Commit Graph

880 Commits (06b6429b0490b7a75c598f170a4f8a1b6a665fea)

Author SHA1 Message Date
michel 06b6429b04 bug correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1757 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 09:58:47 +00:00
michel 5e1745ada7 v4 random_walk_metropolis_hastings.m: changed initializationo of InitSizeArray to avoid
uncomplete files when load_mh_files
                                      suppressed confusing reinitialization of 
                                      InitSizeArray at the end of a chain
                                      put back the report on average acceptation rate


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1756 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 09:31:06 +00:00
michel b67c5f596a v4 : dynare_estimation.m: corrected bug with load_mh_file
simplified calls to random_walk_metropolis_hastings()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1755 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 08:33:59 +00:00
michel 7d66de73f7 v4 th_autocovariances.m: corrected bug in case of multiple unit roots
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1754 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-29 08:52:00 +00:00
sebastien b2238b80e7 v4 preprocessor/macro: minor fix
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1753 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-28 17:45:40 +00:00
sebastien 8e4374ad10 v4 preprocessor: another minor tweak
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1752 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-28 17:38:10 +00:00
sebastien b155cb56ba v4 preprocessor: minor improvement related to debugging of scanning & parsing
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1751 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-28 17:21:45 +00:00
michel 18e617c95b v4: adding 2 homotopy functions out of 3 initially planned
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1750 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-28 12:41:02 +00:00
sebastien 5a4d0eb4ec v4 preprocessor/macro: a double at-sign (@@) can be used to output a single at-sign (@); useful for Matlab function handles
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1747 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-28 11:10:28 +00:00
adjemian be833e1e03 Bug correction.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1746 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-27 09:19:38 +00:00
michel 59c30113c1 v4: added options for homotopy
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1745 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-24 08:56:48 +00:00
adjemian 2aaf214c09 Correction of bug in the definition of the dsge-var prior.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1744 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-18 10:28:53 +00:00
adjemian 8917d41046 Added multivariate student as a proposal distribution for the metropolis hastings.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1743 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-13 08:27:55 +00:00
michel d6e004e91d v4 ramsey_dynamic.m: added missing semi-colons
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1742 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-12 16:46:51 +00:00
adjemian ab375b6f4e Factorization of the initialization of the metropolis hastings (implementation of the independent metropolis hastings).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1741 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-11 20:55:16 +00:00
adjemian ea1f4abaed Added a function returning the prior and posterior densities of a dsge-var model, given the deep parameters and the dsge_prior_weight parameter.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1740 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-10 16:08:02 +00:00
michel 01f71a285a v4 dynare_estimation.m: corrected spelling bug with TeXNAMES
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1739 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-10 08:16:01 +00:00
sebastien c239ae9ef3 v4 preprocessor/macro:
* added @if/@then/@else
* added @echo and @error


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1738 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-07 15:58:35 +00:00
assia 3ea93dd4b5 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1737 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 11:28:13 +00:00
assia 85b3832ef5 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1736 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 11:26:03 +00:00
assia 59b663dfbe header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1735 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 11:16:47 +00:00
assia c1c9b5f44c header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1734 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 11:12:39 +00:00
assia 681bf0fe4b header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1733 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 11:10:16 +00:00
assia 28139e918f header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1732 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 10:52:19 +00:00
assia bfd112f75c header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1731 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 10:48:33 +00:00
assia 342ad92630 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1730 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 10:43:43 +00:00
assia f1b3da91df header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1729 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 10:37:14 +00:00
assia a7cb948e69 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1728 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 10:26:09 +00:00
assia eb1a26962e isolated functions deleted
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1727 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 09:30:06 +00:00
assia 065d95c73f isolated function deleted
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1726 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 09:26:40 +00:00
sebastien 98f9619003 v4 preprocessor/macro: added @for loops
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1724 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-29 16:21:01 +00:00
sebastien efeeb01b33 v4 preprocessor: fixed memory management error
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1723 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-29 16:20:19 +00:00
adjemian f489bc62d0 Correction of a bug related to the stochastic optimization routine (mode_compute=6).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1722 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-29 14:02:43 +00:00
michel a430b447d1 v4 dynare_estimation.m: corrected bugs when np == 0
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1721 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-27 09:15:30 +00:00
sebastien c43a8d6bdf v4 preprocessor/macro: cosmetic changes in the stack used for nested includes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1720 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-22 14:03:46 +00:00
sebastien 2af63803e8 v4 preprocessor/macro: added various checks and error messages
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1719 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-22 12:03:38 +00:00
michel 97da74a135 v4: datatomfile.m: header correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1718 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 19:45:34 +00:00
michel d54aed35ce preprocessor: mod_file_struct.option_order must be the LARGEST stated in the *.mod file, not the last one
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1717 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 13:36:17 +00:00
michel 7073ee2ee1 v4 dynare_estimation.m: foecast are prepared only when kalman_algo > 4
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1716 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 13:13:36 +00:00
michel c634702c69 v4 forecast.m: bug correction when var_list is empty
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1715 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 13:12:58 +00:00
sebastien 27f7c4834e v4 preprocessor/macro:
* added integer ranges
* added Doxygen documents for MacroValue and its subclass
* fixed string delimiter in macro language (it's double quote and not single)
* fixed problem with line count in presence of macro directives


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1714 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 09:56:47 +00:00
sebastien dba0205e1c v4 preprocessor mex/sources/simulate: replaced C headers by their C++ counterpart
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1712 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-19 14:35:59 +00:00
sebastien 666f93aa77 v4 preprocessor/macro: added handling of arrays
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1711 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-19 14:24:40 +00:00
michel bcf9da214e v4: added forecast out of posterior mode (or maximum likelihood, non-tested)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1710 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-17 14:58:34 +00:00
michel 5572943251 v4 added missing ; in set_all_parameters.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1709 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-17 10:33:25 +00:00
michel c7dc3ca3bc v4 bug corrections in dealing with measurement errors
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1708 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-16 17:02:39 +00:00
sebastien 0dd30038cb v4 preprocessor/macro: added preliminary handling of expressions and @define
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1707 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-15 17:31:40 +00:00
sebastien adb44d4ade v4 preprocessor: fixed minor issues with operators precedence
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1706 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-15 17:31:00 +00:00
michel 92f19dd476 v4: corrected bug for correlated coefficients
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1705 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-14 20:10:41 +00:00
adjemian 1c1221681f Correction of a bug related to the previous commit (the initialization of the path is given by the solution of the first order approximation of the model iff there is no deterministic shocks).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1704 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-11 15:04:31 +00:00