -16,7 +16,7 @@ function [rmse_MC, ixx] = filt_mc_(OutDir,options_gsa_,dataset_)
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gsa/map_ident_.m
View File

@ -1,6 +1,6 @@
function map_ident_(OutputDirectoryName,opt_gsa)
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gsa/redform_map.m
View File

@ -19,7 +19,7 @@ function redform_map(dirname,options_gsa_)
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gsa/redform_screen.m
View File

@ -14,7 +14,7 @@ function redform_screen(dirname, options_gsa_)
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gsa/stab_map_.m
View File

@ -38,7 +38,7 @@ function x0 = stab_map_(OutputDirectoryName,opt_gsa)
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gsa/stab_map_1.m
View File

@ -24,7 +24,7 @@ function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, i
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gsa/stab_map_2.m
View File

@ -9,7 +9,7 @@ function stab_map_2(x,alpha2, pvalue, fnam, dirname,xparam1,figtitle)
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/ident_bruteforce.m
View File

@ -9,7 +9,7 @@ function [pars, cosnJ] = ident_bruteforce(J,n,TeX, pnames_TeX)
% pars : cell array with groupf of params for each column of J for 1 to n
% cosnJ : the cosn of each column with the selected group of columns
% Copyright (C) 2009-2011 Dynare Team
% Copyright (C) 2009-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/identification_analysis.m
View File

@ -25,7 +25,7 @@ function [ide_hess, ide_moments, ide_model, ide_lre, derivatives_info, info] = i
% SPECIAL REQUIREMENTS
% None
% Copyright (C) 2008-2012 Dynare Team
% Copyright (C) 2008-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/independent_metropolis_hastings.m
View File

@ -22,7 +22,7 @@ function record=independent_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv
% PARALLEL CONTEXT
% See the comment in random_walk_metropolis_hastings.m funtion.
% Copyright (C) 2006-2011 Dynare Team
% Copyright (C) 2006-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/independent_metropolis_hastings_core.m
View File

@ -16,7 +16,7 @@ function myoutput = independent_metropolis_hastings_core(myinputs,fblck,nblck,wh
% SPECIAL REQUIREMENTS.
% None.
%
% Copyright (C) 2006-2011 Dynare Team
% Copyright (C) 2006-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/initial_estimation_checks.m
View File

@ -66,7 +66,7 @@ end
if info(1) > 0
disp('Error in computing likelihood for initial parameter values')
print_info(info, DynareOptions.noprint)
print_info(info, DynareOptions.noprint, DynareOptions)
end
if any(abs(DynareResults.steady_state(BayesInfo.mfys))>1e-9) && (DynareOptions.prefilter==1)

17
matlab/k_order_perturbation.m
View File

@ -51,3 +51,20 @@
% k_order_peturbation is a compiled MEX function. It's source code is in
% dynare/mex/sources/k_order_perturbation.cc and it uses code provided by
% dynare++
% Copyright (C) 2013 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/>.

2
matlab/kalman/likelihood/kalman_filter.m
View File

@ -71,7 +71,7 @@ function [LIK, LIKK, a, P] = kalman_filter(Y,start,last,a,P,kalman_tol,riccati_t
%! @end deftypefn
%@eod:
% Copyright (C) 2004-2012 Dynare Team
% Copyright (C) 2004-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/kalman/likelihood/kalman_filter_d.m
View File

@ -31,7 +31,7 @@ function [dLIK,dlik,a,Pstar] = kalman_filter_d(Y, start, last, a, Pinf, Pstar, k
% Models", S.J. Koopman and J. Durbin (2003, in Journal of Time Series
% Analysis, vol. 24(1), pp. 85-98).
% Copyright (C) 2004-2012 Dynare Team
% Copyright (C) 2004-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/kronecker/A_times_B_kronecker_C.m
View File

@ -43,7 +43,7 @@ function [D, err] = A_times_B_kronecker_C(A,B,C,fake)
%! @end deftypefn
%@eod:
% Copyright (C) 1996-2011 Dynare Team
% Copyright (C) 1996-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/kronecker/sparse_hessian_times_B_kronecker_C.m
View File

@ -45,7 +45,7 @@ function [D, err] = sparse_hessian_times_B_kronecker_C(varargin)
%! @end deftypefn
%@eod:
% Copyright (C) 1996-2011 Dynare Team
% Copyright (C) 1996-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/load_csv_file_data.m
View File

@ -38,7 +38,7 @@ function [freq, init, data, varlist] = load_csv_file_data(file, withtime, withna
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

Some files were not shown because too many files have changed in this diff Show More