Michel Juillard
4bde063669
Kalman filters: fixing initialization of oldK to Inf instead of 0
2010-04-16 12:20:57 +02:00
Sébastien Villemot
5b851c8c76
Merge remote branch 'ratto/master'
2010-04-15 16:13:38 +02:00
Michel Juillard
07748100ff
adding to diagnoosticks check of rank of Jacobian of static model when steady state computation fails
2010-04-14 20:58:54 +02:00
Marco Ratto
b6ad0a61ed
bug fix for empty global variables
2010-04-14 17:29:12 +02:00
Marco Ratto
2d21729598
bug fix for non-existing remote sub-folders
2010-04-14 17:23:26 +02:00
Marco Ratto
47eac6ac88
1) copy metropolis files
...
2) bug fix with mh_drop
2010-04-14 17:20:29 +02:00
Marco Ratto
1fc0fbc2c7
Extended remote delete, to clean everything after completion of jobs on remote machines.
2010-04-14 17:19:55 +02:00
Marco Ratto
0e98d4266c
1) Several bug fixes for making the remote threads work properly under the Always/Open mode;
...
2) small cosmethics;
2010-04-14 17:19:21 +02:00
Marco Ratto
f743f0375d
small bug fix for remote slave processes;
2010-04-14 17:18:22 +02:00
Marco Ratto
5e7d9d39e5
1) removed redundant loop defining x;
...
2) bug fix for remote slave sessions;
2010-04-14 17:17:22 +02:00
Sébastien Villemot
da74e53204
Preprocessor:
...
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Marco Ratto
0f06026c85
1) No exception for mode_compute=5 when computing hessian;
...
2) bug fix;
2010-04-08 17:04:08 +02:00
Sébastien Villemot
a98a5106e1
In MATLAB >= 7.7, don't display a warning if we use deprecated interface to set seed of random number generators
2010-04-06 16:52:05 +02:00
Michel Juillard
c2f7f0a555
computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance.
...
When the aggregate variance differs from the shock of the sum of the effects of individual shocks by more than 0.01% a warning is displayed.
This behaviour is documented in the reference manual.
2010-04-03 11:27:49 +02:00
Michel Juillard
f85049e9a6
removed oo_.smoother.integration_order
...
removed integration_order (d) from the output arguments of DsgeSmoother. It is still computed by a few Kalman smoother routines. I don't change them now as they need to be rewritten soon.
2010-04-03 08:00:22 +02:00
Michel Juillard
c1b3627896
correction swz/c-code/Makefile: sbvar_estimation was left from a previous experiment
...
correcting swz/bin/.gitignore
2010-04-03 07:50:48 +02:00
Michel Juillard
6a2d2a7b46
smoother deals with all variables in M_.endo_names unless option SELECTED_VARIABLES_ONLY is used
2010-04-02 21:40:50 +02:00
Michel Juillard
e54a505159
bug correction
2010-04-02 21:38:05 +02:00
Michel Juillard
2679e190e8
bug correction. It seems that struct2local can create problems with Matlab r2010a: if run_smoother exists as function name, 'if run_smoother' calls run_smoother rather than evaluate local variable run_smoother.
2010-04-02 21:37:43 +02:00
Stéphane Adjemian (Ithaque)
aef46cf78e
Fixed bug. The declared paths for the constrained variables have to be centered (Users declare constrained variables in *levels*,
...
imcforecasts centers the paths and adds the trend in the end).
(cherry picked from commit 4cb664a5089bc25bba7dfe63c2f0bdb743c4d5a7)
2010-04-01 15:41:36 +02:00
Sébastien Villemot
1dd9ca8e3f
Activate warning backtrace even for Octave
2010-03-29 12:44:56 +02:00
Sébastien Villemot
7f5f99b43e
stoch_simul: force order=1 with partial_information
2010-03-29 12:44:38 +02:00
Michel Juillard
307911b461
removing DOS end of lines
2010-03-25 12:28:48 +01:00
Michel Juillard
e405f17c8a
additional fixe to partial information:
...
- partial_information is a LOCAL option that must be repeated in all instructions
- when VAROBS is empty, one assumes full information (all endogenous variables are observed)
- allusion to SIMULATED variables is removed from the title of the tables
2010-03-25 11:20:34 +01:00
George Perendia
0be001d194
Tidying up Partial information extension to stoch_simul, PCL_Part_info_irf.m and PCL_Part_info_moments.m
2010-03-24 23:26:05 +00:00
Sébastien Villemot
667d5ac262
var_listindices.m: fix for Octave
2010-03-24 12:54:18 +01:00
Sébastien Villemot
6bb4ec4d9b
Fixed bug in stoch_simul related to the variable list
2010-03-24 12:54:02 +01:00
Sébastien Villemot
60ad78b095
Partial information: fixed copyright notices
2010-03-24 12:21:02 +01:00
Sébastien Villemot
45efcd61dd
Partial information: converted files to UNIX EOL convention
2010-03-24 12:14:41 +01:00
Michel Juillard
a9ce1ef2b4
bug correction in partial_information
2010-03-24 10:35:30 +01:00
Michel Juillard
7668bc4a11
-new smoother function kalman/smoother/kalman_smoother.m
...
-fixing bugs in dynare_estimation_1.m
2010-03-23 18:17:15 +01:00
Michel Juillard
b261eb0ba2
integration of partial information in stoch_simul (thanks to George, Joe and Paul)
2010-03-23 11:09:59 +01:00
Michel Juillard
436fdf97c6
modified varlist_indices
2010-03-23 06:38:39 +01:00
Michel Juillard
c5bc424dd4
added new Partial Inforamtion code sent by G. Perendia
2010-03-23 05:47:13 +01:00
Michel Juillard
9b20ae958c
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
Michel Juillard
c963fb6c91
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-19 20:41:04 +01:00
Michel Juillard
40f1ab7548
computing smoother only for listed variables (start)
2010-03-19 20:40:49 +01:00
George Perendia
5efb7a7ddf
added clause in dynare_estimation_1.m to avoid use of kalman smoother and diagnostics if options_.partial_information == 1
2010-03-19 19:17:38 +00:00
Michel Juillard
6d4b0ecab7
SWZ:
...
- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
2010-03-15 12:03:37 +01:00
Michel Juillard
890a7b8f0a
SWZ: removed reference to old function
2010-03-15 10:10:22 +01:00
Sébastien Villemot
afc94953e9
Add provisions for MATLAB 7.10 (R2010a)
2010-03-10 18:44:46 +01:00
Michel Juillard
5b1ebc821c
SWZ: adding new tests and identification/exclusions.m
2010-03-10 08:40:52 +01:00
Michel Juillard
591e426110
- reversed ordering for lower and upper Cholesky
...
- added tests
- fixed various bugs
- modified initial values
Still unfinished
2010-03-10 08:32:51 +01:00
Michel Juillard
f4b7840739
corrected bug for decompostion (nargout > 7) in missing_DiffuseKalmanSmoother3.m
2010-03-09 18:43:50 +01:00
Houtan Bastani
30ea396a08
Allow temporary terms to work with external functions
2010-03-09 11:21:14 +01:00
Marco Ratto
38640c4af8
use of numerical Jacobian to check analytic results.
2010-03-09 10:05:13 +01:00
Marco Ratto
ed4fee93fb
Utility for numerical derivatives in identification (to check analytic results)
2010-03-09 10:03:05 +01:00
Marco Ratto
e66b7b5ee2
Quicker with partial correlations.
2010-03-09 08:54:16 +01:00
Marco Ratto
8a7bdefe2a
small bug in Kronecker derivatives
2010-03-09 08:54:16 +01:00
Marco Ratto
52e9e9aef7
1) fix of boxplots when two nparams =2;
...
2) default useautocorr = 0;
3) new option prior_range;
4) normalized Jacobian for weak identification;
5) more complete options load_ident_files.
2010-03-09 08:54:16 +01:00