stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
2,242 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

1356 Commits (187e55739cb67bbd8b7897c09f9eb8e9239face2)

Author SHA1 Message Date
ratto d9ea204fc5 File names should correspond to varlist and not to endo_names 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3122 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-03 15:21:30 +00:00
stepan 3a137c3eaa Added files for extended path simulations. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3120 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-03 13:45:52 +00:00
stepan b6d5369421 * Added files for extended path simulations. 
* Removed seed from gaussian_particle_filter.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3118 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-03 12:27:22 +00:00
stepan 37144125fc Added simult_ and DsgeLikelihood routines specific to the particle filter. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3110 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-31 07:55:16 +00:00
stepan 11bb96f19b * Added subfolder for particle filters. 
* Added a routine for gaussian particle filter. The likelihood is evaluated
by assuming that the state vector is normally distributed.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3109 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-31 07:55:13 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00
stepan ee74f38b11 Removed (or moved) initialization of options_'s fields from simul.m. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3079 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 12:52:16 +00:00
ratto e601d7bec1 Still some errors in dsgelikelihood are present that are not trapped: use try catch when evaluating target function; 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3078 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 12:01:34 +00:00
ratto 8a56ed35ad 1) Still some errors in dsgelikelihood are present that are not trapped: use try catch when evaluating target function; 
2) proposal density should contain the jscale.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3077 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 12:01:15 +00:00
stepan f5037df3cd Cosmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3073 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 10:03:03 +00:00
sebastien 9ab04f3323 Renamed kordepert to k_order_perturbation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3070 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 09:07:47 +00:00
sebastien 3a673134fe Added missing copyright notice 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3069 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 08:15:32 +00:00
stepan 21d58eac91 * Bug fix. 
* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 15:56:32 +00:00
stepan a9f18121bd Changed the files performing conditional forecasts (to match the output of the preprocessor). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3065 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 13:03:30 +00:00
ratto 98b3747312 Utility to check the definitions of the parallel cluster. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3064 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 09:20:37 +00:00
sebastien df7bc34379 Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 16:55:31 +00:00
stepan c96d6767a1 Changed the place where priordens' persistent variables are saved (suite). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3061 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:47:36 +00:00
stepan f13cf45741 Changed the place where priordens' persistent variables are cleared. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3060 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:47:33 +00:00
sebastien aa6ff983a9 AIM solver: 
* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:44:56 +00:00
stepan 217462afe1 Fixed bug in the evaluation of the posterior kernel. The persistent variables declared in 
priordens.m have to be cleared before calling evaluate_likelihood().

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3058 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:33:54 +00:00
ratto b863a6d6fc Added new identification options introduced in the preprocessor. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3057 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:13:47 +00:00
ratto b8bc96c8e6 Adapted to follow preprocessor syntax. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3056 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:13:15 +00:00
sebastien 1e3115e759 Workaround for bug in Octave 3.2, numbered #550823 in Debian BTS, see http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=550823 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3055 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 12:58:17 +00:00
sebastien 05773e5edf CheckPath: another fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3054 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 12:57:22 +00:00
sebastien 9540db6bf4 CheckPath: use a better technique to avoid a file with the same name than the dir we are creating 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3053 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 12:43:15 +00:00
ferhat e1f17fa9e5 - adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved. 
- corrects some mod files.
- In steady command, get check argument from bytecode dll

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-18 15:18:16 +00:00
stepan d87129ebf6 Added three functions used to evaluate the prior density, the posterior kernel and the likelihood. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3050 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-16 21:01:52 +00:00
ferhat 3c2d944cfc - use of classes to describe the bytecode tags 
- use static option for bytecode instead of steady_state option

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-16 16:34:27 +00:00
sebastien bab7c9236b Added some missing copyright headers 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3044 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-14 10:04:06 +00:00
sebastien 5f247b32c4 CheckPath.m: give more informative error message when trying to create a subdirectory, when a file with the same name already exists 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3037 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-12 16:32:10 +00:00
ratto afb0c75744 Avoid the use of inv. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3034 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-09 08:25:34 +00:00
ratto 6e25472ad9 1) save output plots; 
2) modified burnin_iteraton for pdraw0 in input;
3) minor changes.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3033 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-09 08:22:01 +00:00
ratto 173ce64d7e 1) added H to numerical derivative switch; 
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 a2d9e2af1d Display message when rank condition on J and H is always OK. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3031 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-09 08:19:19 +00:00
ratto 33f0f84f89 1) Added steady state to moments; 
2) use of oo_.dr.ys (always updated) in place of oo_.steady_state (not always updated).

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3030 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-09 08:18:39 +00:00
ratto 54c6dbd708 Use of the JJ and H to compute condition number. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3029 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-09 08:17:34 +00:00
ratto 20a469cfcf Fixed to allow truncated priors. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3028 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-09 08:10:52 +00:00
michel fb7ae67d09 v4.1: added trends to imcforecast 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3024 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-06 14:41:56 +00:00
michel add652918e added possibility to call user defined optimizing routine with mode_compute option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3023 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-06 14:40:49 +00:00
michel ce5c510d06 v4.1: add provision for <modfile>_steady_state.m and auxiliary variables for leads on more than 1 period 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3022 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-06 14:37:23 +00:00
michel 541129c1be v4.1: adding add_auxiliary_variables_to_steadystate.m and code to adjust output of <fname>_steadystate.m for additional auxiliary variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3014 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 12:10:50 +00:00
michel e1f4f5e924 4.1: added steady state to forecast 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3012 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 11:47:56 +00:00
michel 202be85f5f 4.1: added missing semi-colon 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3011 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 11:41:23 +00:00
ratto 081cdf3cb0 Cleaner comments of work in progress ... 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3001 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-30 13:28:47 +00:00
ratto 3ef53218b8 Impose always the same dimension for eigenvector matrix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3000 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-30 07:18:27 +00:00
ratto 3739a7a6d8 Fixed bugs with new morris options! 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2999 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 16:40:46 +00:00
ratto 430088cf42 Always initialize oo_.dr with dynare_resolve! 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2998 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 16:24:14 +00:00
ratto 106a48dd8a Modified morris options to allows analytic derivatives a la Iskrev. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2997 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 14:56:51 +00:00
ratto 4cb2692e7d -) Delete old files; 
-) commented work in progress

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2996 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 13:00:54 +00:00
ratto 869d054174 New version with 
-) more complete data saving on disk;
-) new output arguments;
-) new plots.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2995 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 07:11:47 +00:00
ratto 863dee7acd Bug fix for the case of perfectly orthogonal pairs 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2994 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 07:10:31 +00:00
ratto 163d893e2e Bug fixed with useautocorr 
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 a0c021ef0c Use correlations to compute linear combinations weakly identified. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2992 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 07:09:18 +00:00
michel 87e8cda64d v4.1: corrected bug in shock_decomposition.m when lags on more than one period 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2989 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-28 12:55:44 +00:00
stepan bc83fbd808 * Allow the use of a *_steadystate.m file with options block and bytecode. 
* Added the possibility to use resid when the the options block *and* bytecode
are used.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2986 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-25 16:20:19 +00:00
michel 6eba462caa v4.1: fixing bug in 2nd order approximation when there are no variable appearing in the model at some intermediary lead or lag 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2984 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 20:06:28 +00:00
ratto 2645113760 stock parameters and small bug fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2983 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 17:25:31 +00:00
ratto e9a017b3fb new disp_pcorr option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2982 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 17:19:14 +00:00
ratto 290ea0d24e Added iload option; 
A and B computed here
compute sensitivities

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2981 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 17:18:39 +00:00
ratto b66a47c128 oo_, A and B are now inherited from main loop 
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 3f09d91873 minor bug fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2977 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 15:25:50 +00:00
ratto 531021acef USe '/' for unix compatibility 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2976 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 15:25:19 +00:00
stepan 1e4a7c2c71 * Cosmetic changes. 
* Bug fix (with octave-3.2.2) in McMCDiagnostics.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2973 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 12:48:28 +00:00
stepan 897c5fb363 * Cosmetic change. Removed useless spaces in simul.m. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2970 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 12:48:19 +00:00
ratto b8f5e80099 Matches new output list for 
missing_DiffuseKalmanSmoother3.m
and
 DiffuseKalmanSmoother3.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2969 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 12:44:33 +00:00
sebastien a3f639aba5 Moved vec.m under matlab/missing/vec, and add it into the path only under MATLAB (vec exists under Octave) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2967 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 08:34:57 +00:00
ratto 89a71d5596 copyright notices added 
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 6786e989b3 vec operator utility 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2965 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 08:13:49 +00:00
ratto d8cf192c77 Try/catch to avoid crashes linked to errors in diffuselikelihood that are not trapped by cost_flag 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2964 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 07:45:59 +00:00
ratto df921ce829 New identification routines. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2963 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 07:34:21 +00:00
ratto e916b1380f Solves multiple generalized Sylvester equations where only d is changing. 
Useful to speed up analytic derivatives in identification analysis. 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2962 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 07:32:48 +00:00
sebastien 02640c3e43 k-order perturbation DLL: 
* removed existing build system
* reorganized source: separated test files from the rest, removed obsolete test files
* incorporated the DLL and the standalone test executable to the new build system
* minor fixes to ensure compilation


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2959 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-23 13:14:05 +00:00
ratto e6a59cd211 Parallelized version of independent MH. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2951 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-18 14:40:08 +00:00
stepan bfbf218616 * Fixed the dimension of oo_.mean (see the trac ticket #34). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2909 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 14:14:28 +00:00
stepan 50ec80f1df * Fixed buggy call to DsgeSmoother (two input arguments used to handle missing observations were missing). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2908 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 13:27:09 +00:00
sebastien d97683c26e Improve treatment of error messages in homotopy 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2895 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 16:22:50 +00:00
sebastien 85ac76b9ae Add isempty to regexp to get a boolean answer for a 32-bit systems 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2894 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 16:10:41 +00:00
sebastien e426a0214e Added new directory "mex/2009a-64bit" for 64-bit platforms using MATLAB 7.8 (R2009a) (MEX binary compatibility has been broken in R2009a for 64-bit platforms) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2891 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 13:09:34 +00:00
stepan 4a0a0c1ab9 * Added an exit condition in DsgeLikelihood when the jacobian of the 
dynamic model (evaluated at the steady state) is complex.
* Added case 6 inf print_info (complex steady jacobian).



git-svn-id: https://www.dynare.org/svn/dynare/trunk@2890 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 11:39:06 +00:00
sebastien 71ba0d6433 Prevent use of "check" with "block" or "bytecode" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2889 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 10:11:36 +00:00
sebastien 579b5f509e Cleanup "cutoff" and "mfs" options (the former is no longer in options_) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2888 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 10:10:06 +00:00
sebastien 74232e9ee5 * Added new option stack_solve_algo to simul 
* Added solve_algo=5 for steady
* Remove obsolete method option of simul
* Added various checks to avoid unimplemented combinations of bytecode/block/solve_algo/stack_solve_algo


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2882 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 16:34:48 +00:00
ferhat 9f45200924 simulate.dll has been replaced by bytecode.dll 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 14:40:54 +00:00
sebastien a56de57637 Various cleanups related to new options "bytecode" and "block" 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 13:36:56 +00:00
ferhat beade4bea1 References to model_mod option are ruled out of M-files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2878 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 13:07:59 +00:00
michel 3eb02c720d updating SWZ sbvar code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2876 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-30 19:28:10 +00:00
michel 1802078154 updating SWZ sbvar code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2875 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-30 19:24:34 +00:00
ferhat ed6cda0ca1 New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode): 
- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-29 15:04:11 +00:00
stepan 3f924cc1de * Fixed bug introduced in the previous commit (wrong value of Max_nruns). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2872 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-28 10:56:26 +00:00
stepan aa3a6fe1a6 * Fixed bugs with mh_recover mode. 
* Added comments.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2871 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-28 10:55:22 +00:00
ferhat 305914b551 - bug fix when solve_algo = 4 is selected 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2870 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-27 13:26:29 +00:00
ferhat d32dd99210 - extension of normalization of equations to nonlinear equations 
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-25 09:43:01 +00:00
sebastien 2006e1f9be Don't display any table if option "noprint" is used (thanks to Gianni Lombardo for pointing this) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2863 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-24 13:39:43 +00:00
sebastien fec9486fb9 Change to option solve_algo=4 of steady: 
Even when the Jacobian is very badly conditioned, continue to use a Newton step


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2862 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-21 12:05:34 +00:00
sebastien 64361938bb Added missing error catching 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2861 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-18 13:01:47 +00:00
ratto bb271bb8ac Eliminated double counting in constant: now result is identical to univariate algorithm. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2858 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-14 09:29:09 +00:00
ratto d2b3beb3e7 Fixed bugs highlighted by Junior, occurring when some constraint is violated when computing gradients. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2857 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-13 06:59:36 +00:00
ferhat 1d9260251d - sparse_dll option works fine with feedback variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2851 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-21 15:50:12 +00:00
michel f5920bbc34 v4: correcting bug related to nonstationary variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2850 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-21 11:52:35 +00:00
michel 4f09fc89f0 v4: update of shock decomposition code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2847 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-17 05:38:19 +00:00
michel 9341a9bf54 v4: bug correction in computation of decomp 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2844 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-15 00:28:14 +00:00
sebastien 1db8b0d277 Homotopy: 
* fixed bug with Octave in modes 1 and 3
* enhanced tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2832 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-10 13:14:17 +00:00
sebastien e8700bc046 Implemented MATLAB part of the block_mfs option to steady. 
(Still need to fix a bug)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2829 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-09 16:35:07 +00:00
stepan a089e59f3c dynare/trunk:: 
+ Added a  new option for likinit=2 used to define  the numbers on the
initial diagonal Pstar matrix.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2828 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-09 15:41:11 +00:00
stepan a4d01dc31d dynare/trunk:: (dsge-var) 
+ Added support for xls files.
+ Fixed a bug  appearing when the dafa file and the  mod files are not
in the same directory.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2827 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-09 15:03:11 +00:00
george c9d08951bf DsgeLikelihood_hh.m lik calculation compatibility and consistency changes 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2825 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-08 16:38:24 +00:00
george f4c3482acd P convergence likelihood bug fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2824 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-08 12:20:21 +00:00
stepan 181b268699 + Do not plot likelihood and posterior density if cost_flag = 0, put a 
red bullet on the abscissa instead.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2821 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-08 10:11:38 +00:00
ratto c8966e2452 plot posterior and lik-kernel with the correct sign (i.e. with a maximum shape). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2817 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-07 12:07:40 +00:00
stepan 3692d5f99b + Added missing semicolon. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2813 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-06 12:34:57 +00:00
michel 05189497a5 changed handling of nonstationary variables: 
- oo_.mean, oo_.var, oo_.gamma_y contains all selected variables
- moments of non-stationary variables are set to NaN
options_.Schur_vec_tolerance lowered to 10^-11


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2810 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-04 14:11:51 +00:00
sebastien e9a4e5e18f Workaround for Octave 3.2.0: 
In Octave 3.2.0, the which() function doesn't accept filenames, but accepts function names.
This bug will be fixed in Octave 3.2.1, but this workaround solves the issue.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2807 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-03 10:36:11 +00:00
sebastien 37745150b5 Fixed header of dsge_posterior_kernel.m 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2806 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-03 10:22:22 +00:00
sebastien 4e9b23363a Reorganized the way we deal with functions which exist under only some versions of MATLAB and/or some versions of Octave: 
* Created a directory matlab/missing to store them under subdirectories
* Add the needed subdirectories to the path from dynare_config.m
* Moved content of matlab/matlab/ and matlab/octave/ to matlab/missing/*/
* matlab/missing/ordeig/ordeig.m: new name of matlab/my_ordeig
* matlab/missing/ordschur/ordschur.m: fake replacement, displays an error message
* Removed old matlab/matlab/ and matlab/octave/ directories


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2805 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-03 10:20:42 +00:00
sebastien 5b06ad8ae5 Fixed bug with bvar_forecast under Octave (mkdir doesn't have the implicit "-p" option) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2800 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-01 13:17:44 +00:00
stepan d6fe54dc18 + Bug fixes related to the computation of prior (and posterior) moments. 
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2791 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-26 10:21:30 +00:00
sebastien 8c143e29fc trunk dr1.m: removed workaround for USE_DLL (no longer needed, since USE_DLL is now broken at order 2) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2789 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 12:13:42 +00:00
stepan 5f8de6f142 + Added error messages related to the output of the steadystate file. 
+ Removed options_ from print_info.m
+ Removed some useless initializations of options_'s fields.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2786 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 08:30:27 +00:00
michel 4d7f60c803 v4.1: added 'file' to call to exist() function to avoid a bug when there exists a directory with the same name as the mex function 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2777 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-21 09:20:03 +00:00
ratto 5856731338 Updated version using p2 in place of pstdev 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2774 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-19 09:02:32 +00:00
ratto 27850744ba New version with the shape of the likelihood kernel on the top of posterior shape; 
Use of one single loop, by merging the previous three cases, for easier parallelizing.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2773 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-19 08:54:40 +00:00
ratto d10423ec19 Added mode_check_nolik option, with default = 0 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2772 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-19 08:44:08 +00:00
stepan f039875f60 + Various bug fixes related to prior sampling. 
+ Removed globals in set_stationary_variables_list.m.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2771 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-15 14:36:30 +00:00
stepan 2d314b32b9 Updated header. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2770 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-15 08:45:22 +00:00
stepan cd81ed664e Bug fix (dynare was crashing when the number of estimated parameters 
is changed).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2769 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-12 21:51:22 +00:00
stepan 4af1f415d4 Various bug fixes. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2768 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-12 10:08:25 +00:00
stepan 771a12c8ae Bug fix (introduced in the previous commit). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2767 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-12 09:40:32 +00:00
stepan 1c5e2df2a0 + Changed compute_moments_varendo so that it can handle prior montecarlo. 
+ Bug fix.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2766 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 23:09:19 +00:00
stepan 5695c1d528 + Changed some files so that they can handle prior montecarlo. 
+ New version of prior_analysis.m.
+ Changed names and calls.
+ Bug fix.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2765 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 22:55:37 +00:00
stepan bdabde9b58 + Changed some files so that they can handle prior montecarlo. 
+ Changed names and calls.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2764 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 16:32:05 +00:00
stepan e3043c4107 + Changed dsge_simulated_theoretical_*.m files. They can be used to compute the prior distribution 
of second order moments and variance decompositions.
+ Changed calls to dsge_simulated_theoretical_* functions.
+ Fixed headers.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2759 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 14:39:52 +00:00
stepan b04e65196f Changed names of four functions (these functions will be used for posterior *and* prior sampling). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2758 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 13:22:52 +00:00
stepan 16de70de41 Changed header. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2757 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 12:59:04 +00:00
stepan 5ff813a1e6 Added a new function. This function tests if prior_sampler.m has to be called or if 
the second order moments have to be computed.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2756 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 11:57:33 +00:00
stepan faaac5e6c0 Added comments. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2755 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 11:33:30 +00:00
stepan b71a7a83ed Save prior structure (bayestopt_) in M_.dname/prior/definition.mat, if the prior is changed. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2754 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 11:30:26 +00:00
stepan 3533753c99 Bug fix (problem related to prior draw files indexing). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2752 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-10 14:29:24 +00:00
stepan 70202d0bb0 Bug fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2751 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-10 10:55:48 +00:00
stepan 36ecf9d6bd Added prior 2nd order moments (still buggy). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2749 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 15:29:28 +00:00
stepan 271b16a879 + Moved the definition of dr_.qz_criterium from dr1.m to global_initialization.m. 
+ dr1.m: Removed useless field declarations in dr1.m.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2748 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 15:06:21 +00:00
ratto b0a093dab2 Minor change for new graph monitoring 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2747 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:04:19 +00:00
ratto 04b82bba12 Fixes for Octave compatibility. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2746 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:03:29 +00:00
ratto 787ee74238 - Provisions for Octave; 
- Nicer graph monitoring for Matlab;

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2745 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:02:50 +00:00
ratto 886a3154c3 tic toc eliminated 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2744 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:01:21 +00:00
ratto 6c027cf660 Provisions for OCTAVE. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2743 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:00:43 +00:00
ratto 1bde350a77 mat extension in save instruction. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2742 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 09:59:12 +00:00
ratto 9eba4c4915 mat extension in save instruction 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2741 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 09:58:34 +00:00
ratto 9c9b1feb05 Patch allowing commands of the type delete('*.*') to be run successfully with Octave. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2740 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 07:23:38 +00:00
ratto 4b850c0db3 Use of filesep utility for compatibility with Octave for Windows. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2739 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 07:21:55 +00:00
sebastien cd49809994 trunk: build system updates 
* version number set to "4.1-unstable" in the configure.ac file
* the configure script generates dynare_version.m
* the configure script generates windows/dynare-version.nsi, for the windows installer


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2735 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-08 16:43:24 +00:00
ferhat 6479edf5a7 - Correction of several bugs 
- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 14:45:23 +00:00
stepan d67f1ecdb1 + Added comments. 
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2725 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 10:25:45 +00:00
stepan a9d7088ced Added new tool. When using the instruction get_prior_info(2) in the mod file (after the 
definition of the priors) Dynare tries to compute the prior mode using
Chris Sims' optimization routine.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2724 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 10:16:31 +00:00
stepan 7691c17b15 Added a new function to save all endogenous variables in matlab's base 
workspace.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2723 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 09:39:48 +00:00
stepan 2dee7d4c9e Bug fix. The mode of the Inverted Gamma -- type 1 distribution was wrong. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2722 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 08:30:26 +00:00
stepan 38c7176206 Bug fix. Call to compute_prior_mode was buggy for gamma and beta 
densities (lower and upper bound were missing).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2721 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-04 13:15:11 +00:00
stepan dedca98dba Added Posterior distribution of the conditional variance 
decomposition (more tests are needed). 

The results are saved in oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition. 

Contrary to the asymptotic variance decomposition, we do not report
contribution shares but contribution levels of each structural shock.

LIMITATIONS: 
* Won't work in a model with measurement errors.
* Won't work in a model with correlated shocks.
* The routines do not compute the covariance decompositions.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2719 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-03 14:50:02 +00:00
stepan d35d790789 Bug fix. To be merged with branches/4.0. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2717 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-02 14:36:42 +00:00
michel 3260ba476e 4.1 correcting bug for large values of start and fixed constants in lik. Still need to be tested 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2715 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-28 18:14:07 +00:00
ratto 63232d540a When parallel runs are local, bypass the use of ssh commands. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2710 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-28 07:56:27 +00:00
stepan 1db404680f Added vech and unvech operators. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2709 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 22:34:08 +00:00
ratto 78dc6afc8a sshfs mirror folder has to be specific for each remote process and remote CPU. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2708 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 16:31:45 +00:00
ratto 3000a1adcd pause(1) before deleting batch file in unix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2707 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 16:31:06 +00:00
ratto 3a4b5eb8e1 parallelized version, working for win and unix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2706 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 16:30:30 +00:00
ratto 7532957c4d unix: mount Master project folder using sshfs 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2705 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 15:56:45 +00:00
ratto ff22cece76 check for possible circular remote runs on the same local folder project 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2704 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 15:56:04 +00:00
michel 27387d5e10 4.1: changing handling of constants in Kalman filter 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2700 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:43:34 +00:00
ratto 111d0b0c2c 1) Full parallel structure passed to fmessage status; 
2) unix path  syntax;


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2699 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:29:23 +00:00
ratto b181e6c0af unix commands added. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2698 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:28:28 +00:00
ratto ced9fc0d2a unix commands for remote parallel runs 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2697 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:28:04 +00:00
ratto 4fe32454f7 Unix commands for remote parallel runs. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2696 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:27:37 +00:00
ratto 5085a1785f - Allow parallel runs with unix; 
- unix path syntax

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2695 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:26:45 +00:00
ratto 4c141a2044 - First unix platform fixes (working for parallel runs of the local machine; remote commands still to be implemented); 
- avoid use of ls and  use dir instead (ls gives different results in win and unix);

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2693 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 06:57:18 +00:00
ratto c68ea2110a - Parallel info passed outside options_ structure; 
- optional use of remote Mh folder;

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2692 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 06:50:07 +00:00
ratto 7c07a0dab5 Included check for existence of structure of Global variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2691 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 06:48:07 +00:00
ratto 490fc6a900 Single structure in output 
(OutputFileName included in the structure).

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2690 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 06:46:47 +00:00
michel 02c7b204d8 4.1: allow smoother computation when mode_compute=0 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2685 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-23 15:49:00 +00:00
michel 10f712268e v4.1: header + reindent 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2684 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-20 16:28:46 +00:00
sebastien 6f5d4b3c95 trunk: fixed several copyright headers 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2681 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-19 08:57:07 +00:00
michel 12cf9afce4 4.1: header, indentation, Unix format 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2679 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-16 07:37:30 +00:00
ratto 2d846f0da7 1) Fixed problems in file exchange when multiple computers are used at the same time; 
2) contains traps for unix, with commented instructions to be `translated' appropriately for the unix environment.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2677 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-15 16:38:18 +00:00
ratto 7243a36938 Parallelized version with main and core routine. 
1) Contains a trap such that for unix systems no parallel computation is done, for the moment.
2) _core routine uses and stores independent seeds for each chain;
3) Seeds for each chain are stored in record.
4) when no parallel option is chosen, usual serial functionality is kept.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2676 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-15 16:36:51 +00:00
ratto c8329915b2 Seeds are always initialized and stored for each chain independently 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2675 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-15 16:33:20 +00:00
michel 58e512dd49 4.1: correcting a rarely occuring bug 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2672 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-13 19:58:28 +00:00
michel 2eed8a5fb2 4.1: corrected bug in initialization of horizon for case: 'simul' 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2669 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-12 20:34:23 +00:00
stepan ec4b45cc7c Bug correction (condition info==19 was not used in DsgeLikelihood and DsgeVarLikelihood). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2667 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-12 11:38:06 +00:00
ratto 74a2ffcd95 Implements new features: 
-) defines globals;
-) passes local variables as argument to the core function;
-) retrieves output structure and passes to the MasterThread.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2666 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-08 15:25:33 +00:00
ratto 41f59bfb51 Initialize parallel structure at 0. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2665 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-08 15:23:51 +00:00
ratto e13b3917fb Utility converting structure fields in local variables with the same name as fields 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2664 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-08 15:23:18 +00:00
ratto b9eb917797 Message passing utility for parallel computing. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2663 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-08 15:22:32 +00:00
stepan 3dc04fba5f Save intermediary results of the MH-based optimization routine. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2662 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-07 15:20:08 +00:00
george 1b2b16db13 Extracting ghs2 from g_0 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2657 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-05 20:19:45 +00:00
michel 1b7df60410 4.1: initializing M_.params = [] for the case where there are no parameters declared in the model 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2656 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-04 19:31:48 +00:00
sebastien e9f59ebd51 trunk read_variables.m: fixed Octave compatibility problem 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2651 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-29 13:22:06 +00:00
sebastien 008fbff5c0 trunk dynare_config.m: 
* fixed bug with Octave (under Octave, exist() return 2 instead of 3 if given the FULL path of a MEX)
* remove the path to MEX files if no MEX detected


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2648 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-29 11:35:05 +00:00
stepan 349630ba85 If option mode_file is used in the estimation command, replace the covariance of the 
jumping distribution by an identity matrix when the covariance matrix obtained with 
a previous call to another optimization routine is not positive definite.  



git-svn-id: https://www.dynare.org/svn/dynare/trunk@2646 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-28 22:38:38 +00:00
george afb3cba759 Rationalised loops 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2644 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-28 17:03:54 +00:00
michel 76c426b76a 4.1: kordpert: renamed dr1_k_order.m to dr1.m in order to switch to k_order_perturbation by changing Matlab path 
fixed bugs in reordering in kordpert/dr1.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2639 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-27 19:15:13 +00:00
michel 90e38a4e8b 4.1: simplication of sorting code for returning ghxx ghxu ghuu and ghs2 to Dynare 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2633 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-25 16:26:02 +00:00
michel 057e9b157a 4.1: renamed functions ramsey_static. -> dyn_ramsey_static_.m 
ramsey_dynamic. -> dyn_ramsey_dynamic_.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2630 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-25 08:42:29 +00:00