Commit Graph

321 Commits (237aa465d23fb3113a27cf2d8f9932bd3c2e2e8f)

Author SHA1 Message Date
stepan 98ac3091c9 Added a vector of indices for the state variables in the restricted state vector (bayestopt_.mf0).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3132 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 14:03:50 +00:00
michel add652918e added possibility to call user defined optimizing routine with mode_compute option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3023 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:40:49 +00:00
michel ce5c510d06 v4.1: add provision for <modfile>_steady_state.m and auxiliary variables for leads on more than 1 period
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3022 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:37:23 +00:00
michel 541129c1be v4.1: adding add_auxiliary_variables_to_steadystate.m and code to adjust output of <fname>_steadystate.m for additional auxiliary variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3014 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 12:10:50 +00:00
stepan a4d01dc31d dynare/trunk:: (dsge-var)
+ Added support for xls files.
+ Fixed a bug  appearing when the dafa file and the  mod files are not
in the same directory.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2827 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-09 15:03:11 +00:00
stepan 1c5e2df2a0 + Changed compute_moments_varendo so that it can handle prior montecarlo.
+ Bug fix.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2766 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 23:09:19 +00:00
michel 02c7b204d8 4.1: allow smoother computation when mode_compute=0
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2685 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 15:49:00 +00:00
stepan 3dc04fba5f Save intermediary results of the MH-based optimization routine.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2662 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-07 15:20:08 +00:00
michel aa843c739d 4.1: corrected estimation results tables with long parameter names
added function row_header_width.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2570 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-08 20:04:19 +00:00
michel 76080af7ec 4.1: dynare_estmation_1:
-removed saving of bayestopt_ in *_mode.mat
-added hooks for Gianni Lombardo's optimization routines

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2561 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 16:36:08 +00:00
stepan aa31417a05 Efficiency & Cosmetic changes related to the design of bayestopt_ and
the computation of the prior density.

bayestopt_.p1 is always the prior mean
bayestopt_.p2 is always the prior standard deviation
bayestopt_.p3 is unchanged
bayestopt_.p4 is unchanged
bayestopt_.p5 [new field] is the prior mode
bayestopt_.p6 [new field] is the first hyper-parameter of the prior density
bayestopt_.p7 [new field] is the second hyper-parameter of the prior density
 
These fields are defined in  set_prior and are never changed after. In
the previous version of Dynare,  the hyper parameters of the densities
were  updated at  each iteration  of the  optimization routine  or the
metropolis.

Removed fields pmean and pstdev.

Vectorized the code in priordens.

Fixed the bug mentionned by Gianni. If a (logged) density is evaluated
outside the  prior domain, the  output of priordens if  minus infinity
(instead of a complex number).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2556 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 14:38:37 +00:00
stepan be73652a97 If a dsge-var is estimated, the posterior IRFs are computed for all
observed endogenous variables. Merge Needed.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2503 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-21 22:36:18 +00:00
stepan e75b7f97ab v4.1:: Added an error message when minus the hessian matrix at the posterior
"mode" is not positive definite.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2416 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 17:40:26 +00:00
michel b0ea237ae3 another correction linked to cova_compute
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2408 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 16:53:40 +00:00
michel c231868f5b corrected bug in handling of cova_compute
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2406 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 15:14:48 +00:00
michel 47c51d42cc added option to compute covariance matrix of coefficient (default = 1)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2405 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 09:23:31 +00:00
michel 4d99d4521a removed mode saving when no computation takes place (added in previous modification)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2404 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 09:16:33 +00:00
michel 73873d7b2c estimation: save bayestopt_ in *_mode.mat file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2403 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-07 11:26:14 +00:00
stepan 1a9bc8c10d v4.1::
+ Removed useless call to check_list_of_variables in dynare_estimation_1.m
+ Removed bayestopt_ global structure from draw_prior_density.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2392 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 10:44:54 +00:00
michel 5f148e90f4 adding PLOT_PRIORS option, no plotting is the new default
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2391 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 14:10:16 +00:00
michel d5a1a025d9 redo code for recursive estimation
corrected bugs with option prefilter, bayestopt_.mean_varobs is now a column vector

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2369 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 21:34:15 +00:00