Commit Graph

1473 Commits (0450edda3bdbced874a307e3170da6a735ee8696)

Author SHA1 Message Date
Marco Ratto 0450edda3b Merged with masterParallelMan (which will be eliminated).
Improved header/commenting;
2010-05-31 11:45:57 +02:00
Marco Ratto 77ee04ef37 use of struct2local is eliminated;
Header is improved;
2010-05-31 11:45:04 +02:00
Marco Ratto 6625ca416e Minor changes to header/commenting 2010-05-31 11:44:00 +02:00
Marco Ratto cbf9739d90 Minor header changes. 2010-05-31 11:27:19 +02:00
Marco Ratto d85fc06444 Bug fix.
Header improvement.
2010-05-31 11:26:45 +02:00
Marco Ratto 40d38909ba Improved header/commenting 2010-05-31 11:25:42 +02:00
Marco Ratto 7365e55b0c Improved header 2010-05-31 11:24:55 +02:00
Marco Ratto 457cc27367 Improved header/commenting 2010-05-31 11:24:24 +02:00
Marco Ratto e070be083a Minor change in header 2010-05-31 11:23:38 +02:00
Michel Juillard 124a6c5c12 correct bug when <fname>_steadystate.m file changes the value of parameters + display steady state in Ramsey policy 2010-05-29 07:48:00 +02:00
Stéphane Adjemian (Charybdis) bb583d6cf6 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-05-25 15:10:19 +02:00
Stéphane Adjemian (Charybdis) 945c434afe (1) Added pruning algorithm for second order simulations (matlab code).
(2) Speed improvement in second order simulations (replaced call to matlab's kron function by call to
A_times_B_kronecker_C).

(3) Removed useless globals.

(4) Cosmetic changes and corrections on headers.
2010-05-25 14:00:08 +02:00
Michel Juillard 7f74639cc1 ramsey_policy: dr1 returns with info(1)=20 and info(2) = resids'*resids if we can't find the steady state under Ramsey policy 2010-05-21 15:57:27 +02:00
Stéphane Adjemian (Charybdis) 56e4c35b39 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-05-21 11:51:34 +02:00
Michel Juillard 7e73744b13 osr: bug correction when there are auxiliary variables 2010-05-20 09:38:47 +02:00
Stéphane Adjemian (Scylla) 7d94b012dd Added (exogenous) homotopic steps in reversed extended path. 2010-05-12 17:56:37 +02:00
Stéphane Adjemian (Scylla) 0889df6161 Completed the reversed extended path routines. 2010-05-12 16:52:26 +02:00
Stéphane Adjemian (Charybdis) 135e802f73 Added loop over t for computing the innovations (reversed extended path routine). 2010-05-11 22:43:10 +02:00
Stéphane Adjemian (Charybdis) e69903f4ac Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-05-11 22:40:44 +02:00
Michel Juillard 6153673577 Tex Output: bug correction 2010-05-09 20:07:46 +02:00
Michel Juillard c758e4d62e cleaning-up mult_elimination.m and adding tests/mult_elimination_test.mod 2010-05-08 18:03:51 +02:00
Michel Juillard f12c64cc84 optimal policy: bug correction in Lagrange multipliers elimination (mult_elimination.m) 2010-05-08 10:10:19 +02:00
Stéphane Adjemian (Scylla) 79184b2ded Added files for reversed extended path method. 2010-05-06 17:39:46 +02:00
Stéphane Adjemian (Scylla) a88bd230a8 Cosmetic change. 2010-05-06 17:25:32 +02:00
Stéphane Adjemian (Charybdis) 913ef20078 Changed the initialization of the persistent variables in perfect_foresight_simulation. 2010-05-05 16:25:28 +02:00
Stéphane Adjemian (Charybdis) 83521c384f Turned warnings off in perfect_foresight_simulation.m. 2010-05-05 15:36:20 +02:00
Stéphane Adjemian (Charybdis) f25371bf6a Bug fix. Variables INFO or info may be matlab's structure (isnan cannot be applied on a structure). 2010-05-05 15:34:24 +02:00
Stéphane Adjemian (Charybdis) f85b47e6ed Moved homotopic_steps function from extended_path.m to dynare/matlab subdirectory. 2010-05-04 17:15:13 +02:00
Sébastien Villemot 6ef638a42d datatomfile: if no second argument, then include all endogenous variables 2010-04-30 12:23:57 +02:00
Michel Juillard 956b42fdff corrected bugs in shock_decomposition 2010-04-27 19:50:42 +02:00
Marco Ratto a6ac64e5db small bug fix 2010-04-20 10:37:08 +02:00
Marco Ratto 47037687d5 fixed persistent variable initialization 2010-04-19 16:40:28 +02:00
Michel Juillard 4bde063669 Kalman filters: fixing initialization of oldK to Inf instead of 0 2010-04-16 12:20:57 +02:00
Sébastien Villemot 5b851c8c76 Merge remote branch 'ratto/master' 2010-04-15 16:13:38 +02:00
Michel Juillard 07748100ff adding to diagnoosticks check of rank of Jacobian of static model when steady state computation fails 2010-04-14 20:58:54 +02:00
Marco Ratto b6ad0a61ed bug fix for empty global variables 2010-04-14 17:29:12 +02:00
Marco Ratto 2d21729598 bug fix for non-existing remote sub-folders 2010-04-14 17:23:26 +02:00
Marco Ratto 47eac6ac88 1) copy metropolis files
2) bug fix with mh_drop
2010-04-14 17:20:29 +02:00
Marco Ratto 1fc0fbc2c7 Extended remote delete, to clean everything after completion of jobs on remote machines. 2010-04-14 17:19:55 +02:00
Marco Ratto 0e98d4266c 1) Several bug fixes for making the remote threads work properly under the Always/Open mode;
2) small cosmethics;
2010-04-14 17:19:21 +02:00
Marco Ratto f743f0375d small bug fix for remote slave processes; 2010-04-14 17:18:22 +02:00
Marco Ratto 5e7d9d39e5 1) removed redundant loop defining x;
2) bug fix for remote slave sessions;
2010-04-14 17:17:22 +02:00
Sébastien Villemot da74e53204 Preprocessor:
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Marco Ratto 0f06026c85 1) No exception for mode_compute=5 when computing hessian;
2) bug fix;
2010-04-08 17:04:08 +02:00
Sébastien Villemot a98a5106e1 In MATLAB >= 7.7, don't display a warning if we use deprecated interface to set seed of random number generators 2010-04-06 16:52:05 +02:00
Michel Juillard c2f7f0a555 computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance.
When the aggregate variance differs from the shock of the sum of the effects of individual shocks by more than 0.01% a warning is displayed.

This behaviour is documented in the reference manual.
2010-04-03 11:27:49 +02:00
Michel Juillard f85049e9a6 removed oo_.smoother.integration_order
removed integration_order (d) from the output arguments of DsgeSmoother. It is still computed by a few Kalman smoother routines. I don't change them now as they need to be rewritten soon.
2010-04-03 08:00:22 +02:00
Michel Juillard c1b3627896 correction swz/c-code/Makefile: sbvar_estimation was left from a previous experiment
correcting swz/bin/.gitignore
2010-04-03 07:50:48 +02:00
Michel Juillard 6a2d2a7b46 smoother deals with all variables in M_.endo_names unless option SELECTED_VARIABLES_ONLY is used 2010-04-02 21:40:50 +02:00
Michel Juillard e54a505159 bug correction 2010-04-02 21:38:05 +02:00