michel
4691f6d1c6
v4: restricted state debugging
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@921 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-18 19:36:10 +00:00
michel
cb9fb1b353
v4: changes around restricted state space representation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@918 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-17 15:23:45 +00:00
michel
8fcac85ea1
v4 steady_: checking user provided ..._steadystate.m can't be done for nonstationary models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@917 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-17 15:21:22 +00:00
adjemian
545c8881c0
bug correction in restricted_steadystate.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@916 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 14:31:12 +00:00
adjemian
2f46484204
partially known steady state
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@915 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 14:25:41 +00:00
adjemian
66722531f8
Added the steady state provided by the _steadystate file is checked in steady_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@914 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 14:16:34 +00:00
michel
899eb27dff
v4 get_variance_of_endogenous_variables.m: changed calling arguments
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@913 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 13:44:14 +00:00
michel
f998aef46c
v4: correction of computation of variances in models with unit roots
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@912 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 12:20:28 +00:00
adjemian
9e266024f8
Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready).
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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
michel
49075f9331
v4 parser: added constant/noconstant option
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@910 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-11 13:59:06 +00:00
michel
87bb9bde38
v3+v4: added inv_order_var to dr
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@909 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-10 14:54:02 +00:00
michel
a11ff2f9aa
v4 DsgeLikelihood.m: added info return codes for early return; Diffuse filter is still broken
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@908 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-10 08:18:17 +00:00
michel
e2882021d4
v4: various updates to Matlab code
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@871 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-24 13:07:26 +00:00
michel
ab16c4d181
v4 initial_estimation_check: update to conform v3
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@868 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-10 14:33:14 +00:00
michel
9ca72bce64
v3+v4 dynare_estimation.m: allow for computation of posterior and nothing else
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@867 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-10 13:44:54 +00:00
michel
c9534f98d8
v3+4 solve1.m: bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@852 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-31 17:17:05 +00:00
michel
4a6e4ebe13
v4: removed obsolete functions olr.m olr1.m olr2.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@851 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-31 15:51:12 +00:00
michel
60e9bf9497
v4: new functions
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@850 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-31 15:48:11 +00:00
michel
4baff7fdd2
v4: changed oo_.y_simul in oo_.endo_simul
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@849 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-31 15:46:55 +00:00
michel
d56694a3e1
v4 osr: bug corrections
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@848 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-31 15:45:12 +00:00
adjemian
6c9f5e4b66
Corrections related to the use of options posterior_mode_estimation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@844 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-28 10:00:31 +00:00
ratto
9bb51ca940
Corrected name of steady state file
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_ was missing before steadystate
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@839 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-26 08:32:05 +00:00
adjemian
455493c132
Added, option logdata (=1 if data provided to dynare are in log, default is 0)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@833 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-25 13:08:43 +00:00
adjemian
ae9416c6a5
Removed rawdata = log(rawdata) if option_.loglinear = 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@823 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-18 12:28:12 +00:00
adjemian
6eac49b1d7
Correction of bugs related to the _steadystate file.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@822 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-17 08:47:30 +00:00
michel
60cd6de62a
v3+v4 check.m: corrected bug in rank condition message
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@821 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-12 12:31:42 +00:00
adjemian
59c35bc1fb
New function : Evaluation of the model's Jacobian matrix (to be used after stoch_simul).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@820 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-11 11:23:51 +00:00
michel
4eecf7999b
v4 disp_th_moments.m: corrected bug with non stationary variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@818 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-09 08:46:46 +00:00
ratto
834ae21345
added for outer product gradient and Hessian
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(newrat optim)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@817 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 16:15:08 +00:00
adjemian
70d622c027
Changed call to metropolis.m.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@816 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 14:06:45 +00:00
adjemian
0fd478dd6f
Small changes in gmhmaxlik.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@814 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 12:42:01 +00:00
michel
9ed66f8cb4
v4 stoch_simul.m: added option for Spectral Density (not yet in parser)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@813 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-03 12:24:27 +00:00
michel
b6e1fef911
v4 dynare_solve.m solve1.m: bug corrections
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@812 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-03 12:19:54 +00:00
adjemian
07d09ed858
Correction of bugs related to the steady state computation for estimation. Added a new optimization routine (mode_compute = 6).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@806 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-28 17:35:05 +00:00
michel
e424c799ce
adding dynare_v4/matlab/doc with m2html documentation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@805 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-27 19:46:58 +00:00
adjemian
a6db1acda7
Changed the output of resid.m (the number of each equation is printed on screen followed by the residual).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@804 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-21 16:51:25 +00:00
ratto
2a93e2d5f7
nspred debugged
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@803 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-20 14:59:37 +00:00
ratto
21d955a94a
MCF of likelihood and prior
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@802 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-20 14:58:43 +00:00
ratto
fe818c6c73
opt_gsa updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@801 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-20 14:57:08 +00:00
michel
d570639320
v3,v4: corrected lyapunov_symm.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@800 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-17 11:46:18 +00:00
michel
21f989819e
v4: reduced state space for likelihood computation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@781 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-03 19:45:05 +00:00
michel
ac5a09a233
v4: cleanup unused function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@780 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-02 07:42:00 +00:00
adjemian
757a5f4af2
Added theoretical spectral density (in stoch_simul.m)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@778 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-24 16:46:32 +00:00
adjemian
b41e93a3c1
Plot the priors if and only if mode_compute>0
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@777 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:47:07 +00:00
adjemian
02a051047b
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@776 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:44:02 +00:00
adjemian
86c84dd919
missing ;
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@775 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:42:56 +00:00
michel
dcc7c7e1f0
3 v4: chnaged lyapunov_symm.m to work with 6.5 except with unit roots
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@740 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-08 14:51:06 +00:00
ratto
01754a4446
1) changed directory structure;
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2) added plots for prior/likelihood/posterior int he filtered samples
3) added plots of densities for conflicts
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@738 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:06:57 +00:00
ratto
fe5af81556
changed directory structure
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@737 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:04:36 +00:00
ratto
55ae0e7dc0
added dirname as input;
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changed title: d statistics is used and not prob.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@736 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:02:18 +00:00