5d9f6ef756
Fixed priordens needs to be properly initialized in remote, slave sessions.
2010-08-25 13:39:48 +02:00
3d2a698ab9
Minor fix: replace operator & by && in MATLAB conditionals (for better compatibility with Octave)
2010-08-23 17:39:46 +02:00
b842251c2c
Added missing copyright notice
2010-08-20 16:01:43 +02:00
b671e68f37
moments_varendo: fix an obvious missing initialization bug
...
(see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2678 )
2010-08-19 15:40:12 +02:00
a8fddd68ff
SWZ DLL: fix calls to Lapack routines for cross-platform compatibility
2010-08-13 18:50:22 +02:00
8420d82dea
bug correction in Posterior IRFs
2010-08-11 12:04:14 +02:00
e4986047ae
moments_varendo: compute variance decomposition only if there is more than one exogenous variable
2010-08-11 12:03:19 +02:00
d6fdf8fc7f
SWZ: added code for generating Markov Chain priors for more than 2 states
2010-08-09 11:13:36 +02:00
3db736f31d
corrected bugs in estimation of models with measurement errors
2010-08-06 17:54:56 +02:00
a0dc2ce4ee
SWZ: purging all intermediary files at the beginning of SWZ processing
2010-07-31 11:22:59 +02:00
201227ee0c
SWZ: added missing fclose() occurrences
2010-07-31 11:20:13 +02:00
15bd597f75
SWZ: adding missing fclose()
2010-07-30 23:08:00 +02:00
6b8dd7b89b
SWZ bug correction
2010-07-30 15:32:17 +02:00
61aca0c915
renamed csminwel() to csminwel1() to avoid name clash with a different version used in SWZ
2010-07-28 15:26:56 +02:00
abd558930e
add explicit error message for attempts to simulate a perfectly backward model
2010-07-23 11:02:03 +02:00
3d0420d220
corrected bug in dr1 when used for check of eigenvalues in a deterministic setup (simul and not stoch_simul)
2010-07-23 10:52:33 +02:00
42310f3825
swz: change default to use mex functions
2010-07-12 20:51:24 +02:00
ffaee8d4e9
SWZ: GPL copyright on code written by Dynare Team
2010-07-06 17:30:55 +02:00
e4de5c21a8
SWZ: misc code cleanup
2010-07-06 13:01:04 +02:00
1868cd7943
SWZ: replace exit with swzExit
2010-07-06 12:19:17 +02:00
7aeb61b0f8
SWZ: replace free with swzFree
2010-07-05 19:27:45 +02:00
bf38d85c04
SWZ: replace realloc with swzRealloc
2010-07-05 19:27:35 +02:00
571f430085
SWZ: replace calloc with swzCalloc
2010-07-05 19:27:21 +02:00
08f2b2b5c4
SWZ: replace malloc with swzMalloc
2010-07-05 18:40:19 +02:00
6a224e78a0
computes posterior distribution of conditional variance decomposition only if option conditional_variance_decomposition is specified in estimation
2010-06-26 15:51:12 +02:00
b400e97887
added missing initialization in kalman_smoother
2010-06-26 15:14:11 +02:00
c574544b16
adding a check to Metropolis Hasting initialization in order not to accept a penalized posterior value
2010-06-26 11:51:40 +02:00
be1e0f1b8a
Fixed bug for mode_compute=6 in Octave. Added an option to replace waitbar in matlab by
...
textbar (as in Octave). The user has to set options_.console_mode before the
estimation command. Cosmetic changes in gmhmaxlik (mode_compute=6).
2010-06-25 15:03:04 +02:00
bb47d78611
Fixed bug in Kalman filter routines + Cosmetic changes.
2010-06-24 18:20:07 +02:00
706b68e7ef
Do not build plots of the posterior IRFs with Octave.
2010-06-24 18:11:08 +02:00
3aaccc59e3
Changes related to the new interface for the dsge-var models.
2010-06-24 12:53:10 +02:00
2aba780744
Removed two empty lines.
2010-06-24 12:52:28 +02:00
cc4c63f4d0
Fixed bug introduced with the parallelization of PosteriorIRF.m.
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Changes related to the new interface for dsge-var models.
2010-06-24 12:49:27 +02:00
ed03fe89c9
Bug fix.
2010-06-24 12:41:52 +02:00
9b5df05804
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
61e78763da
correcting bug in kalman filter when it reaches the steady state (multivariate diffuse Kalman filter, both versions, regular Kalman filter with missing observations)
2010-06-09 18:00:17 +02:00
a512b9b263
Bug fix. We don't have to check the convergence of the Kalman filter to its steady state if the
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covariance matrix F is singular.
2010-06-09 11:04:59 +02:00
1098fb4571
ramsey_policy: eliminating unnecessary leads and lags
2010-06-01 20:36:48 +02:00
039611223b
Author: Michel Juillard <michel.juillard@ens.fr>
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--- log message follows this line ---
ramsey_policy adding printing of steady state value of Lagrange multipliers
2010-06-01 20:35:27 +02:00
9318856a4e
SWZ: finalize build system for MEX by adding a test for GSL
2010-06-01 15:33:45 +02:00
53443fbd01
SWZ: modification for Octave, whose 'mexPrintf' has 'void' return type
2010-06-01 15:23:16 +02:00
359b90d4fc
use __APPLE__ as opposed to passing a MACOSX flag via make
2010-06-01 14:08:00 +02:00
aa625cc046
produce consistent output
2010-06-01 11:18:56 +02:00
762e703692
Allow the user to pass a constant seed
2010-06-01 11:18:55 +02:00
478cfee0e4
modified sz_prd to work both with standalone files and with mex
2010-06-01 11:18:55 +02:00
72ea2cc07c
when printing to stdout, use printf and return val
2010-06-01 11:18:55 +02:00
358640ba4f
Mex files / modifications for mex
2010-06-01 11:18:55 +02:00
601c087baa
conform to ANSI-C (C90) standard (for -ansi flag under Linux)
2010-06-01 11:18:55 +02:00
341e6a2924
remove trailing whitespace and replace tabs with spaces
2010-06-01 11:18:55 +02:00
bd626b07f9
replace DOS ending with UNIX,
2010-06-01 11:18:55 +02:00
d265fcba2d
if FILE * is stdout, replace fprintf(FILE *, with printf
2010-06-01 11:18:54 +02:00
1bc7bf7fbb
make blas and lapack functions work with matlab
2010-06-01 11:18:54 +02:00
14a081c0f5
add swz_fprintf_err to handle printing to stderr
2010-06-01 11:18:54 +02:00
c955ae6242
replace 'fprintf(stdout,' with 'printf('
2010-06-01 11:18:54 +02:00
49cfafce92
prepare modifications for mex
2010-06-01 11:18:54 +02:00
24e5ef8404
moved matrix.h to swzmatrix.h because of conflict with matrix.h provided by Matlab
2010-06-01 11:18:54 +02:00
ac0f324d6f
build swz standalone executables only against gsl
2010-06-01 11:18:54 +02:00
e5705ef0bf
1) first fixes in synchronization of remote clusters under linux;
...
2) changes to header/comments
2010-05-31 11:57:19 +02:00
839b77d679
1) eliminated us of struct2local;
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2) changes to header/comments.
2010-05-31 11:55:25 +02:00
55764e667f
1) eliminated use of struct2local;
...
2) changes to header/comments.
2010-05-31 11:54:22 +02:00
1021e43d47
1) eliminates use of struct2local;
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2) changes to header
2010-05-31 11:52:38 +02:00
26a78ba595
1) eliminate use of struct2local;
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2) fix bug with iterations equal to B+1 (in place of B);
3) changes to header/comments
2010-05-31 11:51:56 +02:00
befe661f34
1) minor fix for number of runs == B (they were B+1);
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2) changes to header/comments
2010-05-31 11:50:48 +02:00
36903ee8e1
1) eliminated the use of struct2local;
...
2) better heading/comments
2010-05-31 11:49:24 +02:00
73c46ee9ce
Changes to header/comments.
2010-05-31 11:48:34 +02:00
88289ce751
1) eliminated use of struct2local;
...
2) better header /commenting
2010-05-31 11:47:30 +02:00
e84c8dc1e0
Header/commenting changes
2010-05-31 11:46:38 +02:00
0450edda3b
Merged with masterParallelMan (which will be eliminated).
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Improved header/commenting;
2010-05-31 11:45:57 +02:00
77ee04ef37
use of struct2local is eliminated;
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Header is improved;
2010-05-31 11:45:04 +02:00
6625ca416e
Minor changes to header/commenting
2010-05-31 11:44:00 +02:00
cbf9739d90
Minor header changes.
2010-05-31 11:27:19 +02:00
d85fc06444
Bug fix.
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Header improvement.
2010-05-31 11:26:45 +02:00
40d38909ba
Improved header/commenting
2010-05-31 11:25:42 +02:00
7365e55b0c
Improved header
2010-05-31 11:24:55 +02:00
457cc27367
Improved header/commenting
2010-05-31 11:24:24 +02:00
e070be083a
Minor change in header
2010-05-31 11:23:38 +02:00
124a6c5c12
correct bug when <fname>_steadystate.m file changes the value of parameters + display steady state in Ramsey policy
2010-05-29 07:48:00 +02:00
bb583d6cf6
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-25 15:10:19 +02:00
945c434afe
(1) Added pruning algorithm for second order simulations (matlab code).
...
(2) Speed improvement in second order simulations (replaced call to matlab's kron function by call to
A_times_B_kronecker_C).
(3) Removed useless globals.
(4) Cosmetic changes and corrections on headers.
2010-05-25 14:00:08 +02:00
7f74639cc1
ramsey_policy: dr1 returns with info(1)=20 and info(2) = resids'*resids if we can't find the steady state under Ramsey policy
2010-05-21 15:57:27 +02:00
56e4c35b39
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-21 11:51:34 +02:00
7e73744b13
osr: bug correction when there are auxiliary variables
2010-05-20 09:38:47 +02:00
7d94b012dd
Added (exogenous) homotopic steps in reversed extended path.
2010-05-12 17:56:37 +02:00
0889df6161
Completed the reversed extended path routines.
2010-05-12 16:52:26 +02:00
135e802f73
Added loop over t for computing the innovations (reversed extended path routine).
2010-05-11 22:43:10 +02:00
e69903f4ac
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-11 22:40:44 +02:00
6153673577
Tex Output: bug correction
2010-05-09 20:07:46 +02:00
c758e4d62e
cleaning-up mult_elimination.m and adding tests/mult_elimination_test.mod
2010-05-08 18:03:51 +02:00
f12c64cc84
optimal policy: bug correction in Lagrange multipliers elimination (mult_elimination.m)
2010-05-08 10:10:19 +02:00
79184b2ded
Added files for reversed extended path method.
2010-05-06 17:39:46 +02:00
a88bd230a8
Cosmetic change.
2010-05-06 17:25:32 +02:00
913ef20078
Changed the initialization of the persistent variables in perfect_foresight_simulation.
2010-05-05 16:25:28 +02:00
83521c384f
Turned warnings off in perfect_foresight_simulation.m.
2010-05-05 15:36:20 +02:00
f25371bf6a
Bug fix. Variables INFO or info may be matlab's structure (isnan cannot be applied on a structure).
2010-05-05 15:34:24 +02:00
f85b47e6ed
Moved homotopic_steps function from extended_path.m to dynare/matlab subdirectory.
2010-05-04 17:15:13 +02:00
6ef638a42d
datatomfile: if no second argument, then include all endogenous variables
2010-04-30 12:23:57 +02:00
956b42fdff
corrected bugs in shock_decomposition
2010-04-27 19:50:42 +02:00
a6ac64e5db
small bug fix
2010-04-20 10:37:08 +02:00
47037687d5
fixed persistent variable initialization
2010-04-19 16:40:28 +02:00
4bde063669
Kalman filters: fixing initialization of oldK to Inf instead of 0
2010-04-16 12:20:57 +02:00
5b851c8c76
Merge remote branch 'ratto/master'
2010-04-15 16:13:38 +02:00
07748100ff
adding to diagnoosticks check of rank of Jacobian of static model when steady state computation fails
2010-04-14 20:58:54 +02:00
b6ad0a61ed
bug fix for empty global variables
2010-04-14 17:29:12 +02:00
2d21729598
bug fix for non-existing remote sub-folders
2010-04-14 17:23:26 +02:00
47eac6ac88
1) copy metropolis files
...
2) bug fix with mh_drop
2010-04-14 17:20:29 +02:00
1fc0fbc2c7
Extended remote delete, to clean everything after completion of jobs on remote machines.
2010-04-14 17:19:55 +02:00
0e98d4266c
1) Several bug fixes for making the remote threads work properly under the Always/Open mode;
...
2) small cosmethics;
2010-04-14 17:19:21 +02:00
f743f0375d
small bug fix for remote slave processes;
2010-04-14 17:18:22 +02:00
5e7d9d39e5
1) removed redundant loop defining x;
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2) bug fix for remote slave sessions;
2010-04-14 17:17:22 +02:00
da74e53204
Preprocessor:
...
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
0f06026c85
1) No exception for mode_compute=5 when computing hessian;
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2) bug fix;
2010-04-08 17:04:08 +02:00
a98a5106e1
In MATLAB >= 7.7, don't display a warning if we use deprecated interface to set seed of random number generators
2010-04-06 16:52:05 +02:00
c2f7f0a555
computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance.
...
When the aggregate variance differs from the shock of the sum of the effects of individual shocks by more than 0.01% a warning is displayed.
This behaviour is documented in the reference manual.
2010-04-03 11:27:49 +02:00
f85049e9a6
removed oo_.smoother.integration_order
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removed integration_order (d) from the output arguments of DsgeSmoother. It is still computed by a few Kalman smoother routines. I don't change them now as they need to be rewritten soon.
2010-04-03 08:00:22 +02:00
c1b3627896
correction swz/c-code/Makefile: sbvar_estimation was left from a previous experiment
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correcting swz/bin/.gitignore
2010-04-03 07:50:48 +02:00
6a2d2a7b46
smoother deals with all variables in M_.endo_names unless option SELECTED_VARIABLES_ONLY is used
2010-04-02 21:40:50 +02:00
e54a505159
bug correction
2010-04-02 21:38:05 +02:00
2679e190e8
bug correction. It seems that struct2local can create problems with Matlab r2010a: if run_smoother exists as function name, 'if run_smoother' calls run_smoother rather than evaluate local variable run_smoother.
2010-04-02 21:37:43 +02:00
aef46cf78e
Fixed bug. The declared paths for the constrained variables have to be centered (Users declare constrained variables in *levels*,
...
imcforecasts centers the paths and adds the trend in the end).
(cherry picked from commit 4cb664a5089bc25bba7dfe63c2f0bdb743c4d5a7)
2010-04-01 15:41:36 +02:00
1dd9ca8e3f
Activate warning backtrace even for Octave
2010-03-29 12:44:56 +02:00
7f5f99b43e
stoch_simul: force order=1 with partial_information
2010-03-29 12:44:38 +02:00
307911b461
removing DOS end of lines
2010-03-25 12:28:48 +01:00
e405f17c8a
additional fixe to partial information:
...
- partial_information is a LOCAL option that must be repeated in all instructions
- when VAROBS is empty, one assumes full information (all endogenous variables are observed)
- allusion to SIMULATED variables is removed from the title of the tables
2010-03-25 11:20:34 +01:00
0be001d194
Tidying up Partial information extension to stoch_simul, PCL_Part_info_irf.m and PCL_Part_info_moments.m
2010-03-24 23:26:05 +00:00
667d5ac262
var_listindices.m: fix for Octave
2010-03-24 12:54:18 +01:00
6bb4ec4d9b
Fixed bug in stoch_simul related to the variable list
2010-03-24 12:54:02 +01:00
60ad78b095
Partial information: fixed copyright notices
2010-03-24 12:21:02 +01:00
45efcd61dd
Partial information: converted files to UNIX EOL convention
2010-03-24 12:14:41 +01:00
a9ce1ef2b4
bug correction in partial_information
2010-03-24 10:35:30 +01:00
7668bc4a11
-new smoother function kalman/smoother/kalman_smoother.m
...
-fixing bugs in dynare_estimation_1.m
2010-03-23 18:17:15 +01:00
b261eb0ba2
integration of partial information in stoch_simul (thanks to George, Joe and Paul)
2010-03-23 11:09:59 +01:00
436fdf97c6
modified varlist_indices
2010-03-23 06:38:39 +01:00
c5bc424dd4
added new Partial Inforamtion code sent by G. Perendia
2010-03-23 05:47:13 +01:00
9b20ae958c
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
c963fb6c91
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-19 20:41:04 +01:00
40f1ab7548
computing smoother only for listed variables (start)
2010-03-19 20:40:49 +01:00
5efb7a7ddf
added clause in dynare_estimation_1.m to avoid use of kalman smoother and diagnostics if options_.partial_information == 1
2010-03-19 19:17:38 +00:00
6d4b0ecab7
SWZ:
...
- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
2010-03-15 12:03:37 +01:00
890a7b8f0a
SWZ: removed reference to old function
2010-03-15 10:10:22 +01:00
afc94953e9
Add provisions for MATLAB 7.10 (R2010a)
2010-03-10 18:44:46 +01:00
5b1ebc821c
SWZ: adding new tests and identification/exclusions.m
2010-03-10 08:40:52 +01:00
591e426110
- reversed ordering for lower and upper Cholesky
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- added tests
- fixed various bugs
- modified initial values
Still unfinished
2010-03-10 08:32:51 +01:00
f4b7840739
corrected bug for decompostion (nargout > 7) in missing_DiffuseKalmanSmoother3.m
2010-03-09 18:43:50 +01:00
30ea396a08
Allow temporary terms to work with external functions
2010-03-09 11:21:14 +01:00
38640c4af8
use of numerical Jacobian to check analytic results.
2010-03-09 10:05:13 +01:00
ed4fee93fb
Utility for numerical derivatives in identification (to check analytic results)
2010-03-09 10:03:05 +01:00
e66b7b5ee2
Quicker with partial correlations.
2010-03-09 08:54:16 +01:00
8a7bdefe2a
small bug in Kronecker derivatives
2010-03-09 08:54:16 +01:00
52e9e9aef7
1) fix of boxplots when two nparams =2;
...
2) default useautocorr = 0;
3) new option prior_range;
4) normalized Jacobian for weak identification;
5) more complete options load_ident_files.
2010-03-09 08:54:16 +01:00
2166d36cc1
Improved display for weak identification
2010-03-09 08:54:16 +01:00
Marco Ratto
Sébastien Villemot
Michel Juillard
Houtan Bastani
Stéphane Adjemian (Scylla)
George Perendia