01ba142329
v4.1:: Changes related to the gamma variate generator.
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+ Changed headers.
+ Allows vector of coefficients when calling the Beta random generator.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2422 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 16:00:40 +00:00
a05b5e9481
v4.1:: Changes related to the gamma variate generator.
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+ Added algorithms from Devroye (1986, chapter 9).
+ Now we can generate independent gamma variates (and, as a consequence, beta)
with parameter a <= 0.5. This was not possible with the algorithm of
the previous version.
+ Algorithms are specialized depending on fix(a)=a, a<1 or a>1.
+ This new version can handle vectors for a and b (same length).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2421 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 15:22:58 +00:00
dc0f0934ce
corrected bug in moments_varendo
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2420 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 22:19:23 +00:00
81af16d314
v4.1:: Added a function to test if a variable is integer.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2419 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 11:12:24 +00:00
e1b8fb9bc4
v4.1:: Reparametrization of the exponential distribution.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2418 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 10:31:50 +00:00
bce9aba538
v4.1:: Added a random number generator for the exponential distribution.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2417 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 09:55:30 +00:00
e75b7f97ab
v4.1:: Added an error message when minus the hessian matrix at the posterior
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"mode" is not positive definite.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2416 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 17:40:26 +00:00
9ee2a23a5d
Updated for passing qz_criterium and unit root models
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2415 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 17:21:38 +00:00
ba080ab910
v4.1:: Changes related to lyapunov_symm.
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+ Fixed a bug introduced in the previous commit.
+ Added a threshold parameter for the complex blocks in the upper
triangular matrix T in lyapunov_symm.m (new field in options_)
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2414 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 14:16:10 +00:00
596d2a801d
trunk preprocessor: fixed a memory management bug related to the filename being parsed
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2412 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 13:38:01 +00:00
fe418672cd
v4.1: Changes related to (posterior) 2nd order moments.
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+ Efficiency changes:
++ Do not compute the variance decomposition if not needed.
++ Do not apply the Schur decomposition for each shock in case of a variance decomposition.
+ Bug corrections and cosmetic changes.
+ Corrections of some headers.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2411 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-10 21:10:11 +00:00
91264b696f
changed k_order_perturbation.cpp to use dr.ys instead oo_.steady_state
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2410 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-09 19:16:59 +00:00
24969d42a7
Update test model without "both" and without unit root variables and new Matlab test emulator of FirstOrder.cpp
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2409 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-09 11:19:48 +00:00
b0ea237ae3
another correction linked to cova_compute
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2408 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 16:53:40 +00:00
6d3de73433
adding new function to initialize parameters from mode file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2407 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 15:23:09 +00:00
c231868f5b
corrected bug in handling of cova_compute
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2406 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 15:14:48 +00:00
47c51d42cc
added option to compute covariance matrix of coefficient (default = 1)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2405 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 09:23:31 +00:00
4d99d4521a
removed mode saving when no computation takes place (added in previous modification)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2404 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 09:16:33 +00:00
73873d7b2c
estimation: save bayestopt_ in *_mode.mat file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2403 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-07 11:26:14 +00:00
449baffb0a
trunk preprocessor/macro: allow empty arrays, and iteration over them in @#for loops (empty array can only be constructed through set difference for the moment)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2401 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-06 15:47:26 +00:00
d4e10fdaa5
trunk preprocessor: fixed bug in the macro-processor, when the body of a @#for loop is empty
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2399 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-05 15:54:09 +00:00
de5ed16ef1
trunk preprocessor: cosmetic change to Bison file, for consistency with other options
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2398 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-05 15:07:49 +00:00
7cb97d5ac0
trunk preprocessor: allow one line comments behind @#else
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2396 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 23:42:48 +00:00
783b1adfb6
trunk preprocessor: allow one line comments behind @#endif and @#endfor
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2394 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 23:24:16 +00:00
80c69b42f8
fixed bug when saving simulation with replic>1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2393 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 13:40:17 +00:00
1a9bc8c10d
v4.1::
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+ Removed useless call to check_list_of_variables in dynare_estimation_1.m
+ Removed bayestopt_ global structure from draw_prior_density.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2392 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 10:44:54 +00:00
5f148e90f4
adding PLOT_PRIORS option, no plotting is the new default
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2391 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 14:10:16 +00:00
25011b78f1
adjusting header and re-indenting file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2390 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 09:21:45 +00:00
8ff680b03a
made it possible for data file name to contain a pathname
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2389 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 09:20:57 +00:00
c98d175e4b
Updates for prototype based on reading output mat file.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2388 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-02 12:57:07 +00:00
60feef4a0a
Prototype DR1 subset for running k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2387 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-02 12:55:13 +00:00
eb4b2a50a0
- Correction of bugs in deterministic simulation with option sparse_dll
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- parallel programming (with openMP API, available since GCC 4.3.2) implemented in the symbolic gaussian elimination algorithm
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2386 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-30 11:36:15 +00:00
6e4e80785c
All iterations are printed during the simulation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2385 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-30 11:06:28 +00:00
851b5896c0
correction of the constants returned by functions ReadNum and ReadAlpha in the SimpleEleme virtual class
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2384 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-30 11:04:21 +00:00
5c18a68ac3
v4.1:: The reported residuals are rounded to zero if inferior to options_.dynatol/100.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2383 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-29 22:25:01 +00:00
ae98231b23
trunk simk: use modfile basename for swap filename in order to allow simultaneous execution of several mod files in the same directory
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2381 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-29 13:57:43 +00:00
e247e3ef0b
Update: k_ord_dynare.cpp that prints the order when running ReorderDynareJacobianIndice
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and k_order_perturbation with MAT file printout
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2380 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-28 19:26:40 +00:00
88afe87f0c
Update: test main which writes MAT file too
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2379 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 19:48:53 +00:00
ad1608c9af
correcting bug in forecast when data are prefiltered
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2377 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:11:19 +00:00
bb838b30c5
correcting bug introduced by recursive code, when there is no recursive estimation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2376 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:10:49 +00:00
3165e2a6dc
Update, The exit from the walkstochsteady, i.e. the code in the main() following exit is not complete - it is there only for debugging up to that point.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2375 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:08:08 +00:00
44a9cd73b8
added expression_or_empty token
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re-authorized empty expression between commas in estimated_parameters statements
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2374 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-25 09:50:21 +00:00
56c0af0b7e
Find the temporary terms even in local model variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2373 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-23 14:09:24 +00:00
723b260f9f
trunk preprocessor: automatic reindentation of all code with emacs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2372 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-23 10:59:37 +00:00
867daedd40
adding tests for recursive estimation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2370 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 21:34:41 +00:00
d5a1a025d9
redo code for recursive estimation
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corrected bugs with option prefilter, bayestopt_.mean_varobs is now a column vector
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2369 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 21:34:15 +00:00
e98844dc61
trunk preprocessor: allow arbitrary expressions (and not just constants) in estimated_params, estimated_params_init and estimated_params_bounds blocks
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2368 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 15:05:38 +00:00
50985b004e
trunk preprocessor: fixed bug with estimated_params_init and estimated_params_bounds in conjunction with correlation of endogenous variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2366 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 10:10:39 +00:00
3f36ec5b07
v4.1:
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+ Added option mode_compute=7 for fminsearch (the matlab optimization
toolbox is needed) a simplex based (gradient free) optimization
routine.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2365 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 16:42:34 +00:00
2495aca72a
trunk:
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* updated copyright headers of all files modified since January 1st: the copyright notice now encompasses 2009
* fixed various other copyright header issues
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2364 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:39:24 +00:00
stepan
michel
george
sebastien
ratto
ferhat