1792d54f59
trunk: updated wiki URL in documentation
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2184 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-20 16:31:20 +00:00
0337bae230
More Dynare_pp reformatted and cleared from CWEB references
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2183 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-20 16:19:58 +00:00
5f5705de80
Dynare_pp files Cleared from references to CWEB and reformatted
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2182 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-20 16:11:59 +00:00
9da509936c
v4.1: Added ./matlab/kalman in the path.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2181 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-20 14:46:00 +00:00
616f47377f
v4.1: Bug corrections.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2180 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-20 12:58:08 +00:00
3594aebd43
trunk preprocessor/ModelTree.cc:
...
* fixed compilation problem related to temporary integer
* removed unused variable
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2179 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-19 16:21:05 +00:00
f59bba3ddc
- Adding SOLVE_FORWARD_COMPLETE and SOLVE_BACKWARD_COMPLETE simulation type for sparse model option
...
- Adding dyn2vec at the end of a deterministic simulation with sparse or sparse_dll option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2178 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-19 15:44:08 +00:00
d46c423c6e
trunk preprocessor: removed LCC_COMPILER and GCC_COMPILER options of SPARSE_DLL mode
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2177 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 17:21:22 +00:00
58358122da
trunk preprocessor: added some comments
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2176 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 17:15:23 +00:00
afdddb8091
v4.1:/tests/kalman Bug corrections.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2175 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 16:22:25 +00:00
8aab45ce5d
Suppress the addpath command before the call to Bicgstab
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2174 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 15:30:47 +00:00
b034ca6598
v4.1:/tests/kalman Bug correction.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2173 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 14:43:33 +00:00
7515534ac6
Bug corrections.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2172 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 14:39:10 +00:00
e0f9caa524
v4.1: Added tests for KF files.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2171 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 13:22:50 +00:00
ebb0095360
trunk preprocessor: allow zero equation if standalone BVAR estimation
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2170 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 12:52:08 +00:00
ccf0c4b9f9
v4.1: Factorization of missing data related part of dynare_estimation.m.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2169 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 12:51:06 +00:00
d1e5b0d4b8
trunk preprocessor: added error message if model local variable (pound sign expression) used outside model scope
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2168 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 12:22:35 +00:00
59fad3df56
trunk preprocessor: removed unused recursive variable type
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2167 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 11:54:35 +00:00
cc64a40ac7
trunk preprocessor: renamed "Type" to "SymbolType" for the sake of clarity
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2166 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 10:20:19 +00:00
21914feb4f
trunk preprocessor:
...
* added some comments
* created enumerations for block type and block simulation type
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2165 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 10:11:54 +00:00
deea50d8ce
trunk simulate.dll: removed non-GPL code
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2164 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 09:46:50 +00:00
7ccbe6f467
v4.1: Removed control subfolder.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2163 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 08:12:02 +00:00
c5e73fcbaf
v4.1: Added subfolders in ./matlab/kalman.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2162 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 21:15:07 +00:00
8c030e7eb0
v4.1: Changed header.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2161 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 18:04:43 +00:00
d0e8345536
v4.1: Changes related to kalman filter with missing observations.
...
* Changed header of missing_observations_kalman_filter
* Added the univariate approach. This file handles the cases with measurement errors and/or missing data.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2160 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 18:03:33 +00:00
09a808bd4f
v4.1: Changed calls to optimization routines.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2159 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 15:42:29 +00:00
c57a8c4776
v4.1: Removed hessian_sparse.m (unused function).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2158 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 14:34:15 +00:00
b820667698
v4.1: Changes related to kalman filter with missing observations.
...
* Adapted mode_check.m and hessian.m
* Removed global from hessian.m
* Changed call to metropolis
* Changed the test deciding between KF and KF with missing observations in DsgeLikelihood
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2157 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 14:24:35 +00:00
81a1a68ed7
v4.1: Added a data set with missing observations.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2156 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 13:41:41 +00:00
09e32240bd
v4.1 Changes related to the kalman filter (for evaluation of the likelihood) with missing observations.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2155 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 13:40:40 +00:00
4ac920fdff
trunk debian: added new kalman/ directory to packaging
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2152 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-14 09:30:25 +00:00
f30d61aa57
4.0 trunk: added some svn:ignore properties for debian build system
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2151 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-14 09:24:29 +00:00
6c6402fdeb
trunk tests:
...
* added Makefile for cleaning tests directory
* removed some useless stuff in objectives/
* added some svn:ignore properties
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2150 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-14 09:14:20 +00:00
63f5008305
v 4.0.2: simpler solution to problem with unobserved stochastic trends
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2149 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 20:08:13 +00:00
f58cdcf676
v4.1: Files related to kalman filter (likelihood evaluation of a state space model with or without missing observations).
...
* Added a new tolerance parameter specific to the iteration on the riccati equation.
* Added a kalman filter routine allowing for missing observations.
* I do not distinguish anymore models with and without measurement errors (the same m file is used for both models to evaluate the likelihood). For a model without measurement errors H hat to be set to 0 scalar.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2148 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 18:54:42 +00:00
61e307d737
trunk preprocessor:
...
* forbid lead/lag on model local variables (constructed with pound sign)
* forbid unknown function names in model block
* code simplication
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2147 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 16:44:20 +00:00
73c513802f
trunk:
...
* DynareBison.yy: use "filename" rule for initval_file, dynasave, dynatype and datafile option
* DynareBison.yy: removed some spurious syntaxes for dynatype and dynasave
* ComputingTasks.cc: bugfix for dynatype
* cosmetic changes to dynatype.m and dynasave.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2145 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 16:06:07 +00:00
68f9ca256e
trunk: added information message on the presence/absence of simulate.dll
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2144 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 15:20:43 +00:00
26288f2ab1
trunk irf.m: added missing documentation for parameter
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2143 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 15:20:13 +00:00
91e55812c8
More structure to the bones - still very rough sketch of the interface
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2142 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-09 09:41:26 +00:00
2ff703ca40
Fixes to avoid error on non-stationary variables not observed.
...
This works on a rather complex model, with 4 RW trends and 80 equations (QUEST III). Hopefully ...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2141 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-09 07:21:43 +00:00
b3c8df4aec
Use economy-size option for qr.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2137 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-06 14:28:10 +00:00
f70374eb19
K-Order Perturbation: Adding the Core subset of Dynare++ deemed needed for k-ord perturb. and the bare bones of the new interface (not compilable yet)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2136 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-06 10:25:09 +00:00
f51ba0bd93
v4.1: Removed globals. Removed call to generalized Cholesky. Added handling of datasets with missing observations (NaN), not yet ready. Changed the covariance matrix of the jumping distribution when the posterior mode is not computed (or used). Changed call to dynare_estimation. Removed pindx in dynare_estimation. + Cosmetic changes.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2135 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-04 21:22:08 +00:00
7a93a8cda8
correcting r2131 for saving additional variables in oo_
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2133 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-03 09:09:22 +00:00
57240cf01e
modified computation of log(det(invhess)) to solve cases in large models where det(invhess) is smaller than machine precision
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2132 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-03 08:43:28 +00:00
f4e7a003eb
corrected bug related to saving oo_.FilteredVariablesKStepAheadVariances and oo_.FilteredVariablesShockDecomposition
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2131 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-02 14:36:12 +00:00
6ea5d0b9d5
Fix parentheses error in corr expression in shocks block
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2130 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-02 08:05:11 +00:00
2a8a507b3f
tentative bug correction in DsgeLikelihood when stochastic trends are unobservable (QR instead of SVN)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2122 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-29 13:57:34 +00:00
74fb2cb05f
trunk preprocessor:
...
* fail if no. of equations is different from no. of endogenous (unless ramsey_policy is used)
* more fields in the ModFileStructure class
* cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2121 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-29 10:16:13 +00:00
sebastien
george
adjemian
ferhat
michel
ratto