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17 Commits (4a252d8d7c82b3fcf30eb3059de1f4184023510b)

Author SHA1 Message Date
Stéphane Adjemian (Karaba) 567c5bcb1f Fixed bug in the initialization of the metropolis when mode_compute=6 was previously used (so that we have an optimal mh scale factor) 
and option load_mh_file is used. After the (stochastic) optimization, the optimal value of the scale parameter is saved in a mat file.
 2010-10-18 14:39:48 +02:00
Marco Ratto 839b77d679 1) eliminated us of struct2local; 
2) changes to header/comments.
 2010-05-31 11:55:25 +02:00
Sébastien Villemot d6faa47807 Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
Marco Ratto cb5fcdef10 New input parallel_info for masterparallel 2010-02-12 17:37:28 +01:00
Marco Ratto c76c0744ff If only one chain, don't go parallel 2010-02-10 18:52:16 +01:00
ratto f8f8434977 removed useless comments 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3364 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 10:02:22 +00:00
sebastien 1be52aaa5f Beautification: removed tabulation characters which were left in previous beautification pass 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-05 10:46:10 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
ratto 886a3154c3 tic toc eliminated 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2744 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:01:21 +00:00
ratto 5085a1785f - Allow parallel runs with unix; 
- unix path syntax

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2695 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:26:45 +00:00
ratto 7243a36938 Parallelized version with main and core routine. 
1) Contains a trap such that for unix systems no parallel computation is done, for the moment.
2) _core routine uses and stores independent seeds for each chain;
3) Seeds for each chain are stored in record.
4) when no parallel option is chosen, usual serial functionality is kept.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2676 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-15 16:36:51 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 12:40:33 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-24 18:20:48 +00:00
michel 06b6429b04 bug correction 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1757 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-30 09:58:47 +00:00
michel 5e1745ada7 v4 random_walk_metropolis_hastings.m: changed initializationo of InitSizeArray to avoid 
uncomplete files when load_mh_files
                                      suppressed confusing reinitialization of 
                                      InitSizeArray at the end of a chain
                                      put back the report on average acceptation rate


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1756 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-30 09:31:06 +00:00
adjemian 8917d41046 Added multivariate student as a proposal distribution for the metropolis hastings. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1743 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-13 08:27:55 +00:00
adjemian ab375b6f4e Factorization of the initialization of the metropolis hastings (implementation of the independent metropolis hastings). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1741 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-11 20:55:16 +00:00