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33 Commits (440a0e460bd26a1b773ed3876d430dffb60fe620)

Author SHA1 Message Date
Johannes Pfeifer 440a0e460b
Storage of results: use subfolder 
Ref. #1758
 2021-07-23 14:12:17 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Johannes Pfeifer 9208bcf049 Modified harmonic mean: Transform hard-coded tolerance to parameter 
Closes https://git.dynare.org/Dynare/dynare/issues/1666
 2019-12-12 11:49:57 +01:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis) 88e1701289 Removed useless commas and semicolons. 2017-05-16 13:24:46 +02:00
Marco Ratto 9427b58bfd add parameter names to mean file, to ensure same behavior of standard mode files. 2017-03-19 12:19:24 +01:00
Marco Ratto 20b0fc8bac update mh_mode with slice and load_mh_file 2017-03-18 00:06:15 +01:00
Marco Ratto 8bd963de64 Fill in posterior_mode with info from posterior samples. 2016-05-19 14:34:09 +02:00
Johannes Pfeifer 5d775d3d76 marginal_density.m: Rely on already computed inverse of SIGMA 2015-07-23 18:18:31 +02:00
Johannes Pfeifer 4202dff6c9 marginal_density.m: only compute determinant once 
Uses log(det(SIGMA*increase))=log(increase^npar*det(SIGMA))=npar*log(increase)+log(det(SIGMA))
 2015-07-23 18:13:15 +02:00
Johannes Pfeifer 9e3f89fd3b marginal_density.m: move inversion out of loop 
Related to #270
 2015-07-23 17:54:46 +02:00
Stéphane Adjemian (Scylla) d52a0d2c89 Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes. 2013-11-20 18:03:12 +01:00
Stéphane Adjemian (Charybdis) 4052d4ccaf Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
Johannes Pfeifer e8ed4c1f67 Bunch of cosmetic changes 2013-06-13 14:24:17 +02:00
Michel Juillard 7408714ea1 added dname as argument to CheckPath function and changed all calls to 
this function. Suppressed use of globals in CheckPath.
 2011-12-15 17:35:27 +01:00
Houtan Bastani 43479f6ef3 use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time) 2011-02-10 15:54:23 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
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
adjemian 6d08e65071 v4.1: Code factorization and cosmetic changes, the marginal density use a recursive approach to compute the posterior mean and covariance. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2083 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-18 16:28:57 +00:00
adjemian 2845115b5f + Removed global variables. 
+ Added try and catch to handle cases where oo_ is broken and (mh_replic==0 & load_mh_file==1).
+ Added computation of posterior moments for endogenous variables (triggered by moments_varendo option). First order moments are still missing.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2028 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-03 16:05:35 +00:00
sebastien 7c25303258 v4 matlab: 
* replaced CDF, PDF, quantile functions of the gamma by a GPL'd one
* replaced quantile function of the chi-square by a GPL'd one


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1981 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-05 09:40:36 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 12:40:33 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-24 18:20:48 +00:00
assia 9beaa50d39 header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1604 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-17 14:53:48 +00:00
ratto 5ad7e3b4a1 xparam1 as a column vector for posterior mean. 
This eliminates error in loading _mean file.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1252 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-30 07:14:34 +00:00
adjemian 9e266024f8 Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@911 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-13 12:39:23 +00:00
adjemian 5752b399d7 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@662 ac1d8469-bf42-47a9-8791-bf33cf982152 2006-03-08 17:27:09 +00:00
michel 751c382ddc v4: replaced \ by / in directory names 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@600 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-16 08:20:11 +00:00
michel 4e33c3c53f v4, marginal_density.m: various small corrections 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@475 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-10-01 19:07:57 +00:00
adjemian 21f4445d2e New version with equal length mh files 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@443 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-10 10:04:22 +00:00
michel 9a9872fd33 dynare_v4 from CVS 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-02-18 19:54:39 +00:00