sebastien
b502d94145
trunk preprocessor: simplified build system (only one Makefile now)
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2455 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-12 11:02:56 +00:00
stepan
47a4550144
v4.1: "dynare help" issues dynare command synopsis and a description of the options.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2454 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-12 10:27:06 +00:00
stepan
c8a86252c7
v4.1: Added the possibility of multithreading for some mex files
...
(OpenMp is used).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2453 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-11 14:57:34 +00:00
sebastien
a3485ac69a
trunk preprocessor: added new "change_type" command
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2452 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-11 11:43:18 +00:00
stepan
54f7a0376a
v4.1:: Cosmetic changes.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2451 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-06 16:09:35 +00:00
stepan
fd251e6bf7
v4.1:: Added a new function. Computes the autoregressive parameters of
...
an AR(p) stochastic process from an autocorrelation function. This
function is used to define a prior over the autocorrelation function
and variance of an autoregressive exogenous variable (productivity,...)
instead of defining a prior over the variance of the innovation and
the autoregressive parameters. This can be done in the steady state file.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2450 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-06 16:08:15 +00:00
sebastien
161ff7483d
trunk pm3.m: removed useless empty plot (thanks to Jamie Hall for reporting this)
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2448 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-05 10:52:14 +00:00
george
7ac5750ac4
added options_.use_k_order=1
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2447 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-03 12:00:46 +00:00
george
68535ae212
passes mexext to k_order and reads and unpacks data passed back
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2446 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-03 11:14:36 +00:00
george
3945918e47
1) uses passed mexext for <model>_Dynamic extension.
...
2) improved Exception handling
3) improved dev bat files
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2445 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-03 11:01:10 +00:00
george
f131ac5879
update to k_order_perturbation.cpp: adding a new faction writeMMap to t_container.hweb,
...
modelled on lines similar to WriteMat4 that outputs all
symmetries to the Memory Map and is called directly from the k_order_perturbation.cpp. Test program updated too.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2444 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-02 09:59:50 +00:00
sebastien
35d2231010
trunk preprocessor: fix compatibility issues with Bison 2.4
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2442 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-27 14:29:08 +00:00
sebastien
4005d25f25
trunk preprocessor:
...
* reorganized symbol table so that internally symbols have a unique integer ID (as a result, sparse code is temporarily in a broken state)
* rewritten from scratch ModFile::evalAllExpressions()
* {load,save}_params_and_steady_state moved to NumericalInitialization.{cc,hh}
* fixed bug related to endval block
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2441 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-27 12:19:25 +00:00
sebastien
7107df448c
trunk pm3.m: fixed typo (thanks to Jamie Hall for reporting this)
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2439 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-26 11:13:04 +00:00
sebastien
8e75f758e6
trunk: allow the possibility of modifying Matlab matrices which have been earlier used in initval/endval
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2437 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-26 10:46:54 +00:00
stepan
9016f3bb4a
v4.1:: Removed path to BLAS for the compilation sparse_hessian_times_B_kronecker_C.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2436 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-25 11:37:34 +00:00
sebastien
4d48c68913
trunk: added GPL header to describe_missing_data.m
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2435 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-20 16:58:47 +00:00
sebastien
e287be53ca
trunk: changed to GPL headers in Marco Ratto's files
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2433 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-20 16:53:09 +00:00
stepan
52458e94ff
v4.1:: Removed the test for complex matrices E and D. Added a test for
...
complex numbers in the jacobian matrix.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2432 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-19 17:49:28 +00:00
stepan
0bb00c71eb
v4.1::
...
+ Added new file for prior sampling (prior_sample.m).
+ Undo previous change on prior_draw.m (transposition of pdraw).
+ Bug correction in prior_draw.m.
+ Added field in options_: the default number of mc simulations in the
prior distribution.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2431 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-19 16:27:04 +00:00
stepan
5f02e69a67
v4.1:: Added a test for complex numbers in matrices E and D before the
...
call to mjdgges.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2430 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-19 15:37:55 +00:00
stepan
476e2d847f
v4.1:: Transposition of the output argument. pdraw is a column vector.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2429 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-18 11:19:29 +00:00
stepan
474fc0bd61
v4.1:: Removed useless global declaration.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2428 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 22:01:20 +00:00
stepan
7ceecc51b6
v4.1:: Changed header.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2427 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 20:17:52 +00:00
stepan
95b5c69c35
v4.1::
...
+ Removed input arguments 2 and 3.
+ Removed the prior bounds.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2426 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 20:07:37 +00:00
stepan
060f47c79c
v4.1:: Added default domain for the gamma and inverted gamma
...
distributed random variables (instead of NaNs).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2425 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 17:23:07 +00:00
stepan
74c8e53140
v4.1:: Vectorization of the prior sampling algorithm.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2424 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 17:21:05 +00:00
stepan
d082bc09b1
v4.1:: Added bounds to the uniform distribution (consistently with
...
the other prior distributions).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2423 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 17:19:47 +00:00
stepan
01ba142329
v4.1:: Changes related to the gamma variate generator.
...
+ Changed headers.
+ Allows vector of coefficients when calling the Beta random generator.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2422 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 16:00:40 +00:00
stepan
a05b5e9481
v4.1:: Changes related to the gamma variate generator.
...
+ Added algorithms from Devroye (1986, chapter 9).
+ Now we can generate independent gamma variates (and, as a consequence, beta)
with parameter a <= 0.5. This was not possible with the algorithm of
the previous version.
+ Algorithms are specialized depending on fix(a)=a, a<1 or a>1.
+ This new version can handle vectors for a and b (same length).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2421 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 15:22:58 +00:00
michel
dc0f0934ce
corrected bug in moments_varendo
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2420 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 22:19:23 +00:00
stepan
81af16d314
v4.1:: Added a function to test if a variable is integer.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2419 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 11:12:24 +00:00
stepan
e1b8fb9bc4
v4.1:: Reparametrization of the exponential distribution.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2418 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 10:31:50 +00:00
stepan
bce9aba538
v4.1:: Added a random number generator for the exponential distribution.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2417 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 09:55:30 +00:00
stepan
e75b7f97ab
v4.1:: Added an error message when minus the hessian matrix at the posterior
...
"mode" is not positive definite.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2416 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 17:40:26 +00:00
george
9ee2a23a5d
Updated for passing qz_criterium and unit root models
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2415 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 17:21:38 +00:00
stepan
ba080ab910
v4.1:: Changes related to lyapunov_symm.
...
+ Fixed a bug introduced in the previous commit.
+ Added a threshold parameter for the complex blocks in the upper
triangular matrix T in lyapunov_symm.m (new field in options_)
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2414 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 14:16:10 +00:00
sebastien
596d2a801d
trunk preprocessor: fixed a memory management bug related to the filename being parsed
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2412 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 13:38:01 +00:00
stepan
fe418672cd
v4.1: Changes related to (posterior) 2nd order moments.
...
+ Efficiency changes:
++ Do not compute the variance decomposition if not needed.
++ Do not apply the Schur decomposition for each shock in case of a variance decomposition.
+ Bug corrections and cosmetic changes.
+ Corrections of some headers.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2411 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-10 21:10:11 +00:00
george
91264b696f
changed k_order_perturbation.cpp to use dr.ys instead oo_.steady_state
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2410 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-09 19:16:59 +00:00
george
24969d42a7
Update test model without "both" and without unit root variables and new Matlab test emulator of FirstOrder.cpp
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2409 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-09 11:19:48 +00:00
michel
b0ea237ae3
another correction linked to cova_compute
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2408 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 16:53:40 +00:00
michel
6d3de73433
adding new function to initialize parameters from mode file
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2407 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 15:23:09 +00:00
michel
c231868f5b
corrected bug in handling of cova_compute
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2406 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 15:14:48 +00:00
michel
47c51d42cc
added option to compute covariance matrix of coefficient (default = 1)
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2405 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 09:23:31 +00:00
michel
4d99d4521a
removed mode saving when no computation takes place (added in previous modification)
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2404 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 09:16:33 +00:00
michel
73873d7b2c
estimation: save bayestopt_ in *_mode.mat file
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2403 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-07 11:26:14 +00:00
sebastien
449baffb0a
trunk preprocessor/macro: allow empty arrays, and iteration over them in @#for loops (empty array can only be constructed through set difference for the moment)
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2401 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-06 15:47:26 +00:00
sebastien
d4e10fdaa5
trunk preprocessor: fixed bug in the macro-processor, when the body of a @#for loop is empty
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2399 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-05 15:54:09 +00:00
sebastien
de5ed16ef1
trunk preprocessor: cosmetic change to Bison file, for consistency with other options
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2398 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-05 15:07:49 +00:00