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
michel
sebastien
adjemian
george
ferhat
ratto