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
fe54c7ca07
adding functions and fixing bugs for diffuse filter
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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
5ba344d75c
bug correction
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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
2c8a9d2f60
cleaning diffuse algorithms
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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
bfe76b3c4b
updating dynare_m.exe
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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
f91d9dbf7c
adding back DsgeLikelihood_hh.m
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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
a148c0a3f1
undoing changes
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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
36f264a1ca
put back DsgeLikelihood_hh.m that is used by option 5 of the optimizer
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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
9074fdba91
updating dynare_m.exe
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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
333915e07a
removing unused function DsgeLikelihood_hh.m
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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
d0b87d6c32
corrections to optimal policy code required by making M_, options_, oo_ and it_ local
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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
cc66aebdb8
v4 pm3.m: disabled PDF and FIG output for Octave
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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
c86ba80007
Added posterior multivariate auto-correlation analysis
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+ 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
adb5f730f5
Bug correction.
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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
b8736dc337
Changed \Plots\ to /Output/
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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
703d0fb542
v4 matlab: updated preprocessor binary for win32
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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
e08cad8265
v4: merged Octave branch into trunk
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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
f12c2f4ed6
Bug corrections and cosmetic changes.
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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
67d98a4a7b
v4 matlab: removed useless asamin.m and added an error message for mode_compute=2
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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
69f3a0b28a
corrected bug in filter shock decomposition when kalman_algo = 4
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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
341adad2e9
Added new functions for posterior distribution processing (second order moments) + Removed global variables.
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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
2dab221499
Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m
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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
8ba344b786
Cosmetic change in var_sample_moments + Removed one global.
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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
2a632d2efc
Computation of 2nd order posterior moments (depending on the size of the model the posterior distribution of dr is saved on disk).
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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
120d412152
v4: dropped Scilab support
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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
dfc1f3c90f
dynare_v4: exploitation of posterior distribution (unfinished)
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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
a38bec0c18
v4 homotopy2.m: removed incorrect executable property
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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
87c27433f6
v4 kernel_density_estimate.m: replaced calls to inline() by anonymous functions (much faster)
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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
7c807afd65
filled SmoothedShocks field when
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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
b45d5ac3e0
v4 dynare_estimation.m: fixed bug in saving pindx
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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
13f3157243
v4 McMCDiagnostics.m: fixed incorrect function name
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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
e4be1577cc
v4 dynare_estimation.m: added missing semicolon
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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
8dd27bdcef
v4 matlab+octave: updated preprocessor binaries for Windows
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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
75fb140b5c
v4 matlab+preprocessor:
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* 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
21c98f8b1c
v4 matlab:
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* 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
49b00b976d
Fixed bug when actual parameter value is NULL.
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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
b87a453c7e
v4 matlab:
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* 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
a31789dcb5
v4 matlab:
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* 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
13af9eb18f
Idem 1836
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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
de48d0b3ee
Changed posterior_moments (global variable options_ is not needed anymore, mh_conf_sig is a new input argument) + Cosmetic changes.
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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
f85752893e
Changed header text.
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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
0f1e8c8137
Cosmetic changes and factorization of a division.
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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
c61d46e1f6
Cosmetic change.
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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
e85af5dc11
Added a dynare configuration routine and bug corrections.
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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
45268c43b4
Bug (typo) correction.
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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
568789b3ac
v4 homotopy3: fixed bug
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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
353fce6bfa
v4 get_posterior_parameters.m: bug correction
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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
ffc6c8fdef
v4: fixed bugs for dynasave
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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
8b841cda0b
v4: corrected bug in prior_draw.m (inv-gamma2)
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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
1e096f3dee
v4: adding forcst2.m
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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
6352e90b26
v4: fixed bug concerning handling of filter decomposition (decomp) in DiffuseKalmanSmoother1_Z. and DsgeSmoother.m
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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
b99d608b7e
v4 adding dynare_version.m
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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
1fc2c7a9f1
v4: added forecast, updated dynare_m.exe
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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
e6a060d64e
New matlab functions to be used if a dll is missing.
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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
7eb6fa3ed1
v4 preprocessor: fixed bug with "order" option
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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
0c45802387
v4: added trans_ident option for GSA
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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
e59b3c134f
v4 diffuse smoother: added initialization d=0
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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
f4eda9e12f
v4 preprocessor: added mode_file to dynare_sensitivity options
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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
4e889a9eed
Impose redform=1 when morris=1;
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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
442a212d28
Added empty case for filter_step_ahead;
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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
460267525b
Moved position for mode_file option.
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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
9f8deb4fdd
v4 preprocessor/macro: added a difference operator on macro arrays
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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
6b6598914f
Default empty list of names and use of ':' for all names;
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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
fa664b73c4
trap for sensitivity analysis and empty datafile
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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
74fb4a04c5
v4: fixing initvalf
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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
9330ff1786
v4 preprocessor: added some estimation options for dynare_sensitivity
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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
40a049c359
v4 preprocessor: corrected bug with initval_file
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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
48166a9c96
v4 preprocessor: added syntax (:) for all variables in
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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
284560a79c
update of GSA code
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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
1a7990cf5d
functions related to dynare_sensitivity deleted
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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
524159c5bb
The dimension of the last saved stock matrix has to be variable, not fixed.
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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
1618d9533f
v4 preprocessor: added provision for local options; used by dynare_sensitivity.m
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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
0efeef2486
v4 dynare_sensitivity.m: options_gsa are now local and nonsticky
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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
0cd82d3923
v4: updating dynare_m.exe
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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
dc57439e43
v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value
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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
6ca15f8a95
v4 mex+preprocessor: binary update
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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
c72e6ff02e
v4 matlab+preprocessor: fix display of preprocessor error message (was truncated by Matlab if too long)
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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
4a481eaff0
v4 matlab: display preprocessor output even in case of success
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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
367948e4db
v4 matlab+preprocessor: the three homotopy modes should now work
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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
06b6429b04
bug correction
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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
5e1745ada7
v4 random_walk_metropolis_hastings.m: changed initializationo of InitSizeArray to avoid
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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
b67c5f596a
v4 : dynare_estimation.m: corrected bug with load_mh_file
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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
7d66de73f7
v4 th_autocovariances.m: corrected bug in case of multiple unit roots
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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
18e617c95b
v4: adding 2 homotopy functions out of 3 initially planned
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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
be833e1e03
Bug correction.
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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
59c30113c1
v4: added options for homotopy
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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
2aaf214c09
Correction of bug in the definition of the dsge-var prior.
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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
8917d41046
Added multivariate student as a proposal distribution for the metropolis hastings.
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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
d6e004e91d
v4 ramsey_dynamic.m: added missing semi-colons
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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
ab375b6f4e
Factorization of the initialization of the metropolis hastings (implementation of the independent metropolis hastings).
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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
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.
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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
01f71a285a
v4 dynare_estimation.m: corrected spelling bug with TeXNAMES
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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
3ea93dd4b5
header updated
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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
85b3832ef5
header updated
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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
59b663dfbe
header updated
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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
c1c9b5f44c
header updated
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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
681bf0fe4b
header updated
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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
28139e918f
header updated
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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
bfd112f75c
header updated
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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
342ad92630
header updated
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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
f1b3da91df
header updated
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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
a7cb948e69
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1728 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 10:26:09 +00:00
eb1a26962e
isolated functions deleted
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1727 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 09:30:06 +00:00
065d95c73f
isolated function deleted
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1726 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 09:26:40 +00:00
f489bc62d0
Correction of a bug related to the stochastic optimization routine (mode_compute=6).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1722 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-29 14:02:43 +00:00
a430b447d1
v4 dynare_estimation.m: corrected bugs when np == 0
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1721 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-27 09:15:30 +00:00
97da74a135
v4: datatomfile.m: header correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1718 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 19:45:34 +00:00
d54aed35ce
preprocessor: mod_file_struct.option_order must be the LARGEST stated in the *.mod file, not the last one
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1717 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 13:36:17 +00:00
7073ee2ee1
v4 dynare_estimation.m: foecast are prepared only when kalman_algo > 4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1716 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 13:13:36 +00:00
c634702c69
v4 forecast.m: bug correction when var_list is empty
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1715 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 13:12:58 +00:00
bcf9da214e
v4: added forecast out of posterior mode (or maximum likelihood, non-tested)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1710 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-17 14:58:34 +00:00
5572943251
v4 added missing ; in set_all_parameters.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1709 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-17 10:33:25 +00:00
c7dc3ca3bc
v4 bug corrections in dealing with measurement errors
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1708 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-16 17:02:39 +00:00
92f19dd476
v4: corrected bug for correlated coefficients
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1705 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-14 20:10:41 +00:00
1c1221681f
Correction of a bug related to the previous commit (the initialization of the path is given by the solution of the first order approximation of the model iff there is no deterministic shocks).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1704 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-11 15:04:31 +00:00
48f23191fb
For deterministic simulations of a path between an arbitrary initial condition and the steady state, the path is initialized with the solution obtained from a first order approximation of the model => The number of iterations required for the convergence of the Newton is less important, and on a simple growth model with CES technology I observe also a reduction of the error size.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1703 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-11 14:42:46 +00:00
806c29cc4a
v4: made dynare_estimation safe for computing Smoother of a calibrated model (temporary)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1702 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-09 17:27:26 +00:00
0f7e1d64ab
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1697 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-07 21:52:20 +00:00
4bda21d4db
Bug correction. Initialization of deterministic simulations was buggy when we start from an arbitrary initial condition (ie when steady is not used after initval).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1695 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-07 10:50:31 +00:00
6057511c9e
v4 dynare_esitmation.m: doesn't store lagged values of smoothed and filtered variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1694 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-05 15:27:57 +00:00
86c2c7f488
changing dynare.m for new mex directory location
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1691 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 21:31:18 +00:00
80eb1faab2
moving mex directory
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1690 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 21:31:12 +00:00
2f3767d317
v4: more changes related to new filter
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more variables returned by the smoother saved in oo_
DiffuseKalmanSmoother1_Z.m isn't finished yet
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1689 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 17:52:16 +00:00
290722e3fd
mex/source/build.m: replaced system() by eval(). The call to system isn't necessary and creates a path problem with R2008a
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1688 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 16:01:05 +00:00
dd5c5cbba0
v4 matlab/mex:
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* build.m: changed preprocessor source directory name
* updated binary for simulate / Linux x86-32 / Matlab 7.4
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1687 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 11:24:51 +00:00
4dc23e191e
v4 matlab/mex:
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* fixed problem with compilation of simulate DLL under Linux x86-64
* updated binaries for Linux x86-64 + Matlab 7.5
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1685 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 09:59:21 +00:00
a34ce9e3b7
v4 bug corrections for new diffuse algorithm
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1684 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-31 10:58:58 +00:00
d8d191bb1c
v4 matlab/mex:
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* adapted build.m for MacOS/PowerPC
* added corresponding binaries for Matlab 7.5
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1683 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-31 10:41:15 +00:00
4443d56136
v4 bug correction and correct smoother for new diffuse algorithm
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1682 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 21:32:20 +00:00
d01ed3ca16
mex/2007b: added missing mjdgges.mexa64
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1681 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 20:41:32 +00:00
ba3ced9ca3
mex/source/simulate: changed some cast to (long int) for compatibility with x64
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1680 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 20:40:19 +00:00
c0c56b6d7d
v4 matlab/mex: added binaries for GNU/Linux i386 + Matlab <= 7.4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1679 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 17:09:47 +00:00
b8b8de83ec
v4 matlab/mex:
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* tuned build.m for MacIntel
* added corresponding binaries for Matlab 7.5
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1678 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 17:03:41 +00:00
5a7560252b
v4 matlab/mex/sources: fixed problems with compilation of simulate DLL under Linux
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* Linux filenames are case sensitive, had to fixed case in #include directives
* itoa() function does not exist under Linux; replaced it by calls to sprintf()
* replaced anti-slashes by slashes in pathnames; this works under Windows
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1677 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 16:18:06 +00:00
b95b51be6f
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1671 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:55:56 +00:00
ce06676166
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1670 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:52:37 +00:00
9b4537cf3a
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1669 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:50:02 +00:00
8e5cfdcf2a
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1668 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:46:45 +00:00
df40a111f7
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1667 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:43:28 +00:00
8e659cf465
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1666 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:41:22 +00:00
4cfa305d7b
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1665 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:38:04 +00:00
df1b0fc5fd
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1664 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:34:02 +00:00
5fce0ba5e7
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1663 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:30:25 +00:00
105f1f81a4
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1662 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:25:26 +00:00
a1a58bc29b
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1661 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:20:25 +00:00
3531920329
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1660 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 17:02:08 +00:00
0c263f8e29
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1659 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 15:55:01 +00:00
6fa72ce61a
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1658 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 15:52:37 +00:00
68baa83fc8
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1657 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 15:48:50 +00:00
6c3ea44eac
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1656 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 15:42:09 +00:00
c40b85373e
isolated function deleted
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1655 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 15:30:23 +00:00
b2beb89b36
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1654 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 14:50:59 +00:00
b0760493ae
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1653 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 14:46:20 +00:00
493fef0059
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1652 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 14:37:50 +00:00
d7ea6e3c5c
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1651 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 14:34:20 +00:00
6794bc9245
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1650 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 14:32:26 +00:00
c6dcc08b9a
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1649 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 14:28:06 +00:00
12436db725
v4 added new triangular algorithm for diffuse kalman filter (options_.kalman_algo=4,5)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1648 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-27 09:34:20 +00:00
1a8db86c1b
v4 new function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1647 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-27 09:31:38 +00:00
cd1918ca89
v4 dynare_estimation.m: bug correction for models with nonstationary variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1646 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-26 08:22:30 +00:00
509f4f1e51
Deterministic simulations without compiler updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1645 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-25 16:48:55 +00:00
f6daff9d5c
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1644 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-24 14:45:58 +00:00
0de34265c1
The global ys0_ is useless now...
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2008-01-24 14:12:39 +00:00
f5ad60486a
Correction of a bug related to ys0_ and the endval block.
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2008-01-24 14:11:44 +00:00
c930948d5d
Bug correction. Declaration of ys0_ as a global was missing (this is a problem if resid.m is called after the endval block and the steady command).
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2008-01-23 16:05:02 +00:00
7cd39bef29
header updated
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2008-01-21 17:30:25 +00:00
a04ed5526f
header updated
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2008-01-21 17:29:24 +00:00
f766304d9e
header updated
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2008-01-21 17:16:02 +00:00
dd7d39a02b
header updated
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2008-01-21 17:13:53 +00:00
bc3c0bf95a
header updated
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2008-01-21 17:10:47 +00:00
220d869142
header updated
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2008-01-21 17:06:21 +00:00
4966cf1416
header updated
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2008-01-21 17:04:24 +00:00
ac0f09fa3e
header updated
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2008-01-21 16:25:00 +00:00
1c53328664
header updated
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2008-01-21 16:23:00 +00:00
60fdc08e2d
header updated
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2008-01-21 16:15:02 +00:00
9152bbbc48
header updated
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2008-01-21 12:17:46 +00:00
467d1b1dd1
header updated
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2008-01-21 12:09:31 +00:00
50b745b547
header updated
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2008-01-21 11:51:09 +00:00
8dc0bce11a
header updated
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2008-01-21 11:41:26 +00:00
38b6fa0bac
header updated
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2008-01-21 11:18:56 +00:00
2754210396
header updated
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2008-01-21 11:13:07 +00:00
e2f263da10
header updated
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2008-01-21 11:01:12 +00:00
0dc032e656
header updated
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2008-01-21 10:54:12 +00:00
63eab2d4fd
header updated
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2008-01-21 10:21:12 +00:00
6e44e7cd60
v4: added Kalman filter functions with explicit Z
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2008-01-18 20:03:55 +00:00
d7c3bacf3d
v4: changed dynare.m for version 2008a
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2008-01-18 20:00:33 +00:00
ee8b3fee5e
v4: removed use of ordqz and reinstated 2007b/mjdgges.mexw32
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2008-01-18 19:59:10 +00:00
df1679494c
header updated
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2008-01-17 16:25:06 +00:00
d8135e533a
header updated
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2008-01-17 16:16:32 +00:00
a9cb80a29e
header updated
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2008-01-17 16:11:10 +00:00
474d765dd3
header updated
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2008-01-17 16:09:22 +00:00
b0f1ecc8d1
header updated
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2008-01-17 16:08:06 +00:00
b49f3d6940
header updated
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2008-01-17 16:05:08 +00:00
125f61e4c5
header updated
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2008-01-17 16:00:51 +00:00
bf3793b9c2
header updated
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2008-01-17 15:59:01 +00:00
7f72c0b802
header updated
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2008-01-17 15:53:58 +00:00
216f7065af
header updated
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2008-01-17 15:52:13 +00:00
f826a7d5e6
header updated
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2008-01-17 15:47:36 +00:00
ca50db999c
header updated
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2008-01-17 15:45:44 +00:00
9beaa50d39
header updated
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2008-01-17 14:53:48 +00:00
fcb9b16920
header updated
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2008-01-17 13:18:20 +00:00
094cb721ae
header updated
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2008-01-17 13:08:50 +00:00
ebdbb5eb02
header updated
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2008-01-17 13:06:54 +00:00
6a7eafe794
header updated
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2008-01-17 13:04:35 +00:00
fab11fb0e0
header updated
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2008-01-17 11:10:12 +00:00
473161027b
header updated
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2008-01-17 11:06:49 +00:00
ccfa202227
header updated
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2008-01-17 11:05:49 +00:00
3fd9206783
header updated
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2008-01-17 11:04:22 +00:00
99e06699ab
header updated
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2008-01-16 15:56:17 +00:00
c970dff266
header updated
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2008-01-16 15:54:47 +00:00
b453d8c630
header updated
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2008-01-16 15:35:02 +00:00
6cd1bb80b2
header updated
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2008-01-16 15:32:46 +00:00
1b4113d7c2
isolated function deleted
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2008-01-15 16:29:08 +00:00
38ecaa2f20
isolated functions deleted
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2008-01-15 13:15:18 +00:00
9692abe948
header updated
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2008-01-15 10:48:00 +00:00
d255237d2d
header updated
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2008-01-15 10:41:52 +00:00
c15ac60630
header updated
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2008-01-15 10:38:47 +00:00
04684d52a0
header updated
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2008-01-11 16:05:00 +00:00
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header updated
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2008-01-11 16:01:00 +00:00
884ca1c35f
header updated
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2008-01-11 15:57:20 +00:00
008702a153
header updated
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2008-01-11 15:51:51 +00:00
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header updated
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2008-01-11 15:49:59 +00:00
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header updated
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2008-01-11 15:46:23 +00:00
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header updated
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2008-01-11 15:45:52 +00:00
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header updated
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2008-01-11 15:42:27 +00:00
ac0ab299c1
header updated
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2008-01-11 15:40:40 +00:00
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header updated
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2008-01-11 15:21:37 +00:00
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header updated
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2008-01-11 15:19:51 +00:00
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header updated
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2008-01-11 15:16:49 +00:00
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header updated
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2008-01-11 15:13:59 +00:00
b8c6ace7ea
header updated
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2008-01-11 15:12:04 +00:00
2679543927
header updated
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2008-01-11 14:34:57 +00:00
08423e9717
header updated
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2008-01-11 14:31:51 +00:00
59e3f79c62
header updated
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2008-01-11 14:26:33 +00:00
190f2d14c0
header updated
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2008-01-11 14:22:41 +00:00
e462d8c1a0
header updated
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2008-01-11 13:50:16 +00:00
bef2e614e8
v4 matlab: removed spurious svn:executable properties
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2008-01-11 11:58:56 +00:00
caec99eb72
v4 mex/sources: removed old build files, fixed SVN properties
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2008-01-11 11:54:49 +00:00
536f0c38a5
modified header
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2008-01-10 16:52:21 +00:00
c58fd57c39
header updated
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2008-01-10 15:48:43 +00:00
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header updated
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2008-01-10 15:47:41 +00:00
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header updated
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2008-01-10 15:44:24 +00:00
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2008-01-10 15:28:03 +00:00
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2008-01-10 15:21:59 +00:00
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header updated
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2008-01-10 15:13:48 +00:00
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2008-01-10 15:12:20 +00:00
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2008-01-10 15:09:42 +00:00
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2008-01-10 15:06:35 +00:00
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header modifier
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2008-01-10 15:03:35 +00:00
b60ffa9ada
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2008-01-10 14:53:41 +00:00
165dfd549c
header updated
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2008-01-10 14:47:31 +00:00
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header updated
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2008-01-10 14:36:09 +00:00
2b52d9240d
header updated
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2008-01-10 14:34:44 +00:00
73d6897350
header updated
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2008-01-10 14:29:29 +00:00
3132de3434
header updated
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deleted useless 'linear' argument
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2008-01-10 14:27:28 +00:00
4043406781
v4 dr1.m: added use of options_.qz_criterium with ordqz. Important for models with unit root
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2008-01-07 15:59:43 +00:00
cc6fe587ed
removed mex/2007b/mjdgges.*
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1543 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-05 17:32:50 +00:00
0eb81a979a
v4: uses Matlab ordqz instead of mjdgges if it exist. Makes mjdgges.mexw32/a64 redundant in mex/2007b
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1542 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-05 17:30:12 +00:00
04684d794a
add mex/2007b/*.mexa64
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2008-01-05 17:08:58 +00:00
d2ed461f78
bug typo correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1540 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-05 17:04:09 +00:00
28a5422625
header updated
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2008-01-03 12:21:25 +00:00
9bc1ac138d
header updated
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2008-01-03 12:12:07 +00:00
d999166b14
header updated
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2008-01-03 12:00:54 +00:00
0db897f0af
header updated
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2008-01-03 11:48:28 +00:00
1f29e89eea
header updated
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2008-01-03 11:36:48 +00:00
0392bb55a5
header updated
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2008-01-03 11:31:19 +00:00
713f2ed1d9
header updated
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2008-01-03 11:16:18 +00:00
a80aa9eb17
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1528 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 11:12:25 +00:00
759e94fe63
v4: uploading version w32/2007b of dlls
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1527 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 09:13:07 +00:00
b63703fcf3
v4: modified build.m for R2007b Windows. mjdgges.mexw32 is still crashing
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1526 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 09:08:34 +00:00
4c95507b66
v4: unified build system for MEX files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1519 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-28 15:37:26 +00:00
c4e78163b8
v4: removed mex/common/
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1518 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-28 13:51:34 +00:00
59e8deea2e
header updated
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2007-12-21 17:27:11 +00:00
1c5f5f2b69
header updated
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2007-12-21 17:25:26 +00:00
b3bdbb0f22
header updated
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2007-12-21 17:13:52 +00:00
218ca21202
header updated
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2007-12-21 17:06:34 +00:00
c28961e7fe
header updated
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2007-12-21 16:57:36 +00:00
7112bd6006
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1512 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 16:32:21 +00:00
ed0b94f402
v4: added build.m for gensylv f or glnxa64. Needs to be generalized for other OS/ARCH
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1511 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 11:47:19 +00:00
9d9826766c
v4: corrected bugs in kronecker dlls for Linux 64
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1510 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 11:21:20 +00:00
33baab148b
v4 check.m: corrected bug when no exogenous variable and save results in oo_.dr
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1509 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 19:42:19 +00:00
2f7b6c4037
header updated
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2007-12-20 16:32:02 +00:00
01f0f35314
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1507 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:30:56 +00:00
ef3a16535f
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1506 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:29:30 +00:00
e4a722710a
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1505 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:28:15 +00:00
56c3a4db32
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1504 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:27:02 +00:00
08aa815359
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1503 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:21:18 +00:00
25e3fe8e3b
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1502 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 15:48:12 +00:00
8c023c9b5c
v4: updated dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1501 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 11:54:14 +00:00
374d590835
v4: adapted kroneker dlls for Matlab versions < 7.5 (Windows) Linux versions < 7.5 still to be done
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1500 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 10:52:31 +00:00
13241ddc68
Removed useless conditions.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1499 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 18:04:05 +00:00
7108106807
Deleted dlls.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1498 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 17:53:20 +00:00
47a3549a81
Deleted call to different versions of gensylv.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1497 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 17:00:01 +00:00
99a6889d95
Declaration of the paths to the mex files (depending on the version of matlab).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1496 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 16:40:48 +00:00
598a6363f1
Creation of a subdirectory mex in the matlab folder (sources + mex files).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1495 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 15:58:38 +00:00
a60ab498f6
v4: corrected bugs for option SMOOTHER. There are still problems with variable and file names
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1486 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-13 20:34:07 +00:00
22247c809f
v4: correcting bug with deterministic exogenous variables in stochastic models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1485 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-11 15:41:48 +00:00
3eea736e30
Corrected bug related to the constant in bvar-dsge.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1484 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 16:31:15 +00:00
ddc81ce534
v4 bvar_forecast: added storage of results in oo_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1482 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 14:27:37 +00:00
5a7379091d
v4 dr.m: changed the test for identifying operating system
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1480 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 13:23:57 +00:00
1e226a9783
v4 dr1: corrected typo in 'computer == 'PCWIN'
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1479 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 13:20:33 +00:00
sebastien
adjemian
michel
ferhat
ratto
george
assia