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
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
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
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
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
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
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
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
5f247b32c4
CheckPath.m: give more informative error message when trying to create a subdirectory, when a file with the same name already exists
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3037 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-12 16:32:10 +00:00
afb0c75744
Avoid the use of inv.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3034 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:25:34 +00:00
6e25472ad9
1) save output plots;
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2) modified burnin_iteraton for pdraw0 in input;
3) minor changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3033 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:22:01 +00:00
173ce64d7e
1) added H to numerical derivative switch;
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2) added steady state derivatives in output;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3032 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:20:32 +00:00
a2d9e2af1d
Display message when rank condition on J and H is always OK.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3031 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:19:19 +00:00
33f0f84f89
1) Added steady state to moments;
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2) use of oo_.dr.ys (always updated) in place of oo_.steady_state (not always updated).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3030 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:18:39 +00:00
54c6dbd708
Use of the JJ and H to compute condition number.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3029 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:17:34 +00:00
20a469cfcf
Fixed to allow truncated priors.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3028 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:10:52 +00:00
fb7ae67d09
v4.1: added trends to imcforecast
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3024 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:41:56 +00:00
add652918e
added possibility to call user defined optimizing routine with mode_compute option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3023 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:40:49 +00:00
ce5c510d06
v4.1: add provision for <modfile>_steady_state.m and auxiliary variables for leads on more than 1 period
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3022 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:37:23 +00:00
541129c1be
v4.1: adding add_auxiliary_variables_to_steadystate.m and code to adjust output of <fname>_steadystate.m for additional auxiliary variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3014 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 12:10:50 +00:00
e1f4f5e924
4.1: added steady state to forecast
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3012 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 11:47:56 +00:00
202be85f5f
4.1: added missing semi-colon
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3011 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 11:41:23 +00:00
081cdf3cb0
Cleaner comments of work in progress ...
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3001 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 13:28:47 +00:00
3ef53218b8
Impose always the same dimension for eigenvector matrix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3000 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 07:18:27 +00:00
3739a7a6d8
Fixed bugs with new morris options!
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2999 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 16:40:46 +00:00
430088cf42
Always initialize oo_.dr with dynare_resolve!
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2998 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 16:24:14 +00:00
106a48dd8a
Modified morris options to allows analytic derivatives a la Iskrev.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2997 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 14:56:51 +00:00
4cb2692e7d
-) Delete old files;
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-) commented work in progress
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2996 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 13:00:54 +00:00
869d054174
New version with
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-) more complete data saving on disk;
-) new output arguments;
-) new plots.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2995 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:11:47 +00:00
863dee7acd
Bug fix for the case of perfectly orthogonal pairs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2994 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:10:31 +00:00
163d893e2e
Bug fixed with useautocorr
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2993 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:09:57 +00:00
a0c021ef0c
Use correlations to compute linear combinations weakly identified.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2992 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:09:18 +00:00
stepan
sebastien
ratto
ferhat
michel