Commit Graph

15325 Commits (4837a4d4444c7193a60f0a0149efb55c55c689d8)

Author SHA1 Message Date
michel 5905166713 v4 parser: set model_tree.computeJacobianExo = true for OSR
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@907 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-10 08:14:04 +00:00
kamenik 10ed87768f Added a dependency include/DynareBison.h to %.o targets.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@876 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-29 11:28:34 +00:00
michel 804fb72718 v4 parser: adding DynareBison.h
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@875 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-28 08:02:38 +00:00
michel 9529f99e84 v4 parser: modified Makefile, added Makefile.linux
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@874 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-27 13:16:58 +00:00
michel 284e944c64 v4 parser: adding Interface.cc for static variable interfaces::type
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@873 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-27 13:10:50 +00:00
michel 2852e583be v4 parser: made correction to ylmm for compatibility with gcc 4.1
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@872 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-27 12:57:18 +00:00
michel e2882021d4 v4: various updates to Matlab code
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 f1885a6b26 v4 parser.src: added include/Interface.h to handle Scilab version, many files affected
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@870 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-24 13:05:54 +00:00
michel ab16c4d181 v4 initial_estimation_check: update to conform v3
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
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
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
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
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
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
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.
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
_ 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)
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
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.
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
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).
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 37d4c5ab1d v4 parser: corrected bug with osr
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@819 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-09 09:35:40 +00:00
michel 4eecf7999b v4 disp_th_moments.m: corrected bug with non stationary variables
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
(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.
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
lionel ef6dd35153 v4 scilab: new function
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@815 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 13:19:29 +00:00
adjemian 0fd478dd6f Small changes in gmhmaxlik.m
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)
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
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
michel 5edb7d1d00 dynare_v4: adding scilab directory
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@809 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-03 11:23:23 +00:00
michel d19eb2f7ce dynare_v4 parser: steady doensn't set solve_algo=0 anymore
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@808 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-02 09:49:53 +00:00
adjemian 07d09ed858 Correction of bugs related to the steady state computation for estimation. Added a new optimization routine (mode_compute = 6).
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
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).
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
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
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
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
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
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
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)
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
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 ;
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
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;
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
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;
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
ratto c9d263a3a0 set figure visible before saving when nograph=1
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@735 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:00:29 +00:00