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2028 Commits (41a8ff55d779dd95c8fa403e6c6447de6ce5b7eb)

Author SHA1 Message Date
Sébastien Villemot 51f759c59f Fixed typo in error message 2011-08-19 17:20:40 +02:00
Michel Juillard cee82819f3 changed test for NaN and Inf in Jacobian, changed info error number, changed error message 2011-08-18 22:22:23 +02:00
Sébastien Villemot d05d1f878b Merge remote-tracking branch 'houtanb/master' 2011-08-17 15:55:24 +02:00
Sébastien Villemot 1d67940ea6 Merge commit 'remotes/ferhat/master~2' 2011-08-17 14:18:05 +02:00
Houtan Bastani d71b9bd250 MS-SBVAR: remove reinitialization of random number generator 2011-08-16 14:26:32 +02:00
Michel Juillard 7e29a03fad now adaptive Metropolis creates a sequence of adaptive_metropolis_proposal_NN.mat files keeping track of covariance updates. adaptive Metropolis can now be continued in subsequent runs 2011-08-15 15:27:30 +02:00
Ferhat Mihoubi 95671d8932 A model can be solved with (block and/or bytecode) and linear options 2011-08-11 14:15:50 +02:00
Ferhat Mihoubi b4b2f21695 The theoretical autocovariances can be computed with block option 2011-08-11 14:15:50 +02:00
Houtan Bastani c1ffa446e2 add missing semicolons 2011-08-10 18:23:08 +02:00
Houtan Bastani 8ac06f9319 MS-SBVAR: reinitialize options before calls to mssbvar functions 2011-08-10 18:23:01 +02:00
Houtan Bastani 0f001abbe4 MS-SBVAR: input options that allow code to be called with previous output files 2011-08-10 18:22:53 +02:00
Houtan Bastani 676f201e5b MS-SBVAR: rework file cleaning 2011-08-10 18:22:37 +02:00
Houtan Bastani 99c657a619 MS-SBVAR: use dynare seed 2011-08-09 16:40:36 +02:00
Michel Juillard df58ef9552 changin mh_drop behavior in adaptive_metropolis_hastings 2011-08-05 10:55:28 +02:00
Michel Juillard a9a81f10eb adding metropolis_run_analysis. For now, this function plots the posterior and one chosen parameter during the Metropolis iterations 2011-08-05 10:55:28 +02:00
Houtan Bastani 7a83b09842 MS-SBVAR: irf save bug fixes 2011-08-04 00:39:16 +02:00
Michel Juillard 54b813d3d7 MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices. 2011-08-02 10:49:50 +02:00
Michel Juillard 6f406ffca1 bug correction for exculsion_constants 2011-08-01 10:50:07 +02:00
Michel Juillard ac93cd0897 added possibility to do conditional forecast with a calibrated model + bug correction + new test file 2011-07-30 20:19:15 +02:00
Michel Juillard 5cd7ef323e adding "exclusion constants" to svar identification 2011-07-29 18:11:50 +02:00
Michel Juillard a8c184a63d adding noprint also for empirical moments 2011-07-26 13:51:00 +02:00
Michel Juillard 4f3426552c adaptive_metropolis_hasting: lowering minimal jscale 2011-07-24 23:04:13 +02:00
Michel Juillard cd1d6ae253 adding mode_compute=prior, initializing variance of proposal at variance of priors 2011-07-24 23:03:31 +02:00
Michel Juillard c40e5f3edf fixing intialization of output arguments 2011-07-24 23:02:12 +02:00
Michel Juillard 89e66dfd98 fixing problem with bayestopt_.p5 (prior mode) 2011-07-24 23:01:50 +02:00
Michel Juillard 50c085e5a3 using isequal while testing options_.mode_compute 2011-07-24 23:00:32 +02:00
Michel Juillard 2de9113889 update to ramsey_policy 2011-07-24 20:56:30 +02:00
Michel Juillard a6281ac9f9 adding a first attempt for adaptive Metropolis Hastings 2011-07-24 19:52:05 +02:00
Houtan Bastani 509cc15191 bug fix: getPowerDeriv not accessible from modfile.m 2011-07-19 14:35:35 +02:00
Michel Juillard 6662aa9e26 expanded error message when initial values are incompatible with steady state equations 2011-07-14 12:20:36 +02:00
Houtan Bastani b15bdb11d9 MS-SBVAR: bug fix 2011-07-12 14:43:10 +02:00
Michel Juillard 0baa7d7ae9 ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR 2011-07-12 14:31:19 +02:00
Sébastien Villemot 3eec808cee Merge remote-tracking branch 'houtanb/master' 2011-07-07 16:13:01 +02:00
Houtan Bastani 9b9eb4e078 irf_shocks bug fix in stoch_simul (Thanks to J. Pfeifer for pointing this out) 2011-07-07 16:04:02 +02:00
Marco Ratto 80582b19bd Provisions for new options 
pvalue_ks
pvalue_corr
 2011-07-07 09:48:06 +02:00
Marco Ratto 0b1188c923 Added copyright preamble 2011-07-07 09:47:00 +02:00
Marco Ratto 34e88fffc7 utility providing critical value of the t-distribution 2011-07-07 09:46:43 +02:00
Stéphane Adjemian (Charybdis) e097f7c8db Change options_.lik_init to default value if the fixed point of the Riccati equation cannot be found. 2011-06-28 14:49:56 +02:00
Marco Ratto d83c5326f6 check that theoretical moments are independent when evaluating simulated moments uncertainty 2011-06-24 10:58:04 +02:00
Marco Ratto 47787f6f20 Fixed waitbar message from octave slave (matlab master) 2011-06-24 10:57:25 +02:00
Marco Ratto 1b2cab9b52 Fixed check of number of cpu's chen unix master calls windows slave 2011-06-24 10:56:07 +02:00
Stéphane Adjemian (Charybdis) fa9f6ac90b Added option lik_init=4. Initialization of the Kalman filter/smoother with the fixed point of the Riccati equation. 2011-06-23 23:39:15 +02:00
Stéphane Adjemian (Charybdis) f0addc9e39 Added routines from dynare-breaks branch. 2011-06-23 21:46:41 +02:00
Stéphane Adjemian (Charybdis) 4444a850b3 Removed annoying display. 2011-06-23 17:48:09 +02:00
Ferhat Mihoubi 3262e6097c - use gensylv instead of sylvester3 to solve the Sylvester equation 2011-06-23 17:44:24 +02:00
Ferhat Mihoubi 99310d97d3 gensylv.m and gensylv.mex work in the same way 2011-06-23 17:44:23 +02:00
Stéphane Adjemian (Charybdis) 929df4f070 Renamed some files related to csminwel 2011-06-23 15:57:06 +02:00
Houtan Bastani d4d25d82d9 preprocessor: add identification option lik_init 2011-06-23 11:13:35 +02:00
Michel Juillard 219d6766b2 Merge branch 'ramsey' 2011-06-22 18:41:20 +02:00
Michel Juillard 1617b6a410 improving Ramsey policy 2011-06-22 11:31:35 +02:00