Commit Graph

924 Commits (1e096f3dee0aaa1b17ecee3e9d6daab20c40a8f9)

Author SHA1 Message Date
michel 1e096f3dee v4: adding forcst2.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1815 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 04:49:44 +00:00
michel 6352e90b26 v4: fixed bug concerning handling of filter decomposition (decomp) in DiffuseKalmanSmoother1_Z. and DsgeSmoother.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1814 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 15:41:15 +00:00
michel b99d608b7e v4 adding dynare_version.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1813 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 13:34:14 +00:00
michel 1fc2c7a9f1 v4: added forecast, updated dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1812 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 12:04:48 +00:00
sebastien f120c49dde v4 preprocessor: removed unused bits of code
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1811 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-29 15:15:35 +00:00
adjemian e6a060d64e New matlab functions to be used if a dll is missing.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1810 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-25 12:47:30 +00:00
sebastien 7eb6fa3ed1 v4 preprocessor: fixed bug with "order" option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1809 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-24 10:55:26 +00:00
michel 0c45802387 v4: added trans_ident option for GSA
updated matlab/dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1807 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-20 05:56:21 +00:00
michel e59b3c134f v4 diffuse smoother: added initialization d=0
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1804 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-16 14:27:50 +00:00
michel f4eda9e12f v4 preprocessor: added mode_file to dynare_sensitivity options
corrected threshold_redform option
                 threshold_redform option accepts float and (-)Inf
                 split value (puts NaN for no value) and value1 (doesn't accept no value)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1803 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 20:22:42 +00:00
ratto 4e889a9eed Impose redform=1 when morris=1;
Change checks for existence of the toolboxes.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1802 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 14:31:45 +00:00
ratto 442a212d28 Added empty case for filter_step_ahead;
Fixed bug with bounds, when prior bounds are outside from lb and ub specified manually by the user;

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1801 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 10:17:31 +00:00
ratto 460267525b Moved position for mode_file option.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1800 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:50:46 +00:00
sebastien 9f8deb4fdd v4 preprocessor/macro: added a difference operator on macro arrays
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1799 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:19:01 +00:00
sebastien fcc7233a37 v4 preprocessor:
* fixed bug in InitValFile statement (typo in Matlab option name)
* various cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1798 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:17:15 +00:00
ratto 6b6598914f Default empty list of names and use of ':' for all names;
Use of empty datafile;

Extended use of various data options:
nobs, first_obs, prefilter, presample, loglinear, nograph;

Prepared for available mode_file option n dynare_sensitivity.m;


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1797 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:14:37 +00:00
ratto fa664b73c4 trap for sensitivity analysis and empty datafile
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1796 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:00:24 +00:00
michel 74fb4a04c5 v4: fixing initvalf
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1795 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 07:22:10 +00:00
michel 9330ff1786 v4 preprocessor: added some estimation options for dynare_sensitivity
updated matlab/dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1794 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-13 12:58:44 +00:00
michel 40a049c359 v4 preprocessor: corrected bug with initval_file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1793 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-11 19:24:19 +00:00
michel 48166a9c96 v4 preprocessor: added syntax (:) for all variables in
option_lists
                 updated matlab/dynare_m.exe


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1792 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-11 14:41:52 +00:00
michel 284560a79c update of GSA code
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1791 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 09:55:28 +00:00
assia 1a7990cf5d functions related to dynare_sensitivity deleted
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1790 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 09:45:11 +00:00
ratto 524159c5bb The dimension of the last saved stock matrix has to be variable, not fixed.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1789 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 08:53:36 +00:00
sebastien 39f4ef9d90 v4 preprocessor/macro: changed escape character one more time.
New syntax:
* directives: @#include "filename.mod"
* expressions to be substituted: @{expr}


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1788 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 08:16:54 +00:00
michel 2d4403b2ae v4 preprocessor: corrected bugs in GSA options
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1787 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 08:04:43 +00:00
sebastien 9edf0b7dc8 v4 preprocessor: fixed bug with C-style comments, i.e. of the form /* ... */
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1786 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-08 15:14:08 +00:00
sebastien f68dba509d v4 preprocessor:
* renamed TmpSymbolTable to SymbolList (with some clean up by the way)
* removed unused mechanism of alternative variable names in tmp_var_list
* OptionsList: fixed memory leak and bug in clear()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1785 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-07 13:14:40 +00:00
michel 1618d9533f v4 preprocessor: added provision for local options; used by dynare_sensitivity.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1784 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-05 10:52:58 +00:00
michel 0efeef2486 v4 dynare_sensitivity.m: options_gsa are now local and nonsticky
automatic addition of gsa path if it exists
                         otherwise error message


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1783 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-05 10:49:59 +00:00
michel 0cd82d3923 v4: updating dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1782 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-04 18:43:16 +00:00
michel 1867caa5b0 v4 preprocessor: adding list of strings as option type
added some options for GSA

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1781 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-04 18:40:20 +00:00
sebastien 21d00c14bb v4 preprocessor/macro: changed the macro processor escape character from @ to $
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1780 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-04 14:57:01 +00:00
sebastien dc57439e43 v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1779 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-03 16:22:52 +00:00
sebastien 1e6b15f042 v4 preprocessor: rewrote ExprNode::collectEndogenous()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1778 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-03 14:47:39 +00:00
sebastien 6ca15f8a95 v4 mex+preprocessor: binary update
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1777 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-03 07:56:49 +00:00
sebastien efed83f793 v4 preprocessor: catch evaluation error in ModelTree::evaluateJacobian to avoid abrupt program exiting
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1776 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 15:18:51 +00:00
sebastien 694496ee14 v4 preprocessor: removed irrelevant error messages in ExprNode evaluation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1775 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 15:08:44 +00:00
sebastien c72e6ff02e v4 matlab+preprocessor: fix display of preprocessor error message (was truncated by Matlab if too long)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1774 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 15:01:52 +00:00
sebastien 4a481eaff0 v4 matlab: display preprocessor output even in case of success
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1773 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 14:41:56 +00:00
michel 2058786de8 v4 mex: add definition of mwIndex and mwSize when necessary
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1772 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 12:54:04 +00:00
michel 4c7c181b15 v4 mex: removed castings from call to DGEMM
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1771 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 12:52:49 +00:00
sebastien 34d0ecfdb4 v4 preprocessor/macro: bugfix related to nested @for and @if structures
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1770 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 07:40:09 +00:00
sebastien 367948e4db v4 matlab+preprocessor: the three homotopy modes should now work
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1769 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-31 16:19:16 +00:00
michel 06b6429b04 bug correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1757 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 09:58:47 +00:00
michel 5e1745ada7 v4 random_walk_metropolis_hastings.m: changed initializationo of InitSizeArray to avoid
uncomplete files when load_mh_files
                                      suppressed confusing reinitialization of 
                                      InitSizeArray at the end of a chain
                                      put back the report on average acceptation rate


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1756 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 09:31:06 +00:00
michel b67c5f596a v4 : dynare_estimation.m: corrected bug with load_mh_file
simplified calls to random_walk_metropolis_hastings()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1755 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 08:33:59 +00:00
michel 7d66de73f7 v4 th_autocovariances.m: corrected bug in case of multiple unit roots
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1754 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-29 08:52:00 +00:00
sebastien b2238b80e7 v4 preprocessor/macro: minor fix
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1753 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-28 17:45:40 +00:00
sebastien 8e4374ad10 v4 preprocessor: another minor tweak
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1752 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-28 17:38:10 +00:00