capitalize Cepremap and Matlab, uncapitalize DYNARE
parent
982d6b9de4
commit
afcdf46e80
14
NEWS
14
NEWS
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@ -190,7 +190,7 @@ fixed in version 4.5.4:
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- Estimation with missing values was crashing if the `prefilter` option was used.
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- Added a workaround for a difference in behaviour between Octave and Matlab regarding the creation
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- Added a workaround for a difference in behaviour between Octave and MATLAB regarding the creation
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of function handles for functions that do not exist in the path. With Octave 4.2.1, steady state
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files did not work if no auxiliary variables were created.
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@ -315,7 +315,7 @@ fixed in version 4.5.2:
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- Fixed crash with optimizer 5 when not used with DSGE model at order 1.
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- Fixed mex file used for third order approximation (was crashing on
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Matlab/Windows 7).
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MATLAB/Windows 7).
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@ -658,7 +658,7 @@ Here is the list of major user-visible changes:
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- Command line
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+ New option `onlyclearglobals` (do not clear JIT compiled functions
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with recent versions of Matlab),
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with recent versions of MATLAB),
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+ New option `minimal_workspace` to use fewer variables in the
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current workspace,
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@ -689,7 +689,7 @@ Here is the list of major user-visible changes:
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+ `mode_compute=101` Uses SOLVEOPT as described by Kuntsevich and
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Kappel (1997),
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+ `mode_compute=102` Uses `simulannealbnd` from Matlab's Global
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+ `mode_compute=102` Uses `simulannealbnd` from MATLAB's Global
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Optimization Toolbox (if available),
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+ New option `silent_optimizer` to shut off output from mode
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@ -724,7 +724,7 @@ Here is the list of major user-visible changes:
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+ Introduces new path management to avoid conflicts with other
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toolboxes,
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+ Full compatibility with Matlab 2014b's new graphic interface,
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+ Full compatibility with MATLAB 2014b's new graphic interface,
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+ When using `model(linear)`, Dynare automatically checks
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whether the model is truly linear,
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@ -924,7 +924,7 @@ Here is the list of major user-visible changes:
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was not consistent with the reference manual,
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+ When the initialization of an MCMC run failed, the metropolis.log file was
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locked, requiring a restart of Matlab to restart estimation,
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locked, requiring a restart of MATLAB to restart estimation,
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+ If the posterior mode was right at the corner of the prior bounds, the
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initialization of the MCMC erroneously crashed,
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@ -1140,7 +1140,7 @@ Here is the list of major user-visible changes:
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- A bug when external functions were used in model local variables
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that were contained in equations that required auxiliary
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variable/equations led to crashes of Matlab.
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variable/equations led to crashes of MATLAB.
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- Sampling from the prior distribution for an inverse gamma II
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distribution when `prior_trunc>0` could result in incorrect
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@ -79,7 +79,7 @@ p.footer {
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</ul>
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</div>
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<h2>AIM Solver Subsystem<a name="1"></a></h2>
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<p>The AIM subsystem in the AIM subdirectory of the main Dynare matlab directory contains Matlab functions necessary for using
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<p>The AIM subsystem in the AIM subdirectory of the main Dynare matlab directory contains MATLAB functions necessary for using
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Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see <a href="http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html">http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html</a> ).
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</p>
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<p>It cosists of:</p>
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@ -92,7 +92,7 @@ p.footer {
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</div>
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<div>
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<ul>
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<li>A subset of Matlab routines from Gary Anderson's own AIM package needed to compute and solve system passed on and returned
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<li>A subset of MATLAB routines from Gary Anderson's own AIM package needed to compute and solve system passed on and returned
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by dynAIMsolver1 whose names start with SP.. of which <b>SPAmalg.m</b> is the main driver:
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</li>
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</ul>
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@ -215,7 +215,7 @@ p.footer {
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can produce ~ one order closer results to the Dynare solutiion
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then when if plain jacobia_ is passed,
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i.e. diff < e-14 for aa and diff < *e-13 for jacobia_ if Q' is used.</pre><p>GP July 2008</p>
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<p>part of DYNARE, copyright Dynare Team (1996-2008) Gnu Public License.</p>
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<p>part of Dynare, copyright Dynare Team (1996-2008) Gnu Public License.</p>
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<p class="footer"><br>
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Published with MATLAB® 7.1<br></p>
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</div>
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@ -225,7 +225,7 @@ p.footer {
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%% AIM Solver Subsystem
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% The AIM subsystem in the AIM subdirectory of the main Dynare matlab
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% directory contains Matlab functions necessary for using
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% directory contains MATLAB functions necessary for using
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% Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html ).
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%
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% It cosists of:
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@ -236,7 +236,7 @@ p.footer {
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% gu=dr.hgu from the AIM outputs. ("1" in the title is for 1st order
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% solver).
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%
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% * A subset of Matlab routines from Gary Anderson's own AIM package needed to compute
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% * A subset of MATLAB routines from Gary Anderson's own AIM package needed to compute
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% and solve system passed on and returned by dynAIMsolver1 whose names start with SP..
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% of which *SPAmalg.m* is the main driver:
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%
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@ -394,10 +394,10 @@ p.footer {
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%
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% GP July 2008
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%
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% part of DYNARE, copyright Dynare Team (1996-2008)
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% part of Dynare, copyright Dynare Team (1996-2008)
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% Gnu Public License.
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##### SOURCE END #####
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-->
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</body>
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</html>
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</html>
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@ -111,7 +111,7 @@ demia/Economics/Dynare%20DSGE/V4/doc/AIM/Dynare%20AIM%20use%20Doc.html#11=
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<H2>AIM Solver Subsystem<A name=3D1></A></H2>
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<P>The AIM subsystem in the AIM subdirectory of the main Dynare matlab =
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directory=20
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contains Matlab functions necessary for using Gary Anderson's AIM 1st =
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contains MATLAB functions necessary for using Gary Anderson's AIM 1st =
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order=20
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solver as an alternative to Dynare's default mjdgges solver (see <A=20
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href=3D"http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html">http:/=
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@ -129,7 +129,7 @@ AIM outputs.=20
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("1" in the title is for 1st order solver). </LI></UL></DIV>
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<DIV>
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<UL>
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<LI>A subset of Matlab routines from Gary Anderson's own AIM package =
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<LI>A subset of MATLAB routines from Gary Anderson's own AIM package =
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needed to=20
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compute and solve system passed on and returned by dynAIMsolver1 whose =
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names=20
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@ -328,7 +328,7 @@ forward looking models, passing into dynAIMsolver aa =3D{Q'|1}*jacobia_
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i.e. diff < e-14 for aa and diff < *e-13 for jacobia_ if Q' =
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is used.</PRE>
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<P>GP July 2008</P>
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<P>part of DYNARE, copyright Dynare Team (1996-2008) Gnu Public =
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<P>part of Dynare, copyright Dynare Team (1996-2008) Gnu Public =
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License.</P>
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<P class=3Dfooter><BR>Published with MATLAB=C2=AE 7.1<BR></P></DIV><!--=0A=
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##### SOURCE BEGIN #####=0A=
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@ -336,7 +336,7 @@ License.</P>
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%% AIM Solver Subsystem
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% The AIM subsystem in the AIM subdirectory of the main Dynare matlab
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% directory contains Matlab functions necessary for using
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% directory contains MATLAB functions necessary for using
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% Gary Anderson's AIM 1st order solver as an alternative to Dynare's =
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default mjdgges solver (see =
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http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html ).=20
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@ -351,7 +351,7 @@ subsystem.=20
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% gu=3Ddr.hgu from the AIM outputs. ("1" in the title is for 1st order
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% solver).
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%
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% * A subset of Matlab routines from Gary Anderson's own AIM package =
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% * A subset of MATLAB routines from Gary Anderson's own AIM package =
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needed to compute
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% and solve system passed on and returned by dynAIMsolver1 whose names =
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start with SP..=20
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@ -544,7 +544,7 @@ used. =20
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%
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% GP July 2008 =20
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%
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% part of DYNARE, copyright Dynare Team (1996-2008)
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% part of Dynare, copyright Dynare Team (1996-2008)
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% Gnu Public License.
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=0A=
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##### SOURCE END #####=0A=
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@ -30,7 +30,7 @@
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\subsection*{AIM Solver Subsystem}
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\begin{par}
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The AIM subsystem in the AIM subdirectory of the main Dynare matlab directory contains Matlab functions necessary for using Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see \begin{verbatim}http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html\end{verbatim} ).
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The AIM subsystem in the AIM subdirectory of the main Dynare matlab directory contains MATLAB functions necessary for using Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see \begin{verbatim}http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html\end{verbatim} ).
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\end{par} \vspace{1em}
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\begin{par}
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It cosists of:
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@ -41,7 +41,7 @@ It cosists of:
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\end{itemize}
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\begin{itemize}
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\setlength{\itemsep}{-1ex}
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\item A subset of Matlab routines from Gary Anderson's own AIM package needed to compute and solve system passed on and returned by dynAIMsolver1 whose names start with SP.. of which \textbf{SPAmalg.m} is the main driver:
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\item A subset of MATLAB routines from Gary Anderson's own AIM package needed to compute and solve system passed on and returned by dynAIMsolver1 whose names start with SP.. of which \textbf{SPAmalg.m} is the main driver:
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\end{itemize}
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\begin{itemize}
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\setlength{\itemsep}{-1ex}
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@ -235,7 +235,7 @@ Dynare use:
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GP July 2008
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\end{par} \vspace{1em}
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\begin{par}
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part of DYNARE, copyright Dynare Team (1996-2008) Gnu Public License.
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part of Dynare, copyright Dynare Team (1996-2008) Gnu Public License.
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\end{par} \vspace{1em}
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@ -68,9 +68,9 @@
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\myitem Compatible with all setups that are supported by Dynare
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\begin{itemize}
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\myitem Windows, Mac OS X, Linux
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\myitem Matlab 7.5 (R2007b) or later, Octave
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\myitem MATLAB 7.5 (R2007b) or later, Octave
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\end{itemize}
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\myitem Must run \texttt{dynare} or \texttt{dynare\_config} at least once in the current Matlab/Octave session before use
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\myitem Must run \texttt{dynare} or \texttt{dynare\_config} at least once in the current MATLAB/Octave session before use
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\myitem More complete information is included in the Dynare manual
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\end{itemize}
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\end{frame}
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@ -80,7 +80,7 @@
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\begin{frame}[fragile,t]
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\frametitle{A Programming Note (1/3)}
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\begin{itemize}
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\myitem Time series and dates (and reporting) are implemented as Matlab/Octave classes
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\myitem Time series and dates (and reporting) are implemented as MATLAB/Octave classes
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\myitem Inplace modification of instantiated objects not supported. Let me explain \dots
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\begin{itemize}
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\myitem A class is a template for defining objects, defining their member
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@ -115,7 +115,7 @@ X =
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\frametitle{A Programming Note (2/3)}
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\begin{itemize}
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\item[] \begin{itemize}
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\myitem But! For Matlab/Octave's implementation of classes this is not the
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\myitem But! For MATLAB/Octave's implementation of classes this is not the
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case as it does not support inplace modification
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\begin{verbatim}
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>> X.multiplyByTwo()
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@ -183,7 +183,7 @@ X =
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\begin{frame}[fragile,t]
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\frametitle{Creating a new \texttt{dates} object in Matlab/Octave}
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\frametitle{Creating a new \texttt{dates} object in MATLAB/Octave}
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\begin{itemize}
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\myitem{A single date}
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\begin{alltt}
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@ -429,7 +429,7 @@ would be transformed into
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\begin{frame}[fragile,t]
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\frametitle{Creating a new \texttt{dseries} object (2/2)}
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Load series from CSV/spreadsheet (\texttt{.csv, .xls}) or Matlab file (\texttt{.m, .mat})
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Load series from CSV/spreadsheet (\texttt{.csv, .xls}) or MATLAB file (\texttt{.m, .mat})
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\begin{itemize}
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\myitem Syntax:
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\begin{alltt}
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@ -646,7 +646,7 @@ the time range of \verb+vs+ will be the union of \verb+ts.dates+ and
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\begin{itemize}
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\myitem You can easily modify the Ti$k$Z graph if the option you want is not in Dynare
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\end{itemize}
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\myitem Works with Matlab \& Octave
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\myitem Works with MATLAB \& Octave
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\myitem Works much faster than similar softawre
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\myitem NB: Must install a \LaTeX\ distribution to compile reports
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\begin{itemize}
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@ -203,18 +203,18 @@ institutions who cannot afford, or do not want to pay for, MATLAB and
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are willing to bear the concomitant performance loss.
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The development of Dynare is mainly done at
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@uref{http://www.cepremap.ens.fr, Cepremap} by a core team of
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@uref{http://www.cepremap.ens.fr, CEPREMAP} by a core team of
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researchers who devote part of their time to software
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development. Currently the development team of Dynare is composed of
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Stéphane Adjemian (Université du Maine, Gains and Cepremap), Houtan
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Bastani (Cepremap), Michel Juillard (Banque de France), Frédéric
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Karamé (Université d'Évry, Epee and Cepremap), Junior Maih (Norges
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Bank), Ferhat Mihoubi (Université d'Évry, Epee and Cepremap), George
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Perendia, Marco Ratto (JRC) and Sébastien Villemot (Cepremap and Paris
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School of Economics). Financial support is provided by Cepremap,
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Stéphane Adjemian (Université du Maine, Gains and CEPREMAP), Houtan
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Bastani (CEPREMAP), Michel Juillard (Banque de France), Frédéric
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Karamé (Université d'Évry, Epee and CEPREMAP), Junior Maih (Norges
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Bank), Ferhat Mihoubi (Université d'Évry, Epee and CEPREMAP), George
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Perendia, Marco Ratto (JRC) and Sébastien Villemot (CEPREMAP and Paris
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School of Economics). Financial support is provided by CEPREMAP,
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Banque de France and DSGE-net (an international research network for
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DSGE modeling). Increasingly, the developer base is expanding, as
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tools developed by researchers outside of Cepremap are integrated into
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tools developed by researchers outside of CEPREMAP are integrated into
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Dynare.
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Interaction between developers and users of Dynare is central to the
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@ -55,9 +55,9 @@ Dynare misc commands
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.. matcomm:: internals FLAG ROUTINENAME[.m]|MODFILENAME
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|br| Depending on the value of ``FLAG``, the ``internals`` command
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can be used to run unitary tests specific to a Matlab/Octave
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can be used to run unitary tests specific to a MATLAB/Octave
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routine (if available), to display documentation about a
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Matlab/Octave routine, or to extract some informations about the
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MATLAB/Octave routine, or to extract some informations about the
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state of Dynare.
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*Flags*
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@ -93,7 +93,7 @@ Dynare misc commands
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>> internals --doc ../matlab/fr/ROUTINENAME
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At this time, will work properly for only a small number
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of routines. At the top of the (available) Matlab/Octave
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of routines. At the top of the (available) MATLAB/Octave
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routines a commented block for the internal documentation
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is written in the GNU texinfo documentation format. This
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block is processed by calling texinfo from
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@ -114,7 +114,7 @@ Dynare misc commands
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``--load-mh-history``
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|br| Loads into the Matlab/Octave’s workspace informations
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|br| Loads into the MATLAB/Octave’s workspace informations
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about the previously saved MCMC draws generated by a ``.mod``
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file named MODFILENAME.
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@ -67,7 +67,7 @@ be under ``/usr/share/doc/dynare-doc``.
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On macOS
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--------
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To install Dynare for use with Matlab, execute the automated installer
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To install Dynare for use with MATLAB, execute the automated installer
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called ``dynare-4.x.y.pkg`` (where *4.x.y* is the version number), and
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follow the instructions. The default installation directory is
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``/Applications/Dynare/4.x.y`` (please refer to the `Dynare wiki`_ for
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@ -63,15 +63,15 @@ to bear the concomitant performance loss.
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The development of Dynare is mainly done at `CEPREMAP`_ by a core team
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of researchers who devote part of their time to software
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development. Currently the development team of Dynare is composed of
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Stéphane Adjemian (Université du Maine, Gains and Cepremap), Houtan
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Bastani (Cepremap), Michel Juillard (Banque de France), Frédéric
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Karamé (Université du Maine, Gains and Cepremap), Junior Maih (Norges
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Stéphane Adjemian (Université du Maine, Gains and CEPREMAP), Houtan
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Bastani (CEPREMAP), Michel Juillard (Banque de France), Frédéric
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Karamé (Université du Maine, Gains and CEPREMAP), Junior Maih (Norges
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Bank), Ferhat Mihoubi (Université Paris-Est Créteil, Érudite and
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Cepremap), Johannes Pfeifer (University of Cologne), Marco Ratto
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CEPREMAP), Johannes Pfeifer (University of Cologne), Marco Ratto
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(European Commission, Joint Research Centre - JRC) and Sébastien
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Villemot (Cepremap). Increasingly, the developer base is expanding, as
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tools developed by researchers outside of Cepremap are integrated into
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Dynare. Financial support is provided by Cepremap, Banque de France
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Villemot (CEPREMAP). Increasingly, the developer base is expanding, as
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tools developed by researchers outside of CEPREMAP are integrated into
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Dynare. Financial support is provided by CEPREMAP, Banque de France
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and DSGE-net (an international research network for DSGE modeling).
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Interaction between developers and users of Dynare is central to the
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@ -40,7 +40,7 @@ added to this ``Page`` until another ``Page`` is added to the report
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at the end of the section.
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Options to methods are passed differently than those to Dynare
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commands. They take the form of named options to Matlab functions
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commands. They take the form of named options to MATLAB functions
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where the arguments come in pairs
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(e.g. ``function_name(`option_1_name', `option_1_value',
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`option_2_name', `option_2_value', ...)``, where ``option_X_name`` is
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@ -821,7 +821,7 @@ and a clarifying example.
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.. option:: showReport, BOOLEAN
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Open the compiled report (works on Windows and macOS on
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Matlab). Default: ``true``.
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MATLAB). Default: ``true``.
|
||||
|
||||
|
||||
*Example*
|
||||
|
|
|
@ -111,7 +111,7 @@ by the ``dynare`` command.
|
|||
By default, ``dynare`` will issue a ``clear all`` command to
|
||||
MATLAB (<R2015b) or Octave, thereby deleting all workspace
|
||||
variables and functions; this option instructs ``dynare`` not
|
||||
to clear the workspace. Note that starting with Matlab 2015b
|
||||
to clear the workspace. Note that starting with MATLAB 2015b
|
||||
``dynare`` only deletes the global variables and the functions
|
||||
using persistent variables, in order to benefit from the JIT
|
||||
(Just In Time) compilation. In this case the option instructs
|
||||
|
@ -265,13 +265,13 @@ by the ``dynare`` command.
|
|||
|
||||
.. option:: nopathchange
|
||||
|
||||
By default Dynare will change Matlab/Octave’s path if
|
||||
By default Dynare will change MATLAB/Octave’s path if
|
||||
``dynare/matlab`` directory is not on top and if Dynare’s
|
||||
routines are overriden by routines provided in other
|
||||
toolboxes. If one wishes to override Dynare’s routines, the
|
||||
``nopathchange`` options can be used. Alternatively, the path
|
||||
can be temporarly modified by the user at the top of the
|
||||
``.mod`` file (using Matlab/Octave’s ``addpath`` command).
|
||||
``.mod`` file (using MATLAB/Octave’s ``addpath`` command).
|
||||
|
||||
.. option:: nopreprocessoroutput
|
||||
|
||||
|
@ -287,7 +287,7 @@ by the ``dynare`` command.
|
|||
|
||||
.. option:: matlabroot=<<path>>
|
||||
|
||||
The path to the Matlab installation for use with
|
||||
The path to the MATLAB installation for use with
|
||||
:opt:`use_dll`. Dynare is able to set this automatically,
|
||||
so you should not need to set it yourself.
|
||||
|
||||
|
@ -505,7 +505,7 @@ parser would continue processing.
|
|||
|
||||
It is also helpful to keep in mind that any piece of code that does not violate
|
||||
Dynare syntax, but at the same time is not recognized by the parser, is interpreted
|
||||
as native Matlab code. This code will be directly passed to the ``driver`` script.
|
||||
as native MATLAB code. This code will be directly passed to the ``driver`` script.
|
||||
Investigating ``driver.m`` file then helps with debugging. Such problems most often
|
||||
occur when defined variable or parameter names have been misspelled so that Dynare's
|
||||
parser is unable to recognize them.
|
||||
|
|
|
@ -337,12 +337,12 @@ set up Dynare for parallel execution.
|
|||
Key+Pause to open the System Configuration, then go to Advanced
|
||||
-> Environment Variables -> Path).
|
||||
5. Restart your computer to make the path change effective.
|
||||
6. Open Matlab and type into the command window::
|
||||
6. Open MATLAB and type into the command window::
|
||||
|
||||
!psexec
|
||||
|
||||
This executes the ``psexec.exe`` from PSTools on your system
|
||||
and shows whether Dynare will be able to locate it. If Matlab
|
||||
and shows whether Dynare will be able to locate it. If MATLAB
|
||||
complains at this stage, you did not correctly set your Windows
|
||||
system path for the ``PSTools`` folder.
|
||||
7. If ``psexec.exe`` was located in the previous step, a popup
|
||||
|
@ -380,7 +380,7 @@ set up Dynare for parallel execution.
|
|||
ComputerName=localhost
|
||||
#cores to be included from this node
|
||||
CPUnbr=[1:2]
|
||||
#path to matlab.exe; on Windows, theMatlab bin folder is in the system path
|
||||
#path to matlab.exe; on Windows, the MATLAB bin folder is in the system path
|
||||
#so we only need to provide the name of the exe file
|
||||
MatlabOctavePath=matlab
|
||||
#Dynare path you are using
|
||||
|
|
|
@ -21,7 +21,7 @@ are terminated by ``end;``.
|
|||
|
||||
If Dynare encounters an unknown expression at the beginning of a line
|
||||
or after a semicolon, it will parse the rest of that line as native
|
||||
Matlab code, even if there are more statements separated by semicolons
|
||||
MATLAB code, even if there are more statements separated by semicolons
|
||||
present. To prevent cryptic error messages, it is strongly recommended
|
||||
to always only put one statement/command into each line and start a
|
||||
new line after each semicolon. [#feol]_
|
||||
|
@ -83,7 +83,7 @@ functions that may be called by Dynare or user-defined steady state
|
|||
files, it is recommended to avoid using the name of MATLAB
|
||||
functions. In particular when working with steady state files, do not
|
||||
use correctly-spelled greek names like `alpha`, because there are
|
||||
Matlab functions of the same name. Rather go for ``alppha`` or
|
||||
MATLAB functions of the same name. Rather go for ``alppha`` or
|
||||
``alph``. Lastly, please do not name a variable or parameter
|
||||
``i``. This may interfere with the imaginary number i and the index in
|
||||
many loops. Rather, name investment ``invest``. Using ``inv`` is also
|
||||
|
@ -2168,7 +2168,7 @@ Finding the steady state with Dynare nonlinear solver
|
|||
to download the solver’s most current version yourself
|
||||
from `http://pages.cs.wisc.edu/~ferris/path.html
|
||||
<http://pages.cs.wisc.edu/~ferris/path.html>`__ and
|
||||
place it in Matlab’s search path.
|
||||
place it in MATLAB’s search path.
|
||||
|
||||
|br| Default value is ``4``.
|
||||
|
||||
|
@ -4984,7 +4984,7 @@ block decomposition of the model (see :opt:`block`).
|
|||
|
||||
Triggers three types of Hessian
|
||||
computations. ``0``: outer product gradient; ``1``:
|
||||
default DYNARE Hessian routine; ``2``: ’mixed’
|
||||
default Dynare Hessian routine; ``2``: ’mixed’
|
||||
outer product gradient, where diagonal elements are
|
||||
obtained using second order derivation formula and
|
||||
outer product is used for correlation
|
||||
|
@ -4992,7 +4992,7 @@ block decomposition of the model (see :opt:`block`).
|
|||
univariate filters, to ensure using maximum number
|
||||
of individual densities and a positive definite
|
||||
Hessian. Both {0} and {2} are quicker than default
|
||||
DYNARE numeric Hessian, but provide decent starting
|
||||
Dynare numeric Hessian, but provide decent starting
|
||||
values for Metropolis for large models (option {2}
|
||||
being more accurate than {0}). Default: ``1``.
|
||||
|
||||
|
@ -6915,7 +6915,7 @@ Shock Decomposition
|
|||
.. option:: colormap = STRING
|
||||
|
||||
Controls the ``colormap`` used for the shocks decomposition
|
||||
graphs. See colormap in Matlab/Octave manual for valid
|
||||
graphs. See colormap in MATLAB/Octave manual for valid
|
||||
arguments.
|
||||
|
||||
.. option:: nograph
|
||||
|
@ -7794,7 +7794,7 @@ variables. This shocks are described using the function
|
|||
for a perfectly anticipated shock. The fourth argument indicates
|
||||
the period of the shock using a dates class (see :ref:`dates class
|
||||
members <dates-members>`). The last argument is the shock path
|
||||
indicated as a Matlab vector of double. This function return the
|
||||
indicated as a MATLAB vector of double. This function return the
|
||||
handle of the updated forecast scenario.
|
||||
|
||||
The forecast scenario can also contain a constrained path on an
|
||||
|
@ -7817,7 +7817,7 @@ is described with the function ``flip_plan``:
|
|||
argument indicates the period where the path of the endogenous
|
||||
variable is constrained using a dates class (see :ref:`dates class
|
||||
members <dates-members>`). The last argument contains the
|
||||
constrained path as a Matlab vector of double. This function
|
||||
constrained path as a MATLAB vector of double. This function
|
||||
return the handle of the updated forecast scenario.
|
||||
|
||||
Once the forecast scenario if fully described, the forecast is
|
||||
|
@ -9037,7 +9037,7 @@ Types of analysis and output files
|
|||
|
||||
The sensitivity analysis toolbox includes several types of
|
||||
analyses. Sensitivity analysis results are saved locally in
|
||||
``<mod_file>/gsa``, where ``<mod_file>.mod`` is the name of the DYNARE
|
||||
``<mod_file>/gsa``, where ``<mod_file>.mod`` is the name of the Dynare
|
||||
model file.
|
||||
|
||||
Sampling
|
||||
|
|
|
@ -8,7 +8,7 @@
|
|||
Time Series
|
||||
###########
|
||||
|
||||
Dynare provides a Matlab/Octave class for handling time series data,
|
||||
Dynare provides a MATLAB/Octave class for handling time series data,
|
||||
which is based on a class for handling dates. Dynare also provides a
|
||||
new type for dates, so that the basic user does not have to worry
|
||||
about class and methods for dates. Below, you will first find the
|
||||
|
@ -32,7 +32,7 @@ quarterly, monthly or weekly dates using the following syntax::
|
|||
1990W49
|
||||
|
||||
Behind the scene, Dynare’s preprocessor translates these expressions
|
||||
into instantiations of the Matlab/Octave’s class ``dates`` described
|
||||
into instantiations of the MATLAB/Octave’s class ``dates`` described
|
||||
below. Basic operations can be performed on dates:
|
||||
|
||||
**plus binary operator (+)**
|
||||
|
@ -126,7 +126,7 @@ below. Basic operations can be performed on dates:
|
|||
and ones.
|
||||
|
||||
One can select an element, or some elements, in a ``dates`` object as
|
||||
he would extract some elements from a vector in Matlab/Octave. Let ``a
|
||||
he would extract some elements from a vector in MATLAB/Octave. Let ``a
|
||||
= 1950Q1:1951Q1`` be a ``dates`` object, then ``a(1)==1950Q1`` returns
|
||||
``1``, ``a(end)==1951Q1`` returns ``1`` and ``a(end-1:end)`` selects
|
||||
the two last elements of ``a`` (by instantiating the ``dates`` object
|
||||
|
@ -146,7 +146,7 @@ Dynare will translate this as::
|
|||
disp('Initial period is dates('1950Q1')');
|
||||
|
||||
which will lead to a crash because this expression is illegal in
|
||||
Matlab. For this situation, Dynare provides the ``$`` escape
|
||||
MATLAB. For this situation, Dynare provides the ``$`` escape
|
||||
parameter. The following expression::
|
||||
|
||||
disp('Initial period is $1950Q1');
|
||||
|
@ -253,7 +253,7 @@ The dates class
|
|||
|
||||
|
||||
A list of the available methods, by alphabetical order, is given
|
||||
below. Note that the Matlab/Octave classes do not allow in place
|
||||
below. Note that the MATLAB/Octave classes do not allow in place
|
||||
modifications: when a method is applied to an object a new object
|
||||
is instantiated. For instance, to apply the method
|
||||
``multiplybytwo`` to an object ``X`` we write::
|
||||
|
@ -295,7 +295,7 @@ The dates class
|
|||
.. datesmethod:: C = colon (A, B)
|
||||
C = colon (A, i, B)
|
||||
|
||||
|br| Overloads the Matlab/Octave colon (``:``) operator. A and B
|
||||
|br| Overloads the MATLAB/Octave colon (``:``) operator. A and B
|
||||
are ``dates`` objects. The optional increment ``i`` is a
|
||||
scalar integer (default value is ``i=1``). This method returns
|
||||
a ``dates`` object and can be used to create ranges of dates.
|
||||
|
@ -314,7 +314,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: B = double (A)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``double`` function. ``A`` is
|
||||
|br| Overloads the MATLAB/Octave ``double`` function. ``A`` is
|
||||
a ``dates`` object. The method returns a floating point
|
||||
representation of a ``dates`` object, the integer and
|
||||
fractional parts respectively corresponding to the year and
|
||||
|
@ -339,7 +339,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: C = eq (A, B)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``eq`` (equal, ``==``)
|
||||
|br| Overloads the MATLAB/Octave ``eq`` (equal, ``==``)
|
||||
operator. ``dates`` objects ``A`` and ``B`` must have the same
|
||||
number of elements (say, ``n``). The returned argument is a
|
||||
``n`` by ``1`` vector of zeros and ones. The i-th element of
|
||||
|
@ -362,7 +362,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: C = ge (A, B)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``ge`` (greater or equal,
|
||||
|br| Overloads the MATLAB/Octave ``ge`` (greater or equal,
|
||||
``>=``) operator. ``dates`` objects ``A`` and ``B`` must have
|
||||
the same number of elements (say, ``n``). The returned
|
||||
argument is a ``n`` by ``1`` vector of zeros and ones. The
|
||||
|
@ -385,7 +385,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: C = gt (A, B)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``gt`` (greater than, ``>``)
|
||||
|br| Overloads the MATLAB/Octave ``gt`` (greater than, ``>``)
|
||||
operator. ``dates`` objects ``A`` and ``B`` must have the same
|
||||
number of elements (say, ``n``). The returned argument is a
|
||||
``n`` by ``1`` vector of zeros and ones. The i-th element of
|
||||
|
@ -408,7 +408,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: D = horzcat (A, B, C, ...)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``horzcat`` operator. All the
|
||||
|br| Overloads the MATLAB/Octave ``horzcat`` operator. All the
|
||||
input arguments must be ``dates`` objects. The returned
|
||||
argument is a ``dates`` object gathering all the dates given
|
||||
in the input arguments (repetitions are not removed).
|
||||
|
@ -426,7 +426,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: C = intersect (A, B)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``intersect`` function. All
|
||||
|br| Overloads the MATLAB/Octave ``intersect`` function. All
|
||||
the input arguments must be ``dates`` objects. The returned
|
||||
argument is a ``dates`` object gathering all the common dates
|
||||
given in the input arguments. If ``A`` and ``B`` are disjoint
|
||||
|
@ -447,7 +447,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: C = setdiff (A, B)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``setdiff`` function. All the
|
||||
|br| Overloads the MATLAB/Octave ``setdiff`` function. All the
|
||||
input arguments must be ``dates`` objects. The returned
|
||||
argument is a ``dates`` object all dates present in ``A`` but
|
||||
not in ``B``. If ``A`` and ``B`` are disjoint ``dates``
|
||||
|
@ -469,7 +469,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: B = isempty (A)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``isempty`` function for ``dates``
|
||||
|br| Overloads the MATLAB/Octave ``isempty`` function for ``dates``
|
||||
objects``.
|
||||
|
||||
*Example*
|
||||
|
@ -486,7 +486,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: C = isequal (A, B)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``isequal`` function for
|
||||
|br| Overloads the MATLAB/Octave ``isequal`` function for
|
||||
``dates`` objects.
|
||||
|
||||
*Example*
|
||||
|
@ -503,7 +503,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: C = le (A, B)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``le`` (less or equal,
|
||||
|br| Overloads the MATLAB/Octave ``le`` (less or equal,
|
||||
``<=``) operator. ``dates`` objects ``A`` and ``B`` must have
|
||||
the same number of elements (say, ``n``). The returned
|
||||
argument is a ``n`` by ``1`` vector of zeros and ones. The
|
||||
|
@ -526,7 +526,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: B = length (A)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``length`` function. Returns the
|
||||
|br| Overloads the MATLAB/Octave ``length`` function. Returns the
|
||||
number of dates in ``dates`` object ``A`` (``B`` is a scalar
|
||||
integer).
|
||||
|
||||
|
@ -544,7 +544,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: C = lt (A, B)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``lt`` (less than, ``<``)
|
||||
|br| Overloads the MATLAB/Octave ``lt`` (less than, ``<``)
|
||||
operator. ``dates`` objects ``A`` and ``B`` must have the same
|
||||
number of elements (say, ``n``). The returned argument is a
|
||||
``n`` by ``1`` vector of zeros and ones. The i-th element of
|
||||
|
@ -567,7 +567,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: D = max (A, B, C, ...)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``max`` function. All input
|
||||
|br| Overloads the MATLAB/Octave ``max`` function. All input
|
||||
arguments must be ``dates`` objects. The function returns a
|
||||
single element ``dates`` object containing the greatest date.
|
||||
|
||||
|
@ -582,7 +582,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: D = min (A, B, C, ...)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``min`` function. All input
|
||||
|br| Overloads the MATLAB/Octave ``min`` function. All input
|
||||
arguments must be ``dates`` objects. The function returns a
|
||||
single element ``dates`` object containing the smallest date.
|
||||
|
||||
|
@ -597,7 +597,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: C = minus (A, B)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``minus`` operator
|
||||
|br| Overloads the MATLAB/Octave ``minus`` operator
|
||||
(``-``). If both input arguments are ``dates`` objects, then
|
||||
number of periods between ``A`` and ``B`` is returned (so that
|
||||
``A+C=B``). If ``B`` is a vector of integers, the minus
|
||||
|
@ -624,7 +624,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: C = ne (A, B)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``ne`` (not equal, ``~=``)
|
||||
|br| Overloads the MATLAB/Octave ``ne`` (not equal, ``~=``)
|
||||
operator. ``dates`` objects ``A`` and ``B`` must have the same
|
||||
number of elements (say, ``n``) or one of the inputs must be a
|
||||
single element ``dates`` object. The returned argument is a
|
||||
|
@ -648,7 +648,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: C = plus (A, B)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``plus`` operator (``+``). If
|
||||
|br| Overloads the MATLAB/Octave ``plus`` operator (``+``). If
|
||||
both input arguments are ``dates`` objects, then the method
|
||||
combines ``A`` and ``B`` without removing repetitions. If
|
||||
``B`` is a vector of integers, the ``plus`` operator shifts
|
||||
|
@ -709,7 +709,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: B = uminus (A)
|
||||
|
||||
|br| Overloads the Matlab/Octave unary minus operator. Returns
|
||||
|br| Overloads the MATLAB/Octave unary minus operator. Returns
|
||||
a ``dates`` object with elements shifted one period backward.
|
||||
|
||||
*Example*
|
||||
|
@ -723,7 +723,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: D = union (A, B, C, ...)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``union`` function. Returns a
|
||||
|br| Overloads the MATLAB/Octave ``union`` function. Returns a
|
||||
``dates`` object with elements sorted by increasing order
|
||||
(repetitions are removed, to keep the repetitions use the
|
||||
``horzcat`` or ``plus`` operators).
|
||||
|
@ -740,7 +740,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: B = unique (A)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``unique`` function. Returns
|
||||
|br| Overloads the MATLAB/Octave ``unique`` function. Returns
|
||||
a ``dates`` object with repetitions removed (only the last
|
||||
occurence of a date is kept).
|
||||
|
||||
|
@ -755,7 +755,7 @@ The dates class
|
|||
|
||||
.. datesmethod:: B = uplus (A)
|
||||
|
||||
|br| Overloads the Matlab/Octave unary plus operator. Returns
|
||||
|br| Overloads the MATLAB/Octave unary plus operator. Returns
|
||||
a ``dates`` object with elements shifted one period ahead.
|
||||
|
||||
*Example*
|
||||
|
@ -774,8 +774,8 @@ The dseries class
|
|||
|
||||
.. class:: dseries
|
||||
|
||||
|br| The Matlab/Octave ``dseries`` class handles time series
|
||||
data. As any Matlab/Octave statements, this class can be used in a
|
||||
|br| The MATLAB/Octave ``dseries`` class handles time series
|
||||
data. As any MATLAB/Octave statements, this class can be used in a
|
||||
Dynare’s mod file. A ``dseries`` object has six members:
|
||||
|
||||
:arg name: A ``nobs*1`` cell of strings or a ``nobs*p`` character
|
||||
|
@ -1046,7 +1046,7 @@ The dseries class
|
|||
|
||||
.. dseriesmethod:: B = cumprod(A[, d[, v]])
|
||||
|
||||
|br| Overloads the Matlab/Octave ``cumprod`` function for
|
||||
|br| Overloads the MATLAB/Octave ``cumprod`` function for
|
||||
``dseries`` objects. The cumulated product cannot be computed
|
||||
if the variables in ``dseries`` object ``A`` have NaNs. If a
|
||||
``dates`` object ``d`` is provided as a second argument, then
|
||||
|
@ -1108,7 +1108,7 @@ The dseries class
|
|||
|
||||
.. dseriesmethod:: B = cumsum(A[, d[, v]])
|
||||
|
||||
|br| Overloads the Matlab/Octave ``cumsum`` function for
|
||||
|br| Overloads the MATLAB/Octave ``cumsum`` function for
|
||||
``dseries`` objects. The cumulated sum cannot be computed if
|
||||
the variables in ``dseries`` object ``A`` have NaNs. If a
|
||||
``dates`` object ``d`` is provided as a second argument, then
|
||||
|
@ -1179,7 +1179,7 @@ The dseries class
|
|||
|
||||
.. dseriesmethod:: C = eq(A, B)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``eq`` (equal, ``==``)
|
||||
|br| Overloads the MATLAB/Octave ``eq`` (equal, ``==``)
|
||||
operator. ``dseries`` objects ``A`` and ``B`` must have the
|
||||
same number of observations (say, :math:`T`) and variables
|
||||
(:math:`N`). The returned argument is a :math:`T \times N`
|
||||
|
@ -1204,7 +1204,7 @@ The dseries class
|
|||
|
||||
.. dseriesmethod:: B = exp(A)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``exp`` function for
|
||||
|br| Overloads the MATLAB/Octave ``exp`` function for
|
||||
``dseries`` objects.
|
||||
|
||||
*Example*
|
||||
|
@ -1247,7 +1247,7 @@ The dseries class
|
|||
creation of sub-objects, the ``dseries`` class overloads the
|
||||
curly braces (``D = extract (A, B, C)`` is equivalent to ``D =
|
||||
A{B,C}``) and allows implicit loops (defined between a pair of
|
||||
``@`` symbol, see examples below) or Matlab/Octave’s regular
|
||||
``@`` symbol, see examples below) or MATLAB/Octave’s regular
|
||||
expressions (introduced by square brackets).
|
||||
|
||||
*Example*
|
||||
|
@ -1301,7 +1301,7 @@ The dseries class
|
|||
|
||||
.. dseriesmethod:: D = horzcat(A, B[, ...])
|
||||
|
||||
|br| Overloads the ``horzcat`` Matlab/Octave’s method for
|
||||
|br| Overloads the ``horzcat`` MATLAB/Octave’s method for
|
||||
``dseries`` objects. Returns a ``dseries`` object ``D``
|
||||
containing the variables in ``dseries`` objects passed as
|
||||
inputs: ``A, B, ...`` If the inputs are not defined on the
|
||||
|
@ -1452,13 +1452,13 @@ The dseries class
|
|||
|
||||
.. dseriesmethod:: B = isempty(A)
|
||||
|
||||
|br| Overloads the Matlab/octave’s ``isempty`` function. Returns
|
||||
|br| Overloads the MATLAB/octave’s ``isempty`` function. Returns
|
||||
``1`` if ``dseries`` object ``A`` is empty, ``0`` otherwise.
|
||||
|
||||
|
||||
.. dseriesmethod:: C = isequal(A,B)
|
||||
|
||||
|br| Overloads the Matlab/octave’s ``isequal`` function. Returns
|
||||
|br| Overloads the MATLAB/octave’s ``isequal`` function. Returns
|
||||
``1`` if ``dseries`` objects ``A`` and ``B`` are identical, ``0``
|
||||
otherwise.
|
||||
|
||||
|
@ -1601,7 +1601,7 @@ The dseries class
|
|||
|
||||
.. dseriesmethod:: B = log(A)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``log`` function for
|
||||
|br| Overloads the MATLAB/Octave ``log`` function for
|
||||
``dseries`` objects.
|
||||
|
||||
*Example*
|
||||
|
@ -1775,7 +1775,7 @@ The dseries class
|
|||
|
||||
|br| Overloads the ``mrdivide`` (``/``) operator for
|
||||
``dseries`` objects, element by element division (like the
|
||||
``./`` Matlab/Octave operator). If both ``A`` and ``B`` are
|
||||
``./`` MATLAB/Octave operator). If both ``A`` and ``B`` are
|
||||
``dseries`` objects, they do not need to be defined over the
|
||||
same time ranges. If ``A`` and ``B`` are ``dseries`` objects
|
||||
with :math:`T_A` and :math:`T_B` observations and :math:`N_A`
|
||||
|
@ -1826,7 +1826,7 @@ The dseries class
|
|||
.. dseriesmethod:: C = mtimes(A, B)
|
||||
|
||||
|br| Overloads the ``mtimes`` (``*``) operator for ``dseries``
|
||||
objects and the Hadammard product (the .* Matlab/Octave
|
||||
objects and the Hadammard product (the .* MATLAB/Octave
|
||||
operator). If both ``A`` and ``B`` are ``dseries`` objects,
|
||||
they do not need to be defined over the same time ranges. If
|
||||
``A`` and ``B`` are ``dseries`` objects with :math:`T_A` and
|
||||
|
@ -1855,7 +1855,7 @@ The dseries class
|
|||
|
||||
.. dseriesmethod:: C = ne(A, B)
|
||||
|
||||
|br| Overloads the Matlab/Octave ``ne`` (not equal, ``~=``)
|
||||
|br| Overloads the MATLAB/Octave ``ne`` (not equal, ``~=``)
|
||||
operator. ``dseries`` objects ``A`` and ``B`` must have the
|
||||
same number of observations (say, :math:`T`) and variables
|
||||
(:math:`N`). The returned argument is a :math:`T` by :math:`N`
|
||||
|
@ -1900,19 +1900,19 @@ The dseries class
|
|||
h = plot(A[, ...])
|
||||
h = plot(A, B[, ...])
|
||||
|
||||
|br| Overloads Matlab/Octave’s ``plot`` function for
|
||||
``dseries`` objects. Returns a Matlab/Octave plot handle, that
|
||||
|br| Overloads MATLAB/Octave’s ``plot`` function for
|
||||
``dseries`` objects. Returns a MATLAB/Octave plot handle, that
|
||||
can be used to modify the properties of the plotted time
|
||||
series. If only one ``dseries`` object, ``A``, is passed as
|
||||
argument, then the plot function will put the associated dates
|
||||
on the x-abscissa. If this ``dseries`` object contains only
|
||||
one variable, additional arguments can be passed to modify the
|
||||
properties of the plot (as one would do with the
|
||||
Matlab/Octave’s version of the plot function). If ``dseries``
|
||||
MATLAB/Octave’s version of the plot function). If ``dseries``
|
||||
object ``A`` contains more than one variable, it is not
|
||||
possible to pass these additional arguments and the properties
|
||||
of the plotted time series must be modified using the returned
|
||||
plot handle and the Matlab/Octave ``set`` function (see
|
||||
plot handle and the MATLAB/Octave ``set`` function (see
|
||||
example below). If two ``dseries`` objects, ``A`` and ``B``,
|
||||
are passed as input arguments, the plot function will plot the
|
||||
variables in ``A`` against the variables in ``B`` (the number
|
||||
|
@ -1920,7 +1920,7 @@ The dseries class
|
|||
error is issued). Again, if each object contains only one
|
||||
variable, additional arguments can be passed to modify the
|
||||
properties of the plotted time series, otherwise the
|
||||
Matlab/Octave ``set`` command has to be used.
|
||||
MATLAB/Octave ``set`` command has to be used.
|
||||
|
||||
*Example*
|
||||
|
||||
|
@ -1940,7 +1940,7 @@ The dseries class
|
|||
|
||||
If one wants to modify the properties of the plotted time
|
||||
series (line style, colours, ...), the set function can be
|
||||
used (see Matlab’s documentation)::
|
||||
used (see MATLAB’s documentation)::
|
||||
|
||||
>> set(h(1),'-k','linewidth',2);
|
||||
>> set(h(2),'--r');
|
||||
|
@ -2116,10 +2116,10 @@ The dseries class
|
|||
|
||||
.. dseriesmethod:: save(A, basename[, format])
|
||||
|
||||
|br| Overloads the Matlab/Octave ``save`` function and saves
|
||||
|br| Overloads the MATLAB/Octave ``save`` function and saves
|
||||
``dseries`` object ``A`` to disk. Possible formats are ``csv``
|
||||
(this is the default), ``m`` (Matlab/Octave script), and
|
||||
``mat`` (Matlab binary data file). The name of the file
|
||||
(this is the default), ``m`` (MATLAB/Octave script), and
|
||||
``mat`` (MATLAB binary data file). The name of the file
|
||||
without extension is specified by ``basename``.
|
||||
|
||||
*Example*
|
||||
|
@ -2136,7 +2136,7 @@ The dseries class
|
|||
1Y, 1, 1
|
||||
2Y, 1, 1
|
||||
|
||||
To create a Matlab/Octave script, the following command::
|
||||
To create a MATLAB/Octave script, the following command::
|
||||
|
||||
>> ts0.save('ts0','m');
|
||||
|
||||
|
@ -2188,7 +2188,7 @@ The dseries class
|
|||
|
||||
.. dseriesmethod:: [T, N ] = size(A[, dim])
|
||||
|
||||
Overloads the Matlab/Octave’s ``size`` function. Returns the
|
||||
Overloads the MATLAB/Octave’s ``size`` function. Returns the
|
||||
number of observations in ``dseries`` object ``A``
|
||||
(i.e. ``A.nobs``) and the number of variables
|
||||
(i.e. ``A.vobs``). If a second input argument is passed, the
|
||||
|
@ -2247,7 +2247,7 @@ The dseries class
|
|||
|
||||
.. dseriesmethod:: D = vertcat (A, B[, ...])
|
||||
|
||||
|br| Overloads the ``vertcat`` Matlab/Octave method for
|
||||
|br| Overloads the ``vertcat`` MATLAB/Octave method for
|
||||
``dseries`` objects. This method is used to append more
|
||||
observations to a ``dseries`` object. Returns a ``dseries``
|
||||
object ``D`` containing the variables in ``dseries`` objects
|
||||
|
|
|
@ -969,7 +969,7 @@ On the other hand, under the parallel implementation, a parallel monitoring plot
|
|||
|
||||
|
||||
\section{Parallel DYNARE: testing}
|
||||
We checked the new parallel platform for DYNARE performing a number of tests, using different models and computer architectures. We present here all tests performed with Windows Xp/Matlab. However, similar tests were performed successfully under Linux/Ubuntu environment.
|
||||
We checked the new parallel platform for DYNARE performing a number of tests, using different models and computer architectures. We present here all tests performed with Windows XP/MATLAB. However, similar tests were performed successfully under Linux/Ubuntu environment.
|
||||
In the Bayesian estimation of DSGE models with DYNARE, most of the computing time is devoted to the posterior parameter estimation with the Metropolis algorithm. The first and second tests are therefore focused on the parallelization of the Random Walking Metropolis Hastings algorithm (Sections \ref{s:test1}-\ref{s:test2}). In addition, further tests (Sections \ref{s:test3}-\ref{s:test4}) are devoted to test all the parallelized functions in DYNARE. Finally, we compare the two parallel implementations of the Metropolis Hastings algorithms, available in DYNARE: the Independent and the Random Walk (Section \ref{s:test5}).
|
||||
|
||||
\subsection{Test 1.}\label{s:test1}
|
||||
|
|
|
@ -128,7 +128,7 @@ which IRFs are calculated
|
|||
|
||||
<TR><TD><TD><TD> <TD>Added --order command line switch
|
||||
|
||||
<TR><TD><TD><TD> <TD>Added writing two Matlab files for steady state
|
||||
<TR><TD><TD><TD> <TD>Added writing two MATLAB files for steady state
|
||||
calcs
|
||||
|
||||
<TR><TD><TD><TD> <TD>Implemented optimal policy using keyword
|
||||
|
@ -216,8 +216,8 @@ file.
|
|||
resulting in an exception. The error occurred if a variable appeared
|
||||
at time t-1 or t+1 and not at t.
|
||||
|
||||
<TR><TD><TD><TD> <TD>Added Matlab interface, which allows simulation
|
||||
of a decision rule in Matlab.
|
||||
<TR><TD><TD><TD> <TD>Added MATLAB interface, which allows simulation
|
||||
of a decision rule in MATLAB.
|
||||
|
||||
<TR><TD><TD><TD> <TD>Got rid of Matrix Template Library.
|
||||
|
||||
|
|
|
@ -60,12 +60,12 @@ considerable memory improvement.</TD>
|
|||
<TR>
|
||||
<TD></TD>
|
||||
<TD></TD>
|
||||
<TD>MEX interface now links with LAPACK library from Matlab.</TD>
|
||||
<TD>MEX interface now links with LAPACK library from MATLAB.</TD>
|
||||
</TR>
|
||||
<TR>
|
||||
<TD></TD>
|
||||
<TD></TD>
|
||||
<TD>Added a hack to MEX library loading in order to avoid Matlab crash in Wins.</TD>
|
||||
<TD>Added a hack to MEX library loading in order to avoid MATLAB crash in Wins.</TD>
|
||||
</TR>
|
||||
<TR>
|
||||
<TD>rel-2</TD>
|
||||
|
|
|
@ -155,13 +155,13 @@ dynare++ example1.mod
|
|||
}
|
||||
|
||||
When the program is finished, it produces two output files: a journal
|
||||
file {\tt example1.jnl} and a Matlab MAT-4 {\tt example1.mat}. The
|
||||
file {\tt example1.jnl} and a MATLAB MAT-4 {\tt example1.mat}. The
|
||||
journal file contains information about time, memory and processor
|
||||
resources needed for all steps of solution. The output file is more
|
||||
interesting. It contains various simulation results. It can be loaded
|
||||
into Matlab or Scilab and examined.%
|
||||
\footnote{For Matlab {\tt load example1.mat}, for Scilab {\tt
|
||||
mtlb\_load example1.mat}} The following examples are done in Matlab,
|
||||
into MATLAB or Scilab and examined.%
|
||||
\footnote{For MATLAB {\tt load example1.mat}, for Scilab {\tt
|
||||
mtlb\_load example1.mat}} The following examples are done in MATLAB,
|
||||
everything would be very similar in Scilab.
|
||||
|
||||
Let us first examine the contents of the MAT file:
|
||||
|
@ -189,7 +189,7 @@ dyn_i_NU dyn_nforw
|
|||
|
||||
All the variables coming from one MAT file have a common prefix. In
|
||||
this case it is {\tt dyn}, which is Dynare++ default. The prefix can
|
||||
be changed, so that the multiple results could be loaded into one Matlab
|
||||
be changed, so that the multiple results could be loaded into one MATLAB
|
||||
session.
|
||||
|
||||
In the default setup, Dynare++ solves the Taylor approximation to the
|
||||
|
@ -431,7 +431,7 @@ vcov = [
|
|||
}
|
||||
|
||||
After this model file has been run, we can load the resulting MAT-file
|
||||
into the Matlab (or Scilab) and examine its contents:
|
||||
into the MATLAB (or Scilab) and examine its contents:
|
||||
{\small
|
||||
\begin{verbatim}
|
||||
>> load kp1980_2.mat
|
||||
|
@ -856,9 +856,9 @@ if they are set in the {\tt initval} section. In other words, if a
|
|||
multiplier has been given a value in the {\tt initval} section, then
|
||||
the value is used, otherwise the calculated value is taken.
|
||||
|
||||
For even more difficult problems, Dynare++ generates two Matlab files
|
||||
For even more difficult problems, Dynare++ generates two MATLAB files
|
||||
calculating a residual of the static system and its derivative. These
|
||||
can be used in Matlab's {\tt fsolve} or other algorithm to get an
|
||||
can be used in MATLAB's {\tt fsolve} or other algorithm to get an
|
||||
exact solution of the deterministic steady state. See
|
||||
\ref{output_matlab_scripts} for more details.
|
||||
|
||||
|
@ -924,7 +924,7 @@ This section deals with Dynare++ input. The first subsection
|
|||
\ref{dynpp_opts} provides a list of command line options, next
|
||||
subsection \ref{dynpp_mod} deals with a format of Dynare++ model file,
|
||||
and the last subsection discusses incompatibilities between Dynare
|
||||
Matlab and Dynare++.
|
||||
MATLAB and Dynare++.
|
||||
|
||||
\subsection{Command Line Options}
|
||||
\label{dynpp_opts}
|
||||
|
@ -1143,7 +1143,7 @@ $t+1$. The realization of $u_t$ is included in the information set of
|
|||
$E_t$. See an explanation of Dynare++ timing on page \pageref{timing}.
|
||||
\end{itemize}
|
||||
|
||||
The model equations are formulated in the same way as in Matlab
|
||||
The model equations are formulated in the same way as in MATLAB
|
||||
Dynare. The time indexes different from $t$ are put to round
|
||||
parenthesis in this way: {\tt C(-1)}, {\tt C}, {\tt C(+1)}.
|
||||
|
||||
|
@ -1181,16 +1181,16 @@ Y-Y_SS = rho*(Y(-1)-Y_SS)+EPS;
|
|||
\end{verbatim}
|
||||
}
|
||||
|
||||
\subsection{Incompatibilities with Matlab Dynare}
|
||||
\subsection{Incompatibilities with MATLAB Dynare}
|
||||
|
||||
This section provides a list of incompatibilities between a model file
|
||||
for Dy\-na\-re++ and Matlab Dynare. These must be considered when a model
|
||||
file for Matlab Dynare is being migrated to Dynare++. The list is the
|
||||
for Dy\-na\-re++ and MATLAB Dynare. These must be considered when a model
|
||||
file for MATLAB Dynare is being migrated to Dynare++. The list is the
|
||||
following:
|
||||
\begin{itemize}
|
||||
\item There is no {\tt periods} keyword.
|
||||
\item The parameters cannot be lagged or leaded, I think that Dynare
|
||||
Matlab allows it, but the semantics is the same (parameter is a
|
||||
MATLAB allows it, but the semantics is the same (parameter is a
|
||||
constant).
|
||||
\item There are no commands like {\tt steady}, {\tt check}, {\tt
|
||||
simul}, {\tt stoch\_simul}, etc.
|
||||
|
@ -1218,7 +1218,7 @@ vcov = [
|
|||
There are three output files; a data file in MAT-4 format containing
|
||||
the output data (\ref{matfile}), a journal text file containing an
|
||||
information about the Dynare++ run (\ref{journalfile}), and a dump
|
||||
file (\ref{dumpfile}). Further, Dynare++ generates two Matlab script
|
||||
file (\ref{dumpfile}). Further, Dynare++ generates two MATLAB script
|
||||
files, which calculate a residual and the first derivative of the
|
||||
residual of the static system (\ref{output_matlab_scripts}). These are
|
||||
useful when calculating the deterministic steady state outside
|
||||
|
@ -1429,15 +1429,15 @@ of the planner.
|
|||
The dump file serves for debugging purposes, since it contains the
|
||||
mathematical problem which is being solved by dynare++.
|
||||
|
||||
\subsection{Matlab Scripts for Steady State Calculations}
|
||||
\subsection{MATLAB Scripts for Steady State Calculations}
|
||||
\label{output_matlab_scripts}
|
||||
|
||||
This section describes two Matlab scripts, which are useful when
|
||||
This section describes two MATLAB scripts, which are useful when
|
||||
calculating the deterministic steady state outside Dynare++. The
|
||||
scripts are created by Dynare++ as soon as an input file is parsed,
|
||||
that is before any calculations.
|
||||
|
||||
The first Matlab script having a name {\tt {\it modname}\_f.m} for
|
||||
The first MATLAB script having a name {\tt {\it modname}\_f.m} for
|
||||
given parameters values and given all endogenous variables $y$
|
||||
calculates a residual of the static system. Supposing the model is in
|
||||
the form of \eqref{focs}, the script calculates a vector:
|
||||
|
@ -1465,14 +1465,14 @@ For example, if we want to calculate the deterministic steady state of
|
|||
the {\tt kp1980.dyn} model, we need to do the following:
|
||||
\begin{enumerate}
|
||||
\item Run Dynare++ with {\tt kp1980.dyn}, no matter if the calculation
|
||||
has not been finished, important output are the two Matlab scripts
|
||||
has not been finished, important output are the two MATLAB scripts
|
||||
created just in the beginning.
|
||||
\item Consult file {\tt kp1980\_f.m}\ to get the ordering of parameters
|
||||
and all endogenous variables.
|
||||
\item Create a vector {\tt p} with the parameter values in the ordering
|
||||
\item Create a vector {\tt init\_y} with the initial guess for the
|
||||
Matlab solver {\tt fsolve}
|
||||
\item Create a simple Matlab function called {\tt kp1980\_fsolve.m}\
|
||||
MATLAB solver {\tt fsolve}
|
||||
\item Create a simple MATLAB function called {\tt kp1980\_fsolve.m}\
|
||||
returning the residual and Jacobian:
|
||||
{\small
|
||||
\begin{verbatim}
|
||||
|
@ -1481,7 +1481,7 @@ function [r, J] = kp1980_fsolve(p, y)
|
|||
J = kp1980_ff(p, y);
|
||||
\end{verbatim}
|
||||
}
|
||||
\item In the Matlab prompt, run the following:
|
||||
\item In the MATLAB prompt, run the following:
|
||||
{\small
|
||||
\begin{verbatim}
|
||||
opt=optimset('Jacobian','on','Display','iter');
|
||||
|
@ -1497,7 +1497,7 @@ y=fsolve(@(y) kp1980_fsolve(p,y), init_y, opt);
|
|||
When Dynare++ run is finished it dumps the derivatives of the
|
||||
calculated decision rule to the MAT file. The derivatives can be used
|
||||
for a construction of the decision rule and custom simulations can be
|
||||
run. This is done by {\tt dynare\_simul.m} M-file in Matlab. It reads
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run. This is done by {\tt dynare\_simul.m} M-file in MATLAB. It reads
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the derivatives and simulates the decision rule with provided
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realization of shocks.
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@ -17,7 +17,7 @@
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* and ii) solve a nonlinear equation using a numerical solver to find the steady
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* state of labor. It provides an example on how the steady state file can be used
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* to circumvent some of the limitation of Dynare mod-file by accessing an external
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* file that allows calling general Matlab routines. These capacities will mostly be
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* file that allows calling general MATLAB routines. These capacities will mostly be
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* interesting for power users. If one just wants to provide analytical steady state
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* values and update parameters, the steady_state_model-block allows an easy and convenient
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* alternative. It even allows calling numerical solvers like fsolve. For an example, see
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@ -6,7 +6,7 @@
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* To do so, the equations of the model have been transformed into a non-linear equation in
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* labor h. Within the steady_state_model-block, a helper function is called that uses fsolve
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* to solve this non-linear equation. The use of the helper function is necessary to avoid
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* interference of the Matlab syntax with Dynare's preprocessor. A more complicated alternative
|
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* interference of the MATLAB syntax with Dynare's preprocessor. A more complicated alternative
|
||||
* that provides more flexibility in the type of commands executed and functions called is the use
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* of an explicit steady state file. See the NK_baseline.mod in the Examples Folder.
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||||
*
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@ -1 +1 @@
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Subproject commit f4bad5a6279adfb052bc088153b17ec391ed64f1
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Subproject commit 29a2aa76c901eeb3b9de7555a704ccd683186c99
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@ -1 +1 @@
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Subproject commit d2ddbc2b567c8e23949084b03befbf8b807be488
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Subproject commit 483c29362eb97c6db31fbc0b58bc80e3310455d8
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@ -311,7 +311,7 @@ main(int argc, char *argv[])
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mxArray *plhs[nlhs];
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||||
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||||
#ifdef DEBUG
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||||
mexPrintf("k_order_perturbation: Filling Matlab outputs.\n");
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||||
mexPrintf("k_order_perturbation: Filling MATLAB outputs.\n");
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||||
#endif
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||||
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||||
double *dgy, *dgu, *ysteady;
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||||
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@ -1 +1 @@
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|||
Subproject commit 93077bbcdda14849a88d7e60366e93211cb7c533
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||||
Subproject commit db52e021589c4a93f74ce3eb5a5ab018582b4f66
|
Loading…
Reference in New Issue