stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
2,639 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

1532 Commits (3db736f31d747badfa8720a0d4c01c21571ab4d5)

Author SHA1 Message Date
Marco Ratto 38bb29fa11 1) fixed steady state derivatives for non-stationary models; 
2) fixed derivatives using kronecker products a la Iskrev
 2010-02-23 10:50:26 +01:00
Marco Ratto bb06ec430a 1) relaxed schur_vec_tol 
2) warning off divde by zero
3) better figure layout
 2010-02-23 10:47:43 +01:00
Ferhat Mihoubi e466748993 Bugs corrected: exogenous variable are read from and external file if oo_.exo_simul is not completely filled => allows for shocks. 2010-02-19 11:03:53 +01:00
Stéphane Adjemian (Charybdis) e1db53caa0 dynare_config adds matlab/missing/bsxfun in the path if needed. bsxfun.m is a replacement for matlab's 
built-in bsxfun function (missing in versions older than 7.4).
 2010-02-19 00:31:43 +01:00
Stéphane Adjemian (Charybdis) 9754bc7afa Fixed bug. 2010-02-19 00:31:43 +01:00
Stéphane Adjemian (Charybdis) 1fbe76b95d Added function a clone of matlab's built in bsxfun (missing in versions prior to 7.4). 2010-02-19 00:31:43 +01:00
Stéphane Adjemian (Charybdis) b762f010cd Fix the inconsistency between mh_drop and the number of mh draws discarded 
when computing the Brooks and Gelman convergence diagnostics.
 2010-02-18 17:13:13 +01:00
Sébastien Villemot 1ae1b5ff20 Backporting bicgstab function from Octave 3.2 to Octave 3.0 (closes #81) 2010-02-17 18:40:52 +01:00
Stéphane Adjemian (Gpm) 10e92a8673 Merge branch 'master' of stepan@kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-02-17 18:29:44 +01:00
Stéphane Adjemian (Gpm) de1ba423b5 Bug fixes. 2010-02-17 18:27:20 +01:00
Stéphane Adjemian (Gpm) cbfd0fd562 Added estimation of the variance of the SMM estimator. 2010-02-17 17:48:43 +01:00
Stéphane Adjemian (Gpm) b65178aadb Added a function computing the gradient of a function (R^m -> R^n). 2010-02-17 17:33:52 +01:00
Stéphane Adjemian (Gpm) f1b07fb789 Added a function computing the gap between simulated and sample moments. 2010-02-17 16:53:04 +01:00
Stéphane Adjemian (Gpm) 77570f40c7 Added mode options.optimization_routine==0 (no optimization, just read the optimization_path.mat file). 2010-02-17 16:20:37 +01:00
Sébastien Villemot c1e7ade63e get_variance_of_endogenous_variables.m: fixed error introduced in commit b9173a211f 2010-02-17 12:52:25 +01:00
Sébastien Villemot 9e2885d17f Merge remote branch 'michel/master' 2010-02-17 12:51:20 +01:00
Sébastien Villemot b9173a211f get_variance_of_endogenous_variables.m: 
* fixed bug when no unit root
* removed unused and never initialized second return argument
 2010-02-17 12:02:17 +01:00
Sébastien Villemot d6faa47807 Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
JUILLARD Michel 9509a46497 corrected bug when all variables are stationary and u is empty 2010-02-15 14:17:02 +01:00
Stéphane Adjemian (Karaba) 44623a1d3f Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze. 2010-02-13 19:19:57 +01:00
Marco Ratto be510a4b93 bug fixes for use with octave for windows 2010-02-12 19:31:39 +01:00
Marco Ratto 0d2448c375 bug fix for use with octave for windows (filesep in place of '/') 2010-02-12 19:31:05 +01:00
Marco Ratto c8568a7fb8 fixed bug: transpose after squeeze 2010-02-12 19:30:27 +01:00
Marco Ratto cfda6bf6bb added global variables needed 2010-02-12 18:01:53 +01:00
Marco Ratto fd31489982 simplified screen output for parallel runs in octave 2010-02-12 18:00:16 +01:00
Marco Ratto c4a6c47588 1) moved waitbar instances to core 
2) new input argument parallel_info for masterparallel
3) force not closing slave (consecutive pm3 calls)
 2010-02-12 17:54:52 +01:00
Marco Ratto 187e55739c provisions for octave and small fixed bug 2010-02-12 17:53:43 +01:00
Marco Ratto 4b6d5f3357 provisions for octave 2010-02-12 17:46:12 +01:00
Marco Ratto b9ae99d367 Several fixes: 
1) moved all waitbar instances to core routines;
2) added IRUN argument for core1
3) added global variables for core2 and removed wrong definitions for local ones
 2010-02-12 17:41:38 +01:00
Marco Ratto 1e31815805 New option parallel_info 2010-02-12 17:38:47 +01:00
Marco Ratto 7581960fb2 use of parallel info to redirect to masterParallelman when requested by the user 2010-02-12 17:38:15 +01:00
Marco Ratto cb5fcdef10 New input parallel_info for masterparallel 2010-02-12 17:37:28 +01:00
Marco Ratto e1b64eae1d Unix new line format 2010-02-12 17:35:53 +01:00
Marco Ratto bc4c342e6a debugged nvar wrongly put in local vars for core 2010-02-12 17:27:29 +01:00
Marco Ratto 0764c03001 New utility to close remote slaves when using the options of leaving slaves open after finishing a job. 2010-02-12 17:25:58 +01:00
Marco Ratto 5bb4ff02bc Added parallel_info argument to masterparallel 2010-02-12 17:24:24 +01:00
Marco Ratto d6027ad50f Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare-ratto 2010-02-12 17:17:42 +01:00
Stéphane Adjemian (Charybdis) a83c0e68c7 Bug fix and efficiency changes in smoothing routines. 2010-02-12 12:31:32 +01:00
Stéphane Adjemian (Karaba) a828c3d2c1 Do not compute the harmonic mean estimator of the marginal density and various posterior 
statistics if options_.mh_replic==0.
 2010-02-11 14:26:30 +01:00
Marco Ratto 3cecfb0f22 More comments and traps 2010-02-10 18:53:16 +01:00
Marco Ratto c76c0744ff If only one chain, don't go parallel 2010-02-10 18:52:16 +01:00
Marco Ratto 060e36da1a parallel version. 2010-02-10 18:51:07 +01:00
Marco Ratto 837399182c parallelized pm3. 2010-02-10 18:47:20 +01:00
Marco Ratto e2c38b4028 Parallel version of PosteriorIRF.m 2010-02-10 18:46:24 +01:00
Marco Ratto c566613d6d Bug fix: 'initialize' was always empty ... 2010-02-10 18:45:04 +01:00
Marco Ratto e4afa02054 Use of new utility distributeJobs 2010-02-10 18:43:29 +01:00
Marco Ratto f9bc14f02c Utility to distribute jobs, used by masterparallel 2010-02-10 18:42:15 +01:00
Marco Ratto 184ca19317 Utility to get the number of CPU's in a computer 2010-02-10 18:41:08 +01:00
Marco Ratto d62cd457ac Utility to check that cluster works properly and can run a remote matlab session. 2010-02-10 18:39:16 +01:00
Stéphane Adjemian (Charybdis) dcf49d606f Added the possibility of computing hp-filtered simulated moments. 2010-02-10 14:20:28 +01:00
Michel Juillard 7019b382d7 added initialization of priodens.m in global_initialization.m 2010-02-08 11:15:14 +01:00
Michel Juillard 84aae713a6 explicit initialization of persistent variables in priordens.m 2010-02-06 14:43:16 +01:00
Stéphane Adjemian (Charybdis) cc06f60ab2 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-02-05 23:21:10 +01:00
Stéphane Adjemian (Charybdis) 3f1fad9cd2 Added trap for cases where diffuse filters fail (replaced error messages by warning messages). 2010-02-05 23:18:08 +01:00
Sébastien Villemot d244278adf Fixed bug in dynasave (thanks to P. M. Lafourcade for reporting) 2010-02-05 16:54:00 +01:00
Stéphane Adjemian (Charybdis) 55c210ef47 Bug fix (fval is give by DsgeVarLikelihood if a dsge-var model is estimated) and cosmetic 
changes (removed trap).
 2010-02-04 21:36:21 +01:00
Michel Juillard 0c26e187b3 Merge branch 'master' of http://www.dynare.org/git/dynare 2010-02-04 16:34:53 +01:00
Michel Juillard 2e53bb0807 bug correction in mode_check when incomplete last page of plots 2010-02-04 16:30:19 +01:00
Stéphane Adjemian (Charybdis) 8878c10a75 Added a warning if the user put order>1 as an option in the estimation command. 2010-02-04 10:30:45 +01:00
stepan@charybdis bfde3d2beb Removed non linear kalman filter files. 2010-02-03 12:37:46 +01:00
ratto c666b79001 trap for NaN's in mm and MM 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3390 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-27 14:03:28 +00:00
ratto 7a743a9594 Added partial correlation plots for reduced form model and moments; 
warning of for the loop of  normalized sensitivities;

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3389 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-27 14:02:56 +00:00
sebastien c44452d820 Fast deterministic simulations: 
* when using "bytecode" without "block", enforce "stack_solve_algo=5"
* added a test for "bytecode" without "block" option


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3388 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-27 10:13:14 +00:00
ratto 3f8bc2b2a1 Added steady state to derivatives of LRE form. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3387 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-26 16:48:45 +00:00
ratto 234cc8ef7a header 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3381 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-26 14:11:15 +00:00
ratto 966a1b4896 boxplot utility, used in identification. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3380 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-26 14:10:17 +00:00
ratto a02dd60d1e Modified version of parallel routines, with more sophisticated management of slave processes, which are not closed after the completion of each job but can stay in stand-by until a new job is assigned to them. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3379 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-26 13:18:15 +00:00
ratto 0378c80427 deleted a bit still linked to sshfs 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3378 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-26 13:11:17 +00:00
michel f06b4e180a 4.2: fixed bug in k_order_pert.m for order == 1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3376 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-25 14:52:48 +00:00
michel ce7af53855 v4.2: changed vech functions names to avoid conflict with other toolboxes 
vech.m      -> dyn_vech.m
      unvech.m    -> dyn_unvech.m
      diag_vech.m -> dyn_diag_vech.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3375 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-23 16:55:28 +00:00
ferhat 0efd5b1621 "bytecode" option can be used without "block" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-22 10:03:29 +00:00
stepan 29fc9354ef Adapted SMM for the estimation of variances. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3370 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-21 10:56:32 +00:00
stepan 397d531990 Bug fix. Variable use_dll_flag is not defined if remote computers are not used. Don't need to compile the 
(dynamic model) mex file in this case.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3366 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-16 10:28:09 +00:00
stepan 46cf2ea243 * Bug fixes and cosmetic files in parallelized SMM. 
* Bug fix in extended_path.m



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3365 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 15:45:07 +00:00
ratto f8f8434977 removed useless comments 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3364 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 10:02:22 +00:00
ratto f1795cb909 1) added ismac for MATLAB >= 7.4 
2) some commenting added;
3) eliminated sshfs mounting
4) eliminate use of ifconfig, use hostname utility of linux/unix instead (still may  not work for solaris environments?)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3363 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 10:01:21 +00:00
ratto 414ea4daf0 forced order=1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3362 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 09:58:38 +00:00
ratto 94d215d73e Modifications linked to previous commit: 
Added first order moments 
Added LRE analysis for trivial no-identification

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3361 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 09:58:09 +00:00
ratto cda0f571b4 Added first order moments 
Added LRE analysis for trivial no-identification

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3360 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 09:57:05 +00:00
ratto a018e231de distinguishing between noprint and nomoments/nocorr options 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3359 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 09:55:05 +00:00
stepan c5cf610fdf Removed persistent variable. Don't know if persistent variables are working as expected 
with recursively called functions.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3354 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-13 10:14:55 +00:00
stepan 1b37985435 Added a generated mat file keeping track of the estimated parameters' values. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3347 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-11 16:36:36 +00:00
stepan 5f42e79bfc Changed the code so that if we are not able to solve for the deterministic equilibrium path 
at time t (even with the homotopic steps) then the size of the structural innovations is 
reduced (at time t *only*). The advantage of this trick is that the seed of the random 
number generator is not affected. The problem is that the structural innovations are now 
heteroscedastic. Should add something to evaluate the importance of this heteroscedasticity problem. 




git-svn-id: https://www.dynare.org/svn/dynare/trunk@3346 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-11 16:29:50 +00:00
stepan 77eec32811 Replaced disp() by error(). This condition (master running a job) is mandatory. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3345 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-11 13:58:45 +00:00
stepan 3ad3372f76 Correction of a bug introduced in the previous commit (3343). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3344 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-11 13:53:57 +00:00
stepan 868ef77d89 Tests if master is running a job. Master has to run a job, otherwise we 
cannot define a time limit for the evaluation of the objective function. 




git-svn-id: https://www.dynare.org/svn/dynare/trunk@3343 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-11 13:49:31 +00:00
stepan da8638ccc7 * Added the possibility to use the matlab's simplex routine for 
minimizing the objective function.
* Added a test for the platform (parellelized version of SMM is 
only implemented for linux).
* Added upper and lower bounds for the estimated parameters. A 
penalty is defined when a vector of parameters does not satisfy 
the upper and lower bounds.
* Cosmetic changes.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3342 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-11 13:33:23 +00:00
stepan 6d7c31de9b The second output argument has to be non empty. flag is equal to zero if, for some reason, 
the evaluation of the objective function failed.
 


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3339 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 23:27:43 +00:00
stepan 2fdc41ab36 Removed printed gradient. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3338 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 23:23:57 +00:00
stepan 2d8945939d Commit 3335 was incomplete. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3337 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 23:10:14 +00:00
stepan 696e8ee140 Added a new input argument (epsilon) in gradient routines and csminwel.m. This parameter defines the length of the steps considered 
by numgrad routines to compute the gradient. The default value (defined in global_initialization.m) for this parameter is 1e-6. The
value of epsilon is stored in options_.gradient_epsilon.




git-svn-id: https://www.dynare.org/svn/dynare/trunk@3335 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 16:51:33 +00:00
stepan 3c4d69ace2 * Efficiency change in numgrad (two, three and five points formulas) files. Do not evaluate the objective function at x, this is already 
done in csminwel.m or in csminit.m.
* Fixed bug in the calling sequence of numgrad5.m (five points formula) in csminwel.m.
* Cosmetic changes.




git-svn-id: https://www.dynare.org/svn/dynare/trunk@3334 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 14:36:45 +00:00
stepan 139491219b * Bug fixes. 
* Simulated moments (computed by the slaves) are saved in ascii files instead of mat files.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3333 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 13:49:18 +00:00
stepan 8c89170cf6 Bug fixes and cosmmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3330 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-09 15:46:55 +00:00
stepan 4beedc8f85 * Replaced file system matlab commands by unix commands. 
* Added (missing) call to dynare_config for each slave.
* Other bug fixes.
* Cosmetic changes.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3329 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-09 00:40:10 +00:00
stepan c2e3aa8f58 Bug fix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3328 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 17:42:38 +00:00
stepan 6a9624a78b * Added missing definition of the hostname in smm_objective.m. 
* Fixed bug related to the name of the remote computer in smm_objective.m.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3327 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 17:39:10 +00:00
stepan f8dc2e4c0a Fixed a bug related to the number of slaves per remote computer. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3326 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 17:33:31 +00:00
stepan 0787ea0201 Fixed bug related to the default seed on the slaves. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3325 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 17:30:44 +00:00
stepan 76c736275c Fixed ssh forwarding of the authentication key (added -A option). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3324 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 17:20:08 +00:00
stepan 7c17ab9cca Added parallelized Simulated Moments Method (to be tested). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3323 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 17:14:50 +00:00
ratto 16794e4ec9 Updated version following new revision of dsgelikelihood.m 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3318 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 10:06:21 +00:00
sebastien e7adf28fbd A few more copyright fixes 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3316 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 09:54:43 +00:00
sebastien 129b6fe060 Fixed a few copyright dates 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3315 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 09:48:23 +00:00
sebastien e1ac48414c Fixed RMSE in bvar_forecast 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3313 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 09:31:57 +00:00
fred d8f13d4dae SIS = standard particular filter 
_2 = variation around mat var-cov calculations

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3312 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 08:21:57 +00:00
stepan 301c840ace Adapted csminwel calling sequence to match the previous commit. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3311 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-06 14:54:27 +00:00
stepan 961b539dfd Removed dataset from the inputs (only one field of this structure was used). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3310 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-06 14:49:31 +00:00
stepan 1b3dce7d1b Added files for SMM estimation. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3309 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-06 14:38:32 +00:00
stepan c3aaa9b105 Added info vector as an output (needed to compute penalty for the smm objective function). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3308 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-06 14:06:41 +00:00
stepan 0520d44f8e Changed copyright date. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3307 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-06 13:56:02 +00:00
stepan 9dff2ba6cd * Added missing dummy output argument (result is equal to one if BK conditions are satisfied). 
* Removed useless definition of options_.qz_criterium 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3306 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-06 13:53:47 +00:00
michel a54a6cfbfa 4.2: adding function header 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3303 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-05 15:06:45 +00:00
michel 9ef426c3a9 4.2: added evaluate_planner_objective.m 
modified ramsey_policy to display objective function


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3302 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-05 14:59:49 +00:00
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
stepan a86149657e * Changed verbose mode in extended_path.m 
* Fixed  the evaluation of  the distance  to the  deterministic steady
  state in perfect_foresight_simulation.m (when options_.terminal_condition==2).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3299 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-04 10:35:11 +00:00
michel 9b3718b50f 4.2: corrected bugs for terminal_condition == 2 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3298 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-02 11:08:32 +00:00
stepan 2a75491196 Added functions to estimate the long run (co)variance of a 
multivariate stochastic  process. Still needs routines  to compute the
optimal bandwidth parameter.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3297 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-31 10:20:32 +00:00
stepan 21aefdaa5e Added a function to compute order k (centered if k>1) moments of time series. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3296 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-30 13:41:48 +00:00
stepan 9d77d667e7 * Added initialization of the newton steps (for the extended path 
algorithm) with the solution of the linearized model.
* Bug fixes
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3295 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-29 16:33:08 +00:00
stepan 2d0fff0292 * Bug fixes. 
* Added two new initializations for the perfect foresight equilibrium paths.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3294 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-29 15:34:05 +00:00
stepan ec6c70443a * Bug fixes. 
* Removed local copy of endo_simul.
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3293 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-29 10:55:52 +00:00
sebastien e6a1916577 Theoretical autocovariances: 
* at order 2 with non-stationary variables, fixed 2nd order mean correction
* when HP filtering (whether at order 1 or 2), consider all variables as stationary (closes #52)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3288 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-23 11:34:44 +00:00
sebastien c0c0d48fed Fix gamrnd.m: for big integer values of parameter a, the gaussian approximation was incorrect (closes #67) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3281 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-21 11:08:59 +00:00
sebastien 0011678cb5 Changes by Ferhat: 
* fix options stack_solve_algo={2,3,4} (closes #68)
* fix crashes for singular normalizations (closes #44) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-21 10:29:21 +00:00
michel 3885bddd6d trunk: implemented more efficient formulas for smoother 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3276 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-19 22:43:23 +00:00
michel 2b5e551ad2 trunk: added error message for 2nd or 3rd order approximation of purely backward models (to be merged in 4.1) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3275 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-19 15:37:56 +00:00
michel f7ff186c63 trunk: fixed bug in sim1.m for options_.terminal_condition == 1 (to be merged in 4.1) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3274 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-19 15:25:19 +00:00
sebastien f9a7dfc5f4 Fix crash of rplot with models with no lags (fixed #71) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3267 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-18 09:39:53 +00:00
sebastien 982ffa4996 Detection of MEX files: avoid confusion with directories of the same name than MEX files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3263 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-17 14:20:14 +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 c01a3c134b Reindented the reference manual (using Emacs' nXml mode, except for <programlisting> tags which are messed up by the autoindent) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3248 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 15:35:53 +00:00
sebastien aa23ed73e9 preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 13:21:31 +00:00
michel 9f57f73d74 4.1: shortcircuit simplified code for backward models when order > 1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3243 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-15 15:07:48 +00:00
michel 28f5c66f5d 4.1: fixing bug in estimating backward models with loglinear option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3242 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-15 14:12:53 +00:00
michel 0cf6180bb8 4.1: removed commented out code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3241 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-15 13:33:03 +00:00
sebastien cf77c3f245 * Fix USE_DLL option at order 2 (closes #64) 
* Added a corresponding test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-14 11:06:29 +00:00
sebastien c5e0868db8 simultxdet.m: fixed bug when var_list is not equal to the set of all endogenous 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3234 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-14 09:17:55 +00:00
stepan 90f5ab741b * Added number of particles (10;-) when calling monte_carlo_gaussian_particle_filter from particle/DsgeLiklihood. 
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3233 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 22:25:56 +00:00
fred b8db5a23a1 latest version ; still buggy 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3232 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 17:12:49 +00:00
fred ae72c409d6 first try for particular filter 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3222 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 11:49:02 +00:00
michel 74a8acc29c 4.1 adding instruments option to ramsey_policy; ramsey_policy can now use a *_steadystate.m file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-10 14:59:32 +00:00
sebastien 728fb07d34 mjdgges.m: improve warning message 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3215 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-09 09:36:54 +00:00
sebastien 20d4107493 qz/mjdgges.m: under Octave, warn users if some eigenvalues are > 1.0 but <= qz_criterium in modulus (Octave can't change the criterium) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3206 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 09:36:03 +00:00
michel cf933608d0 4.1: solution for QZ in Octave (to be tested) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3202 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-07 12:25:24 +00:00
sebastien c402bd8969 qz/mjdgges.m: fail under Octave, since Octave can't compute a complex QZ 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3201 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-07 11:34:54 +00:00
george a5dad180ca opt taken out 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3193 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-03 09:58:58 +00:00
george 95f36d5d68 yss error taken out 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3192 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-03 09:37:06 +00:00
george aa6cf78250 Adding loglinear correction and the 2nd output argument for the 1st order as there must be 1+order output variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3191 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-03 08:14:10 +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
sebastien 59ca45e4f4 Removed last remnants of "ct_" global variable 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3187 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 16:30:56 +00:00
michel 9d977e720b SWZ: updating SWZ test file tests/swz/test1.mod 
removing useless function


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3184 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 14:05:41 +00:00
michel d37763635b SWZ: adding identification/upper_cholesky.m 
cleaning up code


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3183 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 13:52:52 +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
stepan 9a23cee31c * Changed name of ct_ --> options_.terminal_condition. The default value is zero 
(the terminal condition is y_{T} = y^{\star}), other possible values
  are  1  (terminal  condition   is  y_{T+1}=y_{T})  and  2  (terminal
  condition is  y_{T+1}=TransitionMatrix*y_{T}, where TransitionMatrix
  is given by the first order approximation of the reduced form model).
* Added mode options_.terminal_condition=2 in perfect_foresight_simulation.m.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3176 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 16:24:57 +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
michel 1820b3a4fb v4.1: remove matlab/kordpert not need anymore 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3172 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-29 21:02:52 +00:00
michel a715408698 v4.1: Matlab routines for k_order_perturbation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3171 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-29 21:01:40 +00:00
stepan e8b6a04e97 * Cosmetic changes. 
* Do not compute B if not needed.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3167 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-25 12:05:31 +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
sebastien 6e8cc2e8db forecast_graphs: force creation of subdirectory for storing graphs 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3165 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-25 09:52:54 +00:00
sebastien 5616f1f2a8 homotopy mode 2: replaced use of strtrim() by deblank(), for compatibility with older MATLAB 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3164 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-24 11:30:08 +00:00
sebastien dbff434fc1 dynare_config.m: reflect the fact that 64-bit DLLs need to be recompiled between 7.2 and 7.3 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3163 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-23 15:16:43 +00:00
sebastien c121d7a4d1 writedata.m: fail if using Octave or MATLAB 6.5, which don't have xlswrite 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3162 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-23 15:16:16 +00:00
michel edb717c1c9 4.1: factoring the code for Model Summary 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3161 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-22 16:51:36 +00:00
sebastien 9262cf34d5 Fixed name of MEX for MATLAB directory (goes back to 6.5) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3156 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-17 19:01:59 +00:00
stepan 7e463facf6 * Increase size of homotopic steps if all goes well. 
* Break Newton loop if err is NaN or if err is increasing (save useless iterations).



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3152 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-17 10:58:19 +00:00
stepan 55272c010e * Cosmetic changes. 
* Added verbose mode.
* Changed the initialization of the homotopic mode.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3151 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-13 17:06:30 +00:00
stepan c393fa92e4 Added homotopic steps on the size of the shocks. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3148 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-13 14:18:01 +00:00
sebastien 7085060e82 parallelization system: 
* documented the functions masterParallel, fParallel and struct2local
* removed useless comments, and added some comments inside the code


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3146 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-10 18:29:56 +00:00
sebastien d17b813c6b Removed wrong executable property 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3142 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-09 11:01:59 +00:00
stepan facc7311a8 Bug fix. Changed the call to the particle filter routine. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3139 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-08 13:47:12 +00:00
stepan 2063c0944f * Removed simult_ and added local_state_space_iteration_2 (a specialized version of simult_). 
* Renamed gaussian_particle_filter.m. Changed the names of the variables in this file. The 
gaussian nodes are not stored anymore in a big matrix.
* Added a function to compute the cholesky decomposition of a symetric semidefinite positive
matrix.  



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3138 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-08 13:46:05 +00:00
stepan 98ac3091c9 Added a vector of indices for the state variables in the restricted state vector (bayestopt_.mf0). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3132 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-06 14:03:50 +00:00
sebastien 04d5c56b20 dynare_config.m: test presence of dynare_simul_ DLL and display the result 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3131 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-06 12:03:19 +00:00
sebastien 30d2f00cc2 Reorganized the directory hierarchy for storing MEX files for MATLAB: 
* mex/matlab/ is now the default location
* removed mex/2007a, mex/2007b and mex/2009a-64bit
* on Windows platforms, use version specific subdirs of mex/matlab if present (called win32-6.5.1-7.4, win32-7.4-7.9, win64-7.2-7.4, win64-7.5-7.7, win64-7.8-7.9)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3123 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-04 10:56:37 +00:00
ratto d9ea204fc5 File names should correspond to varlist and not to endo_names 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3122 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-03 15:21:30 +00:00
stepan 3a137c3eaa Added files for extended path simulations. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3120 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-03 13:45:52 +00:00
stepan b6d5369421 * Added files for extended path simulations. 
* Removed seed from gaussian_particle_filter.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3118 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-03 12:27:22 +00:00
stepan 37144125fc Added simult_ and DsgeLikelihood routines specific to the particle filter. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3110 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-31 07:55:16 +00:00
stepan 11bb96f19b * Added subfolder for particle filters. 
* Added a routine for gaussian particle filter. The likelihood is evaluated
by assuming that the state vector is normally distributed.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3109 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-31 07:55:13 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00
stepan ee74f38b11 Removed (or moved) initialization of options_'s fields from simul.m. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3079 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 12:52:16 +00:00
ratto e601d7bec1 Still some errors in dsgelikelihood are present that are not trapped: use try catch when evaluating target function; 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3078 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 12:01:34 +00:00
ratto 8a56ed35ad 1) Still some errors in dsgelikelihood are present that are not trapped: use try catch when evaluating target function; 
2) proposal density should contain the jscale.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3077 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 12:01:15 +00:00
stepan f5037df3cd Cosmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3073 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 10:03:03 +00:00
sebastien 9ab04f3323 Renamed kordepert to k_order_perturbation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3070 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 09:07:47 +00:00
sebastien 3a673134fe Added missing copyright notice 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3069 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 08:15:32 +00:00
stepan 21d58eac91 * Bug fix. 
* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 15:56:32 +00:00
stepan a9f18121bd Changed the files performing conditional forecasts (to match the output of the preprocessor). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3065 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 13:03:30 +00:00
ratto 98b3747312 Utility to check the definitions of the parallel cluster. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3064 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 09:20:37 +00:00
sebastien df7bc34379 Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 16:55:31 +00:00
stepan c96d6767a1 Changed the place where priordens' persistent variables are saved (suite). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3061 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:47:36 +00:00
stepan f13cf45741 Changed the place where priordens' persistent variables are cleared. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3060 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:47:33 +00:00
sebastien aa6ff983a9 AIM solver: 
* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:44:56 +00:00
stepan 217462afe1 Fixed bug in the evaluation of the posterior kernel. The persistent variables declared in 
priordens.m have to be cleared before calling evaluate_likelihood().

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3058 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:33:54 +00:00
ratto b863a6d6fc Added new identification options introduced in the preprocessor. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3057 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:13:47 +00:00
ratto b8bc96c8e6 Adapted to follow preprocessor syntax. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3056 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:13:15 +00:00
sebastien 1e3115e759 Workaround for bug in Octave 3.2, numbered #550823 in Debian BTS, see http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=550823 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3055 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 12:58:17 +00:00
sebastien 05773e5edf CheckPath: another fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3054 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 12:57:22 +00:00