13f1e62de8
Deleted trailing white spaces.
2012-03-04 22:12:58 +01:00
859335b34f
Fixed bug in extended path routine (appearing when some innovations have zero variance).
2012-03-04 22:12:58 +01:00
e882a2ea36
Added unitary test.
2012-03-04 22:09:18 +01:00
192b5c7113
Fixed bugs in routines related to the extended path algorithm.
2012-03-04 22:09:18 +01:00
0aaa7a8a13
Fixed bug in internal tests of local_state_space_iteration_2 routine.
2012-03-04 22:07:27 +01:00
100ff94644
Fixed bug related to the path to the testes routine.
2012-03-04 22:07:27 +01:00
40329e3e29
Added routine to compute one step ahead state space iteration (mex and m). The state space
...
equations are approximated at order two around the deterministic steady state.
2012-03-04 22:07:27 +01:00
8f95711445
Fixed texinfo header. Added two internal tests.
2012-03-04 22:07:27 +01:00
f9671be3d2
Deleted trailing white space.
2012-03-04 22:07:27 +01:00
939318a380
Added a comment about the timming tests done in the third section of the internal tests.
2012-03-04 22:07:27 +01:00
0a9daa519a
Updated copyright year.
2012-03-04 22:07:27 +01:00
78fe29eeef
Cosmetic changes in texinfo headers. Deleted trailing white spaces. Changed the value of show_time in the third internal test.
2012-03-04 22:07:27 +01:00
2a88e49f9f
Cosmetic changes in texinfo header. Deleted trailing spaces.
2012-03-04 22:07:26 +01:00
ce40f0ebfc
Add CMAES (Ticket #245 ) for mode optimization
2012-03-04 22:07:26 +01:00
bad8746e77
corrected bugs in extended path. The code works now with
...
./tests/ep/linear.mod
2012-03-04 20:59:57 +01:00
2234cdc5bd
g0 has to be initialized
2012-02-17 10:41:42 +01:00
441e58cd01
Need to evaluate the recursive blocks to compute the temporary terms
2012-02-17 10:38:39 +01:00
09a3f3a084
Updates M_params only if estim_params_ has a field param_vals (not the case for a kalman_smoother)
2012-02-17 10:36:21 +01:00
e184c1f368
ghx matrix has to be stored as soon as the block contains lagged or mixed variables
2012-02-17 10:24:31 +01:00
c848b3337a
added nodisplay and graph_format options and applied to prior plots and graphs in estimstion routine. Tex tables also splitted when more than 50 params are estimated.
...
nograph: no figure is done
nodisplay: plots are done behind the scenes
graph_format: default only eps figs are saved. it accepts cell vector like {'eps','pdf','fig'}
2012-02-13 11:58:28 +01:00
f09c10e2d3
Merge remote-tracking branch 'ratto/master'
2012-02-13 11:15:24 +01:00
22e76c8ac8
correcting dimension bugs in solve_stochastic_perfect_foresight_model;
...
doesn't work yet; now Jacobian is singular
2012-02-11 15:42:45 +01:00
3564eca525
new version of solve_stochastic_perfect_foresight_model; doesn't work yet
2012-02-11 14:59:51 +01:00
d5628a277e
Fixed i_cols iterations.
2012-02-11 00:01:22 +01:00
e2b7848f6c
security checks before removing remote folders
2012-02-10 22:44:09 +01:00
1129e29ceb
bug fix for octave
2012-02-10 22:43:11 +01:00
31feb32bd3
bug fix for remote unix called by windows master
2012-02-10 22:42:29 +01:00
ff5a802f65
allow the possibility to close all slaves from a condition found in one single thread (e.g. in a while loop where all threads look for the verification of a condition in a loop)
2012-02-10 22:41:54 +01:00
77e84c5328
removed left keyboard line + cosmetics.
2012-02-10 22:38:41 +01:00
060dc74cf5
Fixed computation of the expectations (it==2 case).
2012-02-10 19:05:50 +01:00
ad2f9574e5
Copy of solve_perfect_foresight_model.m --> stochastic version (with ,gaussian quadrature).
2012-02-10 19:05:50 +01:00
6c9eeec7e5
Removed codes related to stochastic extended path.
2012-02-10 19:05:50 +01:00
ec022385c0
added info about each parameter for the sequence of univariate iterations.
...
manually cherry picked from 4.2. branch:
1a5a294c5f93d5368052095e138f852aab1d3177
2012-02-10 17:37:02 +01:00
44b03e5f19
modifying extended-path for parallel toolbox
2012-02-07 16:31:57 +01:00
bc6042fbe2
Improved display of bivariate projections when pprior=0,
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specially useful when neighborhood_width is used
2012-02-06 16:01:09 +01:00
9dfc0d5c08
Added calls to matlab implementation of the perfect foresight solver in homotopic routine (extended path approach).
2012-02-04 18:52:03 +01:00
87f4dad51a
Changed default value of use_bytecode option. By default, the bytecode solver is not used.
...
Note that, even for small models, there is a (very) substantial gain in using the use_dll option.
2012-02-04 16:56:09 +01:00
704b0c9659
Added an option specifying if the bytecode solver has to be used first.
2012-02-04 16:26:22 +01:00
8a35ee7363
Added an option to skip the test on the number of periods over which the perfect foresight models are solved.
2012-02-04 16:19:15 +01:00
3f2d2b3497
Oups! I forgot to add this routine in commit ac54f7f528. This routine provides a matlab implementation of the perfect foresight model solver.
2012-02-03 15:50:45 +01:00
43f46f2886
Removed stability test over the last periods of the perfect foresight solution.
2012-02-03 14:06:35 +01:00
64ebd1d0d7
Changed the default value of options_.ep.fp. Test the stability of the solution only for the first period (when the value of periods is increased).
2012-02-03 14:05:06 +01:00
7978070814
Fixed bug.
2012-02-03 12:52:37 +01:00
fed2e229e5
Try first Ferhat's code and if it fails try the matlab's implementation of the the perfect foresight model solver.
2012-02-03 12:39:48 +01:00
ac54f7f528
Added comments and the possibility to use a matlab implementation of the perfect foresight model solver.
2012-02-03 11:25:03 +01:00
dd1a48c7c7
MS-SBVAR: support non 4 digit years (fix thanks to Margarita Zabelina)
2012-02-02 12:30:50 +01:00
837451c724
MS-SBVAR: support annual data (fix thanks to Margarita Zabelina)
2012-02-02 12:30:50 +01:00
e4546ba32f
change file format to unix
2012-02-02 12:30:49 +01:00
f44db9370d
fixing problem with Ramsey policy and auxiliary variables
2012-02-02 12:04:41 +01:00
4ac4fdb2f0
matlab: add missing error code
2012-01-30 18:04:24 +01:00
adedd7d37f
matlab: add missing error message
2012-01-30 18:04:15 +01:00
32054371b8
new algorithm for deterministic simulations. Not yet integrated into
...
Dynare (no function calls it).
2012-01-28 16:17:59 +01:00
6328a44f33
Streamlined extended paths routines.
...
* Removed the necessity (for the user) to run stoch_simul bebore
executing the exetended path routine (when options_.init>0).
* The value of options_.ep.init defines the mix (used for the
initialization of the perfect foresight solver) between the previous
perfect foresight solution and the path obtained with an order one
perturbation approach.
* Removed timing related statements.
* Changed homotopy set-up for stochastic extended path: add future
multivariate innovations one by one.
* Endogeneously increase step_length in the homotopy routine.
* Removed homotopy_2 related code.
2012-01-27 18:27:42 +01:00
d86daa0169
fixing bug in recent commit 919c2f8fb4
2012-01-23 16:24:47 +01:00
5e87dfcd0f
Prevent homotopy routine to enter in the second loop (doi not (re)start the homotopy from weight=0).
2012-01-23 13:59:25 +01:00
9abb2e9ff8
Adapted homotopy routine to SEP.
2012-01-23 13:57:30 +01:00
02d6987685
Fixed bug in EP algorithm.
2012-01-23 13:56:46 +01:00
919c2f8fb4
correcting bug with presample and diffuse filter + simplified logic
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for computation of likelihood with presample
2012-01-22 22:40:46 +01:00
636cd1bae6
calling always multivariate Kalman filter first, even if univariate
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diffuse Kalman filter was used before
2012-01-22 18:59:19 +01:00
cfb5114d41
corecting logic for selecting univariate diffuse filter and dealing
...
with correlated measurement errors
2012-01-22 18:37:29 +01:00
f0d1f033b0
correcting bug in univariate diffuse filter with presample
2012-01-22 18:36:31 +01:00
380fd37092
fixing bug in ramsey policy when using initval instead of steady_state_model
2012-01-22 00:25:30 +01:00
62b1ed7923
correcting bug in extended path and added a test
2012-01-21 17:50:11 +01:00
692708859e
Fixed bug.
2012-01-21 14:40:27 +01:00
f63ce01859
Put debug and memory modes in options_.ep.
2012-01-21 14:13:31 +01:00
651c5e7fba
Fixed bug (wrong index variable).
2012-01-21 14:12:05 +01:00
0d8371c299
Added an option to track the expectation in the (S)EP approach.
2012-01-20 18:43:34 +01:00
adb8ef3c8a
Added routine for computing weights and nodes of the Gauss Legendre quadrature.
2012-01-20 16:40:17 +01:00
58f4feb6ad
Cosmetic change + Added scramble mode (possibility to add noise in the future).
2012-01-20 16:40:17 +01:00
a64362f43d
* bug fix when posterior filter or forecast are not triggered. (thanks to Daniel from the Dynare Forum)
...
Manual cherry pick from 4.2 commit:fdb364e44e79473978f9ff27bba8caa36665052c
2012-01-12 17:48:29 +01:00
e6b9912bb4
Added utilities for dynare figure creation and saving.
2012-01-12 17:46:40 +01:00
1ba89be300
Undo last commit#3dc015592c9da527f7d2ad218bc53422ac7edc83.
2012-01-11 17:10:24 +01:00
3dc015592c
Cosmetic change. Removed useless input argument to dyn_waitbar.
2012-01-11 16:08:24 +01:00
f074679f14
Code factorization. Use dyn_waitbar in extended_path routine.
2012-01-11 16:01:24 +01:00
83bfaa814e
Added sequential importance particle filter routine.
2012-01-11 16:01:24 +01:00
195ad9f71d
Added Routines for resampling (particle filter).
2012-01-11 16:01:24 +01:00
111347469f
adding comment explaining initialization of persistent variable
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penalty in dsge_likelihood.m and dsge_likelihood_hh.m Removed misleading
initialization code. Added call to dsge_likelihood_hh in
initial_estimation_checks to initialize persistent variable in that
function as well.
2012-01-09 21:23:17 +01:00
de8962b239
Revert "added calls to re-initialize persistent variable 'penalty' in dsge_likelihood() and dsge_likelihood_hh() before calling the optimizer"
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This reverts commit 108444b703
2012-01-09 20:47:11 +01:00
f13615c922
Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
...
Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto
Closes : #173
2012-01-09 13:12:31 +01:00
a66594caed
Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
...
Closes : #235
2012-01-09 12:39:09 +01:00
1259d4a603
Fix crash on older MATLAB introduced in previous commit
2012-01-09 12:15:43 +01:00
dcaed91f66
fix to license call (checkout only works for Matlab version >= 2011a)
2012-01-09 11:57:47 +01:00
f9d2dec97f
preparing dsge_loglikelihood.m for future integration of estimation DLL
2012-01-08 21:55:02 +01:00
3ec6b6ff78
removing options_ and oo_ from dr1.m output arguments
2012-01-08 18:51:51 +01:00
27ef4a84a1
removing options_ and oo_ from dr1.m output arguments
2012-01-08 18:46:17 +01:00
108444b703
added calls to re-initialize persistent variable 'penalty' is
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dsge_likelihood() and dsge_likelihood_hh() before calling the
optimizer
2012-01-08 17:59:33 +01:00
d12e1b7801
replaced BayesInfo.penalty by penalty as it is now a persistent variable
2012-01-08 17:58:22 +01:00
412d7d29a2
changed calling sequence for dr1() in resol.m
2012-01-08 14:35:36 +01:00
eb0f26239d
header correction
2012-01-08 14:18:51 +01:00
938d95cb11
removed M_ from list of dr1.m outputs. M_ was only modified in dr1.m
...
by the old code for Ramsey policy.
2012-01-08 14:17:54 +01:00
c19950d358
update copyright dates for files already modified in 2012
2012-01-04 14:42:06 +01:00
11da21c7b2
Renamed DsgeLikelihood_hh to dsge_likelihood_hh. Fixes bug reported in trac#231.
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The problem was that this version of DsgeLikelihhod is called with an eval in dynare_estimation_1
by forming a string.
2012-01-04 14:25:21 +01:00
d6155b1e96
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2012-01-04 12:47:36 +01:00
bd60a5beef
made inverse_gamma_specification robust for a larger set of parameter values
2012-01-01 20:12:51 +01:00
80ca47d62a
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-31 10:10:41 +01:00
30cbcdbb55
Store histval information for endogenous in M_.endo_histval
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Really closes : #157
2011-12-28 11:35:22 +01:00
de337ad72e
Remove spurious initialization of oo_.endo_simul in steady
2011-12-28 10:52:16 +01:00
c541ceb849
Remove unused options_.deterministic_simulation_initialization
2011-12-28 10:44:34 +01:00
7b856645a5
Added routine performing reduced rank Cholesky factorization.
2011-12-27 17:55:05 +01:00
c250f8f495
Fixed bug in the second unitary test of local_state_equation_2.
2011-12-27 15:01:07 +01:00
dd40895df6
Fixed a typo in comments.
2011-12-27 12:47:06 +01:00
d7e5d37d9c
GSA: rename 2 functions whose name is the same than some Octave built-in
2011-12-27 12:19:42 +01:00
c152bbedd4
Added main routine for non linear filters.
2011-12-26 17:46:49 +01:00
bf69bac140
Fixed typo in comments.
2011-12-26 17:46:49 +01:00
41c8faf176
Fixed header.
2011-12-26 17:46:49 +01:00
ecac871435
Changed the name of DsgeLikelihood (-> dsge_likelihood).
2011-12-26 17:46:48 +01:00
45d85f19fa
Added options for non linear filters + Cosmetic changes.
2011-12-26 17:46:48 +01:00
29cf9c4113
Removed the display of the first lines of oo_.exo_simul (extended path simulations).
2011-12-26 17:46:48 +01:00
3e84e333b4
Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1.
2011-12-26 17:46:48 +01:00
b8bb1acce1
GSA: further simplification related to qmc_sequence
2011-12-26 16:12:33 +01:00
300eaf63c2
Remove nonfree LPTAU.m, replace by qmc_sequence MEX
2011-12-26 15:40:52 +01:00
ecfc5bbbc9
Removed nonsensic options (for the evaluation of the expectations).
2011-12-26 11:53:08 +01:00
9be84bdf65
make check: fix bug in check for license
2011-12-23 18:22:41 +01:00
e2f69ab4fc
Added arbitrary order of approximation for the Stochastic Extended Path approach.
...
Default is that we only consider shocks in t+1 to approximate the expectations. If
options_.ep.stochastic.order is set to s>1, shocks in t+1, t+2, ..., t+s are
considered. Obviously the (tensorial) tree of future shocks is growing
exponentially.
Other numerical rules of integration have to be added...
2011-12-23 17:57:41 +01:00
fe1f536f0d
Updated header. Added unitary test.
2011-12-23 12:12:13 +01:00
a09779f218
Fixed fourth unitary test of qmc_sequence.
2011-12-23 10:44:29 +01:00
627b24ddc6
Added unitary tests for qmc_sequence mex file.
2011-12-22 18:16:24 +01:00
199eb98aeb
Fixed typo in the unitary test of qmc_sequence.
2011-12-22 14:49:01 +01:00
c0ebbc72ef
Fixed header (added output argument info).
2011-12-22 14:36:24 +01:00
2c04f5c825
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-21 18:57:09 +01:00
a2061b6f4e
Initialize empirical simulations with information provided in histval
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Closes : #195 , #157
2011-12-21 18:37:45 +01:00
3815daada3
Fixed bug: dynare_config is now able to find a mex file even if dynare_config is called from
...
<DYNARE_PATH>/matlab directory and if a matlab script with same name than the mex exists in
this directory.
2011-12-21 18:31:29 +01:00
4869fff243
Added new mex file for computing Quasi Monte-Carlo sequences (Sobol), texinfo headers and unitary tests are available in <DYNARE_PATH>/matlab/qmc_sequence.m.
2011-12-21 18:23:15 +01:00
dec622c48d
Fixed bug and streamlined the routines for unitary tests.
2011-12-21 18:14:17 +01:00
3ff704d36d
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
87ffab3200
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
f5bfdbb23f
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
1e78d70659
preprocessor: add data command
2011-12-21 12:21:29 +01:00
29bead75c9
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
f88b7a24b8
Merge remote-tracking branch 'origin/master' into dr1break
2011-12-20 22:46:42 +01:00
ab629c8ed6
fixing headers
2011-12-20 17:02:25 +01:00
4b9b90f1bb
Replace waitbar by dyn_waitbar.
2011-12-20 16:59:44 +01:00
30d815afdc
minor changes to new functions and completing headers
2011-12-20 16:34:30 +01:00
10c6978369
minor modifications + headers for new functions
2011-12-19 22:33:25 +01:00
403ffdf8b1
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-19 21:49:25 +01:00
744f3fd41b
Added Stochastic Extended Path method (SEP).
2011-12-19 18:04:54 +01:00
7ff36b680b
Added unitary test.
2011-12-19 15:54:30 +01:00
336afa9f2b
fixing bugs related to new functions
2011-12-18 17:33:08 +01:00
c56a8e40e8
adding new functions and new tests for risky steady state
2011-12-17 17:35:42 +01:00
316c1b4dd6
Merge branch 'master' into dr1break
2011-12-16 20:50:18 +01:00
cf1d07f31c
More unitary tests (multivariate Gaussian quadrature) using cartesian_product_of_sets.
2011-12-16 16:02:32 +01:00
6cecc181dc
Added unitary test.
2011-12-16 15:14:59 +01:00
cd9250edbf
Fixed bug.
2011-12-16 15:14:38 +01:00
857eb7438f
Added provisions for future shocks (using Gaussian quadratures).
2011-12-16 11:42:03 +01:00
f7b6e917ac
Added two routines for evaluating multivariate integrals with gaussian quadratures.
2011-12-16 11:42:03 +01:00
8fa4bfc160
Cosmetic change.
2011-12-16 11:42:03 +01:00
230e787b27
Fixed bug. The seed has to be set before the sampling of the structural innovations.
2011-12-16 11:42:03 +01:00
7408714ea1
added dname as argument to CheckPath function and changed all calls to
...
this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
d0e458eb79
removing useless statement
2011-12-15 17:35:27 +01:00
ad2a3a7ecc
fixing problem in computation of initial posterior density when steady
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state model is provided by the user
2011-12-15 17:35:27 +01:00
3bc349402f
fixing problem wiht Ramsey policy when the steady state is provided by
...
the user
2011-12-15 17:35:27 +01:00
cef244842d
fixing problem with univariate Kalman filter and no missing observations
2011-12-15 17:35:27 +01:00
976c8c1654
making univariate Kalman filter code simpler and more efficient
2011-12-15 17:35:26 +01:00
edd95a94c8
added options_.sub_draws in estimation for controlling the number of draws used in
...
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
ac2687f6dd
Fixed function header
2011-12-14 14:43:17 +01:00
6bfeb91e99
evaluate_static_model: fix crash under Octave with bytecode
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Octave does not want to create a function handle to a nonexistent function
(<MODFILE>_static.m) in that case
2011-12-14 10:39:32 +01:00
4e0801a92d
Preprocessor: fix forecast command
...
It was broken since the renaming of forecast.m in
8f1326e2f8
2011-12-14 10:35:25 +01:00
66f6f6b5d0
remove obsolete gsa function
2011-12-13 18:33:59 +01:00
c3b5b65fc3
Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly.
2011-12-13 18:32:57 +01:00
b23c508671
Initialize new option analytic_derivation for estimation.
2011-12-13 17:05:55 +01:00
95fb57b4e9
Added waitbar for EP simulations.
2011-12-12 14:20:14 +01:00
3ba5a645be
Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0.
2011-12-12 14:20:14 +01:00
a36cf30118
Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.
2011-12-12 14:20:14 +01:00
7ec12aaa43
Removed unused generalized cholesky routines
2011-12-12 10:25:47 +01:00
8f1326e2f8
changed name of function forecast.m -> dyn_forecast.m because of
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name conflict with cszt
2011-12-11 11:15:38 +01:00
7c62fafe0c
Merge branch 'master' into dr1break
2011-12-10 20:10:31 +01:00
bc8d4d8f08
gsa: converted DOS end of lines in Unix end of lines
2011-12-09 21:13:16 +01:00
ec0af45fc8
further fixes to gsa testsuite; make gsa compatible with Linux
2011-12-09 20:55:02 +01:00
9334958461
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-09 18:10:54 +01:00
6d9983df0c
New version of the extended path routines.
2011-12-09 18:03:30 +01:00
ae36279ac7
attempt to fix occasional problem with octave_ver_less_than.m
2011-12-09 17:45:52 +01:00
3318542895
Removed old verison of extended path routine. Added new version in dynare/matlab/ep. Added field (ep) in option_ for the extended path routines.
2011-12-05 10:58:39 +01:00
7aeb881e3a
Temporarily set the variance of the shocks to zero when computing or checking the deterministic steady
...
state. This is necessary if the model contains mean preverving spread terms.
2011-12-04 23:57:46 +01:00
6deaa23d95
changed critical value of secant for inverse_gamma_specification
2011-12-03 15:55:06 +01:00
9abd894f78
bug fix + added new utility to clean temporary remote folder from new files generated by a completed parallel session.
2011-12-02 16:11:10 +01:00
a0e1d3b34f
Fixed bugs + cosmetic changes.
2011-12-02 12:14:38 +01:00
16d2fd5673
Fixed bugs. Changed internal documentation.
2011-12-02 12:14:38 +01:00
6105ed433c
Removed useless calls to set_default_options.
2011-12-02 12:14:38 +01:00
12a3af8167
Renamed routine. Fixed unitary tests.
2011-12-02 12:14:38 +01:00
76407c97b5
corrected bug in computation of dr.ghs2 introduced in commit 84eaaaf759
2011-12-02 11:41:42 +01:00
84eaaaf759
fixed another bug with missing current value at 2nd order
2011-12-01 22:07:29 +01:00
97c09eb4ac
fixing bug relative to auxiliary variables in model_diagnostics
2011-12-01 22:07:29 +01:00
8df1b5d1e8
fixed bug in 2nd order approximation introduced in commit 0303b1c02b
2011-12-01 22:07:29 +01:00
27918e6067
fixed bug in calling solve_one_boundary (introduced in 12187710e7)
2011-11-28 14:18:02 +01:00
0303b1c02b
fixed bug at order 2, when a variable is absent at the current period;
...
cleaned code that is useless since we transform leads and lags on
period > 1
2011-11-26 19:29:57 +01:00
244e0ffb14
Corrects a minor bug related to a matrix transposition
2011-11-25 13:07:50 +01:00
12187710e7
Get rid of global variables
2011-11-25 13:07:50 +01:00
e4c803d0db
fixed issues with estimation of non-stationary models. Option lik_init=2
...
is contradictory with diffuse_filter or unit_root_variables
declaration. Models with non-stationary variables, but only stationary
observed variables need diffuse_filter option and make a useless call
to kalman_filter_d (this seems better than trying to distinguish these
rare cases)
2011-11-21 12:39:02 +01:00
40cc11385a
added an error if periods in conditional_variance_decomposition option
...
are not strictly positive.
2011-11-20 15:13:05 +01:00
074515bfc2
fixed bug in drawing of prior densities (It must always return
...
'steps' values)
2011-11-19 21:14:43 +01:00
b58eaa8e2b
introducing new test for 0/0 case in mjdgges
2011-11-18 22:12:36 +01:00
1cd827b5ad
removed faulty test for small elements on the diagonal of ss and tt
2011-11-18 18:44:05 +01:00
ef1cf5f062
Merge remote-tracking branch 'marco/master'
2011-11-17 12:33:28 +01:00
4a33af5a80
Added missing copyright header
2011-11-16 11:13:55 +01:00
e1856be59b
fixing problems for computing steady state in ramsey policy
2011-11-14 21:59:39 +01:00
7af760db32
ms-sbvar: converted CR/LF to Unix new line files in ./matlab/ms-sbvar/cstz
2011-11-14 21:59:39 +01:00
12003fbdab
Do not show plots of the smoothed variables, shocks and errors if nograph option is used. Note that with this option the plot are done behind the scene and saved in fig, eps and pdf format (see trac#216).
2011-11-14 18:30:45 +01:00
bcf7e88217
Do not plot the priors if option nograph is used.
2011-11-14 17:56:27 +01:00
30ed317d26
Cosmetic change in unitary test.
2011-11-14 12:08:21 +01:00
2e01bb13fe
Cosmetic change.
2011-11-14 12:04:45 +01:00
418382b364
Fixed bug (trac#225). Added texinfo header and unitary test.
2011-11-14 12:04:23 +01:00
91dab8751e
ms-sbvar: adding display of Fhat
2011-11-07 15:47:16 +01:00
9d5953403e
allow tighter tolerance in htol if requested by the user.
2011-11-07 09:21:36 +01:00
3d2e55274d
bug fix + inclusion of prior derivatives in analytic computations.
2011-11-07 09:19:36 +01:00
9d2e153ef2
bug fixes in analytic likelihood scores.
2011-11-07 09:18:26 +01:00
434157f611
errors fixed in 2nd order derivatives
2011-11-07 09:17:56 +01:00
bd26eb2251
provisions for analytic 1st and 2nd derivatives
2011-11-07 09:17:38 +01:00
4acd50bdaf
When using steady state in the old format, M_ should be updated beforehand.
2011-11-07 09:14:26 +01:00
5bb2b2faad
Fixed call to mode_check
2011-11-07 09:12:54 +01:00
9be0749e1c
small bug fix
2011-11-05 11:09:10 +01:00
9ebb86784d
Extension to full Hessian (partial commit, to be debugged).
2011-11-05 11:08:00 +01:00
7517b51630
Added scores and likelihood as optional output arguments
2011-11-05 11:05:10 +01:00
db61c7c144
Extended for second order derivatives and full Hessian.
2011-11-05 11:04:08 +01:00
8313b158b6
Aligned with DsgeLikelihood.m,
...
manual cherry-picks from
30afa5f415
2011-11-05 11:02:05 +01:00
6b2cee2017
Added analytic derivatives for prior distributions.
2011-11-05 10:32:37 +01:00
6eb16f06f5
fixed bug for measurement errors returned by smoother
2011-11-04 21:15:47 +01:00
8612c7258b
Re-introduced a small selection of variables to save.
2011-11-04 09:23:10 +01:00
d6cff06535
improving data reading function to avoid name conflicts
2011-11-03 10:18:39 +01:00
f0efbee26d
adding short circuit operator
2011-11-02 18:34:53 +01:00
b4e7e55031
fixing bug with univariate filter
2011-11-02 17:54:48 +01:00
b5ae8356a9
fixing bug for plots of measurement errors
2011-11-02 15:49:02 +01:00
0b0c939849
fixing bug with smoother with univariate filters
2011-11-02 14:02:12 +01:00
9d91625c10
fixing bug related to measurement errors
2011-11-02 11:10:58 +01:00
9ac3e7a582
fixing bug when estimating models with a steady state different from
...
zero. Introduced in commit bd00dc11d8
2011-11-01 18:23:12 +01:00
02b86795b2
corrected bug linked to new handling of datasets
2011-11-01 16:44:31 +01:00
d14d0f8b45
initialazing bayestopt_
2011-10-31 18:26:53 +01:00
5ee1b1e25d
fixing bug with missing data
2011-10-31 13:46:11 +01:00
d6ce82cda8
Considers exogenous variables with leads or lags in the evaluation of the dynamic model
2011-10-28 22:47:37 +02:00
01ef553956
Correction of bugs in the Jacobian matrix for the a purely backward looking non recursive block
2011-10-28 22:45:07 +02:00
af65943f6f
A last argument (the number of observed variables which are not state variables) is needed in block_kalman_filter
2011-10-28 22:36:40 +02:00
d16caeebf0
"M_" global variable is replaced by the "Model" input argument in block_kalman_filter call
2011-10-28 22:34:52 +02:00
5666c5b166
A purely forward block containing several non recursive equations is coded 7 (not 6)
2011-10-28 22:31:49 +02:00
1b35d574d0
minor corrections related to mf replaced by Z (index of observable variables in the transition matrix)
2011-10-28 22:29:54 +02:00
0096c7575a
In a block decomposed model the variables are not stored in the usual order
2011-10-28 22:27:15 +02:00
73de37e7e3
fixing bug in forecast HPD interval
2011-10-27 22:08:10 +02:00
d1cb9fd0a8
fixed recent bug in resid when there is no steadystate file
2011-10-27 22:08:10 +02:00
ac4f774d38
Merge remote-tracking branch 'ratto/master'
2011-10-27 18:12:38 +02:00
7a16ab15fe
No longer report momemts in stoch_simul with order>=3 if periods not specified
...
Previously Dynare was reporting dummy theoretical moments
2011-10-27 18:03:42 +02:00
38827443f9
Fix simult_.m when order=3 but k_order_solver has not been specified
2011-10-27 16:45:17 +02:00
3367014970
Identification is made compatible with octave.
2011-10-27 13:09:26 +02:00
d806fdd617
New waitbar utility, that is adaptive under octave or console mode.
2011-10-27 13:08:53 +02:00
dde9d2bfee
license('test',' ... ') gives 1 even if the license exists but it is not active, implying a crash of the dynare matlab session.
2011-10-26 16:27:09 +02:00
0130d6cbe4
octave fix for windows as well
2011-10-25 19:20:48 +02:00
3f43f556c8
Fixes for octave with unix
2011-10-25 19:10:45 +02:00
b4fa7ef84e
Make gsa compatible with octave;
2011-10-25 18:00:54 +02:00
a6b704543c
octave fix;
2011-10-25 17:59:00 +02:00
ca76a31b94
added console mode features for serial computations.
2011-10-25 17:58:35 +02:00
88814c9b93
Added texinfo header.
2011-10-25 12:34:05 +02:00
c2eb6f11d3
Added texinfo header. Fixed efficiency issue (missing parenthesis).
2011-10-25 12:34:05 +02:00
e60032a6f7
More typo fixes.
2011-10-25 12:34:05 +02:00
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Michel Juillard
Ferhat
Marco Ratto
Sébastien Villemot
Houtan Bastani
Michel Juillard