Johannes Pfeifer
446b1f6dc1
Fix bug in identification when estimating only standard deviations
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Closes #945
2015-06-05 18:22:45 +02:00
Marco Ratto
3d14c1078e
Proper use of nodecomposition option in posterior estimation and identification.
2014-11-18 12:12:22 +01:00
Stéphane Adjemian (Karaba)
97b63105a0
Add a parameter to the lyapunov_symm routine (debug mode).
2014-10-13 17:42:53 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Marco Ratto
0ab2c28fd5
-) fixed bugs when there is only one parameter estimated or when simulated moments uncertainty provides zero diagonal terms in the covariance matrix of model matrices;
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-) fixed bug in computing numerical derivatives of the LRE matrices in getJJ;
2012-12-05 09:46:12 +01:00
Marco Ratto
ed4d37341c
Fix problem with models where steadystate files change parameter values.
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1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state + analytic derivatives of all the rest;
3) bug fixes for 2nd order derivatives w.r.t. model parameters;
2012-07-05 10:14:10 +02:00
Marco Ratto
45bc5c2459
Removed duplicate of the same function.
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Fixed call removing globals.
global options_ still needed
2012-06-08 14:03:40 +02:00
Marco Ratto
2af300bf6e
Added output arguments needed for analytic scores.
2011-04-12 17:37:02 +02:00
Marco Ratto
8352873e06
Fixes to handle properly implicit derivation when STEADY_STATE syntax is applied
2011-03-18 10:54:09 +01:00
Houtan Bastani
8a0dabd07d
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Sébastien Villemot
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
Marco Ratto
38640c4af8
use of numerical Jacobian to check analytic results.
2010-03-09 10:05:13 +01:00
ratto
3f8bc2b2a1
Added steady state to derivatives of LRE form.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3387 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 16:48:45 +00:00
michel
ce7af53855
v4.2: changed vech functions names to avoid conflict with other toolboxes
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vech.m -> dyn_vech.m
unvech.m -> dyn_unvech.m
diag_vech.m -> dyn_diag_vech.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3375 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-23 16:55:28 +00:00
ratto
94d215d73e
Modifications linked to previous commit:
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Added first order moments
Added LRE analysis for trivial no-identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3361 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:58:09 +00:00
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
ratto
173ce64d7e
1) added H to numerical derivative switch;
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2) added steady state derivatives in output;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3032 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:20:32 +00:00
ratto
163d893e2e
Bug fixed with useautocorr
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2993 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:09:57 +00:00
ratto
b66a47c128
oo_, A and B are now inherited from main loop
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2980 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 17:13:58 +00:00
ratto
89a71d5596
copyright notices added
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2966 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 08:24:32 +00:00
ratto
df921ce829
New identification routines.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2963 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 07:34:21 +00:00