06b6429b04
bug correction
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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
5e1745ada7
v4 random_walk_metropolis_hastings.m: changed initializationo of InitSizeArray to avoid
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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
b67c5f596a
v4 : dynare_estimation.m: corrected bug with load_mh_file
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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
7d66de73f7
v4 th_autocovariances.m: corrected bug in case of multiple unit roots
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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
18e617c95b
v4: adding 2 homotopy functions out of 3 initially planned
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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
be833e1e03
Bug correction.
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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
59c30113c1
v4: added options for homotopy
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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
2aaf214c09
Correction of bug in the definition of the dsge-var prior.
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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
8917d41046
Added multivariate student as a proposal distribution for the metropolis hastings.
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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
d6e004e91d
v4 ramsey_dynamic.m: added missing semi-colons
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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
ab375b6f4e
Factorization of the initialization of the metropolis hastings (implementation of the independent metropolis hastings).
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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
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.
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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
01f71a285a
v4 dynare_estimation.m: corrected spelling bug with TeXNAMES
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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
3ea93dd4b5
header updated
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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
85b3832ef5
header updated
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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
59b663dfbe
header updated
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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
c1c9b5f44c
header updated
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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
681bf0fe4b
header updated
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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
28139e918f
header updated
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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
bfd112f75c
header updated
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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
342ad92630
header updated
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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
f1b3da91df
header updated
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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
a7cb948e69
header updated
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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
eb1a26962e
isolated functions deleted
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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
065d95c73f
isolated function deleted
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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
f489bc62d0
Correction of a bug related to the stochastic optimization routine (mode_compute=6).
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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
a430b447d1
v4 dynare_estimation.m: corrected bugs when np == 0
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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
97da74a135
v4: datatomfile.m: header correction
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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
d54aed35ce
preprocessor: mod_file_struct.option_order must be the LARGEST stated in the *.mod file, not the last one
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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
7073ee2ee1
v4 dynare_estimation.m: foecast are prepared only when kalman_algo > 4
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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
c634702c69
v4 forecast.m: bug correction when var_list is empty
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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
bcf9da214e
v4: added forecast out of posterior mode (or maximum likelihood, non-tested)
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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
5572943251
v4 added missing ; in set_all_parameters.m
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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
c7dc3ca3bc
v4 bug corrections in dealing with measurement errors
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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
92f19dd476
v4: corrected bug for correlated coefficients
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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
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).
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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
48f23191fb
For deterministic simulations of a path between an arbitrary initial condition and the steady state, the path is initialized with the solution obtained from a first order approximation of the model => The number of iterations required for the convergence of the Newton is less important, and on a simple growth model with CES technology I observe also a reduction of the error size.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1703 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-11 14:42:46 +00:00
806c29cc4a
v4: made dynare_estimation safe for computing Smoother of a calibrated model (temporary)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1702 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-09 17:27:26 +00:00
0f7e1d64ab
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1697 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-07 21:52:20 +00:00
4bda21d4db
Bug correction. Initialization of deterministic simulations was buggy when we start from an arbitrary initial condition (ie when steady is not used after initval).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1695 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-07 10:50:31 +00:00
6057511c9e
v4 dynare_esitmation.m: doesn't store lagged values of smoothed and filtered variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1694 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-05 15:27:57 +00:00
86c2c7f488
changing dynare.m for new mex directory location
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1691 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 21:31:18 +00:00
80eb1faab2
moving mex directory
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1690 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 21:31:12 +00:00
2f3767d317
v4: more changes related to new filter
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more variables returned by the smoother saved in oo_
DiffuseKalmanSmoother1_Z.m isn't finished yet
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1689 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 17:52:16 +00:00
290722e3fd
mex/source/build.m: replaced system() by eval(). The call to system isn't necessary and creates a path problem with R2008a
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1688 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 16:01:05 +00:00
dd5c5cbba0
v4 matlab/mex:
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* build.m: changed preprocessor source directory name
* updated binary for simulate / Linux x86-32 / Matlab 7.4
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1687 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 11:24:51 +00:00
4dc23e191e
v4 matlab/mex:
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* fixed problem with compilation of simulate DLL under Linux x86-64
* updated binaries for Linux x86-64 + Matlab 7.5
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1685 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 09:59:21 +00:00
a34ce9e3b7
v4 bug corrections for new diffuse algorithm
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1684 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-31 10:58:58 +00:00
d8d191bb1c
v4 matlab/mex:
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* adapted build.m for MacOS/PowerPC
* added corresponding binaries for Matlab 7.5
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1683 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-31 10:41:15 +00:00
4443d56136
v4 bug correction and correct smoother for new diffuse algorithm
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1682 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 21:32:20 +00:00
michel
adjemian
assia
sebastien