Commit Graph

963 Commits (341adad2e95e0ad7394cc399c7bc80e19dfac770)

Author SHA1 Message Date
adjemian 341adad2e9 Added new functions for posterior distribution processing (second order moments) + Removed global variables.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1890 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-21 08:33:31 +00:00
sebastien e315e73577 v4 mex: added compilation flag for Linux 64 bits
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1889 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-20 16:33:06 +00:00
sebastien 06d886b370 v4 preprocessor: use GNU make's standard variables names and default values for g++ (CXX) and ar (AR)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1885 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-19 16:39:23 +00:00
sebastien 5ae83c57b8 v4 mex:
* fixed type of mwIndex and mwSize: int instead of unsigned int
* removed extra line in build.m


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1883 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-19 13:12:41 +00:00
adjemian 2dab221499 Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1881 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-19 09:45:28 +00:00
adjemian 8ba344b786 Cosmetic change in var_sample_moments + Removed one global.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1880 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-17 21:44:00 +00:00
adjemian 2a632d2efc Computation of 2nd order posterior moments (depending on the size of the model the posterior distribution of dr is saved on disk).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1879 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-17 21:23:02 +00:00
sebastien 120d412152 v4: dropped Scilab support
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1878 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 16:33:28 +00:00
michel dfc1f3c90f dynare_v4: exploitation of posterior distribution (unfinished)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1877 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 10:38:36 +00:00
sebastien a38bec0c18 v4 homotopy2.m: removed incorrect executable property
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1876 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 07:51:15 +00:00
sebastien a03b5f4690 v4 tests: use new syntax for unit_root_vars
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1872 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 16:01:43 +00:00
sebastien 87c27433f6 v4 kernel_density_estimate.m: replaced calls to inline() by anonymous functions (much faster)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1871 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 14:42:16 +00:00
sebastien 974fb1bab2 v4 tests/arima/mod1c.mod: use new syntax for unit_root_vars
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1868 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 13:21:36 +00:00
ratto 7c807afd65 filled SmoothedShocks field when
mode_compute=0 and and mode_file=0; 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1867 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 10:10:50 +00:00
sebastien b45d5ac3e0 v4 dynare_estimation.m: fixed bug in saving pindx
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1864 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 16:01:49 +00:00
sebastien 13f3157243 v4 McMCDiagnostics.m: fixed incorrect function name
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1863 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 10:40:48 +00:00
sebastien e4be1577cc v4 dynare_estimation.m: added missing semicolon
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1862 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 09:57:05 +00:00
sebastien 8dd27bdcef v4 matlab+octave: updated preprocessor binaries for Windows
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1861 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 08:07:07 +00:00
sebastien 75fb140b5c v4 matlab+preprocessor:
* removed global variables from "static" and "dynamic" files (in standard and USE_DLL modes only)
* added extra arguments when those functions are called from M-files


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1859 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-06 14:01:02 +00:00
sebastien 21c98f8b1c v4 matlab:
* moved qzdiv.m and qzswitch.m to qz/
* fixed typo in qz/mjdgges.m


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1858 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-06 12:50:47 +00:00
ratto 49b00b976d Fixed bug when actual parameter value is NULL.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1857 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-29 15:15:32 +00:00
sebastien b87a453c7e v4 matlab:
* removed sylvester3.m and sylvester3a.m (have been moved to gensylv/ subdir)
* display an error message when dynare called without argument


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1852 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-27 09:46:44 +00:00
sebastien a31789dcb5 v4 matlab:
* replaced obsolete isstr() by ischar()
* fixed typo in erase_compiled_function()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1844 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-23 14:45:37 +00:00
michel d511fcf6a0 replacing 2007b/*.mexw32 by ones compiled by Cygwin/gcc on michel-lat2 as the previous ones seem to pose problems
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1842 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-23 13:38:12 +00:00
michel d8170e4054 updating build.m and gensylv for Linux
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1838 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-22 08:56:52 +00:00
adjemian 13af9eb18f Idem 1836
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1837 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-19 13:27:17 +00:00
adjemian de48d0b3ee Changed posterior_moments (global variable options_ is not needed anymore, mh_conf_sig is a new input argument) + Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1836 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-19 13:22:57 +00:00
adjemian f85752893e Changed header text.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1829 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 16:10:30 +00:00
adjemian 0f1e8c8137 Cosmetic changes and factorization of a division.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1828 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 15:59:41 +00:00
adjemian c61d46e1f6 Cosmetic change.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1827 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 08:22:46 +00:00
adjemian e85af5dc11 Added a dynare configuration routine and bug corrections.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1826 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 08:18:37 +00:00
adjemian 4f50ae6e9b Updated tests for kronecker products.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1825 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 07:54:52 +00:00
adjemian 45268c43b4 Bug (typo) correction.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1823 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-13 08:34:09 +00:00
sebastien 568789b3ac v4 homotopy3: fixed bug
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1822 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-06 17:18:58 +00:00
michel 353fce6bfa v4 get_posterior_parameters.m: bug correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1821 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 18:37:05 +00:00
michel ffc6c8fdef v4: fixed bugs for dynasave
updated dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1819 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 13:54:59 +00:00
michel aafe00138d v4 A_times_B_kronecker_C.cc: removed remaining cast (int *)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1818 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 13:02:58 +00:00
sebastien 81fae5c1a3 v4 bvar: changed nane of datafile for BVAR example (test.xls was too common a name)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1817 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 08:29:50 +00:00
michel 8b841cda0b v4: corrected bug in prior_draw.m (inv-gamma2)
reindented priordens.m

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1816 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 04:55:06 +00:00
michel 1e096f3dee v4: adding forcst2.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1815 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 04:49:44 +00:00
michel 6352e90b26 v4: fixed bug concerning handling of filter decomposition (decomp) in DiffuseKalmanSmoother1_Z. and DsgeSmoother.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1814 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 15:41:15 +00:00
michel b99d608b7e v4 adding dynare_version.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1813 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 13:34:14 +00:00
michel 1fc2c7a9f1 v4: added forecast, updated dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1812 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 12:04:48 +00:00
sebastien f120c49dde v4 preprocessor: removed unused bits of code
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1811 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-29 15:15:35 +00:00
adjemian e6a060d64e New matlab functions to be used if a dll is missing.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1810 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-25 12:47:30 +00:00
sebastien 7eb6fa3ed1 v4 preprocessor: fixed bug with "order" option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1809 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-24 10:55:26 +00:00
michel 0c45802387 v4: added trans_ident option for GSA
updated matlab/dynare_m.exe

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1807 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-20 05:56:21 +00:00
michel e59b3c134f v4 diffuse smoother: added initialization d=0
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1804 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-16 14:27:50 +00:00
michel f4eda9e12f v4 preprocessor: added mode_file to dynare_sensitivity options
corrected threshold_redform option
                 threshold_redform option accepts float and (-)Inf
                 split value (puts NaN for no value) and value1 (doesn't accept no value)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1803 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 20:22:42 +00:00
ratto 4e889a9eed Impose redform=1 when morris=1;
Change checks for existence of the toolboxes.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1802 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 14:31:45 +00:00