sebastien
37745150b5
Fixed header of dsge_posterior_kernel.m
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2806 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 10:22:22 +00:00
sebastien
4e9b23363a
Reorganized the way we deal with functions which exist under only some versions of MATLAB and/or some versions of Octave:
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* Created a directory matlab/missing to store them under subdirectories
* Add the needed subdirectories to the path from dynare_config.m
* Moved content of matlab/matlab/ and matlab/octave/ to matlab/missing/*/
* matlab/missing/ordeig/ordeig.m: new name of matlab/my_ordeig
* matlab/missing/ordschur/ordschur.m: fake replacement, displays an error message
* Removed old matlab/matlab/ and matlab/octave/ directories
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2805 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 10:20:42 +00:00
sebastien
ff54854507
Build system: added missing targets in clean rules
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2804 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 08:26:35 +00:00
sebastien
30ba893514
Reference manual: updated synopsis for optim_weights, osr, osr_params, planner_objective, ramsey_policy, dynare_sensitivity, rplot, dynatype, dynasave
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2803 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-02 16:54:19 +00:00
sebastien
db382f1f6f
Changes to the write_latex_{static,dynamic}_model:
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* fixed bug in the dynamic version (was putting time subscripts to parameters)
* changed symbol for multiplication to a space (was a dot)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2802 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-02 14:51:14 +00:00
sebastien
fbff270180
* Added BVAR a la sims examples in Octave testsuite
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* Switched BVAR example data to M-file instead of XLS
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2801 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-01 13:23:28 +00:00
sebastien
5b06ad8ae5
Fixed bug with bvar_forecast under Octave (mkdir doesn't have the implicit "-p" option)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2800 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-01 13:17:44 +00:00
george
84cb23d172
TPT' QTSQTt.f90 performance test standalone routines
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2799 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 19:48:40 +00:00
sebastien
62f6368a19
trunk preprocessor: added new option "block_mfs" to "steady"
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* normalizes the static model
* computes its block decomposition, using topological order
* for each block, computes minimum feedback set of variables
* at this stage, only produces text output (no change in the computation of steady state)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2798 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 15:07:09 +00:00
sebastien
1f22698295
trunk preprocessor: various minor changes in MinimumFeedbackSet.{cc,hh}
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2797 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 14:43:59 +00:00
george
7174c5f3ce
Fixing changes in passing hessian from mex/dll as sparse instead full matrix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2796 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 09:57:23 +00:00
george
c0808c9ae9
Fixing changes in passing hessian from mex/dll as sparse instead full matrix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2795 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 07:33:40 +00:00
sebastien
a05fa888b0
trunk preprocessor: M_.NNZDerivatives is now a column vector instead of a matrix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2794 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-29 10:52:57 +00:00
sebastien
e7c9ec55e9
trunk preprocessor: fixed bug with sparse Hessian and USE_DLL
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2793 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-29 09:27:09 +00:00
sebastien
bbd756220c
trunk preprocessor: output the number of non-zero derivatives in main M-file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2792 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-26 13:57:07 +00:00
stepan
d6fe54dc18
+ Bug fixes related to the computation of prior (and posterior) moments.
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+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2791 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-26 10:21:30 +00:00
michel
53b0cf6306
k_order_perturbation: proposition of modification to integrate change to the storing of Hessian with option USE_DLL
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2790 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 14:35:28 +00:00
sebastien
8c143e29fc
trunk dr1.m: removed workaround for USE_DLL (no longer needed, since USE_DLL is now broken at order 2)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2789 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 12:13:42 +00:00
sebastien
0e0cdc5006
trunk: added ramsey policy example to testsuite
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2788 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 10:02:14 +00:00
sebastien
14eea65483
trunk preprocessor:
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* for 2nd and 3rd derivatives of static and dynamic model, create the sparse matrices in a more efficient way (thanks to Pablo Winant for suggesting this and providing a patch)
* this breaks USE_DLL option at order 2
* fixed bug when hessian or 3rd deriv. matrix was all zero: the matrix was not constructed at all, leading to crashes in Matlab code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2787 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 09:56:41 +00:00
stepan
5f8de6f142
+ Added error messages related to the output of the steadystate file.
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+ 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
0612cd8ebe
trunk preprocessor: fixed logical and operator (thanks to Pablo Winant for pointing this out)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2785 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 07:35:08 +00:00
george
10994498ea
Adding 2nd version of QTV - QTV_1.f90 and the associated test cpp file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2784 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-24 15:36:55 +00:00
sebastien
1c57c3129c
trunk doc: updated macroprocessor slides
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2783 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-24 12:51:58 +00:00
george
66c571d67a
Update and new test routines for testing QT performance. The lapse execution time is measured as difference between the unix date after and before the run. For correct results, supply a tab-delimited file containing the transpose of the QT
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2782 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-24 12:50:08 +00:00
george
6a6d24e5b3
Updates to Kalman filter QT library standalone exe test
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2781 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 19:19:03 +00:00
george
bc28cfc8c7
Updates to Kalman filter sylv library
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2780 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 19:09:07 +00:00
george
b47b9f5ed7
Updates to Kalman filter library and dll and dll tests
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2779 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 19:06:08 +00:00
george
061207a88e
Andrea Pagano's f90 QT library and associated C++ integration and test routines
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2778 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 18:41:16 +00:00
michel
4d7f60c803
v4.1: added 'file' to call to exist() function to avoid a bug when there exists a directory with the same name as the mex function
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2777 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-21 09:20:03 +00:00
ratto
5856731338
Updated version using p2 in place of pstdev
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2774 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-19 09:02:32 +00:00
ratto
27850744ba
New version with the shape of the likelihood kernel on the top of posterior shape;
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Use of one single loop, by merging the previous three cases, for easier parallelizing.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2773 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-19 08:54:40 +00:00
ratto
d10423ec19
Added mode_check_nolik option, with default = 0
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2772 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-19 08:44:08 +00:00
stepan
f039875f60
+ Various bug fixes related to prior sampling.
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+ Removed globals in set_stationary_variables_list.m.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2771 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-15 14:36:30 +00:00
stepan
2d314b32b9
Updated header.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2770 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-15 08:45:22 +00:00
stepan
cd81ed664e
Bug fix (dynare was crashing when the number of estimated parameters
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is changed).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2769 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-12 21:51:22 +00:00
stepan
4af1f415d4
Various bug fixes.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2768 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-12 10:08:25 +00:00
stepan
771a12c8ae
Bug fix (introduced in the previous commit).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2767 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-12 09:40:32 +00:00
stepan
1c5e2df2a0
+ Changed compute_moments_varendo so that it can handle prior montecarlo.
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+ Bug fix.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2766 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 23:09:19 +00:00
stepan
5695c1d528
+ Changed some files so that they can handle prior montecarlo.
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+ New version of prior_analysis.m.
+ Changed names and calls.
+ Bug fix.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2765 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 22:55:37 +00:00
stepan
bdabde9b58
+ Changed some files so that they can handle prior montecarlo.
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+ Changed names and calls.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2764 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 16:32:05 +00:00
george
6687ebb992
Adding separate and modified sylv utilities needed by KF
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2763 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 16:13:38 +00:00
sebastien
f74c6f30b2
trunk: added testsuite for Octave, incorporated in build system (merge needed)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2760 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 14:58:43 +00:00
stepan
e3043c4107
+ Changed dsge_simulated_theoretical_*.m files. They can be used to compute the prior distribution
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of second order moments and variance decompositions.
+ Changed calls to dsge_simulated_theoretical_* functions.
+ Fixed headers.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2759 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 14:39:52 +00:00
stepan
b04e65196f
Changed names of four functions (these functions will be used for posterior *and* prior sampling).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2758 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 13:22:52 +00:00
stepan
16de70de41
Changed header.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2757 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 12:59:04 +00:00
stepan
5ff813a1e6
Added a new function. This function tests if prior_sampler.m has to be called or if
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the second order moments have to be computed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2756 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:57:33 +00:00
stepan
faaac5e6c0
Added comments.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2755 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:33:30 +00:00
stepan
b71a7a83ed
Save prior structure (bayestopt_) in M_.dname/prior/definition.mat, if the prior is changed.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2754 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:30:26 +00:00
sebastien
cbbaf112e3
trunk preprocessor: fixed bug when loading non-existent steady-state file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2753 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-10 14:45:41 +00:00