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892 Commits (4491f52b9e07b1e883c0a91a48a221213662bbf3)

Author SHA1 Message Date
sebastien 4491f52b9e trunk rplot: 
* in legends of multiple plots, no longer interpret an underscore in variable names as a subscripting command (like LaTeX does)
* updated header


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2362 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-21 14:33:14 +00:00
ferhat 4fe7e3e155 - SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate) 
- Correction in model_info.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-20 22:04:37 +00:00
michel 3a55016cf6 more speeding up changes 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2353 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-05 11:37:05 +00:00
michel 163b4461ec adding parentheses for speed improvement 
code factorization


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2352 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-04 07:53:49 +00:00
michel 1aac4e7e0a fixing update issues for mode_compute=5,6 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2350 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-02 08:36:45 +00:00
ferhat a0bbe27b95 Load_params_and_steady_state is now a dynare command -> needed to normalize the equations. 
-> MatlabFile.cc and MatlabFile.hh are added to dynare in order to read the Mat-File

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2349 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-31 19:29:17 +00:00
ferhat 881d2819a3 - Jacobian matrix stored only for blocks -> jacobian matrix only as output argument 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2342 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-24 16:29:51 +00:00
michel 613bfc8f4a removed empty parentheses for compatibility with earlier Matlab versions 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2338 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-22 21:41:55 +00:00
stepan 9fe2556b01 v4.1: Dynare displays the residuals of the static equations of the model when the values of the endogenous variables supplied by 
*_steadystate.m are wrong.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@2336 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-19 21:34:44 +00:00
sebastien 8d21e0f882 trunk: updated header of simult_.m 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2335 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-19 16:49:52 +00:00
ferhat 29ca49f885 - Correction of several bugs in sparse_dll 
- Pound expressions accepted with sparse option


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2329 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-19 10:24:31 +00:00
michel 3bc44e55fb corrected bug with error msg 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2312 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 16:18:04 +00:00
michel d44ee7fe6d corrected bug for backward models with lags on more than one period 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2311 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 16:17:23 +00:00
sebastien 9eb07ace8d trunk: reverted r2309 changeset 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2310 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 15:43:14 +00:00
kamenik 49c3d0c10e Added directory [dynareroot '/distributions/toolbox'] on the path. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2309 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 15:31:32 +00:00
ratto 0118791757 Modified help and messages concerning the sequence of univariate steps. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2308 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 07:44:05 +00:00
ratto ee21ad44b8 refined the search of x increments for gradients when the parameters are near to boundaries. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2307 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 07:40:28 +00:00
ratto 697edeb109 updated in compliance with new version of dsgelikelihood. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2306 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 07:39:03 +00:00
sebastien 6017007f4f trunk: fixed dsample command (was broken until now) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2301 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-08 16:19:59 +00:00
kamenik 4d9b1869c2 Added empty initialization for the case if estim_params_ is empty. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2297 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-07 09:58:16 +00:00
sebastien 2134146033 trunk: 
* removed obsolete global variables "endval_" and "rplottype_"
* removed duplicate initialization of options_.replic


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2295 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-05 15:34:26 +00:00
michel a6bd42218c diminished tolerance in computation of steady state for linear models. This corrects a bug in estimation of constants in linear models. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2283 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-03 10:12:52 +00:00
michel bf65cb4f10 various bug fixes for filter and smoother with missing observations 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2282 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-03 07:30:26 +00:00
michel 5bf9ed894c removing dynare_m.exe from SVN 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2281 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-03 07:29:48 +00:00
ferhat 26ae037863 - factorization of simulation methods for static m-file 
- correction of bugs in resid.m

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2280 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-02 21:29:43 +00:00
michel 706651641f adding missing data smoother + small corrections 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2278 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-01 12:50:53 +00:00
michel 6a1c5fbd70 adding report at the end of Lagrange multipliers elimination 
testing shows a mistake in the procedure

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2277 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-01 12:49:17 +00:00
michel 1b7171a11a update OSR 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2275 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-25 17:34:21 +00:00
michel eba6164cae fixing bugs around missing observations and starting to add smoother with missing observations 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2274 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-25 17:31:37 +00:00
michel dd73be5b7b added arguments passed to child functions 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2273 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-25 17:29:12 +00:00
ferhat 23de7b250a - factorization of simulation methods in dynamic m-file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2266 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-21 17:40:52 +00:00
adjemian 3026575522 v4.1: Bug correction related to the mh_recover mode (needs more tests). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2264 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-20 09:12:12 +00:00
ferhat f904a1a19d - new Incidence_Matrix class 
- lead and lag on exogenous variables
- corrections in dr1_sparse and dr11_sparse
- minor corrections in simulate

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-14 16:07:47 +00:00
ratto a02e66e12c Updated the call to set_prior with M_ and options_ inputs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2254 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-12 13:13:24 +00:00
sebastien b65e92c11d trunk: 
* fixed displaying of subtitles when HP filter is present
* fail if HP filter required on empirical simulations (not yet implemented)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2237 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-04 11:00:54 +00:00
adjemian 00d46f89f9 v4.1: Added calls to new kalman filter routines. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2231 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-29 15:46:16 +00:00
adjemian 6929164339 v4.1: Added univariate approach for the diffuse kalman filter (with correlated measurement errors). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2230 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-29 15:38:34 +00:00
adjemian 6eadbe0005 v4.1: Added univariate approach of the diffuse kalman filter (missing observations and uncorrelated 
measurement errors are allowed).



git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2225 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-29 14:18:18 +00:00
michel 3d410b9b8b v4.1: corrected DsgeSmoother.m for unobserved trends 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2219 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-27 19:47:22 +00:00
adjemian fbeab98711 v4.1 Added calls to new diffuse kalman filter routines (when kalman_algo==3). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2217 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-27 17:24:10 +00:00
adjemian 5618fea33b v4.1: Added two routines for diffuse kalman filtering (with or without missing observations). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2216 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-27 17:12:44 +00:00
adjemian 76000f99e4 v4.1: Added a new version of DsgeLikelihood.m (to be used for tests). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2215 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-27 17:08:20 +00:00
adjemian 42e69283cb v4.1: Cosmetic changes + Added call to univariate kalman filter routine when F is singular and different 
from zero.



git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2214 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-27 17:04:10 +00:00
michel ae0c71bfd9 correcting bugs in Kalman Smoother 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2198 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-26 20:10:58 +00:00
ferhat 7c6ed357b6 Bugs correction in check command with sparse option in model command 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2196 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-24 16:35:06 +00:00
adjemian dcc37a681a v4.1: Correction of the previous commit. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2192 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-24 15:38:34 +00:00
adjemian b1e1ab4853 v4.1: Bug correction related to Laplace approximation of the data marginal density. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2191 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-24 15:12:35 +00:00
adjemian 38b2eb42cb v4.1: Added calls to new filter routines. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2187 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-21 16:31:13 +00:00
adjemian eb1e60e59b v4.1: Errors associated to the simulated deterministic paths (for all periods and endogenous variables) 
are saved in oo_.



git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2186 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-21 15:33:51 +00:00
adjemian 42bdc2726c v4.1: Added a new m file for the univariate kalman filter allowing for missing observations and 
correlated measurement errors. Tests show that there is a "significant" discrepancy between the 
univariate filter and the standard filter in presence of correlated measurement errors... 

 


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2185 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-21 15:29:33 +00:00