fa8bf384a8
check for indeterminacy, instability;
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corrected bugs with storage of T matrix
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@734 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:59:30 +00:00
e3c3a878cc
stock parameter values, steady state values and log-posterior values for sensitivity analysis purposes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@733 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:57:37 +00:00
282204481d
1) mcfiles structure does not work when number of MH files is > 9;
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2) set figures visible before saving as .fig.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@732 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:55:49 +00:00
90c2ca6e62
Allow to retrieve logposterior values for MH runs,
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not only parameter values.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@731 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:52:43 +00:00
72ea3ac220
1) stock parameters for sensitivity analysis purposes;
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2) corrected bugs in saving figures
(fignumber in figure names; and check for subplotnum>0)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@730 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:49:44 +00:00
f873b4e28f
v4 irf.m: corrected bug for 2nd order approximation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@729 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 20:15:58 +00:00
e10e3c7517
v4 PosteriorIRF.m: changed ifil into NumberOfIRFfiles
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@728 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 17:23:51 +00:00
c3af16b444
v4 dynare_estimation.m: changed default of options_.irf to 40
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@727 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 17:06:24 +00:00
4f032c79ff
v4 parser.src: added mshocks (untested)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@726 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:42:50 +00:00
7d0b4fa90e
v4 set_shocks.m: added M_.maximum_lag to the periods index
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@725 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:40:35 +00:00
eca3df3338
v4 parser.src: made rplottype an option
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@724 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:29:41 +00:00
2ae6df4b22
v4 parser.src: updated svn:ignore property
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@723 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 13:40:32 +00:00
4e180bd3a1
v4 parser.src: added deterministic shocks
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@722 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 13:38:12 +00:00
475372a52f
v4 irf.m, simult_.m: corrected problems with lags > 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@721 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 09:43:21 +00:00
c85730c108
v4: ported changes for computing variance in unit root models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@720 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-20 09:08:25 +00:00
161753429a
v4: added global_initialization.m and changed parser accordingly
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@718 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-20 08:53:28 +00:00
24670522c8
added outputdirectory; ishock debugged
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@716 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 13:03:46 +00:00
dc6e40df99
eliminated marginals; output directory added; ischock debugged
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@715 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 13:02:46 +00:00
6db1db53c5
print pdf and eps; ishock debugged
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@714 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 13:01:52 +00:00
76fd18af8b
output directory
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@713 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 12:59:09 +00:00
ca3d913db7
in MCF analysis, separated marginal and cumulative (Smirnov) plots.
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This is the marginal function
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@712 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-12 10:02:34 +00:00
378523f736
bug fixed for lptau with np>30
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@711 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-11 15:33:16 +00:00
2500f71f2d
posterior option in SA
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@710 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-11 15:32:22 +00:00
3476711051
posterior option in SA
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@709 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-11 15:31:45 +00:00
91fa502406
corrected bug in load prev. file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@703 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-03 14:36:24 +00:00
91f8b693fc
v4 parser: set up # statements
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@702 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-03 08:33:57 +00:00
bb10c1d82e
v4 parser: added SymbolType eLocalParameter
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@701 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-31 14:24:29 +00:00
d5b79d36ee
v4 parser: corrected bug in coments
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@700 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-30 19:47:00 +00:00
403ee85836
v4 metropolis.m: corrected bug on MhDirectoryName
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@699 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-30 19:29:20 +00:00
13ab8e03c5
v4 dynare_solve.m: corrected bug in one of the calls to solve1()
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@698 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-29 11:33:20 +00:00
d503506333
changed file names to more clear meaning; changed unstable to non-acceptable notation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@697 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 16:29:46 +00:00
3f0657bf0d
added sensitivity of the fit
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@696 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 16:27:56 +00:00
e2728b9447
added prior option to save for glue; changed names of files: _stab to _prior.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@695 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 16:27:29 +00:00
5aaf0df595
Added quick and dirty engine for smoother and filter using prior samples.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@694 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 16:26:11 +00:00
52590d6a65
v4 dynare.m: looking automatically for .dyn and .mod files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@693 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 12:47:38 +00:00
4da4c9933c
metropolis_draw already initialised in dynare_estimation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@692 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 13:26:18 +00:00
7ccc5b41b4
added option for lptau;
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load correct mode file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@691 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 13:16:36 +00:00
3b0f302e9c
added
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@690 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 13:14:47 +00:00
682ff004d9
corrected bug with options_filtered_step_ahead
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@689 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 13:10:32 +00:00
9934cbe727
corrected bugs so that it runs;
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added stock of parameters used to allow sensitivity analysis
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@688 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 13:08:00 +00:00
195b79e1ab
v4: cleaning up diary handling
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@687 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 11:03:04 +00:00
9a970a6495
check for indeterminacy and dynare not finding a solution
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@686 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-22 16:47:48 +00:00
7b4807632c
Various bug corrections & new field options_.B specifying the number of draws from the posterior or prior distributions used to build the IRFs.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@684 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-17 11:20:25 +00:00
dcf7e1938e
Bug fixes.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@683 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-17 09:31:03 +00:00
5d9b47190e
A new function that allows to reshape the mat files generated by dynare more efficiently.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@682 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-16 17:07:58 +00:00
0514df601f
v4: update of sensitivity code [Marco]
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@681 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-14 13:21:10 +00:00
1f3036649e
v4 set_all_parameters: added H=M_.H;
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@680 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-13 21:18:06 +00:00
71cf74483f
v4: sensitivity code reshaped and optimizer updated [Marco]
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@679 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-13 11:46:43 +00:00
a8e01d23bf
v4: further corrections
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@678 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-13 10:57:01 +00:00
e72a1d579c
v4: bug correction in DiffuseKalmanSmoother* + new option_.diffuse_d (DiffuseKalmanSmootherH3corr.m) isn't corrected
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@677 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-13 10:21:14 +00:00
ratto
michel
adjemian