stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
1,129 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

807 Commits (19321f7d79e653fb05a36df9aa297b805ff7be42)

Author SHA1 Message Date
michel dc5904dc1e removed character put by mistake at the top of the file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2093 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-23 04:50:52 +00:00
sebastien d4e2d6c27f trunk dynare_solve.m: 
* fail if solve_algo=0 and we don't have the optimization toolbox (or under Octave); the previous behavior was to fallback on solve_algo=1
* fail if solve_algo is not between 0 and 4


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2090 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-22 13:13:04 +00:00
sebastien ae68da82ff trunk: added new solve_algo=4 in dynare_solve.m; this mode is the same than solve_algo=2, except that the solver behaves differently when the Jacobian is badly scaled or nearly singular (see header of solve2.m) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2089 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-22 12:52:17 +00:00
adjemian 082e7e3292 v4.1: Added SquareRoot mode for the decomposition of the covariance matrix (Cholesky is the default). Results are saved in oo_. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2088 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-19 16:04:08 +00:00
sebastien 772e3be8b3 trunk: fixed bugs in homotopy mode 3 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2084 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-18 16:59:20 +00:00
adjemian 6d08e65071 v4.1: Code factorization and cosmetic changes, the marginal density use a recursive approach to compute the posterior mean and covariance. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2083 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-18 16:28:57 +00:00
sebastien dd7dcca15e trunk: increased verbosity of homotopy modes 1,2,3 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2079 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-16 17:25:42 +00:00
sebastien e9c7351aee trunk dynare_solve.m: for solve_algo = 2: 
* when solve1() fails on a block, immediately return with info=1 instead of trying to solve subsequent blocks
* added debug messages


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2078 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-16 17:24:11 +00:00
sebastien 4fd7ad4b62 trunk: merged r2071 and r2072 changesets from 4.0 branch 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2075 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-15 12:29:19 +00:00
sebastien ee392aba3f v4.1 simultxdet.m: 
* fixed function name
* fixed copyright header


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2068 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-14 21:06:38 +00:00
michel ec53cae4d0 bugs correction for exo_det 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2067 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-14 16:36:58 +00:00
michel ea271e7e84 added missing function 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2066 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-14 15:38:23 +00:00
michel 68d00f20d9 bugs correction in diffuse filter 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2064 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-14 12:14:31 +00:00
michel dbe69c1942 bug correction in diffuse filter/smoother 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2060 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-12 18:15:20 +00:00
adjemian eb0ccd8f5b v4.1: Added posterior IRFs for bvar a la Sims (not yet ready. Results are not saved in oo_, more general identification conditions should be allowed, and the code has to be tested). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2059 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-12 10:14:36 +00:00
adjemian 4da95da54c v4.1: Posterior forecasts plots of bvar à la Sims report the median instead of the mean (because the median is less affected by the posterior draws such that the eigenvalues of the companion matrix are outside the unit circle). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2057 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-10 15:40:31 +00:00
adjemian ee67508c0f Correction of the last commit. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2056 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-10 08:41:53 +00:00
adjemian 7aadec0ec5 v4.1: 
+ Moved functions located in ./distribution to ./distributions/toolbox
+ Moved distribution related functions to ./distributions

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2055 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-09 21:47:13 +00:00
sebastien 652c48069e v4.1: added new {save,load}_params_and_steady_state functions (along with their documentation in the manual) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2052 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-09 10:53:10 +00:00
sebastien 8e6bca8228 v4.1: merged r2050 changeset from 4.0 branch 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2051 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-09 10:46:46 +00:00
michel 463b6f900f v4.1: adding parentheses to make it run faster 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2048 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-08 07:52:25 +00:00
sebastien 0ee09b5b07 v4.1: merged r2044, 2045 and 2046 changesets from 4.0 branch 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2047 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-05 16:48:39 +00:00
sebastien fa0a9f2784 v4.1: merged r2042 from 4.0 branch 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2043 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-05 15:03:03 +00:00
sebastien a946f85a74 v4.0 v4.1: fixed buggy dynare_version.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2040 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-05 14:23:03 +00:00
sebastien 544dbe9ecb v4.1 matlab/AIM: added license notice 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2036 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-04 09:14:09 +00:00
sebastien 6aab28794a v4.1: bump release number 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2034 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-04 08:02:27 +00:00
michel 7785819203 - updated dynare_m.exe (for old changes, unrelated to current modifications) 
- added missing smoother function (DiffuseKalmanSmootherH3corr_Z.m is still missing)
- added computation of updated variable in smoother functions
- used same names for variables computed by smoother when results are only for posterior mode or for all posterior distribution

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2032 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-04 01:25:02 +00:00
michel 70d8a84490 added updated variables (a_t|t) and reverted the change in name for filtered_variables 
various bug corrections for posterior statistics


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2031 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-04 01:16:50 +00:00
adjemian 2845115b5f + Removed global variables. 
+ Added try and catch to handle cases where oo_ is broken and (mh_replic==0 & load_mh_file==1).
+ Added computation of posterior moments for endogenous variables (triggered by moments_varendo option). First order moments are still missing.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2028 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-03 16:05:35 +00:00
adjemian 348345843b Bug correction (missing parenthesis). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2027 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-03 12:02:29 +00:00
george 5613e7acb2 Removed SPQZ SPEigQZ and SPSSparse as unused 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2025 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 21:06:10 +00:00
george 57ad15fd7a Replaced SPSparse() with sparse() 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2024 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 21:03:40 +00:00
adjemian 0f24420d69 Added a test to warn the user when he tries to estimate a model with non zero steady state (for the observed endogenous variables) using demeaned data (ie prefilter=1). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2023 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 20:50:30 +00:00
george 786b12bc0b Corrected addpath for AIM 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2022 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 18:46:10 +00:00
adjemian a646281137 If var_list_ is empty the user is asked to confirm that he wants to obtain posterior statistics for all the endogenous variables of the model. The user can then choose between: 
[1] var_list_ is the set of all the endogenous variables,
[2] var_list_ is the set of all observed variables,
[3] Stop Dynare and edit the mod file (to add a list of variables after the estimation command).

   

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2020 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 15:52:55 +00:00
sebastien 0c23ac2b06 v4 matlab: 
* fixed various copyright headers
* added URL pointer to C. Sims' original files
* removed obsolete dgamma.m


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2018 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 15:18:05 +00:00
adjemian b4c04a27cc Added autocorrelogram for the posterior draws. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2017 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 10:16:44 +00:00
adjemian 25e20a2b5b Removed unused variable. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2016 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 10:00:15 +00:00
adjemian b5f0fa26ee Changed default value for options_.trace_plot_ma 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2015 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 09:09:36 +00:00
adjemian 9dbe4e9411 Added comments. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2014 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-01 14:45:26 +00:00
adjemian fb3899018e + Added trace plots. 
+ Correction of a bug related to ferhat's recent commits (options_.model_mode has to be declared somewhere).

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2013 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-01 11:44:26 +00:00
adjemian 7ab0fab21c Added missing semi colon. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2012 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-01 11:19:04 +00:00
adjemian 4580290dae Bug correction related to initialization of deterministic simulations (i forgot to commit this file). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2011 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-01 10:13:10 +00:00
ferhat 6a3d20452b Minor corrections: 
- Bug in check.m with model without sparse options
- Display in simulate.dll
- "Model_InfoStatement" renamed "Model_InfoStatement" in ComputingTasks

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2010 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-29 12:31:25 +00:00
adjemian a9be2e5f13 Added Independent Metropolis Hastings and multivariate student as an alternative to multivariate normal for the proposal distribution. The default posterior sampling algorithm is random walk metropolis with a gaussian proposal distribution. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2009 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-28 13:38:07 +00:00
ferhat 08688fd7f3 Check command compatible with sparse model 
- New version of dr1.m (dr1_sparse.m & dr11_sparse.m) to handling sparse model (dr1_sparse and dr11_sparse could replace dr1.m)
- model_info command to describe the block structure of the model 
- transition_matrix.m modified to be compatible with sparse model



git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2006 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-28 13:18:09 +00:00
michel fcfb2fb578 functions return E_t Y_t in atilde 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2005 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-26 12:18:00 +00:00
michel 999d95cb7e a is E_t Y_t and a1 is E_t Y_{t+1}; function returns a 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2004 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-26 12:17:16 +00:00
adjemian 0d01f1b3e1 Informations about the deterministic simulations (number of iterations, error,...) are saved in oo_ (usefull for homotopic approach). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2003 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 21:22:28 +00:00
adjemian 70acbdb89f Removed a useless global (dsge_prior_weight) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2002 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 21:17:25 +00:00