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1828 Commits (1ec1ea874af5455840c9548d3172e0023fb601ee)

Author SHA1 Message Date
Marco Ratto 1ec1ea874a Added utilities for analytic scores and asymptotic Hessian of likelihood. 
Thanks to Nikolai Iskrev
 2011-03-18 10:52:27 +01:00
Ferhat Mihoubi 31b6c08347 Correct a bug when the model contains deterministic exogenous variables and bytecode option is used. 
Note that stochastic simulations do not work for the moment with block option.
 2011-03-18 01:09:20 +01:00
Michel Juillard 0359c2801d modifies alternative function for betapdf() for large values of a and b 2011-03-17 20:13:09 +01:00
Sébastien Villemot 7665b089fc GSA: removed unused files 2011-03-17 16:54:55 +01:00
Sébastien Villemot da867f1c93 GSA: add to MATLAB/Octave path 2011-03-17 16:29:18 +01:00
Sébastien Villemot cde4f038d7 GSA: remove problematic statistics functions and replace them by calls to free ones 2011-03-17 16:14:12 +01:00
Sébastien Villemot ebe28543fe GSA: move stuff to the right place 2011-03-17 15:34:40 +01:00
Ferhat Mihoubi 8da2725f43 Corrections for steady_state operator bug with bytecode. lnsrch1_wrapper_one_boundary, omitted in the previous commit, is now corrected. 2011-03-16 09:59:40 +01:00
Marco Ratto aac282d371 clean-up of commented lines in optimizer number 5; 
eliminated globals and persistent from mr_gstep;
 2011-03-15 15:27:41 +01:00
Ferhat Mihoubi f48aa28e39 Corrections for steady_state operator bug with bytecode. bytecode is now fixed. 2011-03-14 17:46:00 +01:00
Michel Juillard 87e4125fa4 put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m 2011-03-14 11:40:40 +01:00
Michel Juillard e029d46697 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Michel Juillard 55bb27c5f6 new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken. 2011-03-13 17:06:57 +01:00
Michel Juillard dcfe3e5749 partly reverting changeset 9f7cfaec00 in order to correct problem in estimation: oo_.steady_state is not updated anymore in resol.m. (steady_state operator is broken in estimation). 2011-03-13 17:04:29 +01:00
Michel Juillard 96b7e1f599 corrected bug introduced in changeset 32c997f1ef of 02/25/11 and affecting k_order_perturbation 2011-03-13 17:01:10 +01:00
Michel Juillard f70408e293 bug correction for dr.nspred when a variable is both backward and forward (bug introduced in changeset 32c997f1ef 02/25/11) 2011-03-10 11:18:41 +01:00
Michel Juillard 0c0b9abbd3 bug fixing for model_diagnostics 2011-03-09 14:44:24 +01:00
Michel Juillard f7f100426d bug fixing for mode_compute == 6 2011-03-09 14:43:28 +01:00
Michel Juillard 70a9c5e346 fixing bug for purely backward models (introduced in changeset 32c997f1ef, 02/25/11) 2011-03-09 13:45:59 +01:00
Michel Juillard 9f7cfaec00 fixing bug with steady_state operator 2011-03-09 13:43:17 +01:00
Houtan Bastani 688366d6f2 SWZ: sz_prd correct calls to mex functions 2011-03-04 14:26:24 +01:00
Jacob Smith d87484ec8e Changes to markov file in ms-sbvar to work with new code 2011-03-01 11:25:53 -05:00
Marco Ratto 917b8e5285 Fixed bugs, clean-up and some more commenting of identification routines 2011-02-28 16:55:21 +01:00
Michel Juillard 84d7c97d4e bug correction of previous change; further simplication in set_state_space 2011-02-27 22:03:43 +01:00
Michel Juillard 32c997f1ef correcting bug when some variables don't appear at the current period 
cleaning set_state_space.m, taking into account that all modesl have leads and lags on only one period.
 2011-02-25 14:30:36 +01:00
Marco Ratto b7133ebeb5 Fixed bugs related to global sensitivity analysis. 2011-02-25 09:27:33 +01:00
Sébastien Villemot 8001239118 Remove nonexistent smoother directory from addpath 2011-02-23 12:25:23 +01:00
Michel Juillard 86b88d4e70 one more smoother function removed 2011-02-23 11:24:16 +01:00
Michel Juillard f553e69de3 removing unused Kalman smoother functions 2011-02-23 11:07:06 +01:00
Sébastien Villemot e975336317 evaluate_smoother: fix call to DsgeSmoother (last argument was wrong) 2011-02-23 10:19:03 +01:00
Houtan Bastani dd6159d791 SWZ: remove instances of swz throughout 2011-02-22 15:06:38 +01:00
Houtan Bastani 0db26e98a1 set correct permissions on file (remove execute) 2011-02-22 15:06:38 +01:00
Houtan Bastani c59133562c more short-circuit logicals in the place of element-wise logicals 2011-02-22 15:06:38 +01:00
Sébastien Villemot a153f81156 Partial information: 
- fix various bugs
- do not fallback on full information in case of error, this is confusing
 2011-02-22 14:46:24 +01:00
Sébastien Villemot f6f96be0a0 Fix bug introduced in previous commit 2011-02-22 10:54:31 +01:00
ratto 8619ec7835 Fixed bug related to dname 2011-02-22 10:12:37 +01:00
Sébastien Villemot 39b73f73c5 Fixed compatibility problem with MATLAB <= 7.3 2011-02-21 12:05:48 +01:00
Michel Juillard aafa328362 updating dynare_estimation_init.m and using it in dynare_estimation_1.m. Required for GSA. 2011-02-21 11:22:47 +01:00
Michel Juillard c0d147c6da corrected bug in conditional variance decomposition: removed reference to useless aux variable 2011-02-20 12:24:24 +01:00
Houtan Bastani 8a0dabd07d use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
Sébastien Villemot 94ca528604 Merge remote branch 'ratto/master' 2011-02-14 14:29:39 +01:00
Houtan Bastani b41fde5088 changed swz paths to ms-sbvar 2011-02-14 12:26:38 +01:00
Marco Ratto 90e5f489b2 Then the last shock declared in M_.exo_names has zero variance or it has no effect on the model, there is a mismatch dimension, since the posteriorIRF provides a stock variable with less dimensions than M_.exo_nbr. 2011-02-14 12:01:38 +01:00
Marco Ratto 7fb471e9cc Slightly simplified checks in computing gradient and Hessian for optimizer = 5. 2011-02-14 11:51:15 +01:00
Marco Ratto 13ea1c0046 A better way to compute outer product gradient (for optimizer 5) with the univariate Kalman Filter. 2011-02-14 11:48:29 +01:00
Sébastien Villemot d0640ddf5f Merge remote branch 'houtanb/master' 2011-02-10 19:20:56 +01:00
Michel Juillard e5d9a7eb42 corrected bug for options_.kalman_tol and increased its default value to 1e-10 2011-02-10 18:48:08 +01:00
Houtan Bastani 43479f6ef3 use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time) 2011-02-10 15:54:23 +01:00
Jacob Smith 6f46019bfa Fixed bug, where Ui,Vi,n0,np where not being initialized properly in exclusions.m identification for SWZ/MSBVAR 2011-02-09 09:25:22 -05:00
Jacob Smith dc275f4af4 Moved the TeX file closing statement outside of loop, to fix a problem with non existant file id in producing TeX output in stoch_simul 2011-02-09 09:21:03 -05:00