stepan
3533753c99
Bug fix (problem related to prior draw files indexing).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2752 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-10 14:29:24 +00:00
stepan
70202d0bb0
Bug fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2751 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-10 10:55:48 +00:00
george
1245d60326
1st cut of KF refactoring and simplification
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2750 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-10 06:40:07 +00:00
stepan
36ecf9d6bd
Added prior 2nd order moments (still buggy).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2749 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 15:29:28 +00:00
stepan
271b16a879
+ Moved the definition of dr_.qz_criterium from dr1.m to global_initialization.m.
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+ dr1.m: Removed useless field declarations in dr1.m.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2748 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 15:06:21 +00:00
ratto
b0a093dab2
Minor change for new graph monitoring
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2747 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:04:19 +00:00
ratto
04b82bba12
Fixes for Octave compatibility.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2746 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:03:29 +00:00
ratto
787ee74238
- Provisions for Octave;
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- Nicer graph monitoring for Matlab;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2745 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:02:50 +00:00
ratto
886a3154c3
tic toc eliminated
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2744 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:01:21 +00:00
ratto
6c027cf660
Provisions for OCTAVE.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2743 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:00:43 +00:00
ratto
1bde350a77
mat extension in save instruction.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2742 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 09:59:12 +00:00
ratto
9eba4c4915
mat extension in save instruction
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2741 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 09:58:34 +00:00
ratto
9c9b1feb05
Patch allowing commands of the type delete('*.*') to be run successfully with Octave.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2740 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 07:23:38 +00:00
ratto
4b850c0db3
Use of filesep utility for compatibility with Octave for Windows.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2739 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 07:21:55 +00:00
sebastien
87906b8ed1
trunk: added missing files in distclean rule of top-level Makefile
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2738 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-08 20:52:25 +00:00
sebastien
cd49809994
trunk: build system updates
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* version number set to "4.1-unstable" in the configure.ac file
* the configure script generates dynare_version.m
* the configure script generates windows/dynare-version.nsi, for the windows installer
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2735 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-08 16:43:24 +00:00
sebastien
b710347869
trunk: build system updates
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* top-level Makefile now generated
* automatic rules for regenerating configure and Makefiles
* enhanced source tarball creation (no longer destroys SVN subdirs)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2734 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-08 10:04:06 +00:00
george
4b9e7ca251
minor update to the test exe .cpp
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2732 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-07 19:49:54 +00:00
george
7bd6cb0f08
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2731 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-07 16:33:39 +00:00
sebastien
0b0aea0589
trunk: fixed preprocessor/Makefile.in
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2730 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 17:01:15 +00:00
ferhat
ed679ec55c
- ModelBlocks.cc and ModelBlocks.hh erased
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- Makefile.in corrected
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2729 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 16:04:23 +00:00
ferhat
0380ae414a
- References to ModelNormalization erased
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- Use derivatives w.r. to lead and lag endogenous in BlockTriangular.cc
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2728 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 15:30:32 +00:00
ferhat
1707d7eed9
Minor corrections (comments corrected in MinimumFeedBackSet.hh, makefile updated and ModelNormalization erased)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2727 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 15:04:09 +00:00
ferhat
6479edf5a7
- Correction of several bugs
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- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 14:45:23 +00:00
stepan
d67f1ecdb1
+ Added comments.
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+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2725 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 10:25:45 +00:00
stepan
a9d7088ced
Added new tool. When using the instruction get_prior_info(2) in the mod file (after the
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definition of the priors) Dynare tries to compute the prior mode using
Chris Sims' optimization routine.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2724 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 10:16:31 +00:00
stepan
7691c17b15
Added a new function to save all endogenous variables in matlab's base
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workspace.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2723 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 09:39:48 +00:00
stepan
2dee7d4c9e
Bug fix. The mode of the Inverted Gamma -- type 1 distribution was wrong.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2722 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 08:30:26 +00:00
stepan
38c7176206
Bug fix. Call to compute_prior_mode was buggy for gamma and beta
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densities (lower and upper bound were missing).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2721 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-04 13:15:11 +00:00
sebastien
e2c749e0b7
trunk manual: added some details about reordering of variables in decision rules (merge needed)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2720 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-03 15:12:19 +00:00
stepan
dedca98dba
Added Posterior distribution of the conditional variance
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decomposition (more tests are needed).
The results are saved in oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition.
Contrary to the asymptotic variance decomposition, we do not report
contribution shares but contribution levels of each structural shock.
LIMITATIONS:
* Won't work in a model with measurement errors.
* Won't work in a model with correlated shocks.
* The routines do not compute the covariance decompositions.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2719 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-03 14:50:02 +00:00
sebastien
19b704d54b
trunk: removed obsolete debian stuff
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2718 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-03 11:16:33 +00:00
stepan
d35d790789
Bug fix. To be merged with branches/4.0.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2717 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-02 14:36:42 +00:00
george
c0e2ee809c
Adding inner loop for performance tests
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2716 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-01 16:57:52 +00:00
michel
3260ba476e
4.1 correcting bug for large values of start and fixed constants in lik. Still need to be tested
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2715 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 18:14:07 +00:00
george
298aa37a6b
Makefile for new Kalman_filters.DLL (combined of difuse and non-diffuse, univariate and the main one - the multivariate
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2714 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 17:07:00 +00:00
george
061cd9269d
Adding new Kalman_filters.cpp for a KF DLL combined of difuse and non-diffuse, univariate and the main one - the multivariate and its .m driver. Also, (unfinished) base kalmn_filter.cpp renamed to kalman_filter_Z.cpp
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% NOTE: presampling>0 (start>1) does not yet work properly for the univariate mode!!
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2713 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 17:00:08 +00:00
george
13adc61353
Deleting obsolete, redundant DYN_pp. We should not use Dyn_pp subdirectory in korderpert directory of mex/sources for building dynarelib.a needed for korderpert but the up-to-date dynare++.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2712 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 12:38:59 +00:00
ratto
5c2b1a2aae
Added test function for parallel routines.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2711 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 08:07:12 +00:00
ratto
63232d540a
When parallel runs are local, bypass the use of ssh commands.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2710 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 07:56:27 +00:00
stepan
1db404680f
Added vech and unvech operators.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2709 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 22:34:08 +00:00
ratto
78dc6afc8a
sshfs mirror folder has to be specific for each remote process and remote CPU.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2708 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 16:31:45 +00:00
ratto
3000a1adcd
pause(1) before deleting batch file in unix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2707 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 16:31:06 +00:00
ratto
3a4b5eb8e1
parallelized version, working for win and unix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2706 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 16:30:30 +00:00
ratto
7532957c4d
unix: mount Master project folder using sshfs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2705 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 15:56:45 +00:00
ratto
ff22cece76
check for possible circular remote runs on the same local folder project
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2704 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 15:56:04 +00:00
george
3b91eb8649
prepares matrices for C++ kalman_filter dll
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2703 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 15:50:26 +00:00
sebastien
d1fc072a63
trunk korderpert: beautified code using uncrustify
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2702 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 14:28:23 +00:00
sebastien
2c3aa0c72e
Added config file for uncrustify
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2701 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 14:22:55 +00:00
michel
27387d5e10
4.1: changing handling of constants in Kalman filter
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2700 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:43:34 +00:00