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1258 Commits (0011678cb5e7ed5f7a72507f11ee5884fd1db4c8)

Author SHA1 Message Date
ratto 4cb2692e7d -) Delete old files; 
-) commented work in progress

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2996 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 13:00:54 +00:00
ratto 869d054174 New version with 
-) more complete data saving on disk;
-) new output arguments;
-) new plots.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2995 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 07:11:47 +00:00
ratto 863dee7acd Bug fix for the case of perfectly orthogonal pairs 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2994 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 07:10:31 +00:00
ratto 163d893e2e Bug fixed with useautocorr 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2993 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 07:09:57 +00:00
ratto a0c021ef0c Use correlations to compute linear combinations weakly identified. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2992 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 07:09:18 +00:00
michel 87e8cda64d v4.1: corrected bug in shock_decomposition.m when lags on more than one period 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2989 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-28 12:55:44 +00:00
stepan bc83fbd808 * Allow the use of a *_steadystate.m file with options block and bytecode. 
* Added the possibility to use resid when the the options block *and* bytecode
are used.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2986 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-25 16:20:19 +00:00
michel 6eba462caa v4.1: fixing bug in 2nd order approximation when there are no variable appearing in the model at some intermediary lead or lag 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2984 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 20:06:28 +00:00
ratto 2645113760 stock parameters and small bug fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2983 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 17:25:31 +00:00
ratto e9a017b3fb new disp_pcorr option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2982 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 17:19:14 +00:00
ratto 290ea0d24e Added iload option; 
A and B computed here
compute sensitivities

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2981 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 17:18:39 +00:00
ratto b66a47c128 oo_, A and B are now inherited from main loop 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2980 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 17:13:58 +00:00
ratto 3f09d91873 minor bug fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2977 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 15:25:50 +00:00
ratto 531021acef USe '/' for unix compatibility 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2976 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 15:25:19 +00:00
stepan 1e4a7c2c71 * Cosmetic changes. 
* Bug fix (with octave-3.2.2) in McMCDiagnostics.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2973 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 12:48:28 +00:00
stepan 897c5fb363 * Cosmetic change. Removed useless spaces in simul.m. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2970 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 12:48:19 +00:00
ratto b8f5e80099 Matches new output list for 
missing_DiffuseKalmanSmoother3.m
and
 DiffuseKalmanSmoother3.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2969 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 12:44:33 +00:00
sebastien a3f639aba5 Moved vec.m under matlab/missing/vec, and add it into the path only under MATLAB (vec exists under Octave) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2967 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 08:34:57 +00:00
ratto 89a71d5596 copyright notices added 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2966 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 08:24:32 +00:00
ratto 6786e989b3 vec operator utility 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2965 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 08:13:49 +00:00
ratto d8cf192c77 Try/catch to avoid crashes linked to errors in diffuselikelihood that are not trapped by cost_flag 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2964 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 07:45:59 +00:00
ratto df921ce829 New identification routines. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2963 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 07:34:21 +00:00
ratto e916b1380f Solves multiple generalized Sylvester equations where only d is changing. 
Useful to speed up analytic derivatives in identification analysis. 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2962 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 07:32:48 +00:00
sebastien 02640c3e43 k-order perturbation DLL: 
* removed existing build system
* reorganized source: separated test files from the rest, removed obsolete test files
* incorporated the DLL and the standalone test executable to the new build system
* minor fixes to ensure compilation


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2959 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-23 13:14:05 +00:00
ratto e6a59cd211 Parallelized version of independent MH. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2951 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-18 14:40:08 +00:00
stepan bfbf218616 * Fixed the dimension of oo_.mean (see the trac ticket #34). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2909 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 14:14:28 +00:00
stepan 50ec80f1df * Fixed buggy call to DsgeSmoother (two input arguments used to handle missing observations were missing). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2908 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 13:27:09 +00:00
sebastien d97683c26e Improve treatment of error messages in homotopy 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2895 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 16:22:50 +00:00
sebastien 85ac76b9ae Add isempty to regexp to get a boolean answer for a 32-bit systems 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2894 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 16:10:41 +00:00
sebastien e426a0214e Added new directory "mex/2009a-64bit" for 64-bit platforms using MATLAB 7.8 (R2009a) (MEX binary compatibility has been broken in R2009a for 64-bit platforms) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2891 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 13:09:34 +00:00
stepan 4a0a0c1ab9 * Added an exit condition in DsgeLikelihood when the jacobian of the 
dynamic model (evaluated at the steady state) is complex.
* Added case 6 inf print_info (complex steady jacobian).



git-svn-id: https://www.dynare.org/svn/dynare/trunk@2890 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 11:39:06 +00:00
sebastien 71ba0d6433 Prevent use of "check" with "block" or "bytecode" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2889 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 10:11:36 +00:00
sebastien 579b5f509e Cleanup "cutoff" and "mfs" options (the former is no longer in options_) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2888 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 10:10:06 +00:00
sebastien 74232e9ee5 * Added new option stack_solve_algo to simul 
* Added solve_algo=5 for steady
* Remove obsolete method option of simul
* Added various checks to avoid unimplemented combinations of bytecode/block/solve_algo/stack_solve_algo


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2882 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 16:34:48 +00:00
ferhat 9f45200924 simulate.dll has been replaced by bytecode.dll 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 14:40:54 +00:00
sebastien a56de57637 Various cleanups related to new options "bytecode" and "block" 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 13:36:56 +00:00
ferhat beade4bea1 References to model_mod option are ruled out of M-files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2878 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 13:07:59 +00:00
michel 3eb02c720d updating SWZ sbvar code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2876 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-30 19:28:10 +00:00
michel 1802078154 updating SWZ sbvar code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2875 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-30 19:24:34 +00:00
ferhat ed6cda0ca1 New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode): 
- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-29 15:04:11 +00:00
stepan 3f924cc1de * Fixed bug introduced in the previous commit (wrong value of Max_nruns). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2872 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-28 10:56:26 +00:00
stepan aa3a6fe1a6 * Fixed bugs with mh_recover mode. 
* Added comments.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2871 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-28 10:55:22 +00:00
ferhat 305914b551 - bug fix when solve_algo = 4 is selected 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2870 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-27 13:26:29 +00:00
ferhat d32dd99210 - extension of normalization of equations to nonlinear equations 
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-25 09:43:01 +00:00
sebastien 2006e1f9be Don't display any table if option "noprint" is used (thanks to Gianni Lombardo for pointing this) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2863 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-24 13:39:43 +00:00
sebastien fec9486fb9 Change to option solve_algo=4 of steady: 
Even when the Jacobian is very badly conditioned, continue to use a Newton step


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2862 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-21 12:05:34 +00:00
sebastien 64361938bb Added missing error catching 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2861 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-18 13:01:47 +00:00
ratto bb271bb8ac Eliminated double counting in constant: now result is identical to univariate algorithm. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2858 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-14 09:29:09 +00:00
ratto d2b3beb3e7 Fixed bugs highlighted by Junior, occurring when some constraint is violated when computing gradients. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2857 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-13 06:59:36 +00:00
ferhat 1d9260251d - sparse_dll option works fine with feedback variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2851 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-21 15:50:12 +00:00
michel f5920bbc34 v4: correcting bug related to nonstationary variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2850 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-21 11:52:35 +00:00
michel 4f09fc89f0 v4: update of shock decomposition code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2847 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-17 05:38:19 +00:00
michel 9341a9bf54 v4: bug correction in computation of decomp 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2844 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-15 00:28:14 +00:00
sebastien 1db8b0d277 Homotopy: 
* fixed bug with Octave in modes 1 and 3
* enhanced tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2832 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-10 13:14:17 +00:00
sebastien e8700bc046 Implemented MATLAB part of the block_mfs option to steady. 
(Still need to fix a bug)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2829 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-09 16:35:07 +00:00
stepan a089e59f3c dynare/trunk:: 
+ Added a  new option for likinit=2 used to define  the numbers on the
initial diagonal Pstar matrix.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2828 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-09 15:41:11 +00:00
stepan a4d01dc31d dynare/trunk:: (dsge-var) 
+ Added support for xls files.
+ Fixed a bug  appearing when the dafa file and the  mod files are not
in the same directory.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2827 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-09 15:03:11 +00:00
george c9d08951bf DsgeLikelihood_hh.m lik calculation compatibility and consistency changes 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2825 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-08 16:38:24 +00:00
george f4c3482acd P convergence likelihood bug fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2824 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-08 12:20:21 +00:00
stepan 181b268699 + Do not plot likelihood and posterior density if cost_flag = 0, put a 
red bullet on the abscissa instead.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2821 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-08 10:11:38 +00:00
ratto c8966e2452 plot posterior and lik-kernel with the correct sign (i.e. with a maximum shape). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2817 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-07 12:07:40 +00:00
stepan 3692d5f99b + Added missing semicolon. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2813 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-06 12:34:57 +00:00
michel 05189497a5 changed handling of nonstationary variables: 
- oo_.mean, oo_.var, oo_.gamma_y contains all selected variables
- moments of non-stationary variables are set to NaN
options_.Schur_vec_tolerance lowered to 10^-11


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2810 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-04 14:11:51 +00:00
sebastien e9a4e5e18f Workaround for Octave 3.2.0: 
In Octave 3.2.0, the which() function doesn't accept filenames, but accepts function names.
This bug will be fixed in Octave 3.2.1, but this workaround solves the issue.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2807 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-03 10:36:11 +00:00
sebastien 37745150b5 Fixed header of dsge_posterior_kernel.m 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2806 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-03 10:22:22 +00:00
sebastien 4e9b23363a Reorganized the way we deal with functions which exist under only some versions of MATLAB and/or some versions of Octave: 
* Created a directory matlab/missing to store them under subdirectories
* Add the needed subdirectories to the path from dynare_config.m
* Moved content of matlab/matlab/ and matlab/octave/ to matlab/missing/*/
* matlab/missing/ordeig/ordeig.m: new name of matlab/my_ordeig
* matlab/missing/ordschur/ordschur.m: fake replacement, displays an error message
* Removed old matlab/matlab/ and matlab/octave/ directories


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2805 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-03 10:20:42 +00:00
sebastien 5b06ad8ae5 Fixed bug with bvar_forecast under Octave (mkdir doesn't have the implicit "-p" option) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2800 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-01 13:17:44 +00:00
stepan d6fe54dc18 + Bug fixes related to the computation of prior (and posterior) moments. 
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2791 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-26 10:21:30 +00:00
sebastien 8c143e29fc trunk dr1.m: removed workaround for USE_DLL (no longer needed, since USE_DLL is now broken at order 2) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2789 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 12:13:42 +00:00
stepan 5f8de6f142 + Added error messages related to the output of the steadystate file. 
+ Removed options_ from print_info.m
+ Removed some useless initializations of options_'s fields.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2786 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 08:30:27 +00:00
michel 4d7f60c803 v4.1: added 'file' to call to exist() function to avoid a bug when there exists a directory with the same name as the mex function 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2777 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-21 09:20:03 +00:00
ratto 5856731338 Updated version using p2 in place of pstdev 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2774 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-19 09:02:32 +00:00
ratto 27850744ba New version with the shape of the likelihood kernel on the top of posterior shape; 
Use of one single loop, by merging the previous three cases, for easier parallelizing.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2773 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-19 08:54:40 +00:00
ratto d10423ec19 Added mode_check_nolik option, with default = 0 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2772 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-19 08:44:08 +00:00
stepan f039875f60 + Various bug fixes related to prior sampling. 
+ Removed globals in set_stationary_variables_list.m.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2771 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-15 14:36:30 +00:00
stepan 2d314b32b9 Updated header. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2770 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-15 08:45:22 +00:00
stepan cd81ed664e Bug fix (dynare was crashing when the number of estimated parameters 
is changed).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2769 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-12 21:51:22 +00:00
stepan 4af1f415d4 Various bug fixes. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2768 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-12 10:08:25 +00:00
stepan 771a12c8ae Bug fix (introduced in the previous commit). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2767 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-12 09:40:32 +00:00
stepan 1c5e2df2a0 + Changed compute_moments_varendo so that it can handle prior montecarlo. 
+ Bug fix.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2766 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 23:09:19 +00:00
stepan 5695c1d528 + Changed some files so that they can handle prior montecarlo. 
+ New version of prior_analysis.m.
+ Changed names and calls.
+ Bug fix.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2765 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 22:55:37 +00:00
stepan bdabde9b58 + Changed some files so that they can handle prior montecarlo. 
+ Changed names and calls.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2764 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 16:32:05 +00:00
stepan e3043c4107 + Changed dsge_simulated_theoretical_*.m files. They can be used to compute the prior distribution 
of second order moments and variance decompositions.
+ Changed calls to dsge_simulated_theoretical_* functions.
+ Fixed headers.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2759 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 14:39:52 +00:00
stepan b04e65196f Changed names of four functions (these functions will be used for posterior *and* prior sampling). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2758 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 13:22:52 +00:00
stepan 16de70de41 Changed header. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2757 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 12:59:04 +00:00
stepan 5ff813a1e6 Added a new function. This function tests if prior_sampler.m has to be called or if 
the second order moments have to be computed.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2756 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 11:57:33 +00:00
stepan faaac5e6c0 Added comments. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2755 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 11:33:30 +00:00
stepan b71a7a83ed Save prior structure (bayestopt_) in M_.dname/prior/definition.mat, if the prior is changed. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2754 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 11:30:26 +00:00
stepan 3533753c99 Bug fix (problem related to prior draw files indexing). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2752 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-10 14:29:24 +00:00
stepan 70202d0bb0 Bug fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2751 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-10 10:55:48 +00:00
stepan 36ecf9d6bd Added prior 2nd order moments (still buggy). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2749 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 15:29:28 +00:00
stepan 271b16a879 + Moved the definition of dr_.qz_criterium from dr1.m to global_initialization.m. 
+ dr1.m: Removed useless field declarations in dr1.m.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2748 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 15:06:21 +00:00
ratto b0a093dab2 Minor change for new graph monitoring 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2747 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:04:19 +00:00
ratto 04b82bba12 Fixes for Octave compatibility. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2746 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:03:29 +00:00
ratto 787ee74238 - Provisions for Octave; 
- Nicer graph monitoring for Matlab;

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2745 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:02:50 +00:00
ratto 886a3154c3 tic toc eliminated 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2744 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:01:21 +00:00
ratto 6c027cf660 Provisions for OCTAVE. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2743 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:00:43 +00:00
ratto 1bde350a77 mat extension in save instruction. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2742 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 09:59:12 +00:00
ratto 9eba4c4915 mat extension in save instruction 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2741 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 09:58:34 +00:00
ratto 9c9b1feb05 Patch allowing commands of the type delete('*.*') to be run successfully with Octave. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2740 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 07:23:38 +00:00
ratto 4b850c0db3 Use of filesep utility for compatibility with Octave for Windows. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2739 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 07:21:55 +00:00
sebastien cd49809994 trunk: build system updates 
* version number set to "4.1-unstable" in the configure.ac file
* the configure script generates dynare_version.m
* the configure script generates windows/dynare-version.nsi, for the windows installer


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2735 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-08 16:43:24 +00:00
ferhat 6479edf5a7 - Correction of several bugs 
- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 14:45:23 +00:00
stepan d67f1ecdb1 + Added comments. 
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2725 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 10:25:45 +00:00
stepan a9d7088ced Added new tool. When using the instruction get_prior_info(2) in the mod file (after the 
definition of the priors) Dynare tries to compute the prior mode using
Chris Sims' optimization routine.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2724 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 10:16:31 +00:00
stepan 7691c17b15 Added a new function to save all endogenous variables in matlab's base 
workspace.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2723 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 09:39:48 +00:00
stepan 2dee7d4c9e Bug fix. The mode of the Inverted Gamma -- type 1 distribution was wrong. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2722 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 08:30:26 +00:00
stepan 38c7176206 Bug fix. Call to compute_prior_mode was buggy for gamma and beta 
densities (lower and upper bound were missing).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2721 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-04 13:15:11 +00:00
stepan dedca98dba Added Posterior distribution of the conditional variance 
decomposition (more tests are needed). 

The results are saved in oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition. 

Contrary to the asymptotic variance decomposition, we do not report
contribution shares but contribution levels of each structural shock.

LIMITATIONS: 
* Won't work in a model with measurement errors.
* Won't work in a model with correlated shocks.
* The routines do not compute the covariance decompositions.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2719 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-03 14:50:02 +00:00
stepan d35d790789 Bug fix. To be merged with branches/4.0. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2717 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-02 14:36:42 +00:00
michel 3260ba476e 4.1 correcting bug for large values of start and fixed constants in lik. Still need to be tested 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2715 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-28 18:14:07 +00:00
ratto 63232d540a When parallel runs are local, bypass the use of ssh commands. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2710 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-28 07:56:27 +00:00
stepan 1db404680f Added vech and unvech operators. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2709 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 22:34:08 +00:00
ratto 78dc6afc8a sshfs mirror folder has to be specific for each remote process and remote CPU. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2708 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 16:31:45 +00:00
ratto 3000a1adcd pause(1) before deleting batch file in unix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2707 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 16:31:06 +00:00
ratto 3a4b5eb8e1 parallelized version, working for win and unix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2706 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 16:30:30 +00:00
ratto 7532957c4d unix: mount Master project folder using sshfs 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2705 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 15:56:45 +00:00
ratto ff22cece76 check for possible circular remote runs on the same local folder project 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2704 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 15:56:04 +00:00
michel 27387d5e10 4.1: changing handling of constants in Kalman filter 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2700 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:43:34 +00:00
ratto 111d0b0c2c 1) Full parallel structure passed to fmessage status; 
2) unix path  syntax;


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2699 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:29:23 +00:00
ratto b181e6c0af unix commands added. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2698 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:28:28 +00:00
ratto ced9fc0d2a unix commands for remote parallel runs 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2697 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:28:04 +00:00
ratto 4fe32454f7 Unix commands for remote parallel runs. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2696 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:27:37 +00:00
ratto 5085a1785f - Allow parallel runs with unix; 
- unix path syntax

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2695 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:26:45 +00:00
ratto 4c141a2044 - First unix platform fixes (working for parallel runs of the local machine; remote commands still to be implemented); 
- avoid use of ls and  use dir instead (ls gives different results in win and unix);

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2693 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 06:57:18 +00:00
ratto c68ea2110a - Parallel info passed outside options_ structure; 
- optional use of remote Mh folder;

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2692 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 06:50:07 +00:00
ratto 7c07a0dab5 Included check for existence of structure of Global variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2691 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 06:48:07 +00:00
ratto 490fc6a900 Single structure in output 
(OutputFileName included in the structure).

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2690 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 06:46:47 +00:00
michel 02c7b204d8 4.1: allow smoother computation when mode_compute=0 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2685 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-23 15:49:00 +00:00
michel 10f712268e v4.1: header + reindent 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2684 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-20 16:28:46 +00:00
sebastien 6f5d4b3c95 trunk: fixed several copyright headers 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2681 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-19 08:57:07 +00:00
michel 12cf9afce4 4.1: header, indentation, Unix format 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2679 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-16 07:37:30 +00:00
ratto 2d846f0da7 1) Fixed problems in file exchange when multiple computers are used at the same time; 
2) contains traps for unix, with commented instructions to be `translated' appropriately for the unix environment.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2677 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-15 16:38:18 +00:00
ratto 7243a36938 Parallelized version with main and core routine. 
1) Contains a trap such that for unix systems no parallel computation is done, for the moment.
2) _core routine uses and stores independent seeds for each chain;
3) Seeds for each chain are stored in record.
4) when no parallel option is chosen, usual serial functionality is kept.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2676 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-15 16:36:51 +00:00
ratto c8329915b2 Seeds are always initialized and stored for each chain independently 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2675 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-15 16:33:20 +00:00
michel 58e512dd49 4.1: correcting a rarely occuring bug 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2672 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-13 19:58:28 +00:00
michel 2eed8a5fb2 4.1: corrected bug in initialization of horizon for case: 'simul' 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2669 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-12 20:34:23 +00:00
stepan ec4b45cc7c Bug correction (condition info==19 was not used in DsgeLikelihood and DsgeVarLikelihood). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2667 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-12 11:38:06 +00:00
ratto 74a2ffcd95 Implements new features: 
-) defines globals;
-) passes local variables as argument to the core function;
-) retrieves output structure and passes to the MasterThread.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2666 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-08 15:25:33 +00:00
ratto 41f59bfb51 Initialize parallel structure at 0. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2665 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-08 15:23:51 +00:00
ratto e13b3917fb Utility converting structure fields in local variables with the same name as fields 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2664 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-08 15:23:18 +00:00
ratto b9eb917797 Message passing utility for parallel computing. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2663 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-08 15:22:32 +00:00
stepan 3dc04fba5f Save intermediary results of the MH-based optimization routine. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2662 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-07 15:20:08 +00:00
george 1b2b16db13 Extracting ghs2 from g_0 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2657 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-05 20:19:45 +00:00
michel 1b7df60410 4.1: initializing M_.params = [] for the case where there are no parameters declared in the model 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2656 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-04 19:31:48 +00:00
sebastien e9f59ebd51 trunk read_variables.m: fixed Octave compatibility problem 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2651 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-29 13:22:06 +00:00
sebastien 008fbff5c0 trunk dynare_config.m: 
* fixed bug with Octave (under Octave, exist() return 2 instead of 3 if given the FULL path of a MEX)
* remove the path to MEX files if no MEX detected


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2648 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-29 11:35:05 +00:00
stepan 349630ba85 If option mode_file is used in the estimation command, replace the covariance of the 
jumping distribution by an identity matrix when the covariance matrix obtained with 
a previous call to another optimization routine is not positive definite.  



git-svn-id: https://www.dynare.org/svn/dynare/trunk@2646 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-28 22:38:38 +00:00
george afb3cba759 Rationalised loops 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2644 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-28 17:03:54 +00:00
michel 76c426b76a 4.1: kordpert: renamed dr1_k_order.m to dr1.m in order to switch to k_order_perturbation by changing Matlab path 
fixed bugs in reordering in kordpert/dr1.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2639 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-27 19:15:13 +00:00