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1258 Commits (0011678cb5e7ed5f7a72507f11ee5884fd1db4c8)

Author SHA1 Message Date
michel d542e8610c v4.1: added functions for shock_decomposition consistent with smoother 
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
michel 9e2f1bdc70 v4.1: started a diagnostics routine that performs tests that are too expansive 
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
michel 558dd91156 v4.1: removed error when a variable isn't present at the current period in the model 
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
michel ff473fedfd v4.1: adding penalty when Jacobian is complex 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2522 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:03:08 +00:00
sebastien b953c5cf31 trunk: removed useless global variable in sim1.m and simk.m (doesn't seem to affect performance) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2518 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-24 16:53:29 +00:00
sebastien 5ee346e4fd trunk: {load,save}_params_and_steady_state now use a text file for communicating (instead of a MAT-file) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2517 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-24 16:29:58 +00:00
michel 7d854cec94 4.1: fixed problem in AIM implementation when some lagged variables are present in the model but with zero coefficient. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2516 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-24 13:28:45 +00:00
michel e9d3793891 4.1: replacing 'message' by msg and initializing it 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2510 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-23 09:30:59 +00:00
ratto c198c52fbc fix when k-step ahead predictions are stored, with k>1, and one-step-ahead predictions have to be filled in stock1. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2509 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-23 09:29:11 +00:00
michel 67b89e7078 4.1: bug correction in Kalman smoother with missing observations 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2506 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-23 06:33:23 +00:00
stepan 4db8d566e3 Bug fix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2505 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-22 10:27:38 +00:00
stepan be73652a97 If a dsge-var is estimated, the posterior IRFs are computed for all 
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
michel 6732f6e235 4.1: fixing bug: ri is a now a column vector, not a matrix anymore. [Needs to be merged in 4.0] 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2501 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-21 18:07:45 +00:00
stepan b1da38a542 Bug correction (reported by bigbigben). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2474 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-16 20:45:47 +00:00
michel 48d00e3a93 v4.1: Ondra's changes to make smoothing faster in large models. Still needs to be ported to other smoother routines 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2466 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-14 11:06:34 +00:00
stepan 43d3aebbc4 v4.1: Added a test for the existence of isopenmp mex file (this file 
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
sebastien 0787228a9d trunk dynare.m: completed help message 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2456 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-12 11:20:49 +00:00
stepan 47a4550144 v4.1: "dynare help" issues dynare command synopsis and a description of the options. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2454 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-12 10:27:06 +00:00
stepan c8a86252c7 v4.1: Added the possibility of multithreading for some mex files 
(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
stepan 54f7a0376a v4.1:: Cosmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2451 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-06 16:09:35 +00:00
stepan fd251e6bf7 v4.1:: Added a new function. Computes the autoregressive parameters of 
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
sebastien 161ff7483d trunk pm3.m: removed useless empty plot (thanks to Jamie Hall for reporting this) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2448 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-05 10:52:14 +00:00
george 7ac5750ac4 added options_.use_k_order=1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2447 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-03 12:00:46 +00:00
george 68535ae212 passes mexext to k_order and reads and unpacks data passed back 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2446 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-03 11:14:36 +00:00
sebastien 7107df448c trunk pm3.m: fixed typo (thanks to Jamie Hall for reporting this) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2439 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-26 11:13:04 +00:00
sebastien 4d48c68913 trunk: added GPL header to describe_missing_data.m 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2435 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-20 16:58:47 +00:00
sebastien e287be53ca trunk: changed to GPL headers in Marco Ratto's files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2433 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-20 16:53:09 +00:00
stepan 52458e94ff v4.1:: Removed the test for complex matrices E and D. Added a test for 
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
stepan 0bb00c71eb v4.1:: 
+ 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
stepan 5f02e69a67 v4.1:: Added a test for complex numbers in matrices E and D before the 
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
stepan 476e2d847f v4.1:: Transposition of the output argument. pdraw is a column vector. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2429 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-18 11:19:29 +00:00
stepan 474fc0bd61 v4.1:: Removed useless global declaration. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2428 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 22:01:20 +00:00
stepan 7ceecc51b6 v4.1:: Changed header. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2427 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 20:17:52 +00:00
stepan 95b5c69c35 v4.1:: 
+ 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
stepan 060f47c79c v4.1:: Added default domain for the gamma and inverted gamma 
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
stepan 74c8e53140 v4.1:: Vectorization of the prior sampling algorithm. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2424 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 17:21:05 +00:00
stepan d082bc09b1 v4.1:: Added bounds to the uniform distribution (consistently with 
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
stepan 01ba142329 v4.1:: Changes related to the gamma variate generator. 
+ 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
stepan a05b5e9481 v4.1:: Changes related to the gamma variate generator. 
+ 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
michel dc0f0934ce corrected bug in moments_varendo 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2420 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-16 22:19:23 +00:00
stepan 81af16d314 v4.1:: Added a function to test if a variable is integer. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2419 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-16 11:12:24 +00:00
stepan e1b8fb9bc4 v4.1:: Reparametrization of the exponential distribution. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2418 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-16 10:31:50 +00:00
stepan bce9aba538 v4.1:: Added a random number generator for the exponential distribution. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2417 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-16 09:55:30 +00:00
stepan e75b7f97ab v4.1:: Added an error message when minus the hessian matrix at the posterior 
"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
stepan ba080ab910 v4.1:: Changes related to lyapunov_symm. 
+ 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
stepan fe418672cd v4.1: Changes related to (posterior) 2nd order moments. 
+ 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
michel b0ea237ae3 another correction linked to cova_compute 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2408 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-08 16:53:40 +00:00
michel 6d3de73433 adding new function to initialize parameters from mode file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2407 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-08 15:23:09 +00:00
michel c231868f5b corrected bug in handling of cova_compute 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2406 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-08 15:14:48 +00:00
michel 47c51d42cc added option to compute covariance matrix of coefficient (default = 1) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2405 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-08 09:23:31 +00:00
michel 4d99d4521a removed mode saving when no computation takes place (added in previous modification) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2404 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-08 09:16:33 +00:00
michel 73873d7b2c estimation: save bayestopt_ in *_mode.mat file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2403 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-07 11:26:14 +00:00
ratto 80c69b42f8 fixed bug when saving simulation with replic>1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2393 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-04 13:40:17 +00:00
stepan 1a9bc8c10d v4.1:: 
+ 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
michel 5f148e90f4 adding PLOT_PRIORS option, no plotting is the new default 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2391 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-03 14:10:16 +00:00
michel 25011b78f1 adjusting header and re-indenting file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2390 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-03 09:21:45 +00:00
michel 8ff680b03a made it possible for data file name to contain a pathname 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2389 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-03 09:20:57 +00:00
george 60feef4a0a Prototype DR1 subset for running k_order_perturbation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2387 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-02 12:55:13 +00:00
ferhat 6e4e80785c All iterations are printed during the simulation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2385 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-30 11:06:28 +00:00
stepan 5c18a68ac3 v4.1:: The reported residuals are rounded to zero if inferior to options_.dynatol/100. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2383 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-29 22:25:01 +00:00
sebastien ae98231b23 trunk simk: use modfile basename for swap filename in order to allow simultaneous execution of several mod files in the same directory 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2381 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-29 13:57:43 +00:00
michel ad1608c9af correcting bug in forecast when data are prefiltered 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2377 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-26 18:11:19 +00:00
michel bb838b30c5 correcting bug introduced by recursive code, when there is no recursive estimation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2376 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-26 18:10:49 +00:00
michel d5a1a025d9 redo code for recursive estimation 
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
stepan 3f36ec5b07 v4.1: 
+ 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
sebastien 2495aca72a trunk: 
* 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
sebastien 4491f52b9e trunk rplot: 
* 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
ferhat 4fe7e3e155 - SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate) 
- 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
michel 3a55016cf6 more speeding up changes 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2353 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-05 11:37:05 +00:00
michel 163b4461ec adding parentheses for speed improvement 
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
michel 1aac4e7e0a fixing update issues for mode_compute=5,6 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2350 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-02 08:36:45 +00:00
ferhat a0bbe27b95 Load_params_and_steady_state is now a dynare command -> needed to normalize the equations. 
-> 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
ferhat 881d2819a3 - Jacobian matrix stored only for blocks -> jacobian matrix only as output argument 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2342 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-24 16:29:51 +00:00
michel 613bfc8f4a removed empty parentheses for compatibility with earlier Matlab versions 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2338 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-22 21:41:55 +00:00
stepan 9fe2556b01 v4.1: Dynare displays the residuals of the static equations of the model when the values of the endogenous variables supplied by 
*_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
sebastien 8d21e0f882 trunk: updated header of simult_.m 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2335 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-19 16:49:52 +00:00
ferhat 29ca49f885 - Correction of several bugs in sparse_dll 
- 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
michel 3bc44e55fb corrected bug with error msg 
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
michel d44ee7fe6d corrected bug for backward models with lags on more than one period 
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
sebastien 9eb07ace8d trunk: reverted r2309 changeset 
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
kamenik 49c3d0c10e Added directory [dynareroot '/distributions/toolbox'] on the path. 
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
ratto 0118791757 Modified help and messages concerning the sequence of univariate steps. 
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
ratto ee21ad44b8 refined the search of x increments for gradients when the parameters are near to boundaries. 
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
ratto 697edeb109 updated in compliance with new version of dsgelikelihood. 
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
sebastien 6017007f4f trunk: fixed dsample command (was broken until now) 
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
kamenik 4d9b1869c2 Added empty initialization for the case if estim_params_ is empty. 
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
sebastien 2134146033 trunk: 
* 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
michel a6bd42218c diminished tolerance in computation of steady state for linear models. This corrects a bug in estimation of constants in linear models. 
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
michel bf65cb4f10 various bug fixes for filter and smoother with missing observations 
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
michel 5bf9ed894c removing dynare_m.exe from SVN 
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
ferhat 26ae037863 - factorization of simulation methods for static m-file 
- 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
michel 706651641f adding missing data smoother + small corrections 
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
michel 6a1c5fbd70 adding report at the end of Lagrange multipliers elimination 
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
michel 1b7171a11a update OSR 
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
michel eba6164cae fixing bugs around missing observations and starting to add smoother with missing observations 
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
michel dd73be5b7b added arguments passed to child functions 
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
ferhat 23de7b250a - factorization of simulation methods in dynamic m-file 
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
adjemian 3026575522 v4.1: Bug correction related to the mh_recover mode (needs more tests). 
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
ferhat f904a1a19d - new Incidence_Matrix class 
- 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
ratto a02e66e12c Updated the call to set_prior with M_ and options_ inputs 
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
sebastien b65e92c11d trunk: 
* 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
adjemian 00d46f89f9 v4.1: Added calls to new kalman filter routines. 
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
adjemian 6929164339 v4.1: Added univariate approach for the diffuse kalman filter (with correlated measurement errors). 
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
adjemian 6eadbe0005 v4.1: Added univariate approach of the diffuse kalman filter (missing observations and uncorrelated 
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
michel 3d410b9b8b v4.1: corrected DsgeSmoother.m for unobserved trends 
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
adjemian fbeab98711 v4.1 Added calls to new diffuse kalman filter routines (when kalman_algo==3). 
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
adjemian 5618fea33b v4.1: Added two routines for diffuse kalman filtering (with or without missing observations). 
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
adjemian 76000f99e4 v4.1: Added a new version of DsgeLikelihood.m (to be used for tests). 
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
adjemian 42e69283cb v4.1: Cosmetic changes + Added call to univariate kalman filter routine when F is singular and different 
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
michel ae0c71bfd9 correcting bugs in Kalman Smoother 
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
ferhat 7c6ed357b6 Bugs correction in check command with sparse option in model command 
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
adjemian dcc37a681a v4.1: Correction of the previous commit. 
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
adjemian b1e1ab4853 v4.1: Bug correction related to Laplace approximation of the data marginal density. 
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
adjemian 38b2eb42cb v4.1: Added calls to new filter routines. 
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
adjemian eb1e60e59b v4.1: Errors associated to the simulated deterministic paths (for all periods and endogenous variables) 
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
adjemian 42bdc2726c v4.1: Added a new m file for the univariate kalman filter allowing for missing observations and 
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
adjemian 9da509936c v4.1: Added ./matlab/kalman in the path. 
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
adjemian 616f47377f v4.1: Bug corrections. 
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
ferhat f59bba3ddc - Adding SOLVE_FORWARD_COMPLETE and SOLVE_BACKWARD_COMPLETE simulation type for sparse model option 
- 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
adjemian ccf0c4b9f9 v4.1: Factorization of missing data related part of dynare_estimation.m. 
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
adjemian c5e73fcbaf v4.1: Added subfolders in ./matlab/kalman. 
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
adjemian 8c030e7eb0 v4.1: Changed header. 
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
adjemian d0e8345536 v4.1: Changes related to kalman filter with missing observations. 
* 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
adjemian 09a808bd4f v4.1: Changed calls to optimization routines. 
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
adjemian c57a8c4776 v4.1: Removed hessian_sparse.m (unused function). 
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
adjemian b820667698 v4.1: Changes related to kalman filter with missing observations. 
* 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
adjemian 09e32240bd v4.1 Changes related to the kalman filter (for evaluation of the likelihood) with missing observations. 
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
michel 63f5008305 v 4.0.2: simpler solution to problem with unobserved stochastic trends 
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
adjemian f58cdcf676 v4.1: Files related to kalman filter (likelihood evaluation of a state space model with or without missing observations). 
* 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
sebastien 73c513802f trunk: 
* 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
sebastien 68f9ca256e trunk: added information message on the presence/absence of simulate.dll 
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
sebastien 26288f2ab1 trunk irf.m: added missing documentation for parameter 
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
ratto 2ff703ca40 Fixes to avoid error on non-stationary variables not observed. 
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
ratto b3c8df4aec Use economy-size option for qr. 
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
adjemian 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. 
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
michel 7a93a8cda8 correcting r2131 for saving additional variables in oo_ 
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
michel 57240cf01e modified computation of log(det(invhess)) to solve cases in large models where det(invhess) is smaller than machine precision 
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
michel f4e7a003eb corrected bug related to saving oo_.FilteredVariablesKStepAheadVariances and oo_.FilteredVariablesShockDecomposition 
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
michel 2a8a507b3f tentative bug correction in DsgeLikelihood when stochastic trends are unobservable (QR instead of SVN) 
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
sebastien 81ada88de2 trunk: fixed copyright header of generalized_cholesky?.m files 
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
sebastien 2af294a5e6 trunk: removed remnants of dr_algo option 
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
sebastien 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) 
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
sebastien 26adb11ae0 trunk: renamed sec2hms.m to dynsec2hms.m (name collision with Matlab package) 
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
sebastien 919c2af259 trunk: 
* 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
michel 18c74cc295 added missing ';' 
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
sebastien a03af050af undoing r2110 and r2111 changesets 
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
michel 464e29706f reverted r2010 because of problem with FILENAME token 
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
adjemian 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). 
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
sebastien 1d4f437499 trunk: merged 2106 changeset from 4.0 branch (typo in dynare_estimation.m) 
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
sebastien 108030d2a6 trunk: merged 2105 changeset from 4.0 branch (Octave graphics compatibility issues) 
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
michel fc4b201e79 correcting typo in writing estim_params_ 
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
michel dc5904dc1e removed character put by mistake at the top of the file 
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
sebastien d4e2d6c27f trunk dynare_solve.m: 
* 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
sebastien 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) 
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
adjemian 082e7e3292 v4.1: Added SquareRoot mode for the decomposition of the covariance matrix (Cholesky is the default). Results are saved in oo_. 
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
sebastien 772e3be8b3 trunk: fixed bugs in homotopy mode 3 
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
adjemian 6d08e65071 v4.1: Code factorization and cosmetic changes, the marginal density use a recursive approach to compute the posterior mean and covariance. 
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
sebastien dd7dcca15e trunk: increased verbosity of homotopy modes 1,2,3 
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
sebastien e9c7351aee trunk dynare_solve.m: for solve_algo = 2: 
* 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
sebastien 4fd7ad4b62 trunk: merged r2071 and r2072 changesets from 4.0 branch 
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
sebastien ee392aba3f v4.1 simultxdet.m: 
* 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
michel ec53cae4d0 bugs correction for exo_det 
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
michel ea271e7e84 added missing function 
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
michel 68d00f20d9 bugs correction in diffuse filter 
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
michel dbe69c1942 bug correction in diffuse filter/smoother 
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
adjemian 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). 
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
adjemian 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). 
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
adjemian ee67508c0f Correction of the last commit. 
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
adjemian 7aadec0ec5 v4.1: 
+ 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
sebastien 652c48069e v4.1: added new {save,load}_params_and_steady_state functions (along with their documentation in the manual) 
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
sebastien 8e6bca8228 v4.1: merged r2050 changeset from 4.0 branch 
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
michel 463b6f900f v4.1: adding parentheses to make it run faster 
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
sebastien 0ee09b5b07 v4.1: merged r2044, 2045 and 2046 changesets from 4.0 branch 
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
sebastien fa0a9f2784 v4.1: merged r2042 from 4.0 branch 
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
sebastien a946f85a74 v4.0 v4.1: fixed buggy dynare_version.m 
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
sebastien 544dbe9ecb v4.1 matlab/AIM: added license notice 
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
sebastien 6aab28794a v4.1: bump release number 
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
michel 7785819203 - updated dynare_m.exe (for old changes, unrelated to current modifications) 
- 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
michel 70d8a84490 added updated variables (a_t|t) and reverted the change in name for filtered_variables 
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
adjemian 2845115b5f + Removed global variables. 
+ 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
adjemian 348345843b Bug correction (missing parenthesis). 
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
george 5613e7acb2 Removed SPQZ SPEigQZ and SPSSparse as unused 
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
george 57ad15fd7a Replaced SPSparse() with sparse() 
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
adjemian 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). 
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
george 786b12bc0b Corrected addpath for AIM 
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
adjemian 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: 
[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
sebastien 0c23ac2b06 v4 matlab: 
* 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
adjemian b4c04a27cc Added autocorrelogram for the posterior draws. 
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
adjemian 25e20a2b5b Removed unused variable. 
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
adjemian b5f0fa26ee Changed default value for options_.trace_plot_ma 
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
adjemian 9dbe4e9411 Added comments. 
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
adjemian fb3899018e + Added trace plots. 
+ 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
adjemian 7ab0fab21c Added missing semi colon. 
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
adjemian 4580290dae Bug correction related to initialization of deterministic simulations (i forgot to commit this file). 
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
ferhat 6a3d20452b Minor corrections: 
- 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
adjemian 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. 
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
ferhat 08688fd7f3 Check command compatible with sparse model 
- 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
michel fcfb2fb578 functions return E_t Y_t in atilde 
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
michel 999d95cb7e a is E_t Y_t and a1 is E_t Y_{t+1}; function returns a 
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
adjemian 0d01f1b3e1 Informations about the deterministic simulations (number of iterations, error,...) are saved in oo_ (usefull for homotopic approach). 
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
adjemian 70acbdb89f Removed a useless global (dsge_prior_weight) 
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
adjemian 469eb87f40 Cosmetic change for Junior. 
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
michel 26038a6df7 fixing bugs in prior_posterior_statistics.m 
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
michel 842fc6631b fixing bug for ML estimation when no priors are available 
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
michel f6019fe5ab updating dynare_m.exe 
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
michel 36ad3d293b fixing bug related to exogenous deterministic variables in forecast 
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
michel 4f3d871b77 fixing posterior analysis output. filtered_vars and step_ahead_filter still don't work correctly 
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
michel 1a1281bd07 updating dynare_m.exe 
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
george 8a5450638d Commenting out a line as a temporary fix for a missing function filtered_values: 
> 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
sebastien b3470f646f v4 prior_bounds.m: small simplification 
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
sebastien 19e9bb3bd1 v4 draw_prior_density.m: 
* 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
sebastien b61c9e6a69 v4 matlab: 
* 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
sebastien a5b3c829d8 v4 matlab: replaced CDF and quantile functions of the beta by GPL'd ones 
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
sebastien 7c25303258 v4 matlab: 
* 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
sebastien f76badf151 v4 matlab: rreplaced beta_rnd.m and gamm_rnd. by GPL'ed custom ones 
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
sebastien 8bef1f0399 v4 matlab: 
* 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
sebastien 4bd6b02ec9 v4 matlab/sec2hms.m: replaced it by a custom version 
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
sebastien 47a4d91700 v4 matlab: 
* 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
sebastien dbe05bd9c8 v4 matlab: added copyright notice to C. Sims' files 
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
sebastien 9f5beff89e v4 matlab: fixed remaining copyright headers (those files which are in the CR+LF endline convention) 
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
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues) 
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
george 3bf9d8d487 Corrected and commented out the penalty power on info(2) because penalty power is already raised in DR1.m and resol respectively. 
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
george 827261166c Added use of G Anderson AIM - see Readme.txt in the new AIM subdirectory. 
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
george bee92a9714 The path to the AIM directory is added by dynare_config.m 
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
george 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
michel c9cf49e30b options_.nk default is now set to 1 
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
adjemian 6b0ba30fb9 Bug correction. 
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
michel 6ff7605f58 added missing semicolon 
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
michel f78c7f3400 corrected bug in returned argument sequence 
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
michel 994af45929 made it possible to force the univariate filter in estimation, mostly for testing purpose 
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
sebastien 308166f1f5 v4 matlab/doc: removed obsolete directory 
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
sebastien 491e5aabd0 v4 lyapunov_symm.m: fixed bug (one cannont change the counter of a 'for' loop from inside the loop) 
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
adjemian eeb0bee292 Initialization of the deterministic simulation is made optional. Added an option for homotopic solution to deterministic models (not ready). 
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
sebastien d9ffbb3e79 v4 dynare.m: cosmetic changes 
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
sebastien 57f4d42a5b v4: 
* 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
adjemian 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. 
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
adjemian 20fb13f7c2 * Added five points formula for gradient evaluation. 
* 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
sebastien e8d6dd1ef3 v4 matlab: use my_ordeig instead of ordeig for Octave and for Matlab < 7.0.1 
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
sebastien 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) 
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
sebastien ddaaf9e1e3 v4 matlab: 
* 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
adjemian 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. 
* 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
adjemian 7f927eff00 Changed penalties. 
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
sebastien de66e31008 v4 qbeta.m: quick fix for Octave 
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
sebastien 4993de5e95 v4 read_variables.m: more explicit error message if datafile does not exist 
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
sebastien 6fa483bd3f v4 prior_posterior_statistics.m: Octave compatibility issues: 
* 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
adjemian 3ac7bab6f0 Replaced | by || in conditional statements. 
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
adjemian 6827fc7c28 Replaced & by && (compatibility with octave issue). 
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
adjemian 4553ceca01 Bug correction (MAX_error replaced by MAX_nerro, for models with measurement errors). 
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
sebastien e9be36f6ad v4 octave: fixed a problem with infinite eigenvalues in dr1.m 
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
michel b1c4c4537b added missing ';' 
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 fe54c7ca07 adding functions and fixing bugs for diffuse filter 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1924 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 12:53:24 +00:00
michel 5ba344d75c bug correction 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1923 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 11:49:19 +00:00
michel 2c8a9d2f60 cleaning diffuse algorithms 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1922 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 11:48:14 +00:00
michel bfe76b3c4b updating dynare_m.exe 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1921 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 11:46:51 +00:00
michel f91d9dbf7c adding back DsgeLikelihood_hh.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1920 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 11:39:58 +00:00
michel a148c0a3f1 undoing changes 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1919 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 11:38:44 +00:00
michel 36f264a1ca put back DsgeLikelihood_hh.m that is used by option 5 of the optimizer 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1918 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 11:15:19 +00:00
michel 9074fdba91 updating dynare_m.exe 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1917 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 09:34:22 +00:00
michel 333915e07a removing unused function DsgeLikelihood_hh.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1915 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 08:17:12 +00:00
michel d0b87d6c32 corrections to optimal policy code required by making M_, options_, oo_ and it_ local 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1914 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 07:42:50 +00:00
sebastien cc66aebdb8 v4 pm3.m: disabled PDF and FIG output for Octave 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1912 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-01 11:17:00 +00:00
adjemian c86ba80007 Added posterior multivariate auto-correlation analysis 
+ Changed load instruction in selec_posterior_draws for octave compatibility.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1911 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-01 11:03:23 +00:00
adjemian adb5f730f5 Bug correction. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1910 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-01 09:37:52 +00:00
adjemian b8736dc337 Changed \Plots\ to /Output/ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1909 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-01 09:36:58 +00:00
sebastien 703d0fb542 v4 matlab: updated preprocessor binary for win32 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1907 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-29 20:32:46 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-24 18:20:48 +00:00
adjemian f12c2f4ed6 Bug corrections and cosmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1897 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-24 17:13:36 +00:00
sebastien 67d98a4a7b v4 matlab: removed useless asamin.m and added an error message for mode_compute=2 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1893 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-23 10:58:32 +00:00
michel 69f3a0b28a corrected bug in filter shock decomposition when kalman_algo = 4 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1891 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-21 16:17:57 +00:00
adjemian 341adad2e9 Added new functions for posterior distribution processing (second order moments) + Removed global variables. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1890 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-21 08:33:31 +00:00
adjemian 2dab221499 Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1881 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-19 09:45:28 +00:00
adjemian 8ba344b786 Cosmetic change in var_sample_moments + Removed one global. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1880 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-17 21:44:00 +00:00
adjemian 2a632d2efc Computation of 2nd order posterior moments (depending on the size of the model the posterior distribution of dr is saved on disk). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1879 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-17 21:23:02 +00:00
sebastien 120d412152 v4: dropped Scilab support 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1878 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-16 16:33:28 +00:00
michel dfc1f3c90f dynare_v4: exploitation of posterior distribution (unfinished) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1877 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-16 10:38:36 +00:00
sebastien a38bec0c18 v4 homotopy2.m: removed incorrect executable property 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1876 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-16 07:51:15 +00:00
sebastien 87c27433f6 v4 kernel_density_estimate.m: replaced calls to inline() by anonymous functions (much faster) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1871 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-12 14:42:16 +00:00
ratto 7c807afd65 filled SmoothedShocks field when 
mode_compute=0 and and mode_file=0; 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1867 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-12 10:10:50 +00:00
sebastien b45d5ac3e0 v4 dynare_estimation.m: fixed bug in saving pindx 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1864 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-09 16:01:49 +00:00
sebastien 13f3157243 v4 McMCDiagnostics.m: fixed incorrect function name 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1863 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-09 10:40:48 +00:00
sebastien e4be1577cc v4 dynare_estimation.m: added missing semicolon 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1862 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-09 09:57:05 +00:00
sebastien 8dd27bdcef v4 matlab+octave: updated preprocessor binaries for Windows 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1861 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-09 08:07:07 +00:00
sebastien 75fb140b5c v4 matlab+preprocessor: 
* removed global variables from "static" and "dynamic" files (in standard and USE_DLL modes only)
* added extra arguments when those functions are called from M-files


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1859 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-06 14:01:02 +00:00
sebastien 21c98f8b1c v4 matlab: 
* moved qzdiv.m and qzswitch.m to qz/
* fixed typo in qz/mjdgges.m


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1858 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-06 12:50:47 +00:00
ratto 49b00b976d Fixed bug when actual parameter value is NULL. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1857 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-29 15:15:32 +00:00
sebastien b87a453c7e v4 matlab: 
* removed sylvester3.m and sylvester3a.m (have been moved to gensylv/ subdir)
* display an error message when dynare called without argument


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1852 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-27 09:46:44 +00:00
sebastien a31789dcb5 v4 matlab: 
* replaced obsolete isstr() by ischar()
* fixed typo in erase_compiled_function()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1844 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-23 14:45:37 +00:00
adjemian 13af9eb18f Idem 1836 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1837 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-19 13:27:17 +00:00
adjemian de48d0b3ee Changed posterior_moments (global variable options_ is not needed anymore, mh_conf_sig is a new input argument) + Cosmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1836 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-19 13:22:57 +00:00
adjemian f85752893e Changed header text. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1829 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-16 16:10:30 +00:00
adjemian 0f1e8c8137 Cosmetic changes and factorization of a division. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1828 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-16 15:59:41 +00:00
adjemian c61d46e1f6 Cosmetic change. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1827 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-16 08:22:46 +00:00
adjemian e85af5dc11 Added a dynare configuration routine and bug corrections. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1826 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-16 08:18:37 +00:00
adjemian 45268c43b4 Bug (typo) correction. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1823 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-13 08:34:09 +00:00
sebastien 568789b3ac v4 homotopy3: fixed bug 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1822 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-06 17:18:58 +00:00
michel 353fce6bfa v4 get_posterior_parameters.m: bug correction 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1821 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-02 18:37:05 +00:00
michel ffc6c8fdef v4: fixed bugs for dynasave 
updated dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1819 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-02 13:54:59 +00:00
michel 8b841cda0b v4: corrected bug in prior_draw.m (inv-gamma2) 
reindented priordens.m

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1816 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-02 04:55:06 +00:00
michel 1e096f3dee v4: adding forcst2.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1815 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-02 04:49:44 +00:00
michel 6352e90b26 v4: fixed bug concerning handling of filter decomposition (decomp) in DiffuseKalmanSmoother1_Z. and DsgeSmoother.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1814 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-01 15:41:15 +00:00
michel b99d608b7e v4 adding dynare_version.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1813 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-01 13:34:14 +00:00
michel 1fc2c7a9f1 v4: added forecast, updated dynare_m.exe 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1812 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-01 12:04:48 +00:00
adjemian e6a060d64e New matlab functions to be used if a dll is missing. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1810 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-25 12:47:30 +00:00
sebastien 7eb6fa3ed1 v4 preprocessor: fixed bug with "order" option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1809 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-24 10:55:26 +00:00
michel 0c45802387 v4: added trans_ident option for GSA 
updated matlab/dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1807 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-20 05:56:21 +00:00
michel e59b3c134f v4 diffuse smoother: added initialization d=0 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1804 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-16 14:27:50 +00:00
michel f4eda9e12f v4 preprocessor: added mode_file to dynare_sensitivity options 
corrected threshold_redform option
                 threshold_redform option accepts float and (-)Inf
                 split value (puts NaN for no value) and value1 (doesn't accept no value)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1803 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 20:22:42 +00:00
ratto 4e889a9eed Impose redform=1 when morris=1; 
Change checks for existence of the toolboxes.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1802 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 14:31:45 +00:00
ratto 442a212d28 Added empty case for filter_step_ahead; 
Fixed bug with bounds, when prior bounds are outside from lb and ub specified manually by the user;

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1801 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 10:17:31 +00:00
ratto 460267525b Moved position for mode_file option. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1800 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 09:50:46 +00:00
sebastien 9f8deb4fdd v4 preprocessor/macro: added a difference operator on macro arrays 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1799 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 09:19:01 +00:00
ratto 6b6598914f Default empty list of names and use of ':' for all names; 
Use of empty datafile;

Extended use of various data options:
nobs, first_obs, prefilter, presample, loglinear, nograph;

Prepared for available mode_file option n dynare_sensitivity.m;


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1797 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 09:14:37 +00:00
ratto fa664b73c4 trap for sensitivity analysis and empty datafile 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1796 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 09:00:24 +00:00
michel 74fb4a04c5 v4: fixing initvalf 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1795 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-14 07:22:10 +00:00
michel 9330ff1786 v4 preprocessor: added some estimation options for dynare_sensitivity 
updated matlab/dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1794 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-13 12:58:44 +00:00
michel 40a049c359 v4 preprocessor: corrected bug with initval_file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1793 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-11 19:24:19 +00:00
michel 48166a9c96 v4 preprocessor: added syntax (:) for all variables in 
option_lists
                 updated matlab/dynare_m.exe


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1792 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-11 14:41:52 +00:00
michel 284560a79c update of GSA code 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1791 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-10 09:55:28 +00:00
assia 1a7990cf5d functions related to dynare_sensitivity deleted 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1790 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-10 09:45:11 +00:00
ratto 524159c5bb The dimension of the last saved stock matrix has to be variable, not fixed. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1789 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-10 08:53:36 +00:00
michel 1618d9533f v4 preprocessor: added provision for local options; used by dynare_sensitivity.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1784 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-05 10:52:58 +00:00
michel 0efeef2486 v4 dynare_sensitivity.m: options_gsa are now local and nonsticky 
automatic addition of gsa path if it exists
                         otherwise error message


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1783 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-05 10:49:59 +00:00
michel 0cd82d3923 v4: updating dynare_m.exe 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1782 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-04 18:43:16 +00:00
sebastien dc57439e43 v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1779 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-03 16:22:52 +00:00
sebastien 6ca15f8a95 v4 mex+preprocessor: binary update 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1777 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-03 07:56:49 +00:00
sebastien c72e6ff02e v4 matlab+preprocessor: fix display of preprocessor error message (was truncated by Matlab if too long) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1774 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-02 15:01:52 +00:00
sebastien 4a481eaff0 v4 matlab: display preprocessor output even in case of success 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1773 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-02 14:41:56 +00:00
sebastien 367948e4db v4 matlab+preprocessor: the three homotopy modes should now work 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1769 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-31 16:19:16 +00:00
michel 06b6429b04 bug correction 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1757 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-30 09:58:47 +00:00
michel 5e1745ada7 v4 random_walk_metropolis_hastings.m: changed initializationo of InitSizeArray to avoid 
uncomplete files when load_mh_files
                                      suppressed confusing reinitialization of 
                                      InitSizeArray at the end of a chain
                                      put back the report on average acceptation rate


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1756 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-30 09:31:06 +00:00
michel b67c5f596a v4 : dynare_estimation.m: corrected bug with load_mh_file 
simplified calls to random_walk_metropolis_hastings()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1755 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-30 08:33:59 +00:00
michel 7d66de73f7 v4 th_autocovariances.m: corrected bug in case of multiple unit roots 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1754 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-29 08:52:00 +00:00
michel 18e617c95b v4: adding 2 homotopy functions out of 3 initially planned 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1750 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-28 12:41:02 +00:00
adjemian be833e1e03 Bug correction. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1746 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-27 09:19:38 +00:00
michel 59c30113c1 v4: added options for homotopy 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1745 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-24 08:56:48 +00:00
adjemian 2aaf214c09 Correction of bug in the definition of the dsge-var prior. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1744 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-18 10:28:53 +00:00
adjemian 8917d41046 Added multivariate student as a proposal distribution for the metropolis hastings. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1743 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-13 08:27:55 +00:00
michel d6e004e91d v4 ramsey_dynamic.m: added missing semi-colons 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1742 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-12 16:46:51 +00:00
adjemian ab375b6f4e Factorization of the initialization of the metropolis hastings (implementation of the independent metropolis hastings). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1741 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-11 20:55:16 +00:00
adjemian ea1f4abaed Added a function returning the prior and posterior densities of a dsge-var model, given the deep parameters and the dsge_prior_weight parameter. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1740 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-10 16:08:02 +00:00
michel 01f71a285a v4 dynare_estimation.m: corrected spelling bug with TeXNAMES 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1739 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-10 08:16:01 +00:00
assia 3ea93dd4b5 header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1737 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-03 11:28:13 +00:00
assia 85b3832ef5 header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1736 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-03 11:26:03 +00:00
assia 59b663dfbe header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1735 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-03 11:16:47 +00:00
assia c1c9b5f44c header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1734 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-03 11:12:39 +00:00
assia 681bf0fe4b header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1733 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-03 11:10:16 +00:00
assia 28139e918f header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1732 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-03 10:52:19 +00:00
assia bfd112f75c header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1731 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-03 10:48:33 +00:00
assia 342ad92630 header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1730 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-03 10:43:43 +00:00
assia f1b3da91df header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1729 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-03 10:37:14 +00:00