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
...
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
...
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
...
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
...
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
52e803f3b7
Fixed typo.
2011-10-25 12:34:05 +02:00
681a7e1df5
Added texinfo header. Fixed efficiency issue (missing parenthesis).
2011-10-25 12:34:05 +02:00
fc21af10ea
Cosmetic changes.
2011-10-25 12:34:05 +02:00
ffbb5bc765
Added texinfo header.
2011-10-25 12:34:05 +02:00
e270c29bd9
Fixed texinfo header (Z was missing in the description).
2011-10-25 12:34:05 +02:00
95c3b6396c
Added texinfo header and cosmetic changes.
2011-10-25 12:34:05 +02:00
697ddc0a72
Aligned routines with recent changes in dataset and identification.
...
Fixed ls2003.mod for testsuite
2011-10-24 18:45:12 +02:00
29a12f0ce3
make evaluate_likelihood.m compatible with dataset_
2011-10-22 15:30:23 +02:00
7593afff22
fixed issue with dataset_
2011-10-22 15:29:55 +02:00
ac4ae0b6d2
make sure that dataset_.missing.aindex always exist, even when there
...
are no missing observations
2011-10-22 15:28:41 +02:00
deccd16ed5
fixed path problem for GSA under Linux: GSA must be in upper case
2011-10-22 15:27:29 +02:00
30afa5f415
fixed handling of correlation in covariance of measurement errors
2011-10-22 15:26:07 +02:00
bd00dc11d8
removing 8th output argument of dynare_estimation_init and
...
corresponding seemingly useless code
2011-10-21 22:09:45 +02:00
88be4fa3d4
fixing bug in prior_posterior_statistics.m and in recursive estimation
2011-10-21 22:06:09 +02:00
7dde591992
plot_conditional_forecast: add an error message under Octave <= 3.2
...
The bug in the graphics code is fixed in Octave 3.4.
Closes : #212
2011-10-21 18:15:35 +02:00
6bdb220e0d
mr_gstep, mr_hessian: fix Octave compatibility issue
...
These functions were saving the whole workspace (with a "save" command). This
workspace includes a function handle which Octave does not know how to save.
The quick fix was to remove these "save", since they also harm performance and
are only useful for debugging purposes.
2011-10-21 16:56:19 +02:00
7e3225680f
fixing logic flaw in setting lik_init as a function of diffuse filter or kalman_algo
2011-10-21 14:21:40 +02:00
6f56eafdfa
Changed unitary test.
2011-10-21 11:38:46 +02:00
633256a7f7
Added sort method in dynDates class.
2011-10-21 11:38:45 +02:00
3b471c854e
Fixed constructor for dynDates, added subsref overloaded method.
2011-10-21 11:38:45 +02:00
8c66d4b86a
Added new class for unordered dates (not ready).
2011-10-21 11:38:45 +02:00
01bfd371d2
Changed name of dynDates class to dynDate. dynDates will be used latter for irregular and unsorted sequence of dates.
2011-10-21 11:38:45 +02:00
ead128eec8
Added max function for dynDates class.
2011-10-21 11:38:45 +02:00
7304d63282
Added min function for dynDates class.
2011-10-21 11:38:45 +02:00
ba245c32b5
MS-SBVAR: bug fix - rename error_band_percintiles as percentiles
2011-10-21 10:43:24 +02:00
130d9fca76
removed useless set_option() statement
2011-10-20 20:40:15 +02:00
36d5462328
options_.jacobian_flag is now set in global_initialization.m
2011-10-20 20:40:15 +02:00
9425b36358
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
ddc029394c
Clean-up last remnants of unit_root_vars ( Closes : #167 )
2011-10-14 16:22:47 +02:00
e7a983797c
fixed call to prior_posterior_statistics
2011-10-14 15:48:39 +02:00
f94d4e91f3
allowing for vector of deterministic shocks
2011-10-13 21:55:55 +02:00
e2dd3cb88f
fixing more problems with steady state refactoring
2011-10-13 17:14:41 +02:00
19a5ccb6f1
permits analysis of incomplete Metropolis run
2011-10-13 17:12:54 +02:00
5e5efc816a
modify addpath statements for precompiled Mac binaries
2011-10-13 11:18:44 +02:00
ee7078e56c
factoring out steady-state computations; steady_state_model now
...
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
8f350dc744
conditional forecasts: remove random seed reinitialization
2011-10-12 21:47:59 +02:00
721a872343
Fix crash of check(solve_algo=0) under Octave
...
dynare_solve.m calls str2func on the function name, so it crashes if it is
passed a function handle. It needs to be passed a string.
2011-10-12 18:48:57 +02:00
99da257ec3
Merge remote-tracking branch 'houtanb/master'
2011-10-12 17:47:18 +02:00
2a8425d9bc
GSA: remove useless addpath (already done in dynare_config.m)
2011-10-12 17:46:48 +02:00
13875c1373
The computation of autocovariances is now compatible with blocks decomposed models
2011-10-12 14:54:28 +02:00
57029ca39e
Correct a comment in dr_block
2011-10-12 14:51:13 +02:00
843495ebdf
get rid of a useless m-file
2011-10-12 14:49:31 +02:00
d837d20dd7
Correct a bug in the printout of the decision rule
2011-10-12 14:48:28 +02:00
1782d73ccd
Corrects bugs in dr_block
2011-10-12 14:43:04 +02:00
7c07f192dc
MS-SBVAR: add missing copyright/license
2011-10-12 12:08:07 +02:00
7764a6a14d
MS-SBVAR: normalize comments in headers
2011-10-11 17:10:23 +02:00
742ed02718
MS-SBVAR: rework set_ms_estimation to match different meanings of file_tag
2011-10-07 11:57:53 +02:00
385871957e
MS-SBVAR: remove estimation_file_tag option
2011-10-07 11:57:53 +02:00
f4f46dd82b
MS-SBVAR: update copyrights
2011-10-06 15:17:41 +02:00
bb0e3d80c8
MS-SBVAR: add copyrights/licensing
2011-10-06 11:49:57 +02:00
1dabbd8806
Fixed Marco's optimization routines (mode_compute==5).
...
Added fs2000d.mod in the testsuite (test of Marco's optimization routines).
2011-10-03 12:19:41 +02:00
f51a8edf50
fixing bug for computation of expectation auxiliary variables
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steadystate value when *_steadystate.m is provided without setting
auxiliary variables
2011-09-29 21:22:27 +02:00
b4d773d593
First fix for gsa.
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prior_posterior_statistics is broken, so some gsa tests are also broken
2011-09-28 21:20:42 +02:00
c6a9650d20
Adapt identification routines after new dynare estimation commits.
2011-09-28 20:48:47 +02:00
f9ecc164ce
Move 'nanmean' under 'matlab/missing' and add the necessary logic
2011-09-27 16:59:21 +02:00
f250f029af
Fix bug related to the renaming of options_ in DynareOptions within DsgeLikelihood.m
2011-09-27 16:39:10 +02:00
2060059945
Update header for AIM files
2011-09-27 16:15:49 +02:00
19c4cc2534
MS-SBVAR: Octave compatibility fix (add missing filename extensions, not added automatically under Octave)
2011-09-27 15:47:05 +02:00
42d71c7b86
Added header.
2011-09-26 16:06:58 +02:00
cc2c70d801
Cosmetic changes.
2011-09-26 15:46:59 +02:00
7cf2aace3e
Allow to declare yearly data with a string. Changed test conformably. Fixed bug in texinfo header.
2011-09-26 15:12:45 +02:00
3f2e29f7bf
Adapt block_kalman_filter to Dynare's way of handling errors in MEX files
2011-09-23 18:21:04 +02:00
16e9c36eb4
Merge ferhat's branch
2011-09-23 18:09:06 +02:00
21ceaa5cb4
Provisions for MATLAB 7.13 (R2011b)
2011-09-22 18:05:06 +02:00
1018f24f19
Merge branch 'master' into experimental
2011-09-22 11:24:15 +02:00
e0fa737cee
Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
...
Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.
Added a global structure for the data: dataset_.
Removed globals from dsgevar_posterior_density and mode_check.
Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
2011-09-22 11:17:31 +02:00
f1ffeb29bb
Correction of the previous commit ( 3412d5e20a). Set options_.lik_init=3 if lik_init==1 and unit_root_vars
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keyword appears in the mod file.
2011-09-21 19:05:34 +02:00
3412d5e20a
Bug fix. Do not override option lik_init (declared in the estimation command) if unit_root_vars
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keyword is present in the mod file, by forcing options_.lik_init to be equal to 3 (diffuse kalman
filter).
2011-09-21 18:54:11 +02:00
c309b0cf57
Fixed bug related to the initialization of the persistent variable.
2011-09-21 08:30:26 +02:00
c4cfd0c857
Extract input arguments of DsgeSmoother from dataset_ structure.
2011-09-20 16:03:33 +02:00
2512b527bd
Fixed bugs related to the new calling sequence for DsgeLikelihood.
2011-09-20 15:56:37 +02:00
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
8fa461b978
Added a test on the first input argument. If func is a function handle, then str2func should not be used.
2011-09-20 10:21:40 +02:00
d56d35f12b
Added missing initialization of diffusion_periods (when the diffuse filter is not used).
2011-09-20 10:13:01 +02:00
6e340c2ce8
Fixed typos in headers and cosmetic changes.
2011-09-19 23:20:33 +02:00
568cc83633
Changed dynare_estimation_1 conformably with changes in DsgeLikelihood.
2011-09-19 18:10:29 +02:00
7fd6b3efc0
Fixed typo.
2011-09-19 17:51:03 +02:00
fc96f6523e
Initialization of the output arguments before the declaration of the persistent variable (matlab crashes otherwise).
2011-09-19 17:50:23 +02:00
ebc08c6d6a
Fixed bug related to the names of the matlab's structures.
2011-09-19 17:18:40 +02:00
f2ca6d0ad9
Changed kalman filter routines to allow for arbitrary initial conditions (needed for the introduction of breaks on the estimated
...
parameters and also for the estimation of the initial states).
Added specialized routines for steady state kalman filter.
Completed header of DsgeLikelihood (missing refs to the routines called by DsgeLikelihood).
2011-09-19 17:01:24 +02:00
9c22fc1bde
Removed globals from DsgeLikelihood. Still broken.
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Added texinfo header in DsgeLikelihood.
2011-09-19 16:41:53 +02:00
9c0e559e30
Added a test for the number of variables in the data file.
2011-09-19 16:41:53 +02:00
c111fc1847
solve_one_boundary: make the case solve_algo=0 work under Octave
2011-09-19 16:41:53 +02:00
0155b6832e
Remove extra argument (in solve_algo=0 under Octave)
2011-09-19 16:41:53 +02:00
c07a915d6e
Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated)
2011-09-19 16:41:53 +02:00
013c599ec9
Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
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Added texinfo header to dynare_resolve.
2011-09-19 16:41:53 +02:00
7c95c82bfa
solve_one_boundary: make the case solve_algo=0 work under Octave
2011-09-19 12:37:17 +02:00
afe800f32d
Remove extra argument (in solve_algo=0 under Octave)
2011-09-19 12:36:37 +02:00
eabca4c4fd
Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated)
2011-09-19 12:23:27 +02:00
b04738b36f
resetting options_.nobs following previous change
2011-09-18 14:49:43 +02:00
80c69c404b
Revert "added default options_.nobs = []; reset options_.nobs after call to"
...
This reverts commit 8dc6b78dde
2011-09-18 14:37:29 +02:00
bdac9c9bec
changed calling sequence for all (two additional) occurences of describe_missing_data
2011-09-18 13:45:46 +02:00
a6a5306ada
estimation: fixed bug in dsge_var branch of the code
2011-09-18 12:08:33 +02:00
8dc6b78dde
added default options_.nobs = []; reset options_.nobs after call to
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intialize_dataset()
2011-09-18 12:00:11 +02:00
3079b7b1f8
reinstated call to describe_missing_data: data_tree is needed for
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univariate Kalman filter
2011-09-18 10:44:05 +02:00
306137bd2b
Reverted commit 3bf482ae5c. Added missing routine nanmean (computes the mean of the columns of a matrix
...
with some NaNs).
2011-09-17 23:58:20 +02:00
3bf482ae5c
temporary commenting of a line triggering errors in test suite
2011-09-17 21:36:40 +02:00
e9764d0538
Use a structure for the dataset. Bug fixes.
2011-09-17 15:38:49 +02:00
e3bf749826
Fixed bug introduced while removing variables from resol.m.
2011-09-17 15:24:04 +02:00
d76273f7c0
Fixed bug introduced while removing globals from resol.m.
2011-09-17 15:19:52 +02:00
88b941c7db
Fixed bug (related to globals delaration.
2011-09-17 14:49:09 +02:00
53a0418e1f
Fixed typo.
2011-09-17 14:09:48 +02:00
d6268cf720
Fixed bugs.
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(1) Wrong calling sequence for resol routine in check.m.
(2) Replaced steady_state_0 by oo.steady_state in resol.m.
2011-09-17 13:33:57 +02:00
24cd423671
Removed globals from resol.m (changed calling sequence). Added texinfo header.
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Removed trailing whitespace.
2011-09-17 12:53:38 +02:00
d81fd1b55b
Removed globals from check routine. Added texinfo header.
2011-09-17 12:53:38 +02:00
3c818378fe
Corrects a bug related to the number of arguments passed to the static m-files
2011-09-16 17:48:23 +02:00
9ab9288b9f
Merge remote-tracking branch 'ferhat/master'
2011-09-16 17:42:04 +02:00
4d74d57886
Corrects a bug with model_info under Octave
2011-09-16 17:24:11 +02:00
1dc5df3411
ms-sbvar: minor esthetic change
2011-09-16 14:32:11 +02:00
ee8da2b1c9
MS-SBVAR: add specification option
2011-09-15 18:03:39 -04:00
b62c50bc0f
aesthetic fix
2011-09-15 18:03:30 -04:00
7d0a55cbf7
MS-SBVAR: change syntax for proposal_type option
2011-09-15 18:03:22 -04:00
5592d2ffc1
MS-SBVAR bugfix: remove datafile from options_ and not options_.ms
2011-09-15 18:03:04 -04:00
ab7003f8c8
MS-SBVAR: change default for drop option
2011-09-15 18:02:48 -04:00
3136fe4272
MS-SBVAR: freq only supports monthly and quarterly data
2011-09-15 18:02:23 -04:00
322adb92a5
Removed global from prior_bounds. Added texinfo header.
2011-09-14 23:41:37 +02:00
fe55f6a506
Added field for nonlinear filters (initialized as an empty matrix).
2011-09-14 23:41:37 +02:00
e2d98b9f32
+ Removed globals from get_the_name routine. Added texinfo header.
2011-09-14 23:41:37 +02:00
d033956c52
remove unused option
2011-09-14 12:04:47 -04:00
a911e5fef6
MS-SBVAR: add file that was not being cleaned
2011-09-14 11:53:45 -04:00
8747d91d98
MS-SBVAR: fix processing for ms_estimation
2011-09-14 11:53:45 -04:00
d115a1124e
MS-SBVAR: remove unused option
2011-09-14 11:53:45 -04:00
d9ede95ffa
Fix problem with load_mh_file option under Octave/MinGW
2011-09-14 17:40:41 +02:00
40f3f71348
Merge remote-tracking branch 'remotes/ferhat/master'
2011-09-13 18:08:11 +02:00
83b83f200a
remove unused file
2011-09-13 11:46:25 -04:00
da8fabf43c
remove upper/lower_cholesky options from ms_estimation and sbvar
2011-09-13 11:45:42 -04:00
381a2f8977
aesthetic fix
2011-09-13 11:44:31 -04:00
1fa54aef27
remove outdated addpath directives
2011-09-13 11:44:28 -04:00
1467bec712
Removed internal documentation an unitary test options from the dynare command. Created instead
...
a specific command named internals.
The internal documentation of a matlab routine can be displayed on screen using the following
syntax:
internals --info <PATH AND NAME OF THE MATLAB ROUTINE>
The unitary tests (if any) associated to a matlab routine are triggered as follows:
internals --test <PATH AND NAME OF THE MATLAB ROUTINE>
+Cosmetic changes in the headers.
2011-09-12 11:46:14 +02:00
62d6d71cc7
Code simplification using dynTime class.
2011-09-12 11:46:14 +02:00
8127048d81
Changed headers.
2011-09-12 11:46:14 +02:00
29cfb00e13
Changed headers.
2011-09-12 11:46:14 +02:00
a1913d8a99
Removed (useless) private method.
2011-09-12 11:46:14 +02:00
0bd5d17ccf
Completed the overloaded subsref method. Give access to the Time member, which is an object instantiated by @dynTime/dynTime.
2011-09-12 11:46:14 +02:00
791dfd9313
Completed the overloaded subsref method. Access to the time member using a syntax like x(1:3) or x(:).
2011-09-12 11:46:14 +02:00
5ee5b1a8f0
Added an alternative calling sequence (with two inputs instead of three).
2011-09-12 11:46:14 +02:00
0f8e05fcd6
Completed @dynDates/plus method. Added test section.
2011-09-12 11:46:14 +02:00
a4b299879d
Removed useless debugging info.
2011-09-12 11:46:14 +02:00
43e2163bac
fixing typo
2011-09-11 20:07:53 +02:00
151922e96e
Adds an option ('incidence') to model_info in order to print out the gross and the reordered incidence matrices
2011-09-11 14:48:09 +02:00
e51d8f7a56
Correct bugs in dr_block:
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- the index of lead_lag_incidence for forward looking blocks
- the block type index
2011-09-11 14:37:06 +02:00
beade927a3
sbvar: add missing copyright/license
2011-09-09 13:27:01 -04:00
3b772622e6
MS-SBVAR: move files only used for checking work
2011-09-09 13:27:00 -04:00
0c72764932
Added missing comma
2011-09-09 17:24:03 +02:00
8323010394
Fix function name in header
2011-09-09 14:46:05 +02:00
ff7792a728
The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the
...
solution implemented consists of adding one extra observation in the presample
used to compute the prior; as a consequence, the numerical results for all
estimations will be slightly different in future releases (thanks to Marek
Jarociński for spotting this)
2011-09-08 18:09:21 +02:00
1b4dcdd7f1
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
ef26fe0034
Removed obsolete help message
2011-09-08 16:12:31 +02:00
bf40c11a35
Removed spurious file
2011-09-08 16:07:59 +02:00
1e04330fe8
Added dynDates class.
2011-09-05 18:57:42 +02:00
b923ccd4e8
Added dynTime class.
2011-09-05 18:57:42 +02:00
ada3eec81b
Added matlab routine to iterate on the state equation approximated at order 2 (needed for nonlinear filters).
2011-09-05 18:57:42 +02:00
a792f3f0b3
Updated internal documentation (new format).
2011-09-05 18:57:42 +02:00
c0faa2ccb8
Fixed bug.
2011-09-05 18:57:42 +02:00
f3652af938
Changed constructor by calling other classes (not yet commited).
2011-09-05 18:57:42 +02:00
a730224031
Added public member.
2011-09-05 18:57:42 +02:00
560800bcc5
Changed the order of the output arguments in kronecker product related mex routines.
2011-09-05 18:57:42 +02:00
9b9fb7df3a
Fixed bug.
2011-09-05 18:57:42 +02:00
3545be0226
Added particle subfolder.
2011-09-05 18:57:42 +02:00
a2b1ce977f
Added documentation
2011-09-05 18:57:42 +02:00
d0fe3c8ae4
New version of the overloaded subsref method (with tests). Still need to be documented.
2011-09-05 18:57:42 +02:00
2c8b71ae05
Fixed bug. The initial date, when not specified by the user, had wrong format.
2011-09-05 18:57:42 +02:00
ff98f65cf6
Changed the name of the third output (conflict with the neperian logarithm function).
2011-09-05 18:57:42 +02:00
8982d49539
Removed subsasgn.m.old
2011-09-05 18:57:42 +02:00
31c6f1c998
Allow horizontal concatenation of an arbitrary number of dynSeries objects.
2011-09-05 18:57:42 +02:00
237744fe7e
Added dynare class for time series.
2011-09-05 18:57:42 +02:00
467c60c51e
Removed trailing spaces.
2011-09-05 18:57:42 +02:00
85e0ca379a
Cosmetic change.
2011-09-05 18:57:42 +02:00
e905ff77c0
Added two new modes for displaying documentation or testing matlab/octave routines.
...
Examples:
dynare --doc <NAME_OF_A_MATLAB_ROUTINE> will display internal documentation of the routine.
dynare --test <NAME_OF_MATLAB_ROUTINE> ... will test the routine(s)
Note that for displaying the internal documentation texinfo must be installed on the system,
because dynare calls makeinfo with --plaintext option.
2011-09-05 18:57:42 +02:00
fe59061e91
Added routine for tests.
2011-09-05 18:57:42 +02:00
5efcf7527d
Added matlab/utilities/tests subfolder.
2011-09-05 18:57:42 +02:00
b9c35234e1
Cosmetic change.
2011-09-05 18:57:42 +02:00
948594c35f
Changed path according to last change in 9ccd794b637309e6f0548228b513689d8543f5c2.
2011-09-05 18:57:41 +02:00
4323653f08
Moved doc subfolder into utilities.
2011-09-05 18:57:41 +02:00
8c49e99ee8
Added internal documentation.
2011-09-05 18:57:41 +02:00
316e16edc2
Changed path for internal documentation routines. Added verbose option (default is verbose==1).
2011-09-05 18:57:41 +02:00
8c4e24769b
Moved some of the routines for internal documentation.
2011-09-05 18:57:41 +02:00
9b00852e25
Added routines for generating internal documentation.
2011-09-05 18:57:41 +02:00
0c61ddc63a
Changed name of the test function for matlab's routines.
2011-09-05 18:57:41 +02:00
555c519474
Fix typo in header
2011-09-05 15:16:05 +02:00
044d19c5d2
fixed bug in detection of near 0/0 eigenvalues
2011-09-04 14:59:48 +02:00
d91c4ac1a9
Merge remote-tracking branch 'ratto/master'
2011-09-01 17:03:52 +02:00
3c0ebb4cc5
added error for near 0/0 on diagonal of Real Generalized Schur decomposition (info=7) and corrected error in test for singular w1 submatrix, introduced in Sept. 2010.
2011-09-01 11:37:40 +02:00
e3485e8929
Changes around normalizing Jacobians:
...
-) never use normalization for SVD and brute force covariance checks;
-) Jacobians are normalized for checking the rank condition: this should allow for more uniformity in results across models.
2011-09-01 11:18:24 +02:00
884ecb6d6c
Fine tuning of checks of the rank condition
2011-09-01 11:16:42 +02:00
d7c06ead1e
ms-sbvar bugfix: replace shocks with shocks_per_parameter
2011-08-30 16:12:00 +02:00
d22b86c2d8
clarify error message
2011-08-30 16:11:59 +02:00
df0edeecf0
Theoretical moments: handle nicely the case where all variables are either constant or non stationary
2011-08-29 17:35:35 +02:00
1f4ea5aaa5
Small bug fixes:
...
thanks to Jesper Linde and Malin Adolfson
2011-08-23 23:20:48 +02:00
06f363da5b
ms-sbvar bugfix: support median option
2011-08-23 13:43:24 +02:00
383b12df0e
ms-sbvar bugfix: change the way options are passed to irf, forecast and variance decomposition mex functions
2011-08-23 13:43:24 +02:00
4e8dcc1a27
ms-sbvar bugfix: changed option to match the option searched for in the mex file
2011-08-23 13:43:24 +02:00
51f759c59f
Fixed typo in error message
2011-08-19 17:20:40 +02:00
cee82819f3
changed test for NaN and Inf in Jacobian, changed info error number, changed error message
2011-08-18 22:22:23 +02:00
d05d1f878b
Merge remote-tracking branch 'houtanb/master'
2011-08-17 15:55:24 +02:00
1d67940ea6
Merge commit 'remotes/ferhat/master~2'
2011-08-17 14:18:05 +02:00
d71b9bd250
MS-SBVAR: remove reinitialization of random number generator
2011-08-16 14:26:32 +02:00
7e29a03fad
now adaptive Metropolis creates a sequence of adaptive_metropolis_proposal_NN.mat files keeping track of covariance updates. adaptive Metropolis can now be continued in subsequent runs
2011-08-15 15:27:30 +02:00
95671d8932
A model can be solved with (block and/or bytecode) and linear options
2011-08-11 14:15:50 +02:00
b4b2f21695
The theoretical autocovariances can be computed with block option
2011-08-11 14:15:50 +02:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Houtan Bastani
Michel Juillard
Marco Ratto
Ferhat Mihoubi
Michel Juillard
Michel Juillard