2916aa7508
manual entry + test for conditional variance decomposistion
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3112 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 07:29:36 +00:00
bd3ae5a1e9
Removed changes introduced in revision 3108.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3111 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 10:54:58 +00:00
37144125fc
Added simult_ and DsgeLikelihood routines specific to the particle filter.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3110 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 07:55:16 +00:00
11bb96f19b
* Added subfolder for particle filters.
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* Added a routine for gaussian particle filter. The likelihood is evaluated
by assuming that the state vector is normally distributed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3109 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 07:55:13 +00:00
b998047499
Merge branch 'master' of git@vandrezanne.net:/home/git/repositories/dynare
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Conflicts:
preprocessor/DynamicModel.cc
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3108 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 07:55:10 +00:00
a2c2865dc2
dynare++: renamed _Tm in __Tm (creates names clashes with MS Visual C++ and mingw64 headers)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3107 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 18:19:42 +00:00
11230eec3f
Build system: added k_order_perturbation to the build_matlab script
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3106 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 17:29:50 +00:00
31ed196c44
Various minor changes for compatibility with MS Visual C++ and GCC 4.4
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3105 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 16:29:16 +00:00
8651edc42c
Build system: fix for detection of MEX extension under Windows
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3104 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 15:09:12 +00:00
a479888c1b
Adding new test mexFunction + some minor updates and corrections
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3103 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 13:21:03 +00:00
c6ae95e084
changed expectation operator from BinaryOpNode to UnaryOpNode
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3102 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 05:21:54 +00:00
ffd9b2d405
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
ee74f38b11
Removed (or moved) initialization of options_'s fields from simul.m.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3079 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 12:52:16 +00:00
e601d7bec1
Still some errors in dsgelikelihood are present that are not trapped: use try catch when evaluating target function;
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3078 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 12:01:34 +00:00
8a56ed35ad
1) Still some errors in dsgelikelihood are present that are not trapped: use try catch when evaluating target function;
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2) proposal density should contain the jscale.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3077 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 12:01:15 +00:00
0a5a131e3c
- Correction in the memory allocation (new - delete used with object)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3076 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 11:26:29 +00:00
079b5a7abb
- Correction in the memory allocation (new - delete used with object)
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- bytecode test upgraded
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3075 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 11:23:47 +00:00
f5037df3cd
Cosmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3073 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 10:03:03 +00:00
9ab04f3323
Renamed kordepert to k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3070 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 09:07:47 +00:00
3a673134fe
Added missing copyright notice
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3069 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 08:15:32 +00:00
3fb3430e91
New Matlab functions emulation routines: Assign by vector indices (a(k,l)=b(m,n)) , repmat, multiply elements (.*)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3068 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 08:08:53 +00:00
21d58eac91
* Bug fix.
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* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 15:56:32 +00:00
e9ca5705d2
preprocessor: fixed bug in "plot_conditional_forecast"
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3066 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 14:42:12 +00:00
a9f18121bd
Changed the files performing conditional forecasts (to match the output of the preprocessor).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3065 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 13:03:30 +00:00
98b3747312
Utility to check the definitions of the parallel cluster.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3064 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 09:20:37 +00:00
df7bc34379
Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:55:31 +00:00
6799dc4301
preprocessor: remove unnecessary stuff ("forecast" has not the same rank than "stoch_simul/estimation/osr/ramsey_policy")
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3062 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:17:27 +00:00
c96d6767a1
Changed the place where priordens' persistent variables are saved (suite).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3061 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:47:36 +00:00
f13cf45741
Changed the place where priordens' persistent variables are cleared.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3060 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:47:33 +00:00
aa6ff983a9
AIM solver:
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* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00
217462afe1
Fixed bug in the evaluation of the posterior kernel. The persistent variables declared in
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priordens.m have to be cleared before calling evaluate_likelihood().
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3058 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:33:54 +00:00
b863a6d6fc
Added new identification options introduced in the preprocessor.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3057 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:13:47 +00:00
b8bc96c8e6
Adapted to follow preprocessor syntax.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3056 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:13:15 +00:00
1e3115e759
Workaround for bug in Octave 3.2, numbered #550823 in Debian BTS, see http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=550823
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3055 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 12:58:17 +00:00
05773e5edf
CheckPath: another fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3054 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 12:57:22 +00:00
9540db6bf4
CheckPath: use a better technique to avoid a file with the same name than the dir we are creating
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3053 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 12:43:15 +00:00
e1f17fa9e5
- adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved.
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- corrects some mod files.
- In steady command, get check argument from bytecode dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-18 15:18:16 +00:00
d87129ebf6
Added three functions used to evaluate the prior density, the posterior kernel and the likelihood.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3050 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 21:01:52 +00:00
dbc9e0996d
* Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
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* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 17:23:57 +00:00
3c2d944cfc
- use of classes to describe the bytecode tags
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- use static option for bytecode instead of steady_state option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 16:34:27 +00:00
154eef8dbb
Reference manual: on the road to 4.1...
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* added new commands: "identification", "write_latex_dynamic_model", "write_latex_static_model", "shock_decomposition"
* updated "{load,save}_params_and_steady_state"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3047 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-15 16:32:19 +00:00
dc49fbffdc
Preprocessor:
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* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 16:16:43 +00:00
bef0eb0e02
New license file:
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* details the copyright and license of all sources files
* follows the machine-readable format proposed to become the new standard for debian/copyright files, see http://dep.debian.net/deps/dep5/
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3045 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 13:13:28 +00:00
bab7c9236b
Added some missing copyright headers
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3044 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 10:04:06 +00:00
096336f249
dynare++: fixed failure to build PDF doc of Tensor Library
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3043 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 09:32:48 +00:00
4bb040a234
Preprocessor: fixed grammar for "mode_file" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3042 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:15:21 +00:00
e4b20637e4
Reference manual: completely remove index
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3041 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:15:02 +00:00
53fbb07f61
Reference manual: updates for the 4.1 release
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* added Houtan to the list of developers, moved Ondra to the list of past contributors
* updated installation instructions
* options of "dynare" command: added "nolinemacro" and "onlymacro", updated "savemacro"
* mention the possibility of specifying LaTeX names for "var", "varexo", "varexo_det", "parameters"
* mention that now leads/lags can be used on exogenous variables
* mention that arbitrary expressions can now be specified in the "estimated_params" family of commands
* added new commands: "change_type", "model_comparison"
* capitalize "MATLAB" throughout the manual
* remove obsolete index and quasi-empty chapter pointing to Collard's guide
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3040 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:09:49 +00:00
ddfd61c95b
Reference manual: remove workarounds for old versions of dblatex
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3039 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 17:03:02 +00:00
69daebf441
Reference manual: fixed problems of conformance to DocBook 4.5 spec
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3038 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 13:08:05 +00:00
michel
stepan
sebastien
george
houtanb
ratto
ferhat