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37 Commits (35765ee01c0ec74d11068173e88340ccca163911)

Author SHA1 Message Date
Michel Juillard dcc46959b4 The default for options_.qz_criterium is now different for different contexts: 
qz_criterium = 1+1e-6
- stoch_simul
- osr
- check
- dynare_estimation_1 with lik_init =2 or 3
qz_criterium = 1+1e-6 for dynare_estimation_1 with lik_init = 1

This correct a bug in estimation and computation of the posterior distribution of moments of endogenous variables when the priors permit roots too close to 1.
 2010-12-23 08:34:13 +01:00
Ferhat Mihoubi ffaec7ba89 - First elements needed for stochastic simulation of a block decomposed model 2010-11-25 16:11:27 +01:00
Stéphane Adjemian (Charybdis) e614227c3f Added warning message when some of the deep parameters are not initialized. 2010-11-17 17:09:39 +01:00
Houtan Bastani a20bc07fdf replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
Sébastien Villemot 7f5f99b43e stoch_simul: force order=1 with partial_information 2010-03-29 12:44:38 +02:00
Michel Juillard e405f17c8a additional fixe to partial information: 
- partial_information is a LOCAL option that must be repeated in all instructions
 - when VAROBS is empty, one assumes full information (all endogenous variables are observed)
 - allusion to SIMULATED variables is removed from the title of the tables
 2010-03-25 11:20:34 +01:00
George Perendia 0be001d194 Tidying up Partial information extension to stoch_simul, PCL_Part_info_irf.m and PCL_Part_info_moments.m 2010-03-24 23:26:05 +00:00
Sébastien Villemot 6bb4ec4d9b Fixed bug in stoch_simul related to the variable list 2010-03-24 12:54:02 +01:00
Michel Juillard b261eb0ba2 integration of partial information in stoch_simul (thanks to George, Joe and Paul) 2010-03-23 11:09:59 +01:00
sebastien 1be52aaa5f Beautification: removed tabulation characters which were left in previous beautification pass 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-05 10:46:10 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
sebastien ee3ceb7db6 M-files and preprocessor: 
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 17:51:47 +00:00
michel 48dad3e37a 4.1: add preprocessor interface for k_order_solver 
rename use_k_order to k_order_solver in Matlab procedures
     fix tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 19:54:45 +00:00
michel d2b1765c48 v4.1: changing Matlab routines for results display and simulation at order = 3 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3173 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-29 21:05:16 +00:00
sebastien a2cef7009d Fixes for ticket #57 
preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"

M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-25 10:22:39 +00:00
stepan 5f8de6f142 + Added error messages related to the output of the steadystate file. 
+ Removed options_ from print_info.m
+ Removed some useless initializations of options_'s fields.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2786 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 08:30:27 +00:00
sebastien a47232a0f7 trunk: renamed table.m to dyntable.m (name clash with Octave's table) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2625 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-24 15:15:18 +00:00
sebastien 47a4d91700 v4 matlab: 
* 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
sebastien e08cad8265 v4: merged Octave branch into trunk 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-24 18:20:48 +00:00
adjemian aa9b217788 Set options_.replic equal to one if the model is linear or if a first order approximation is used. The default value was (for second order *and* first order approximations) 50, and this bug was dramatically slowing down the stochastic simulations (when we simulate time series with thousands of periods). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1416 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-04 15:36:00 +00:00
michel d75d2a459b v4 stoch_simul.m: added storage of IRFs in oo_.irfs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1337 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-05 04:34:24 +00:00
adjemian f9d57f9389 Initialization of options_ in global_initialization (dynare_estimation+stoch_simul) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1161 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-22 16:34:54 +00:00
michel ce3a9a76ae v4: bug around options_.replic 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1085 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-18 07:37:22 +00:00
ratto 074f76dda2 bug on index of variable saved in base workspace 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@943 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-02 09:15:55 +00:00
michel e2882021d4 v4: various updates to Matlab code 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@871 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-08-24 13:07:26 +00:00
adjemian 0fd478dd6f Small changes in gmhmaxlik.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@814 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-05 12:42:01 +00:00
michel 9ed66f8cb4 v4 stoch_simul.m: added option for Spectral Density (not yet in parser) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@813 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-03 12:24:27 +00:00
adjemian 757a5f4af2 Added theoretical spectral density (in stoch_simul.m) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@778 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-05-24 16:46:32 +00:00
adjemian 482d132aff git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@612 ac1d8469-bf42-47a9-8791-bf33cf982152 2006-01-19 15:27:57 +00:00
michel 6e23ddbf6d v4: global dr_ -> oo_.dr; corrected bug with dr_algo=1 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@608 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-18 16:50:33 +00:00
michel 89f1118b49 v4: corrected stoch_simul for iter_\ncorrected backward models in dr1.m\nadded datatomfile.m and transition_matrix.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@581 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-06 15:12:00 +00:00
adjemian 0393e5e187 Corrections related to the impulse response functions. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@473 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-10-01 12:59:40 +00:00
michel bbf1729f9b v4: added dr_ as global in stoch_simul 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@468 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-30 15:02:43 +00:00
adjemian 884bff3678 posterior irf and bug corrections. New files : PosteriorIRF.m and GetOneDraw.m. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@462 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-26 12:40:14 +00:00
michel 46b1cb222b parser corrections + adapting 2nd order approx code 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@458 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-22 14:28:25 +00:00
michel a1a7cf34c3 correcting fname_ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@448 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-11 09:43:58 +00:00
michel 9a9872fd33 dynare_v4 from CVS 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-02-18 19:54:39 +00:00