90e38a4e8b
4.1: simplication of sorting code for returning ghxx ghxu ghuu and ghs2 to Dynare
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2633 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 16:26:02 +00:00
057e9b157a
4.1: renamed functions ramsey_static. -> dyn_ramsey_static_.m
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ramsey_dynamic. -> dyn_ramsey_dynamic_.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2630 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 08:42:29 +00:00
4e9ec4602c
Update: completed algorithm for unpacking g_2 into ghxx/xu/uu seems to works ok now
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2629 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 08:23:02 +00:00
096b2f2541
trunk:
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* created a directory "matlab/matlab", for functions missing under Matlab (but existing under Octave)
* created a directory "matlab/octave", for functions missing under Octave (but existing under Matlab)
* moved "mex/octave/rcond.m" to "matlab/octave/"
* moved "matlab/rows.m" to "matlab/matlab/rows.m" (Octave has builtin "rows")
* renamed "matlab/cols.m" to "matlab/matlab/columns.m" (Octave has builtin "columns")
* moved "matlab/distributions/toolbox" to "matlab/matlab/stats"
* adapted "dynare_config.m" to reflect these changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2628 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 16:08:27 +00:00
da6e5e6712
trunk: fix header of stoch_simul_sparse.m
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2626 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 15:15:50 +00:00
a47232a0f7
trunk: renamed table.m to dyntable.m (name clash with Octave's table)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2625 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 15:15:18 +00:00
d0f72fd5cf
Update of, not yet complete algorithm for unpacking g_2 into ghxx/xu/uu; works ok for ghxu and ghs2 but still not yet completely for ghxx and ghuu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2624 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 07:59:27 +00:00
2053243f78
Update of, not yet complete algorithm for unpacking g_2 into ghxx/xu/uu; added logic for 2nd order derivative symmetry and some other improvements but still not finished yet
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2623 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 01:20:21 +00:00
d7b8c64d8b
Not yet working implementation of new MJ's Algorithm for unpacking g_2 into ghxx/xu/uu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2622 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 17:00:39 +00:00
e6324245be
Minor update to retrieve 2nd order rule from perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2620 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 14:27:27 +00:00
08baf6dca5
v4.1: fixing bugs in table for posterior mean
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2615 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-22 21:34:45 +00:00
398f0af5f7
Generic engines for parallel coding in MATLAB.
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Isolated functions so far.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2612 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 12:15:34 +00:00
38ba90e004
Traps for bad x values in optimizer.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2611 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 12:09:44 +00:00
f4d21cfdcf
minor update
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2609 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-19 10:46:04 +00:00
db2bcba968
trunk: reverted r2572 changeset
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2601 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 14:07:57 +00:00
6dc870727d
trunk preprocessor:
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* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model)
* for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel)
* removed sparse static file (to be later replaced by new algorithm for steady state computation on large models)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:39:53 +00:00
ca974cdf48
The sparse option in model is now compatible with homotopy => matlab commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2589 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 16:57:37 +00:00
d8c19044d2
4.1: sets natural boundaries when options_.prior_trunc == 0 (to be merged in 4.0)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2585 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 18:19:03 +00:00
af7bacdf94
trunk: adapted erase_compiled_function to deal with all possible MEX extensions
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2583 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 15:37:57 +00:00
e45bf380fa
4.1: modified csminwel.m to make sure to choose always the lowest point, even if it was reached before the last traversing
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2582 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 15:35:07 +00:00
c00e5ac992
trunk: fixed bug with USE_DLL and second order (Hessian matrix was not sparse)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2572 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 10:07:37 +00:00
695a638f09
trunk: fixed bug with USE_DLL (stoch_simul was calling stoch_simul_sparse, because of wrong handling of options_.model_mode)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2571 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 10:02:45 +00:00
aa843c739d
4.1: corrected estimation results tables with long parameter names
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added function row_header_width.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2570 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-08 20:04:19 +00:00
48b4d50f09
Removed the printed value of indx.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2568 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 22:12:50 +00:00
6cb41e0252
* Added info=19 in resol.m (problem in the steady state file).
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* Bug fix in prior_sampler.
* Print more informations (BK conditions, steadys state or mjdgges
* problems...) when running get_prior_info.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2567 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 22:08:39 +00:00
c497540e06
correction for hessian: the one from compiled <mod>_dynamic.dll is not sparse but
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the one from the matlab version <mod>_dynamic.m is so we sparse it anyway to be able to pass it to sparse_hessian_times_B_kronecker_C
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2564 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 12:50:40 +00:00
4663cb473d
Do not print the content of NumberOfElementsPerFile.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2563 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 11:17:56 +00:00
ff38cbdd5d
Bug fix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2562 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 11:13:43 +00:00
76080af7ec
4.1: dynare_estmation_1:
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-removed saving of bayestopt_ in *_mode.mat
-added hooks for Gianni Lombardo's optimization routines
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2561 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 16:36:08 +00:00
cff38c00cf
v4.1: initialize_from_mode doesn't need bayestopt_ anymore
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2560 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 16:33:42 +00:00
2083b59072
More robust version of get_name_of_the_last_mh_file.m.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2558 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 14:58:44 +00:00
2b0f2d5fd1
Do not print the message "The most negative..." if the hessian of
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minus the posterior kernel is positive definite.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2557 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 14:48:30 +00:00
aa31417a05
Efficiency & Cosmetic changes related to the design of bayestopt_ and
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the computation of the prior density.
bayestopt_.p1 is always the prior mean
bayestopt_.p2 is always the prior standard deviation
bayestopt_.p3 is unchanged
bayestopt_.p4 is unchanged
bayestopt_.p5 [new field] is the prior mode
bayestopt_.p6 [new field] is the first hyper-parameter of the prior density
bayestopt_.p7 [new field] is the second hyper-parameter of the prior density
These fields are defined in set_prior and are never changed after. In
the previous version of Dynare, the hyper parameters of the densities
were updated at each iteration of the optimization routine or the
metropolis.
Removed fields pmean and pstdev.
Vectorized the code in priordens.
Fixed the bug mentionned by Gianni. If a (logged) density is evaluated
outside the prior domain, the output of priordens if minus infinity
(instead of a complex number).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2556 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 14:38:37 +00:00
f02ea822ec
Removed useless global.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2555 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 10:34:49 +00:00
c42f33ff47
Bug fix + Cosmetic change. Do not compute the likelihood if the steady
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state is complex.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2554 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 22:23:46 +00:00
22452f016e
Speed up successive calls to lyapunov_symm by factorizing tests
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(persistent variables are used).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2553 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 21:14:50 +00:00
d9ba762623
Changes related to the multithreaded mex files (part III') Oups.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2552 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 11:13:42 +00:00
91a25ebead
Changes related to the multithreaded mex files (part III). Moved
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set_dynare_threads in ./matlab/thread/multi (the user has no access
to this function if mex files are compiled without the openmp flag).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2551 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 11:12:21 +00:00
8ab8d2f067
Changes related to the multithreaded mex files (part II).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2550 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 11:07:19 +00:00
fe7c01675a
Changes related to the multithreaded mex files (part I).
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* Removed from build_matlab.m the compilation of mex files with openmp.
* Added build_matlab_multithread.m (where openmp is used if availabe).
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2549 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 11:01:55 +00:00
4a3baea105
v4.1: added check and penalty for complex steady state
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2548 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-02 13:40:56 +00:00
91fb6ee044
Use check (the second output of the steady state file) to pass a
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penalty defined in the steady state file.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2547 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-02 13:24:41 +00:00
9720af3354
4.1: model_diagnostics: added a test for singular Jacobian of the static model
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2546 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-02 13:22:41 +00:00
c9d422972d
Cosmetic change.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2544 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-01 10:08:03 +00:00
af9d1fbb6a
Bug fix. The DsgeSmoother was crashing when M_.exo_nbr=1. Added a new function that generalizes the matlab's squeeze
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function (the problem is that squeeze does not affect 2D arrays).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2543 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-01 10:04:53 +00:00
ec4cc46845
Bug fix. This version can be used in the estimated_params block.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2538 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-28 22:43:38 +00:00
448be1e6f2
Added new function. This function computes the mean of a prior
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distribution (gamma, inverse gamma 1 and 2, beta) given the mode and
the variance.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2535 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 17:28:32 +00:00
f892795a54
trunk: fixed copyright headers in new files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2532 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 14:39:26 +00:00
f7e2d17635
new function
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2528 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 16:33:24 +00:00
bab59b7972
The block using bespoke eigs() is commented out because eigs() intermitently returns different rts
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2527 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 14:51:47 +00:00
d542e8610c
v4.1: added functions for shock_decomposition consistent with smoother
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Dynare interface is missing
need to add mechanism for aggregating shocks
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2525 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 09:52:00 +00:00
9e2f1bdc70
v4.1: started a diagnostics routine that performs tests that are too expansive
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to run systematically
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2524 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 09:34:40 +00:00
558dd91156
v4.1: removed error when a variable isn't present at the current period in the model
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modified header
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2523 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 09:32:58 +00:00
ff473fedfd
v4.1: adding penalty when Jacobian is complex
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2522 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 09:03:08 +00:00
b953c5cf31
trunk: removed useless global variable in sim1.m and simk.m (doesn't seem to affect performance)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2518 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-24 16:53:29 +00:00
5ee346e4fd
trunk: {load,save}_params_and_steady_state now use a text file for communicating (instead of a MAT-file)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2517 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-24 16:29:58 +00:00
7d854cec94
4.1: fixed problem in AIM implementation when some lagged variables are present in the model but with zero coefficient.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2516 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-24 13:28:45 +00:00
e9d3793891
4.1: replacing 'message' by msg and initializing it
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2510 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-23 09:30:59 +00:00
c198c52fbc
fix when k-step ahead predictions are stored, with k>1, and one-step-ahead predictions have to be filled in stock1.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2509 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-23 09:29:11 +00:00
67b89e7078
4.1: bug correction in Kalman smoother with missing observations
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2506 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-23 06:33:23 +00:00
4db8d566e3
Bug fix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2505 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-22 10:27:38 +00:00
be73652a97
If a dsge-var is estimated, the posterior IRFs are computed for all
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observed endogenous variables. Merge Needed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2503 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-21 22:36:18 +00:00
6732f6e235
4.1: fixing bug: ri is a now a column vector, not a matrix anymore. [Needs to be merged in 4.0]
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2501 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-21 18:07:45 +00:00
b1da38a542
Bug correction (reported by bigbigben).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2474 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-16 20:45:47 +00:00
48d00e3a93
v4.1: Ondra's changes to make smoothing faster in large models. Still needs to be ported to other smoother routines
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2466 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 11:06:34 +00:00
43d3aebbc4
v4.1: Added a test for the existence of isopenmp mex file (this file
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does not exist if the user did not run buil_matlab.m in ./mex/sources).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2457 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 13:28:24 +00:00
0787228a9d
trunk dynare.m: completed help message
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2456 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-12 11:20:49 +00:00
47a4550144
v4.1: "dynare help" issues dynare command synopsis and a description of the options.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2454 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-12 10:27:06 +00:00
c8a86252c7
v4.1: Added the possibility of multithreading for some mex files
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(OpenMp is used).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2453 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-11 14:57:34 +00:00
54f7a0376a
v4.1:: Cosmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2451 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-06 16:09:35 +00:00
fd251e6bf7
v4.1:: Added a new function. Computes the autoregressive parameters of
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an AR(p) stochastic process from an autocorrelation function. This
function is used to define a prior over the autocorrelation function
and variance of an autoregressive exogenous variable (productivity,...)
instead of defining a prior over the variance of the innovation and
the autoregressive parameters. This can be done in the steady state file.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2450 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-06 16:08:15 +00:00
161ff7483d
trunk pm3.m: removed useless empty plot (thanks to Jamie Hall for reporting this)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2448 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-05 10:52:14 +00:00
7ac5750ac4
added options_.use_k_order=1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2447 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-03 12:00:46 +00:00
68535ae212
passes mexext to k_order and reads and unpacks data passed back
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2446 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-03 11:14:36 +00:00
7107df448c
trunk pm3.m: fixed typo (thanks to Jamie Hall for reporting this)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2439 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-26 11:13:04 +00:00
4d48c68913
trunk: added GPL header to describe_missing_data.m
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2435 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-20 16:58:47 +00:00
e287be53ca
trunk: changed to GPL headers in Marco Ratto's files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2433 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-20 16:53:09 +00:00
52458e94ff
v4.1:: Removed the test for complex matrices E and D. Added a test for
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complex numbers in the jacobian matrix.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2432 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-19 17:49:28 +00:00
0bb00c71eb
v4.1::
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+ Added new file for prior sampling (prior_sample.m).
+ Undo previous change on prior_draw.m (transposition of pdraw).
+ Bug correction in prior_draw.m.
+ Added field in options_: the default number of mc simulations in the
prior distribution.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2431 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-19 16:27:04 +00:00
5f02e69a67
v4.1:: Added a test for complex numbers in matrices E and D before the
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call to mjdgges.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2430 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-19 15:37:55 +00:00
476e2d847f
v4.1:: Transposition of the output argument. pdraw is a column vector.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2429 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-18 11:19:29 +00:00
474fc0bd61
v4.1:: Removed useless global declaration.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2428 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 22:01:20 +00:00
7ceecc51b6
v4.1:: Changed header.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2427 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 20:17:52 +00:00
95b5c69c35
v4.1::
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+ Removed input arguments 2 and 3.
+ Removed the prior bounds.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2426 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 20:07:37 +00:00
060f47c79c
v4.1:: Added default domain for the gamma and inverted gamma
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distributed random variables (instead of NaNs).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2425 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 17:23:07 +00:00
74c8e53140
v4.1:: Vectorization of the prior sampling algorithm.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2424 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 17:21:05 +00:00
d082bc09b1
v4.1:: Added bounds to the uniform distribution (consistently with
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the other prior distributions).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2423 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 17:19:47 +00:00
01ba142329
v4.1:: Changes related to the gamma variate generator.
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+ Changed headers.
+ Allows vector of coefficients when calling the Beta random generator.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2422 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 16:00:40 +00:00
a05b5e9481
v4.1:: Changes related to the gamma variate generator.
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+ Added algorithms from Devroye (1986, chapter 9).
+ Now we can generate independent gamma variates (and, as a consequence, beta)
with parameter a <= 0.5. This was not possible with the algorithm of
the previous version.
+ Algorithms are specialized depending on fix(a)=a, a<1 or a>1.
+ This new version can handle vectors for a and b (same length).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2421 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 15:22:58 +00:00
dc0f0934ce
corrected bug in moments_varendo
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2420 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 22:19:23 +00:00
81af16d314
v4.1:: Added a function to test if a variable is integer.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2419 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 11:12:24 +00:00
e1b8fb9bc4
v4.1:: Reparametrization of the exponential distribution.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2418 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 10:31:50 +00:00
bce9aba538
v4.1:: Added a random number generator for the exponential distribution.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2417 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 09:55:30 +00:00
e75b7f97ab
v4.1:: Added an error message when minus the hessian matrix at the posterior
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"mode" is not positive definite.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2416 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 17:40:26 +00:00
ba080ab910
v4.1:: Changes related to lyapunov_symm.
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+ Fixed a bug introduced in the previous commit.
+ Added a threshold parameter for the complex blocks in the upper
triangular matrix T in lyapunov_symm.m (new field in options_)
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2414 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 14:16:10 +00:00
fe418672cd
v4.1: Changes related to (posterior) 2nd order moments.
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+ Efficiency changes:
++ Do not compute the variance decomposition if not needed.
++ Do not apply the Schur decomposition for each shock in case of a variance decomposition.
+ Bug corrections and cosmetic changes.
+ Corrections of some headers.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2411 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-10 21:10:11 +00:00
b0ea237ae3
another correction linked to cova_compute
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2408 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 16:53:40 +00:00
6d3de73433
adding new function to initialize parameters from mode file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2407 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 15:23:09 +00:00
c231868f5b
corrected bug in handling of cova_compute
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2406 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 15:14:48 +00:00
47c51d42cc
added option to compute covariance matrix of coefficient (default = 1)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2405 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 09:23:31 +00:00
4d99d4521a
removed mode saving when no computation takes place (added in previous modification)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2404 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 09:16:33 +00:00
73873d7b2c
estimation: save bayestopt_ in *_mode.mat file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2403 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-07 11:26:14 +00:00
80c69b42f8
fixed bug when saving simulation with replic>1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2393 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 13:40:17 +00:00
1a9bc8c10d
v4.1::
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+ Removed useless call to check_list_of_variables in dynare_estimation_1.m
+ Removed bayestopt_ global structure from draw_prior_density.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2392 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 10:44:54 +00:00
5f148e90f4
adding PLOT_PRIORS option, no plotting is the new default
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2391 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 14:10:16 +00:00
25011b78f1
adjusting header and re-indenting file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2390 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 09:21:45 +00:00
8ff680b03a
made it possible for data file name to contain a pathname
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2389 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 09:20:57 +00:00
60feef4a0a
Prototype DR1 subset for running k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2387 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-02 12:55:13 +00:00
6e4e80785c
All iterations are printed during the simulation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2385 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-30 11:06:28 +00:00
5c18a68ac3
v4.1:: The reported residuals are rounded to zero if inferior to options_.dynatol/100.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2383 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-29 22:25:01 +00:00
ae98231b23
trunk simk: use modfile basename for swap filename in order to allow simultaneous execution of several mod files in the same directory
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2381 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-29 13:57:43 +00:00
ad1608c9af
correcting bug in forecast when data are prefiltered
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2377 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:11:19 +00:00
bb838b30c5
correcting bug introduced by recursive code, when there is no recursive estimation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2376 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:10:49 +00:00
d5a1a025d9
redo code for recursive estimation
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corrected bugs with option prefilter, bayestopt_.mean_varobs is now a column vector
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2369 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 21:34:15 +00:00
3f36ec5b07
v4.1:
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+ Added option mode_compute=7 for fminsearch (the matlab optimization
toolbox is needed) a simplex based (gradient free) optimization
routine.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2365 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 16:42:34 +00:00
2495aca72a
trunk:
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* updated copyright headers of all files modified since January 1st: the copyright notice now encompasses 2009
* fixed various other copyright header issues
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2364 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:39:24 +00:00
4491f52b9e
trunk rplot:
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* in legends of multiple plots, no longer interpret an underscore in variable names as a subscripting command (like LaTeX does)
* updated header
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2362 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:33:14 +00:00
4fe7e3e155
- SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate)
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- Correction in model_info.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-20 22:04:37 +00:00
3a55016cf6
more speeding up changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2353 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-05 11:37:05 +00:00
163b4461ec
adding parentheses for speed improvement
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code factorization
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2352 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-04 07:53:49 +00:00
1aac4e7e0a
fixing update issues for mode_compute=5,6
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2350 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-02 08:36:45 +00:00
a0bbe27b95
Load_params_and_steady_state is now a dynare command -> needed to normalize the equations.
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-> MatlabFile.cc and MatlabFile.hh are added to dynare in order to read the Mat-File
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2349 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 19:29:17 +00:00
881d2819a3
- Jacobian matrix stored only for blocks -> jacobian matrix only as output argument
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2342 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-24 16:29:51 +00:00
613bfc8f4a
removed empty parentheses for compatibility with earlier Matlab versions
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2338 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-22 21:41:55 +00:00
9fe2556b01
v4.1: Dynare displays the residuals of the static equations of the model when the values of the endogenous variables supplied by
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*_steadystate.m are wrong.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2336 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 21:34:44 +00:00
8d21e0f882
trunk: updated header of simult_.m
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2335 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 16:49:52 +00:00
29ca49f885
- Correction of several bugs in sparse_dll
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- Pound expressions accepted with sparse option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2329 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 10:24:31 +00:00
3bc44e55fb
corrected bug with error msg
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2312 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 16:18:04 +00:00
d44ee7fe6d
corrected bug for backward models with lags on more than one period
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2311 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 16:17:23 +00:00
9eb07ace8d
trunk: reverted r2309 changeset
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2310 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 15:43:14 +00:00
49c3d0c10e
Added directory [dynareroot '/distributions/toolbox'] on the path.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2309 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 15:31:32 +00:00
0118791757
Modified help and messages concerning the sequence of univariate steps.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2308 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 07:44:05 +00:00
ee21ad44b8
refined the search of x increments for gradients when the parameters are near to boundaries.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2307 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 07:40:28 +00:00
697edeb109
updated in compliance with new version of dsgelikelihood.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2306 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 07:39:03 +00:00
6017007f4f
trunk: fixed dsample command (was broken until now)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2301 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-08 16:19:59 +00:00
4d9b1869c2
Added empty initialization for the case if estim_params_ is empty.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2297 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-07 09:58:16 +00:00
2134146033
trunk:
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* removed obsolete global variables "endval_" and "rplottype_"
* removed duplicate initialization of options_.replic
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2295 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-05 15:34:26 +00:00
a6bd42218c
diminished tolerance in computation of steady state for linear models. This corrects a bug in estimation of constants in linear models.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2283 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 10:12:52 +00:00
bf65cb4f10
various bug fixes for filter and smoother with missing observations
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2282 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 07:30:26 +00:00
5bf9ed894c
removing dynare_m.exe from SVN
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2281 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 07:29:48 +00:00
26ae037863
- factorization of simulation methods for static m-file
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- correction of bugs in resid.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2280 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-02 21:29:43 +00:00
706651641f
adding missing data smoother + small corrections
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2278 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-01 12:50:53 +00:00
6a1c5fbd70
adding report at the end of Lagrange multipliers elimination
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testing shows a mistake in the procedure
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2277 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-01 12:49:17 +00:00
1b7171a11a
update OSR
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2275 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 17:34:21 +00:00
eba6164cae
fixing bugs around missing observations and starting to add smoother with missing observations
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2274 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 17:31:37 +00:00
dd73be5b7b
added arguments passed to child functions
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2273 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 17:29:12 +00:00
23de7b250a
- factorization of simulation methods in dynamic m-file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2266 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-21 17:40:52 +00:00
3026575522
v4.1: Bug correction related to the mh_recover mode (needs more tests).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2264 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-20 09:12:12 +00:00
f904a1a19d
- new Incidence_Matrix class
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- lead and lag on exogenous variables
- corrections in dr1_sparse and dr11_sparse
- minor corrections in simulate
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-14 16:07:47 +00:00
a02e66e12c
Updated the call to set_prior with M_ and options_ inputs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2254 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-12 13:13:24 +00:00
b65e92c11d
trunk:
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* fixed displaying of subtitles when HP filter is present
* fail if HP filter required on empirical simulations (not yet implemented)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2237 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-04 11:00:54 +00:00
00d46f89f9
v4.1: Added calls to new kalman filter routines.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2231 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:46:16 +00:00
6929164339
v4.1: Added univariate approach for the diffuse kalman filter (with correlated measurement errors).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2230 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:38:34 +00:00
6eadbe0005
v4.1: Added univariate approach of the diffuse kalman filter (missing observations and uncorrelated
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measurement errors are allowed).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2225 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 14:18:18 +00:00
3d410b9b8b
v4.1: corrected DsgeSmoother.m for unobserved trends
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2219 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 19:47:22 +00:00
fbeab98711
v4.1 Added calls to new diffuse kalman filter routines (when kalman_algo==3).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2217 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 17:24:10 +00:00
5618fea33b
v4.1: Added two routines for diffuse kalman filtering (with or without missing observations).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2216 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 17:12:44 +00:00
76000f99e4
v4.1: Added a new version of DsgeLikelihood.m (to be used for tests).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2215 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 17:08:20 +00:00
42e69283cb
v4.1: Cosmetic changes + Added call to univariate kalman filter routine when F is singular and different
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from zero.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2214 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 17:04:10 +00:00
ae0c71bfd9
correcting bugs in Kalman Smoother
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2198 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-26 20:10:58 +00:00
7c6ed357b6
Bugs correction in check command with sparse option in model command
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2196 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 16:35:06 +00:00
dcc37a681a
v4.1: Correction of the previous commit.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2192 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 15:38:34 +00:00
b1e1ab4853
v4.1: Bug correction related to Laplace approximation of the data marginal density.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2191 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 15:12:35 +00:00
38b2eb42cb
v4.1: Added calls to new filter routines.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2187 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-21 16:31:13 +00:00
eb1e60e59b
v4.1: Errors associated to the simulated deterministic paths (for all periods and endogenous variables)
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are saved in oo_.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2186 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-21 15:33:51 +00:00
42bdc2726c
v4.1: Added a new m file for the univariate kalman filter allowing for missing observations and
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correlated measurement errors. Tests show that there is a "significant" discrepancy between the
univariate filter and the standard filter in presence of correlated measurement errors...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2185 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-21 15:29:33 +00:00
9da509936c
v4.1: Added ./matlab/kalman in the path.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2181 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-20 14:46:00 +00:00
616f47377f
v4.1: Bug corrections.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2180 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-20 12:58:08 +00:00
f59bba3ddc
- Adding SOLVE_FORWARD_COMPLETE and SOLVE_BACKWARD_COMPLETE simulation type for sparse model option
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- Adding dyn2vec at the end of a deterministic simulation with sparse or sparse_dll option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2178 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-19 15:44:08 +00:00
ccf0c4b9f9
v4.1: Factorization of missing data related part of dynare_estimation.m.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2169 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 12:51:06 +00:00
c5e73fcbaf
v4.1: Added subfolders in ./matlab/kalman.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2162 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 21:15:07 +00:00
8c030e7eb0
v4.1: Changed header.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2161 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 18:04:43 +00:00
d0e8345536
v4.1: Changes related to kalman filter with missing observations.
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* Changed header of missing_observations_kalman_filter
* Added the univariate approach. This file handles the cases with measurement errors and/or missing data.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2160 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 18:03:33 +00:00
09a808bd4f
v4.1: Changed calls to optimization routines.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2159 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 15:42:29 +00:00
c57a8c4776
v4.1: Removed hessian_sparse.m (unused function).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2158 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 14:34:15 +00:00
b820667698
v4.1: Changes related to kalman filter with missing observations.
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* Adapted mode_check.m and hessian.m
* Removed global from hessian.m
* Changed call to metropolis
* Changed the test deciding between KF and KF with missing observations in DsgeLikelihood
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2157 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 14:24:35 +00:00
09e32240bd
v4.1 Changes related to the kalman filter (for evaluation of the likelihood) with missing observations.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2155 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 13:40:40 +00:00
63f5008305
v 4.0.2: simpler solution to problem with unobserved stochastic trends
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2149 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 20:08:13 +00:00
f58cdcf676
v4.1: Files related to kalman filter (likelihood evaluation of a state space model with or without missing observations).
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* Added a new tolerance parameter specific to the iteration on the riccati equation.
* Added a kalman filter routine allowing for missing observations.
* I do not distinguish anymore models with and without measurement errors (the same m file is used for both models to evaluate the likelihood). For a model without measurement errors H hat to be set to 0 scalar.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2148 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 18:54:42 +00:00
73c513802f
trunk:
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* DynareBison.yy: use "filename" rule for initval_file, dynasave, dynatype and datafile option
* DynareBison.yy: removed some spurious syntaxes for dynatype and dynasave
* ComputingTasks.cc: bugfix for dynatype
* cosmetic changes to dynatype.m and dynasave.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2145 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 16:06:07 +00:00
68f9ca256e
trunk: added information message on the presence/absence of simulate.dll
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2144 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 15:20:43 +00:00
26288f2ab1
trunk irf.m: added missing documentation for parameter
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2143 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 15:20:13 +00:00
2ff703ca40
Fixes to avoid error on non-stationary variables not observed.
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This works on a rather complex model, with 4 RW trends and 80 equations (QUEST III). Hopefully ...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2141 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-09 07:21:43 +00:00
b3c8df4aec
Use economy-size option for qr.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2137 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-06 14:28:10 +00:00
f51ba0bd93
v4.1: Removed globals. Removed call to generalized Cholesky. Added handling of datasets with missing observations (NaN), not yet ready. Changed the covariance matrix of the jumping distribution when the posterior mode is not computed (or used). Changed call to dynare_estimation. Removed pindx in dynare_estimation. + Cosmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2135 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-04 21:22:08 +00:00
7a93a8cda8
correcting r2131 for saving additional variables in oo_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2133 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-03 09:09:22 +00:00
57240cf01e
modified computation of log(det(invhess)) to solve cases in large models where det(invhess) is smaller than machine precision
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2132 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-03 08:43:28 +00:00
f4e7a003eb
corrected bug related to saving oo_.FilteredVariablesKStepAheadVariances and oo_.FilteredVariablesShockDecomposition
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2131 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-02 14:36:12 +00:00
2a8a507b3f
tentative bug correction in DsgeLikelihood when stochastic trends are unobservable (QR instead of SVN)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2122 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-29 13:57:34 +00:00
81ada88de2
trunk: fixed copyright header of generalized_cholesky?.m files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2119 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:55:26 +00:00
2af294a5e6
trunk: removed remnants of dr_algo option
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2118 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:49:51 +00:00
928fa74a2f
trunk: removed bicgstab.m because of name collision (and there is already a copy of this file called bicgstab_.m which had been created by Ferhat)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2117 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:29:31 +00:00
26adb11ae0
trunk: renamed sec2hms.m to dynsec2hms.m (name collision with Matlab package)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2116 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:26:21 +00:00
919c2af259
trunk:
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* added back model_comparison logic
* added QUOTED_STRING token in lexer
* added filename rule in parser (filename is NAME or QUOTED_STRING)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2115 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:24:13 +00:00
18c74cc295
added missing ';'
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2113 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 05:39:02 +00:00
a03af050af
undoing r2110 and r2111 changesets
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-25 12:29:35 +00:00
464e29706f
reverted r2010 because of problem with FILENAME token
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2111 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-25 12:10:12 +00:00
20bc1b1401
v4.1: Added Model comparison. Not yet ready but can be used. The preprocessor, surprisingly, seems to sort the compared models (listed after the model_comparison command) by decreasing order of the model names (including path and extension).
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TODO:
+ Add an option to define the benchmark model (bayes ratio).
+ Add comparison to estimated BVAR models.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2110 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-24 21:52:11 +00:00
1d4f437499
trunk: merged 2106 changeset from 4.0 branch (typo in dynare_estimation.m)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2109 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-24 20:00:07 +00:00
108030d2a6
trunk: merged 2105 changeset from 4.0 branch (Octave graphics compatibility issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2108 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-24 19:59:28 +00:00
fc4b201e79
correcting typo in writing estim_params_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2103 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-24 10:09:26 +00:00
dc5904dc1e
removed character put by mistake at the top of the file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2093 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-23 04:50:52 +00:00
d4e2d6c27f
trunk dynare_solve.m:
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* fail if solve_algo=0 and we don't have the optimization toolbox (or under Octave); the previous behavior was to fallback on solve_algo=1
* fail if solve_algo is not between 0 and 4
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2090 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-22 13:13:04 +00:00
ae68da82ff
trunk: added new solve_algo=4 in dynare_solve.m; this mode is the same than solve_algo=2, except that the solver behaves differently when the Jacobian is badly scaled or nearly singular (see header of solve2.m)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2089 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-22 12:52:17 +00:00
082e7e3292
v4.1: Added SquareRoot mode for the decomposition of the covariance matrix (Cholesky is the default). Results are saved in oo_.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2088 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-19 16:04:08 +00:00
772e3be8b3
trunk: fixed bugs in homotopy mode 3
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2084 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-18 16:59:20 +00:00
6d08e65071
v4.1: Code factorization and cosmetic changes, the marginal density use a recursive approach to compute the posterior mean and covariance.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2083 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-18 16:28:57 +00:00
dd7dcca15e
trunk: increased verbosity of homotopy modes 1,2,3
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2079 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-16 17:25:42 +00:00
e9c7351aee
trunk dynare_solve.m: for solve_algo = 2:
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* when solve1() fails on a block, immediately return with info=1 instead of trying to solve subsequent blocks
* added debug messages
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2078 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-16 17:24:11 +00:00
4fd7ad4b62
trunk: merged r2071 and r2072 changesets from 4.0 branch
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2075 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-15 12:29:19 +00:00
ee392aba3f
v4.1 simultxdet.m:
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* fixed function name
* fixed copyright header
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2068 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-14 21:06:38 +00:00
ec53cae4d0
bugs correction for exo_det
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2067 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-14 16:36:58 +00:00
ea271e7e84
added missing function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2066 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-14 15:38:23 +00:00
68d00f20d9
bugs correction in diffuse filter
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2064 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-14 12:14:31 +00:00
dbe69c1942
bug correction in diffuse filter/smoother
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2060 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-12 18:15:20 +00:00
eb0ccd8f5b
v4.1: Added posterior IRFs for bvar a la Sims (not yet ready. Results are not saved in oo_, more general identification conditions should be allowed, and the code has to be tested).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2059 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-12 10:14:36 +00:00
4da95da54c
v4.1: Posterior forecasts plots of bvar à la Sims report the median instead of the mean (because the median is less affected by the posterior draws such that the eigenvalues of the companion matrix are outside the unit circle).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2057 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-10 15:40:31 +00:00
ee67508c0f
Correction of the last commit.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2056 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-10 08:41:53 +00:00
7aadec0ec5
v4.1:
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+ Moved functions located in ./distribution to ./distributions/toolbox
+ Moved distribution related functions to ./distributions
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2055 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-09 21:47:13 +00:00
652c48069e
v4.1: added new {save,load}_params_and_steady_state functions (along with their documentation in the manual)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2052 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-09 10:53:10 +00:00
8e6bca8228
v4.1: merged r2050 changeset from 4.0 branch
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2051 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-09 10:46:46 +00:00
463b6f900f
v4.1: adding parentheses to make it run faster
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2048 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-08 07:52:25 +00:00
0ee09b5b07
v4.1: merged r2044, 2045 and 2046 changesets from 4.0 branch
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2047 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-05 16:48:39 +00:00
fa0a9f2784
v4.1: merged r2042 from 4.0 branch
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2043 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-05 15:03:03 +00:00
a946f85a74
v4.0 v4.1: fixed buggy dynare_version.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2040 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-05 14:23:03 +00:00
544dbe9ecb
v4.1 matlab/AIM: added license notice
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2036 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-04 09:14:09 +00:00
6aab28794a
v4.1: bump release number
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2034 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-04 08:02:27 +00:00
7785819203
- updated dynare_m.exe (for old changes, unrelated to current modifications)
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- added missing smoother function (DiffuseKalmanSmootherH3corr_Z.m is still missing)
- added computation of updated variable in smoother functions
- used same names for variables computed by smoother when results are only for posterior mode or for all posterior distribution
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2032 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-04 01:25:02 +00:00
70d8a84490
added updated variables (a_t|t) and reverted the change in name for filtered_variables
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various bug corrections for posterior statistics
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2031 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-04 01:16:50 +00:00
2845115b5f
+ Removed global variables.
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+ Added try and catch to handle cases where oo_ is broken and (mh_replic==0 & load_mh_file==1).
+ Added computation of posterior moments for endogenous variables (triggered by moments_varendo option). First order moments are still missing.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2028 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-03 16:05:35 +00:00
348345843b
Bug correction (missing parenthesis).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2027 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-03 12:02:29 +00:00
5613e7acb2
Removed SPQZ SPEigQZ and SPSSparse as unused
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2025 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 21:06:10 +00:00
57ad15fd7a
Replaced SPSparse() with sparse()
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2024 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 21:03:40 +00:00
0f24420d69
Added a test to warn the user when he tries to estimate a model with non zero steady state (for the observed endogenous variables) using demeaned data (ie prefilter=1).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2023 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 20:50:30 +00:00
786b12bc0b
Corrected addpath for AIM
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2022 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 18:46:10 +00:00
a646281137
If var_list_ is empty the user is asked to confirm that he wants to obtain posterior statistics for all the endogenous variables of the model. The user can then choose between:
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[1] var_list_ is the set of all the endogenous variables,
[2] var_list_ is the set of all observed variables,
[3] Stop Dynare and edit the mod file (to add a list of variables after the estimation command).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2020 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:52:55 +00:00
0c23ac2b06
v4 matlab:
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* fixed various copyright headers
* added URL pointer to C. Sims' original files
* removed obsolete dgamma.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2018 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:18:05 +00:00
b4c04a27cc
Added autocorrelogram for the posterior draws.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2017 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 10:16:44 +00:00
25e20a2b5b
Removed unused variable.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2016 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 10:00:15 +00:00
b5f0fa26ee
Changed default value for options_.trace_plot_ma
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2015 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 09:09:36 +00:00
9dbe4e9411
Added comments.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2014 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 14:45:26 +00:00
fb3899018e
+ Added trace plots.
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+ Correction of a bug related to ferhat's recent commits (options_.model_mode has to be declared somewhere).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2013 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 11:44:26 +00:00
7ab0fab21c
Added missing semi colon.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2012 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 11:19:04 +00:00
4580290dae
Bug correction related to initialization of deterministic simulations (i forgot to commit this file).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2011 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 10:13:10 +00:00
6a3d20452b
Minor corrections:
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- Bug in check.m with model without sparse options
- Display in simulate.dll
- "Model_InfoStatement" renamed "Model_InfoStatement" in ComputingTasks
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2010 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-29 12:31:25 +00:00
a9be2e5f13
Added Independent Metropolis Hastings and multivariate student as an alternative to multivariate normal for the proposal distribution. The default posterior sampling algorithm is random walk metropolis with a gaussian proposal distribution.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2009 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:38:07 +00:00
08688fd7f3
Check command compatible with sparse model
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- New version of dr1.m (dr1_sparse.m & dr11_sparse.m) to handling sparse model (dr1_sparse and dr11_sparse could replace dr1.m)
- model_info command to describe the block structure of the model
- transition_matrix.m modified to be compatible with sparse model
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2006 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:18:09 +00:00
fcfb2fb578
functions return E_t Y_t in atilde
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2005 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-26 12:18:00 +00:00
999d95cb7e
a is E_t Y_t and a1 is E_t Y_{t+1}; function returns a
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2004 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-26 12:17:16 +00:00
0d01f1b3e1
Informations about the deterministic simulations (number of iterations, error,...) are saved in oo_ (usefull for homotopic approach).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2003 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:22:28 +00:00
70acbdb89f
Removed a useless global (dsge_prior_weight)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2002 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:17:25 +00:00
469eb87f40
Cosmetic change for Junior.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2001 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:09:49 +00:00
26038a6df7
fixing bugs in prior_posterior_statistics.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2000 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:59:46 +00:00
842fc6631b
fixing bug for ML estimation when no priors are available
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1999 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:59:08 +00:00
f6019fe5ab
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1998 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:58:30 +00:00
36ad3d293b
fixing bug related to exogenous deterministic variables in forecast
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1996 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:04:06 +00:00
4f3d871b77
fixing posterior analysis output. filtered_vars and step_ahead_filter still don't work correctly
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1992 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 19:30:55 +00:00
1a1281bd07
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1991 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 15:14:31 +00:00
8a5450638d
Commenting out a line as a temporary fix for a missing function filtered_values:
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> Error in ==> DsgeSmoother at 253:
> oo_.NewFilteredVariables = QT*filtered_values(data1,ahat,P,T,Z);
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1986 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-08 07:37:01 +00:00
b3470f646f
v4 prior_bounds.m: small simplification
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1985 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 14:12:31 +00:00
19e9bb3bd1
v4 draw_prior_density.m:
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* factorized code for PDFs
* multiplied by 10 the truncation for inv gamma type 2 (so as to mimic the truncation for inv gamma type 1)
* various cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1984 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 13:31:33 +00:00
b61c9e6a69
v4 matlab:
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* added preprocessor support for inverse gamma of type 2
* added support for this distribution in prior_bounds.m and rndprior.m
* other cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1983 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 10:48:04 +00:00
a5b3c829d8
v4 matlab: replaced CDF and quantile functions of the beta by GPL'd ones
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1982 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:52:45 +00:00
7c25303258
v4 matlab:
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* replaced CDF, PDF, quantile functions of the gamma by a GPL'd one
* replaced quantile function of the chi-square by a GPL'd one
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1981 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:40:36 +00:00
f76badf151
v4 matlab: rreplaced beta_rnd.m and gamm_rnd. by GPL'ed custom ones
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1980 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:07:02 +00:00
8bef1f0399
v4 matlab:
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* replaced dnorm, pnorm and qnorm by GPL alternatives in distributions/
* only add distributions/ to the path if under Matlab without Statistics toolbox
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1979 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-04 13:33:57 +00:00
4bd6b02ec9
v4 matlab/sec2hms.m: replaced it by a custom version
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1978 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-02 12:54:36 +00:00
47a4d91700
v4 matlab:
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* fixed copyright headers of remaining files
* deleted old ChangeLog
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1977 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 18:53:30 +00:00
dbe05bd9c8
v4 matlab: added copyright notice to C. Sims' files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1976 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 13:28:14 +00:00
9f5beff89e
v4 matlab: fixed remaining copyright headers (those files which are in the CR+LF endline convention)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1975 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 13:08:13 +00:00
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
3bf9d8d487
Corrected and commented out the penalty power on info(2) because penalty power is already raised in DR1.m and resol respectively.
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GP July'08
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1968 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 10:15:27 +00:00
827261166c
Added use of G Anderson AIM - see Readme.txt in the new AIM subdirectory.
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DR1 tries to invoke AIM if options_.useAIM == 1 is set.
for start, options_.useAIM = 0 is set by default in global_initialization.m so that system uses mjdgges by default.
If AIM is to be used, options_.useAIM = 1 needs to be set either in the model <>.mod file, before invoking, estimate and/or stoch_simul, or by issuing appropriate command for estimate and/or stoch_simul.
However, if other exceptions occur and aimcode is higher than 5, the system resets options_.useAIM = 0 tries to use mjdgges instead.
GP July '08
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1967 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:53:36 +00:00
bee92a9714
The path to the AIM directory is added by dynare_config.m
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for start, options_.useAIM = 0 is set by default in global_initialization.m so that system uses mjdgges by default.
If AIM is to be used, options_.useAIM = 1 needs to be set either in the model <>.mod file, before invoking, estimate and/or stoch_simul, or by issuing appropriate command for estimate and/or stoch_simul.
GP July '08
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1966 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:46:07 +00:00
8225da0e7e
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1965 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:42:22 +00:00
c9cf49e30b
options_.nk default is now set to 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1963 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-26 14:15:21 +00:00
6b0ba30fb9
Bug correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1962 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-25 08:26:20 +00:00
6ff7605f58
added missing semicolon
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1960 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-21 20:20:53 +00:00
f78c7f3400
corrected bug in returned argument sequence
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1959 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-21 13:51:43 +00:00
994af45929
made it possible to force the univariate filter in estimation, mostly for testing purpose
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1958 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-18 23:02:53 +00:00
308166f1f5
v4 matlab/doc: removed obsolete directory
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1953 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-11 14:13:28 +00:00
491e5aabd0
v4 lyapunov_symm.m: fixed bug (one cannont change the counter of a 'for' loop from inside the loop)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1950 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-10 13:22:50 +00:00
eeb0bee292
Initialization of the deterministic simulation is made optional. Added an option for homotopic solution to deterministic models (not ready).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1944 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-09 08:47:38 +00:00
d9ffbb3e79
v4 dynare.m: cosmetic changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1942 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 15:52:55 +00:00
57f4d42a5b
v4:
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* added a warning when Matlab < 6.5 or Octave < 3.0.0
* created octave_ver_less_than.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1941 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 15:45:10 +00:00
b99a83d1be
Moved use_qzdiv in options_ (defined in global_initialization.m), so that we do not have to test the mjdgges file and define use_qzdiv each time dr1.m is called.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1940 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 14:29:11 +00:00
20fb13f7c2
* Added five points formula for gradient evaluation.
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* Cosmetic changes in numgrad3.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1939 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 08:18:54 +00:00
e8d6dd1ef3
v4 matlab: use my_ordeig instead of ordeig for Octave and for Matlab < 7.0.1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1938 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 21:48:12 +00:00
2d4d93df13
v4 my_ordeig.m: fixed bug with 2x2 blocks: the second complex eigenvalue was not the conjugate of the first! (bug caused by manual incrementation of the index of a for loop; a while loop solves the issue)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1937 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 21:38:43 +00:00
ddaaf9e1e3
v4 matlab:
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* added a function matlab_ver_less_than() for testing Matlab version
* updated dynare_config.m and build_matlab.m accordingly
* removed tests to check whether we are older than Matlab 6.5 (R13), since we don't support those old versions anymore
* removed a few unnecessary uses of eval()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1936 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 17:08:55 +00:00
27886047cf
* Changed numgrad.m. If fcn(x+h) is not well defined (for instance cost_flag=0 because of BK conditions) we compute the gradient using (fcn(x)-fcn(x-h))/h instead of the original formula (fcn(x+h)-fcn(x))/h.
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* Added function numgrad3.m. This new function uses a three point formula to compute the gradient. By default Dynare uses the two point formula. By setting options_.gradient_method=3 Dynare switches to the three point formula. Note that an input argument has been added to csminwel.
* Added automatic detection of needed constant in dsge-var model (may be problematic is some cases)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1935 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 12:58:13 +00:00
7f927eff00
Changed penalties.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1934 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 12:31:51 +00:00
de66e31008
v4 qbeta.m: quick fix for Octave
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1932 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:37:01 +00:00
4993de5e95
v4 read_variables.m: more explicit error message if datafile does not exist
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1931 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:27:21 +00:00
6fa483bd3f
v4 prior_posterior_statistics.m: Octave compatibility issues:
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* added missing .mat extensions
* use text waiting bar instead of waitbar()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1930 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:20:49 +00:00
3ac7bab6f0
Replaced | by || in conditional statements.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1929 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:50:08 +00:00
6827fc7c28
Replaced & by && (compatibility with octave issue).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1928 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:41:01 +00:00
4553ceca01
Bug correction (MAX_error replaced by MAX_nerro, for models with measurement errors).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1927 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:21:52 +00:00
e9be36f6ad
v4 octave: fixed a problem with infinite eigenvalues in dr1.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1926 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 09:57:01 +00:00
b1c4c4537b
added missing ';'
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1925 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-03 11:23:32 +00:00
michel
george
sebastien
ratto
ferhat
stepan
kamenik
adjemian