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921 Commits (01ba142329b69d274d08479cb8b9160cb7a5bd93)

Author SHA1 Message Date
stepan 01ba142329 v4.1:: Changes related to the gamma variate generator. 
+ Changed headers.
+ Allows vector of coefficients when calling the Beta random generator.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2422 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 16:00:40 +00:00
stepan a05b5e9481 v4.1:: Changes related to the gamma variate generator. 
+ Added algorithms from Devroye (1986, chapter 9).
+ Now we can generate independent gamma variates (and, as a consequence, beta)
with parameter a  <= 0.5. This was not possible  with the algorithm of
the previous version.
+ Algorithms are specialized depending on fix(a)=a, a<1 or a>1.
+ This new version can handle  vectors for a and b (same length).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2421 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 15:22:58 +00:00
michel dc0f0934ce corrected bug in moments_varendo 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2420 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-16 22:19:23 +00:00
stepan 81af16d314 v4.1:: Added a function to test if a variable is integer. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2419 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-16 11:12:24 +00:00
stepan e1b8fb9bc4 v4.1:: Reparametrization of the exponential distribution. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2418 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-16 10:31:50 +00:00
stepan bce9aba538 v4.1:: Added a random number generator for the exponential distribution. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2417 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-16 09:55:30 +00:00
stepan e75b7f97ab v4.1:: Added an error message when minus the hessian matrix at the posterior 
"mode" is not positive definite.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2416 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-12 17:40:26 +00:00
stepan ba080ab910 v4.1:: Changes related to lyapunov_symm. 
+ Fixed a bug introduced in the previous commit.
+ Added a threshold parameter for the complex blocks in the upper
triangular matrix T in lyapunov_symm.m (new field in options_)
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2414 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-12 14:16:10 +00:00
stepan fe418672cd v4.1: Changes related to (posterior) 2nd order moments. 
+ Efficiency changes:
++ Do not compute the variance decomposition if not needed.
++ Do not apply the Schur decomposition for each shock in case of a variance decomposition.
+ Bug corrections and cosmetic changes.
+ Corrections of some headers.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2411 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-10 21:10:11 +00:00
michel b0ea237ae3 another correction linked to cova_compute 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2408 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-08 16:53:40 +00:00
michel 6d3de73433 adding new function to initialize parameters from mode file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2407 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-08 15:23:09 +00:00
michel c231868f5b corrected bug in handling of cova_compute 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2406 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-08 15:14:48 +00:00
michel 47c51d42cc added option to compute covariance matrix of coefficient (default = 1) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2405 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-08 09:23:31 +00:00
michel 4d99d4521a removed mode saving when no computation takes place (added in previous modification) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2404 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-08 09:16:33 +00:00
michel 73873d7b2c estimation: save bayestopt_ in *_mode.mat file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2403 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-07 11:26:14 +00:00
ratto 80c69b42f8 fixed bug when saving simulation with replic>1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2393 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-04 13:40:17 +00:00
stepan 1a9bc8c10d v4.1:: 
+ Removed useless call to check_list_of_variables in dynare_estimation_1.m
+ Removed bayestopt_ global structure from draw_prior_density.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2392 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-04 10:44:54 +00:00
michel 5f148e90f4 adding PLOT_PRIORS option, no plotting is the new default 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2391 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-03 14:10:16 +00:00
michel 25011b78f1 adjusting header and re-indenting file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2390 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-03 09:21:45 +00:00
michel 8ff680b03a made it possible for data file name to contain a pathname 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2389 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-03 09:20:57 +00:00
george 60feef4a0a Prototype DR1 subset for running k_order_perturbation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2387 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-02 12:55:13 +00:00
ferhat 6e4e80785c All iterations are printed during the simulation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2385 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-30 11:06:28 +00:00
stepan 5c18a68ac3 v4.1:: The reported residuals are rounded to zero if inferior to options_.dynatol/100. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2383 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-29 22:25:01 +00:00
sebastien ae98231b23 trunk simk: use modfile basename for swap filename in order to allow simultaneous execution of several mod files in the same directory 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2381 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-29 13:57:43 +00:00
michel ad1608c9af correcting bug in forecast when data are prefiltered 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2377 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-26 18:11:19 +00:00
michel bb838b30c5 correcting bug introduced by recursive code, when there is no recursive estimation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2376 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-26 18:10:49 +00:00
michel d5a1a025d9 redo code for recursive estimation 
corrected bugs with option prefilter, bayestopt_.mean_varobs is now a column vector

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2369 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-22 21:34:15 +00:00
stepan 3f36ec5b07 v4.1: 
+ Added option mode_compute=7  for fminsearch (the matlab optimization
toolbox  is  needed)  a  simplex based  (gradient  free)  optimization
routine.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2365 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-21 16:42:34 +00:00
sebastien 2495aca72a trunk: 
* updated copyright headers of all files modified since January 1st: the copyright notice now encompasses 2009
* fixed various other copyright header issues


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2364 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-21 14:39:24 +00:00
sebastien 4491f52b9e trunk rplot: 
* in legends of multiple plots, no longer interpret an underscore in variable names as a subscripting command (like LaTeX does)
* updated header


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2362 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-21 14:33:14 +00:00
ferhat 4fe7e3e155 - SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate) 
- Correction in model_info.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-20 22:04:37 +00:00
michel 3a55016cf6 more speeding up changes 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2353 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-05 11:37:05 +00:00
michel 163b4461ec adding parentheses for speed improvement 
code factorization


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2352 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-04 07:53:49 +00:00
michel 1aac4e7e0a fixing update issues for mode_compute=5,6 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2350 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-02 08:36:45 +00:00
ferhat a0bbe27b95 Load_params_and_steady_state is now a dynare command -> needed to normalize the equations. 
-> MatlabFile.cc and MatlabFile.hh are added to dynare in order to read the Mat-File

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2349 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-31 19:29:17 +00:00
ferhat 881d2819a3 - Jacobian matrix stored only for blocks -> jacobian matrix only as output argument 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2342 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-24 16:29:51 +00:00
michel 613bfc8f4a removed empty parentheses for compatibility with earlier Matlab versions 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2338 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-22 21:41:55 +00:00
stepan 9fe2556b01 v4.1: Dynare displays the residuals of the static equations of the model when the values of the endogenous variables supplied by 
*_steadystate.m are wrong.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@2336 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-19 21:34:44 +00:00
sebastien 8d21e0f882 trunk: updated header of simult_.m 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2335 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-19 16:49:52 +00:00
ferhat 29ca49f885 - Correction of several bugs in sparse_dll 
- Pound expressions accepted with sparse option


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2329 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-19 10:24:31 +00:00
michel 3bc44e55fb corrected bug with error msg 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2312 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 16:18:04 +00:00
michel d44ee7fe6d corrected bug for backward models with lags on more than one period 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2311 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 16:17:23 +00:00
sebastien 9eb07ace8d trunk: reverted r2309 changeset 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2310 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 15:43:14 +00:00
kamenik 49c3d0c10e Added directory [dynareroot '/distributions/toolbox'] on the path. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2309 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 15:31:32 +00:00
ratto 0118791757 Modified help and messages concerning the sequence of univariate steps. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2308 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 07:44:05 +00:00
ratto ee21ad44b8 refined the search of x increments for gradients when the parameters are near to boundaries. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2307 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 07:40:28 +00:00
ratto 697edeb109 updated in compliance with new version of dsgelikelihood. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2306 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 07:39:03 +00:00
sebastien 6017007f4f trunk: fixed dsample command (was broken until now) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2301 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-08 16:19:59 +00:00
kamenik 4d9b1869c2 Added empty initialization for the case if estim_params_ is empty. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2297 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-07 09:58:16 +00:00
sebastien 2134146033 trunk: 
* removed obsolete global variables "endval_" and "rplottype_"
* removed duplicate initialization of options_.replic


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2295 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-05 15:34:26 +00:00