348345843b
Bug correction (missing parenthesis).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2027 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-03 12:02:29 +00:00
2618c1a9ac
Removed references to SPSparse, SPQZ and SPEigQZ as unused
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2026 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 21:28:11 +00:00
5613e7acb2
Removed SPQZ SPEigQZ and SPSSparse as unused
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2025 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 21:06:10 +00:00
57ad15fd7a
Replaced SPSparse() with sparse()
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2024 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 21:03:40 +00:00
0f24420d69
Added a test to warn the user when he tries to estimate a model with non zero steady state (for the observed endogenous variables) using demeaned data (ie prefilter=1).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2023 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 20:50:30 +00:00
786b12bc0b
Corrected addpath for AIM
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2022 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 18:46:10 +00:00
53aa9ce545
v4 preprocessor: allow option "order" in "estimation" statement
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2021 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 16:15:15 +00:00
a646281137
If var_list_ is empty the user is asked to confirm that he wants to obtain posterior statistics for all the endogenous variables of the model. The user can then choose between:
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[1] var_list_ is the set of all the endogenous variables,
[2] var_list_ is the set of all observed variables,
[3] Stop Dynare and edit the mod file (to add a list of variables after the estimation command).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2020 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:52:55 +00:00
e884dd5272
v4 mex: recompiled all DLLs for Windows/32 with Matlab 7.5
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2019 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:48:28 +00:00
0c23ac2b06
v4 matlab:
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* fixed various copyright headers
* added URL pointer to C. Sims' original files
* removed obsolete dgamma.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2018 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:18:05 +00:00
b4c04a27cc
Added autocorrelogram for the posterior draws.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2017 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 10:16:44 +00:00
25e20a2b5b
Removed unused variable.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2016 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 10:00:15 +00:00
b5f0fa26ee
Changed default value for options_.trace_plot_ma
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2015 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 09:09:36 +00:00
9dbe4e9411
Added comments.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2014 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 14:45:26 +00:00
fb3899018e
+ Added trace plots.
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+ Correction of a bug related to ferhat's recent commits (options_.model_mode has to be declared somewhere).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2013 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 11:44:26 +00:00
7ab0fab21c
Added missing semi colon.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2012 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 11:19:04 +00:00
4580290dae
Bug correction related to initialization of deterministic simulations (i forgot to commit this file).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2011 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 10:13:10 +00:00
6a3d20452b
Minor corrections:
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- Bug in check.m with model without sparse options
- Display in simulate.dll
- "Model_InfoStatement" renamed "Model_InfoStatement" in ComputingTasks
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2010 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-29 12:31:25 +00:00
a9be2e5f13
Added Independent Metropolis Hastings and multivariate student as an alternative to multivariate normal for the proposal distribution. The default posterior sampling algorithm is random walk metropolis with a gaussian proposal distribution.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2009 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:38:07 +00:00
2bc10facd6
update of model used to test sparse model
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2008 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:23:17 +00:00
3f047dab9c
- Bugs and memory leak correction
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- implementation of model_info command
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2007 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:20:34 +00:00
08688fd7f3
Check command compatible with sparse model
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- New version of dr1.m (dr1_sparse.m & dr11_sparse.m) to handling sparse model (dr1_sparse and dr11_sparse could replace dr1.m)
- model_info command to describe the block structure of the model
- transition_matrix.m modified to be compatible with sparse model
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2006 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:18:09 +00:00
fcfb2fb578
functions return E_t Y_t in atilde
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2005 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-26 12:18:00 +00:00
999d95cb7e
a is E_t Y_t and a1 is E_t Y_{t+1}; function returns a
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2004 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-26 12:17:16 +00:00
0d01f1b3e1
Informations about the deterministic simulations (number of iterations, error,...) are saved in oo_ (usefull for homotopic approach).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2003 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:22:28 +00:00
70acbdb89f
Removed a useless global (dsge_prior_weight)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2002 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:17:25 +00:00
469eb87f40
Cosmetic change for Junior.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2001 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:09:49 +00:00
26038a6df7
fixing bugs in prior_posterior_statistics.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2000 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:59:46 +00:00
842fc6631b
fixing bug for ML estimation when no priors are available
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1999 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:59:08 +00:00
f6019fe5ab
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1998 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:58:30 +00:00
662cdea02d
add an upper bound to loops in VariableTable::computeDynJacobianCols()
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1997 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:57:21 +00:00
36ad3d293b
fixing bug related to exogenous deterministic variables in forecast
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1996 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:04:06 +00:00
2a7ee3d056
v4 preprocessor:
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* DynareBison.yy: added missing declaration of MODEL_INFO as a token
* various cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1995 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 16:45:39 +00:00
f18859fef2
- Bugs corrections in deterministic simulation with sparse option
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1994 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 15:09:01 +00:00
3bcff08e87
- Bugs corrections in deterministic simulation with sparse option
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- Check allowed with sparse option
- New command "MODEL_INFO" providing informations about the block structure of the model
- Memory leak corrections
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1993 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 15:06:36 +00:00
4f3d871b77
fixing posterior analysis output. filtered_vars and step_ahead_filter still don't work correctly
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1992 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 19:30:55 +00:00
1a1281bd07
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1991 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 15:14:31 +00:00
ba45419c70
v4 preprocessor:
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* fixed bug related to column numbering of exogenous variables in dynamic jacobian
* gave more explicit names to some methods in VariableTable, and other cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1990 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 10:54:20 +00:00
c5069d1896
v4 preprocessor: removed unnecessary round() before call to sec2hms()
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1989 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 10:41:46 +00:00
8a5450638d
Commenting out a line as a temporary fix for a missing function filtered_values:
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> Error in ==> DsgeSmoother at 253:
> oo_.NewFilteredVariables = QT*filtered_values(data1,ahat,P,T,Z);
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1986 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-08 07:37:01 +00:00
b3470f646f
v4 prior_bounds.m: small simplification
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1985 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 14:12:31 +00:00
19e9bb3bd1
v4 draw_prior_density.m:
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* factorized code for PDFs
* multiplied by 10 the truncation for inv gamma type 2 (so as to mimic the truncation for inv gamma type 1)
* various cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1984 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 13:31:33 +00:00
b61c9e6a69
v4 matlab:
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* added preprocessor support for inverse gamma of type 2
* added support for this distribution in prior_bounds.m and rndprior.m
* other cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1983 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 10:48:04 +00:00
a5b3c829d8
v4 matlab: replaced CDF and quantile functions of the beta by GPL'd ones
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1982 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:52:45 +00:00
7c25303258
v4 matlab:
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* replaced CDF, PDF, quantile functions of the gamma by a GPL'd one
* replaced quantile function of the chi-square by a GPL'd one
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1981 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:40:36 +00:00
f76badf151
v4 matlab: rreplaced beta_rnd.m and gamm_rnd. by GPL'ed custom ones
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1980 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:07:02 +00:00
8bef1f0399
v4 matlab:
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* replaced dnorm, pnorm and qnorm by GPL alternatives in distributions/
* only add distributions/ to the path if under Matlab without Statistics toolbox
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1979 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-04 13:33:57 +00:00
4bd6b02ec9
v4 matlab/sec2hms.m: replaced it by a custom version
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1978 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-02 12:54:36 +00:00
47a4d91700
v4 matlab:
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* fixed copyright headers of remaining files
* deleted old ChangeLog
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1977 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 18:53:30 +00:00
dbe05bd9c8
v4 matlab: added copyright notice to C. Sims' files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1976 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 13:28:14 +00:00
adjemian
george
sebastien
ferhat
michel