adjemian
bcedf81d59
do not compute posterior moment and densities when mh_replic = 0 and load_mh_file = 1.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1157 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:34:44 +00:00
adjemian
c5b8c596f2
do not compute the marginal density (harmonic mean estimator) when mh_replic = 0 and load_mh_file = 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1156 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:33:59 +00:00
adjemian
a4670516c5
Correction of a bug related to the number of lines per mh file.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1155 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 20:34:45 +00:00
adjemian
5275ba88e0
correction of a bug related to metropolis.log.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1154 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 13:53:31 +00:00
michel
6e4577326d
v4: union function exists in Matlab
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1153 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 13:10:28 +00:00
michel
4afa566652
v4 dr1.m: bug correction in unrolling kron
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1150 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-11 09:22:22 +00:00
michel
7417d18014
v4 dr1.m: bug correction to kron unrolling
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1144 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-08 11:00:02 +00:00
michel
de3460760f
v4 dr1.m: checking size of all call to kron (except deterministic shock part);
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unrolling kron() in each case when necessary
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1143 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-08 10:14:30 +00:00
michel
348bfca62b
v4 resol.m: bug fixing
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1142 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 16:21:15 +00:00
michel
20ac65e1fe
v4 resol.m: ..._steadystate.m takes prioru\ity even for a linear model
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1140 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 11:04:30 +00:00
michel
85a34d8046
v4 resol.m: changed options_.olr in options_.ramsey_policy
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1139 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 10:37:22 +00:00
michel
00a6328877
v4 ramsey_dynamic.m: bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1137 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-05 19:37:00 +00:00
michel
7d1a90e607
v4 McMCDiagnostics.m: corrected bug with size of tmp
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1136 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 22:26:32 +00:00
michel
1497fa98f0
v4: added initialization of options_.ramsey_policy
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1134 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 17:03:41 +00:00
michel
77cdcce658
v4: adding Ramsey policy to parser;
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changes to Ramsey policy Matlab code
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1133 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 14:42:27 +00:00
adjemian
04879d31f3
MH log file (metropolis.log)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1129 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-19 17:45:34 +00:00
adjemian
682ef48fdd
Allow Dynare to recover a crashed mh.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1128 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-19 11:29:28 +00:00
michel
927da0e42a
v4: added code for Ramsey policy
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1124 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-17 15:01:20 +00:00
michel
f3c3e6d71d
v4 dr1.m: use derivatives w.r. to exogenous variables only for the solution of models with exogenous variables and not for only computing the eigenvalues.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1122 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-16 08:59:09 +00:00
adjemian
47ae595059
Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF.
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Added : Posterior IRFs for BVAR-DSGE, conditional forecasts
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1119 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-15 11:37:24 +00:00
michel
9337cdef34
v4 dynare_estimation.m: corrected bug in bayestopt_.restrict_var_list_nonstationary
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1114 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-01 20:46:51 +00:00
ratto
442bf232b0
Fixed when one wants all the runs (no cut).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1109 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:45:12 +00:00
ratto
f19b66c4b2
Parsimonious initialisation of matrices used only in diffuse steps.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1108 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:44:03 +00:00
ratto
2141998a93
Initialised aK
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1107 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:38:57 +00:00
ratto
c37932d6f8
Shifted order of loops for nblock and files, to easily allow cumulated mean plots.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1106 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:24:29 +00:00
ratto
c9f297ba7f
Limit number of iterations to 1200.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1105 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:10:44 +00:00
ratto
11da7c6eb2
Needs persistent p1 and p2;
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global estim_params abd bayestopt_.
Debugged generalised beta prior.
index (i) missing somewhere
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1104 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:07:57 +00:00
ratto
b3bcbf79dc
Don't sort MC samples and let Reshape know which type of sample (prior, metropolis, GSA).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1103 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 13:53:53 +00:00
ratto
3ff4c65f6a
Added GSA options; ReshapeMatFiles needs to know if it is prior, metropolis, GSA.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1102 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 13:48:23 +00:00
michel
de7e3fdfac
test
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1097 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 09:18:23 +00:00
michel
a955e818b1
test
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1096 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 09:06:16 +00:00
michel
f5d35c9737
v4: new set of graphs in forecast with prior uncertainty
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1095 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 08:54:17 +00:00
michel
7375a2c071
test
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1092 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-22 12:54:16 +00:00
adjemian
5b2053c347
improvements to the stochastic posterior mode optimization routine (mode_compute = 6)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1091 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-21 12:52:32 +00:00
michel
ce3a9a76ae
v4: bug around options_.replic
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1085 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-18 07:37:22 +00:00
adjemian
1e1c111f1f
bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1083 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-17 16:27:33 +00:00
adjemian
86e196c515
new function to select a subset of deep parameters.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1082 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-17 13:07:57 +00:00
adjemian
ce51ccc7b3
new : get_posterior_parameters.m (translated from version 3)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1081 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-17 12:46:26 +00:00
michel
7dd651f513
v4 osr.m: use stoch_simul for output
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1080 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-16 20:20:45 +00:00
michel
2c5668e9bc
v4 dynare_estimation: remaining bug with options_.forecast
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1076 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-15 15:23:19 +00:00
ratto
c2a568cb22
Updates and management of memory.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1073 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-15 08:21:34 +00:00
michel
501814b441
v4: adding prior_analysis. Only forecasts for the time being
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1072 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-14 20:57:32 +00:00
michel
f34a6fa016
v4: removed forecast option group
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1071 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-14 20:26:38 +00:00
michel
36e122bbdd
v4: synch dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1068 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-12 17:37:24 +00:00
michel
4233d25da3
v4: added Chris Sims solver solve_algo=3
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1066 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-12 16:02:29 +00:00
michel
2de08e1599
v4: resync dynare_m.exe with parser
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1065 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-12 16:00:01 +00:00
michel
97c4ec9643
v4: making options_ group for forecasting
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1061 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-11 16:00:05 +00:00
michel
ac07e14f02
v4 check.m: forcing options_.order = 1 correctly (correcting 1045)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1048 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-07 14:49:24 +00:00
michel
46a3d9d4a4
v4 dynare_m.exe: matching parser's version
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1047 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-07 14:47:08 +00:00
michel
9b91c3532f
v4 check.m: forces options_.check = 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1046 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-07 13:20:51 +00:00
michel
5a8563ba71
v4 dynare_m.exe: reflects recent changes in parser
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1043 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-05 13:48:32 +00:00
michel
26ff335c97
v4 prior_bounds.m, rndprior.m: uses now bayestopt_.p1 and p2
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1042 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-05 13:46:26 +00:00
michel
73fef22aab
v4 dynare_estimation.m: forces order = 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1041 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-05 13:44:44 +00:00
michel
57bbbea3eb
v4 forcst_unc.m: uses now rndprior.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1040 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-05 13:43:42 +00:00
michel
9bf2af2a17
v4 prior_draw.m new version
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1039 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-05 13:43:05 +00:00
michel
3aabe74278
v4: added save_results.m to save results in structures
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1025 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-04 16:16:25 +00:00
michel
f96177dee8
v4: added forecast with prior uncertainty on parameters
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1024 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-04 16:15:36 +00:00
michel
e1a801375c
v4: added first incomplete version of dynare_graph* function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1023 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-04 16:15:09 +00:00
michel
b45ad0d64c
v4 set_parameters.m: bug when prior only on parameters
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1022 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-04 16:12:47 +00:00
michel
bdf036e402
v4 global_initialization: added options
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1021 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-04 16:11:49 +00:00
michel
b5f602cc5b
v4 dynare_solve.m: added debugging feature
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1010 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-01 12:47:24 +00:00
michel
1babb208f6
v3+v4 dr1.m: corrected name collision in dimensions of zx
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1009 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-01 09:09:44 +00:00
michel
c276dc4a3b
v4 DynareFlex.ll: undoing all of Sebastien's changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1008 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-30 11:30:32 +00:00
michel
f3b3321e36
v4: fixed bug in PosteriorIRF.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1007 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-29 17:29:54 +00:00
michel
8fa53ec34b
v4: fixed eignevalues for deterministic problems
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1006 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-29 17:28:57 +00:00
michel
708052184f
v4: fixed deterministic simulations
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1005 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-29 17:28:24 +00:00
michel
b3a7c45070
v4: fixed deterministic simulations
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1004 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-29 17:27:48 +00:00
michel
7eb6a591d0
v4 csminwel.m: setting values for return variables even if failure
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1003 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-29 17:10:05 +00:00
adjemian
22e0f21220
Draws a vector of candidate deep parameters in the joint prior density. B&K conditions have to be tested on each draw...
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@999 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-28 13:25:20 +00:00
michel
36dd0274d5
v4 global_initialization.m: changed to dr = []
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@990 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-18 15:42:37 +00:00
sebastien
e652d51fb9
v4 dr1.m: removed double call to gensylv
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@975 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-12 08:34:25 +00:00
sebastien
7ca84545e2
v4: removed gensylv.mexglx and mjdgges.mexglx
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@974 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-12 08:31:59 +00:00
adjemian
897a084881
New functions. posterior draws used after the metropolis (forecasts, irfs, moments) are built and saved just after the call to metropolis.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@964 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-10 19:37:26 +00:00
ratto
074f76dda2
bug on index of variable saved in base workspace
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@943 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-02 09:15:55 +00:00
ratto
9a380cd784
added option of only likelihood analysis in posterior filtering
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@942 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-28 12:32:37 +00:00
ratto
5f2bbc07e0
added option of analysing only likelihood and posterior
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@941 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-28 12:30:58 +00:00
ratto
f61a7c75db
glue for restricted Newton steps
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@940 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-28 10:47:53 +00:00
ratto
b1a1ae0ada
added restricted Newton steps
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@939 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-28 10:47:17 +00:00
ratto
aef29f9c51
initialisation of eigenvalue and st. state stocks
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@938 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-28 08:30:32 +00:00
ratto
7d39d1d273
fixed nvn definition
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@937 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-28 08:27:10 +00:00
ratto
2dd8f7fce5
bugs around forecast functions using M_ and oo_ globals
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@936 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-28 07:36:15 +00:00
ratto
8aada363be
one bug around defining aux for Kalman smoother (non-minimal state space)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@935 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-28 07:33:40 +00:00
ratto
d98d723d2c
fixed bug in forecast call
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@934 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-28 07:31:43 +00:00
michel
f49e236a7d
v4: another correction for restricted states with multiple lags
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@933 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-27 19:49:03 +00:00
michel
79a93c9adb
v4: corrected bug around restricted steadystate
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@932 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-26 12:13:38 +00:00
adjemian
4dc01acbd6
correction of a bug related to BVAR-DSGE models.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@930 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-22 15:58:43 +00:00
michel
638ec1779e
v3+v4: corrected display of initial value of log posterior
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@926 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-21 19:47:36 +00:00
michel
6c98c92782
v4: made options for solve tolerance criteria
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@925 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-21 15:48:36 +00:00
michel
1f56e496b1
v4: corrected osr
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@924 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-21 15:48:01 +00:00
michel
ff075bcfa6
v4 set_state_space.m: one more bug
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@923 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-21 11:29:59 +00:00
michel
f4636d5dde
v4: bug corrections nonstationary models with lags on more than 1 period
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@922 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-21 10:57:36 +00:00
michel
4691f6d1c6
v4: restricted state debugging
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@921 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-18 19:36:10 +00:00
michel
cb9fb1b353
v4: changes around restricted state space representation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@918 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-17 15:23:45 +00:00
michel
8fcac85ea1
v4 steady_: checking user provided ..._steadystate.m can't be done for nonstationary models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@917 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-17 15:21:22 +00:00
adjemian
545c8881c0
bug correction in restricted_steadystate.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@916 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 14:31:12 +00:00
adjemian
2f46484204
partially known steady state
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@915 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 14:25:41 +00:00
adjemian
66722531f8
Added the steady state provided by the _steadystate file is checked in steady_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@914 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 14:16:34 +00:00
michel
899eb27dff
v4 get_variance_of_endogenous_variables.m: changed calling arguments
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@913 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 13:44:14 +00:00
michel
f998aef46c
v4: correction of computation of variances in models with unit roots
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@912 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 12:20:28 +00:00
adjemian
9e266024f8
Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@911 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-13 12:39:23 +00:00
michel
49075f9331
v4 parser: added constant/noconstant option
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@910 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-11 13:59:06 +00:00
michel
87bb9bde38
v3+v4: added inv_order_var to dr
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@909 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-10 14:54:02 +00:00
michel
a11ff2f9aa
v4 DsgeLikelihood.m: added info return codes for early return; Diffuse filter is still broken
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@908 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-10 08:18:17 +00:00
michel
e2882021d4
v4: various updates to Matlab code
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@871 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-24 13:07:26 +00:00
michel
ab16c4d181
v4 initial_estimation_check: update to conform v3
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@868 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-10 14:33:14 +00:00
michel
9ca72bce64
v3+v4 dynare_estimation.m: allow for computation of posterior and nothing else
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@867 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-10 13:44:54 +00:00
michel
c9534f98d8
v3+4 solve1.m: bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@852 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-31 17:17:05 +00:00
michel
4a6e4ebe13
v4: removed obsolete functions olr.m olr1.m olr2.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@851 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-31 15:51:12 +00:00
michel
60e9bf9497
v4: new functions
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@850 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-31 15:48:11 +00:00
michel
4baff7fdd2
v4: changed oo_.y_simul in oo_.endo_simul
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@849 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-31 15:46:55 +00:00
michel
d56694a3e1
v4 osr: bug corrections
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@848 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-31 15:45:12 +00:00
adjemian
6c9f5e4b66
Corrections related to the use of options posterior_mode_estimation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@844 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-28 10:00:31 +00:00
ratto
9bb51ca940
Corrected name of steady state file
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_ was missing before steadystate
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@839 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-26 08:32:05 +00:00
adjemian
455493c132
Added, option logdata (=1 if data provided to dynare are in log, default is 0)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@833 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-25 13:08:43 +00:00
adjemian
ae9416c6a5
Removed rawdata = log(rawdata) if option_.loglinear = 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@823 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-18 12:28:12 +00:00
adjemian
6eac49b1d7
Correction of bugs related to the _steadystate file.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@822 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-17 08:47:30 +00:00
michel
60cd6de62a
v3+v4 check.m: corrected bug in rank condition message
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@821 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-12 12:31:42 +00:00
adjemian
59c35bc1fb
New function : Evaluation of the model's Jacobian matrix (to be used after stoch_simul).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@820 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-11 11:23:51 +00:00
michel
4eecf7999b
v4 disp_th_moments.m: corrected bug with non stationary variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@818 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-09 08:46:46 +00:00
ratto
834ae21345
added for outer product gradient and Hessian
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(newrat optim)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@817 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 16:15:08 +00:00
adjemian
70d622c027
Changed call to metropolis.m.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@816 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 14:06:45 +00:00
adjemian
0fd478dd6f
Small changes in gmhmaxlik.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@814 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 12:42:01 +00:00
michel
9ed66f8cb4
v4 stoch_simul.m: added option for Spectral Density (not yet in parser)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@813 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-03 12:24:27 +00:00
michel
b6e1fef911
v4 dynare_solve.m solve1.m: bug corrections
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@812 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-03 12:19:54 +00:00
adjemian
07d09ed858
Correction of bugs related to the steady state computation for estimation. Added a new optimization routine (mode_compute = 6).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@806 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-28 17:35:05 +00:00
michel
e424c799ce
adding dynare_v4/matlab/doc with m2html documentation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@805 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-27 19:46:58 +00:00
adjemian
a6db1acda7
Changed the output of resid.m (the number of each equation is printed on screen followed by the residual).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@804 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-21 16:51:25 +00:00
ratto
2a93e2d5f7
nspred debugged
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@803 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-20 14:59:37 +00:00
ratto
21d955a94a
MCF of likelihood and prior
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@802 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-20 14:58:43 +00:00
ratto
fe818c6c73
opt_gsa updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@801 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-20 14:57:08 +00:00
michel
d570639320
v3,v4: corrected lyapunov_symm.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@800 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-17 11:46:18 +00:00
michel
21f989819e
v4: reduced state space for likelihood computation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@781 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-03 19:45:05 +00:00
michel
ac5a09a233
v4: cleanup unused function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@780 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-02 07:42:00 +00:00
adjemian
757a5f4af2
Added theoretical spectral density (in stoch_simul.m)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@778 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-24 16:46:32 +00:00
adjemian
b41e93a3c1
Plot the priors if and only if mode_compute>0
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@777 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:47:07 +00:00
adjemian
02a051047b
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@776 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:44:02 +00:00
adjemian
86c84dd919
missing ;
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@775 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:42:56 +00:00
michel
dcc7c7e1f0
3 v4: chnaged lyapunov_symm.m to work with 6.5 except with unit roots
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@740 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-08 14:51:06 +00:00
ratto
01754a4446
1) changed directory structure;
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2) added plots for prior/likelihood/posterior int he filtered samples
3) added plots of densities for conflicts
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@738 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:06:57 +00:00
ratto
fe5af81556
changed directory structure
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@737 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:04:36 +00:00
ratto
55ae0e7dc0
added dirname as input;
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changed title: d statistics is used and not prob.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@736 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:02:18 +00:00
ratto
c9d263a3a0
set figure visible before saving when nograph=1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@735 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:00:29 +00:00
ratto
fa8bf384a8
check for indeterminacy, instability;
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corrected bugs with storage of T matrix
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@734 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:59:30 +00:00
ratto
e3c3a878cc
stock parameter values, steady state values and log-posterior values for sensitivity analysis purposes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@733 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:57:37 +00:00
ratto
282204481d
1) mcfiles structure does not work when number of MH files is > 9;
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2) set figures visible before saving as .fig.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@732 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:55:49 +00:00
ratto
90c2ca6e62
Allow to retrieve logposterior values for MH runs,
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not only parameter values.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@731 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:52:43 +00:00
ratto
72ea3ac220
1) stock parameters for sensitivity analysis purposes;
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2) corrected bugs in saving figures
(fignumber in figure names; and check for subplotnum>0)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@730 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:49:44 +00:00
michel
f873b4e28f
v4 irf.m: corrected bug for 2nd order approximation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@729 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 20:15:58 +00:00
michel
e10e3c7517
v4 PosteriorIRF.m: changed ifil into NumberOfIRFfiles
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@728 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 17:23:51 +00:00
michel
c3af16b444
v4 dynare_estimation.m: changed default of options_.irf to 40
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@727 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 17:06:24 +00:00