Houtan Bastani
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426682d632
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cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
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2011-08-19 16:59:18 +02:00 |
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Houtan Bastani
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65d05f1a31
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remove unused variables from preprocessor
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2011-08-19 16:59:12 +02:00 |
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Houtan Bastani
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18bd51952f
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output derivatives of static model when identification is present (closes #127)
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2011-08-19 16:58:44 +02:00 |
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Houtan Bastani
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7357a23114
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output mex file for static model (closes #183)
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2011-08-19 16:57:27 +02:00 |
Michel Juillard
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cee82819f3
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changed test for NaN and Inf in Jacobian, changed info error number, changed error message
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2011-08-18 22:22:23 +02:00 |
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Houtan Bastani
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f6f61df162
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fix typo
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2011-08-18 09:41:54 +02:00 |
Sébastien Villemot
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6bd588520c
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Reference manual: fixed minor errors in the usage of @xref
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2011-08-17 16:44:06 +02:00 |
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Sébastien Villemot
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d05d1f878b
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Merge remote-tracking branch 'houtanb/master'
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2011-08-17 15:55:24 +02:00 |
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Sébastien Villemot
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1d67940ea6
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Merge commit 'remotes/ferhat/master~2'
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2011-08-17 14:18:05 +02:00 |
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Houtan Bastani
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0da1aab3a8
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preprocessor: add absolute value and signum
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2011-08-16 14:52:35 +02:00 |
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Houtan Bastani
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d71b9bd250
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MS-SBVAR: remove reinitialization of random number generator
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2011-08-16 14:26:32 +02:00 |
Michel Juillard
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7e29a03fad
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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
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2011-08-15 15:27:30 +02:00 |
Ferhat Mihoubi
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dfec70bcfd
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correct a bug during the state variables detection
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2011-08-11 14:15:51 +02:00 |
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Ferhat Mihoubi
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95671d8932
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A model can be solved with (block and/or bytecode) and linear options
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2011-08-11 14:15:50 +02:00 |
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Ferhat Mihoubi
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b4b2f21695
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The theoretical autocovariances can be computed with block option
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2011-08-11 14:15:50 +02:00 |
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Ferhat Mihoubi
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567ef44f6d
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- Corrects the simulation period for a forward looking system
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2011-08-11 14:15:49 +02:00 |
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Houtan Bastani
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c1ffa446e2
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add missing semicolons
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2011-08-10 18:23:08 +02:00 |
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Houtan Bastani
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8ac06f9319
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MS-SBVAR: reinitialize options before calls to mssbvar functions
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2011-08-10 18:23:01 +02:00 |
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Houtan Bastani
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0f001abbe4
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MS-SBVAR: input options that allow code to be called with previous output files
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2011-08-10 18:22:53 +02:00 |
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Houtan Bastani
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676f201e5b
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MS-SBVAR: rework file cleaning
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2011-08-10 18:22:37 +02:00 |
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Houtan Bastani
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99c657a619
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MS-SBVAR: use dynare seed
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2011-08-09 16:40:36 +02:00 |
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Houtan Bastani
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64ba641add
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bug fix: add parenthesis around STEADY_STATE output in case it contains an expression
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2011-08-08 18:49:18 +02:00 |
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Michel Juillard
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df58ef9552
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changin mh_drop behavior in adaptive_metropolis_hastings
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2011-08-05 10:55:28 +02:00 |
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Michel Juillard
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a9a81f10eb
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adding metropolis_run_analysis. For now, this function plots the posterior and one chosen parameter during the Metropolis iterations
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2011-08-05 10:55:28 +02:00 |
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Houtan Bastani
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588ecee275
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MS-SBVAR: preprocessor bug fixes
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2011-08-04 00:40:26 +02:00 |
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Houtan Bastani
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7a83b09842
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MS-SBVAR: irf save bug fixes
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2011-08-04 00:39:16 +02:00 |
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Houtan Bastani
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9ac3d6800d
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MS-SBVAR: bug fix
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2011-08-03 11:10:57 +02:00 |
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Houtan Bastani
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1fdb4eb233
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removed unused ms-sbvar tests
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2011-08-02 12:07:44 +02:00 |
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Houtan Bastani
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367013dfd0
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add tests to Makefile
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2011-08-02 11:58:27 +02:00 |
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Michel Juillard
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54b813d3d7
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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.
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2011-08-02 10:49:50 +02:00 |
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Michel Juillard
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6f406ffca1
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bug correction for exculsion_constants
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2011-08-01 10:50:07 +02:00 |
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Michel Juillard
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6c81305d30
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added tests conditional forecast with all possible values of parameter_set
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2011-07-31 18:28:29 +02:00 |
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Michel Juillard
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ac93cd0897
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added possibility to do conditional forecast with a calibrated model + bug correction + new test file
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2011-07-30 20:19:15 +02:00 |
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Michel Juillard
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5cd7ef323e
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adding "exclusion constants" to svar identification
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2011-07-29 18:11:50 +02:00 |
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Michel Juillard
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a8c184a63d
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adding noprint also for empirical moments
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2011-07-26 13:51:00 +02:00 |
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Houtan Bastani
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46e0873eef
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remove writing of getPowerDeriv M function from block code functions
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2011-07-25 10:21:02 +02:00 |
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Michel Juillard
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4f3426552c
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adaptive_metropolis_hasting: lowering minimal jscale
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2011-07-24 23:04:13 +02:00 |
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Michel Juillard
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cd1d6ae253
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adding mode_compute=prior, initializing variance of proposal at variance of priors
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2011-07-24 23:03:31 +02:00 |
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Michel Juillard
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c40e5f3edf
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fixing intialization of output arguments
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2011-07-24 23:02:12 +02:00 |
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Michel Juillard
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89e66dfd98
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fixing problem with bayestopt_.p5 (prior mode)
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2011-07-24 23:01:50 +02:00 |
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Michel Juillard
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50c085e5a3
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using isequal while testing options_.mode_compute
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2011-07-24 23:00:32 +02:00 |
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Michel Juillard
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2de9113889
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update to ramsey_policy
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2011-07-24 20:56:30 +02:00 |
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Michel Juillard
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f5e453343f
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adding creation of <fname>_set_auxiliary_variables.m containing recursive definition of auxiliary variables
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2011-07-24 20:56:30 +02:00 |
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Michel Juillard
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a6281ac9f9
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adding a first attempt for adaptive Metropolis Hastings
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2011-07-24 19:52:05 +02:00 |
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Houtan Bastani
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509cc15191
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bug fix: getPowerDeriv not accessible from modfile.m
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2011-07-19 14:35:35 +02:00 |
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Sébastien Villemot
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80ea708d99
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Update to license file
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2011-07-16 09:30:01 +02:00 |
Michel Juillard
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a25454bedd
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MS-SBVAR: corrected bug in COEFFICIENTS_PRIOR_HYPERPARAMETERS option
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2011-07-14 21:10:01 +02:00 |
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Michel Juillard
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6662aa9e26
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expanded error message when initial values are incompatible with steady state equations
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2011-07-14 12:20:36 +02:00 |
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Houtan Bastani
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0ec30956c7
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add irf_shocks option to estimation
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2011-07-12 16:32:37 +02:00 |
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Houtan Bastani
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6bc294aa33
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documentation fix
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2011-07-12 16:16:11 +02:00 |