3bf9d8d487
Corrected and commented out the penalty power on info(2) because penalty power is already raised in DR1.m and resol respectively.
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GP July'08
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1968 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 10:15:27 +00:00
827261166c
Added use of G Anderson AIM - see Readme.txt in the new AIM subdirectory.
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DR1 tries to invoke AIM if options_.useAIM == 1 is set.
for start, options_.useAIM = 0 is set by default in global_initialization.m so that system uses mjdgges by default.
If AIM is to be used, options_.useAIM = 1 needs to be set either in the model <>.mod file, before invoking, estimate and/or stoch_simul, or by issuing appropriate command for estimate and/or stoch_simul.
However, if other exceptions occur and aimcode is higher than 5, the system resets options_.useAIM = 0 tries to use mjdgges instead.
GP July '08
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1967 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:53:36 +00:00
bee92a9714
The path to the AIM directory is added by dynare_config.m
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for start, options_.useAIM = 0 is set by default in global_initialization.m so that system uses mjdgges by default.
If AIM is to be used, options_.useAIM = 1 needs to be set either in the model <>.mod file, before invoking, estimate and/or stoch_simul, or by issuing appropriate command for estimate and/or stoch_simul.
GP July '08
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1966 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:46:07 +00:00
8225da0e7e
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1965 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:42:22 +00:00
c9cf49e30b
options_.nk default is now set to 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1963 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-26 14:15:21 +00:00
6b0ba30fb9
Bug correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1962 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-25 08:26:20 +00:00
6ff7605f58
added missing semicolon
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1960 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-21 20:20:53 +00:00
f78c7f3400
corrected bug in returned argument sequence
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1959 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-21 13:51:43 +00:00
994af45929
made it possible to force the univariate filter in estimation, mostly for testing purpose
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1958 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-18 23:02:53 +00:00
ada0a05f49
v4 doc:
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* updates to the manual: added an empty entry for every new command, removed old commands
* fixed a typo in bvar_a_la_sims.tex
* added a warning in the Makefile about package docbook-xsl
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1957 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-16 10:47:39 +00:00
5c63d232ce
v4: packaging updates
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1954 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-11 14:57:54 +00:00
308166f1f5
v4 matlab/doc: removed obsolete directory
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1953 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-11 14:13:28 +00:00
b9622cfacd
Moved DynareKalman.tex and unit_roots.tex.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1952 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-11 13:20:59 +00:00
8643cd9694
v4 manual:
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* removed mention of Scilab and Gauss in the introduction, replaced it by GNU Octave
* updated developping team names
* completely rewritten "software requirements" and "installation" section
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1951 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-10 18:52:53 +00:00
491e5aabd0
v4 lyapunov_symm.m: fixed bug (one cannont change the counter of a 'for' loop from inside the loop)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1950 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-10 13:22:50 +00:00
891ed99248
v4 packaging: documentation-related changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1949 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-09 21:07:02 +00:00
791422ba66
v4 doc: enhanced build system for all documents (except the userguide which we can't recompile at this stage, since some components are lacking in the SVN)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1948 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-09 20:36:40 +00:00
be352664fa
v4 manual.xml:
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* fixed bug in oo_ table of estimation command, where the 4 last columns where hidden (only 2 were displayed instead of 6)
* replaced ′ with a single quote (dblatex doesn't handle ′)
* implemented a workaround for dblatex bug, by replacing <xref> with <link> when the indexed element contains an underscore
* upgraded header to DocBook 4.5
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1947 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-09 20:34:59 +00:00
38323e2271
v4 userguide: removed useless files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1946 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-09 20:30:33 +00:00
e772de9068
v4 packaging:
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* Windows: improved on README.txt
* Debian/Ubuntu: added copyright, README.Debian, and lintian override for empty directories
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1945 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-09 17:20:45 +00:00
eeb0bee292
Initialization of the deterministic simulation is made optional. Added an option for homotopic solution to deterministic models (not ready).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1944 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-09 08:47:38 +00:00
03a726c9bd
v4:
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* moved windows packaging files to the windows/ subdirectory
* added a README.txt
* added the text of the GNU Free Documentation License
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1943 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 17:01:23 +00:00
d9ffbb3e79
v4 dynare.m: cosmetic changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1942 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 15:52:55 +00:00
57f4d42a5b
v4:
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* added a warning when Matlab < 6.5 or Octave < 3.0.0
* created octave_ver_less_than.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1941 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 15:45:10 +00:00
b99a83d1be
Moved use_qzdiv in options_ (defined in global_initialization.m), so that we do not have to test the mjdgges file and define use_qzdiv each time dr1.m is called.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1940 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 14:29:11 +00:00
20fb13f7c2
* Added five points formula for gradient evaluation.
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* Cosmetic changes in numgrad3.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1939 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 08:18:54 +00:00
e8d6dd1ef3
v4 matlab: use my_ordeig instead of ordeig for Octave and for Matlab < 7.0.1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1938 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 21:48:12 +00:00
2d4d93df13
v4 my_ordeig.m: fixed bug with 2x2 blocks: the second complex eigenvalue was not the conjugate of the first! (bug caused by manual incrementation of the index of a for loop; a while loop solves the issue)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1937 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 21:38:43 +00:00
ddaaf9e1e3
v4 matlab:
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* added a function matlab_ver_less_than() for testing Matlab version
* updated dynare_config.m and build_matlab.m accordingly
* removed tests to check whether we are older than Matlab 6.5 (R13), since we don't support those old versions anymore
* removed a few unnecessary uses of eval()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1936 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 17:08:55 +00:00
27886047cf
* Changed numgrad.m. If fcn(x+h) is not well defined (for instance cost_flag=0 because of BK conditions) we compute the gradient using (fcn(x)-fcn(x-h))/h instead of the original formula (fcn(x+h)-fcn(x))/h.
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* Added function numgrad3.m. This new function uses a three point formula to compute the gradient. By default Dynare uses the two point formula. By setting options_.gradient_method=3 Dynare switches to the three point formula. Note that an input argument has been added to csminwel.
* Added automatic detection of needed constant in dsge-var model (may be problematic is some cases)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1935 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 12:58:13 +00:00
7f927eff00
Changed penalties.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1934 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 12:31:51 +00:00
400267ab92
v4 doc: added macroprocessor slides
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1933 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 14:30:46 +00:00
de66e31008
v4 qbeta.m: quick fix for Octave
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1932 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:37:01 +00:00
4993de5e95
v4 read_variables.m: more explicit error message if datafile does not exist
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1931 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:27:21 +00:00
6fa483bd3f
v4 prior_posterior_statistics.m: Octave compatibility issues:
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* added missing .mat extensions
* use text waiting bar instead of waitbar()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1930 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:20:49 +00:00
3ac7bab6f0
Replaced | by || in conditional statements.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1929 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:50:08 +00:00
6827fc7c28
Replaced & by && (compatibility with octave issue).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1928 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:41:01 +00:00
4553ceca01
Bug correction (MAX_error replaced by MAX_nerro, for models with measurement errors).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1927 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:21:52 +00:00
e9be36f6ad
v4 octave: fixed a problem with infinite eigenvalues in dr1.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1926 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 09:57:01 +00:00
b1c4c4537b
added missing ';'
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1925 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-03 11:23:32 +00:00
fe54c7ca07
adding functions and fixing bugs for diffuse filter
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1924 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 12:53:24 +00:00
5ba344d75c
bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1923 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:49:19 +00:00
2c8a9d2f60
cleaning diffuse algorithms
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1922 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:48:14 +00:00
bfe76b3c4b
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1921 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:46:51 +00:00
f91d9dbf7c
adding back DsgeLikelihood_hh.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1920 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:39:58 +00:00
a148c0a3f1
undoing changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1919 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:38:44 +00:00
36f264a1ca
put back DsgeLikelihood_hh.m that is used by option 5 of the optimizer
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1918 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:15:19 +00:00
9074fdba91
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1917 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 09:34:22 +00:00
59ad1a9c54
added diffuse_filter option
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1916 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 09:33:58 +00:00
333915e07a
removing unused function DsgeLikelihood_hh.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1915 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 08:17:12 +00:00
george
michel
adjemian
sebastien