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;
...
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;
...
2) changes to header
2010-05-31 11:52:38 +02:00
26a78ba595
1) eliminate use of struct2local;
...
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);
...
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).
...
Improved header/commenting;
2010-05-31 11:45:57 +02:00
77ee04ef37
use of struct2local is eliminated;
...
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.
...
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;
...
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;
...
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
...
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
...
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
...
- 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
24ddd6edb4
cheaper execution for pairwise correlations
2010-03-09 08:54:15 +01:00
d994ed35ff
Merge remote branch 'ratto/master'
2010-03-05 11:32:05 +01:00
3e573f1c35
semicolon missing.
2010-03-05 11:27:59 +01:00
24d41f66c8
fixed bug with tolerance for steady state kalman filter
2010-03-05 11:26:29 +01:00
07bbc15824
Changes related to SMM estimation.
...
(1) Bug fixes.
(2) SMM estimation use the estimated_params block (same usage as for ML estimator).
2010-03-04 17:24:01 +01:00
227d6f9140
Bug fix.
2010-03-04 16:40:02 +01:00
2a1889b508
Set penalty equal to minus infinity in mcmc (so that the probability of discarding vectors of
...
deep parameters such that the steady state does not exist, does not satisfy BK conditions,...
is one).
2010-03-04 16:15:27 +01:00
12c4a52ebc
Add support for external functions
2010-02-23 18:15:18 +01:00
38bb29fa11
1) fixed steady state derivatives for non-stationary models;
...
2) fixed derivatives using kronecker products a la Iskrev
2010-02-23 10:50:26 +01:00
bb06ec430a
1) relaxed schur_vec_tol
...
2) warning off divde by zero
3) better figure layout
2010-02-23 10:47:43 +01:00
e466748993
Bugs corrected: exogenous variable are read from and external file if oo_.exo_simul is not completely filled => allows for shocks.
2010-02-19 11:03:53 +01:00
e1db53caa0
dynare_config adds matlab/missing/bsxfun in the path if needed. bsxfun.m is a replacement for matlab's
...
built-in bsxfun function (missing in versions older than 7.4).
2010-02-19 00:31:43 +01:00
9754bc7afa
Fixed bug.
2010-02-19 00:31:43 +01:00
1fbe76b95d
Added function a clone of matlab's built in bsxfun (missing in versions prior to 7.4).
2010-02-19 00:31:43 +01:00
b762f010cd
Fix the inconsistency between mh_drop and the number of mh draws discarded
...
when computing the Brooks and Gelman convergence diagnostics.
2010-02-18 17:13:13 +01:00
1ae1b5ff20
Backporting bicgstab function from Octave 3.2 to Octave 3.0 ( closes #81 )
2010-02-17 18:40:52 +01:00
10e92a8673
Merge branch 'master' of stepan@kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-02-17 18:29:44 +01:00
de1ba423b5
Bug fixes.
2010-02-17 18:27:20 +01:00
cbfd0fd562
Added estimation of the variance of the SMM estimator.
2010-02-17 17:48:43 +01:00
b65178aadb
Added a function computing the gradient of a function (R^m -> R^n).
2010-02-17 17:33:52 +01:00
f1b07fb789
Added a function computing the gap between simulated and sample moments.
2010-02-17 16:53:04 +01:00
77570f40c7
Added mode options.optimization_routine==0 (no optimization, just read the optimization_path.mat file).
2010-02-17 16:20:37 +01:00
c1e7ade63e
get_variance_of_endogenous_variables.m: fixed error introduced in commit b9173a211f
2010-02-17 12:52:25 +01:00
9e2885d17f
Merge remote branch 'michel/master'
2010-02-17 12:51:20 +01:00
b9173a211f
get_variance_of_endogenous_variables.m:
...
* fixed bug when no unit root
* removed unused and never initialized second return argument
2010-02-17 12:02:17 +01:00
d6faa47807
Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates
2010-02-15 16:52:36 +01:00
9509a46497
corrected bug when all variables are stationary and u is empty
2010-02-15 14:17:02 +01:00
44623a1d3f
Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze.
2010-02-13 19:19:57 +01:00
be510a4b93
bug fixes for use with octave for windows
2010-02-12 19:31:39 +01:00
0d2448c375
bug fix for use with octave for windows (filesep in place of '/')
2010-02-12 19:31:05 +01:00
c8568a7fb8
fixed bug: transpose after squeeze
2010-02-12 19:30:27 +01:00
cfda6bf6bb
added global variables needed
2010-02-12 18:01:53 +01:00
fd31489982
simplified screen output for parallel runs in octave
2010-02-12 18:00:16 +01:00
c4a6c47588
1) moved waitbar instances to core
...
2) new input argument parallel_info for masterparallel
3) force not closing slave (consecutive pm3 calls)
2010-02-12 17:54:52 +01:00
187e55739c
provisions for octave and small fixed bug
2010-02-12 17:53:43 +01:00
4b6d5f3357
provisions for octave
2010-02-12 17:46:12 +01:00
b9ae99d367
Several fixes:
...
1) moved all waitbar instances to core routines;
2) added IRUN argument for core1
3) added global variables for core2 and removed wrong definitions for local ones
2010-02-12 17:41:38 +01:00
1e31815805
New option parallel_info
2010-02-12 17:38:47 +01:00
7581960fb2
use of parallel info to redirect to masterParallelman when requested by the user
2010-02-12 17:38:15 +01:00
cb5fcdef10
New input parallel_info for masterparallel
2010-02-12 17:37:28 +01:00
e1b64eae1d
Unix new line format
2010-02-12 17:35:53 +01:00
bc4c342e6a
debugged nvar wrongly put in local vars for core
2010-02-12 17:27:29 +01:00
0764c03001
New utility to close remote slaves when using the options of leaving slaves open after finishing a job.
2010-02-12 17:25:58 +01:00
5bb4ff02bc
Added parallel_info argument to masterparallel
2010-02-12 17:24:24 +01:00
d6027ad50f
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare-ratto
2010-02-12 17:17:42 +01:00
a83c0e68c7
Bug fix and efficiency changes in smoothing routines.
2010-02-12 12:31:32 +01:00
a828c3d2c1
Do not compute the harmonic mean estimator of the marginal density and various posterior
...
statistics if options_.mh_replic==0.
2010-02-11 14:26:30 +01:00
3cecfb0f22
More comments and traps
2010-02-10 18:53:16 +01:00
c76c0744ff
If only one chain, don't go parallel
2010-02-10 18:52:16 +01:00
060e36da1a
parallel version.
2010-02-10 18:51:07 +01:00
837399182c
parallelized pm3.
2010-02-10 18:47:20 +01:00
e2c38b4028
Parallel version of PosteriorIRF.m
2010-02-10 18:46:24 +01:00
c566613d6d
Bug fix: 'initialize' was always empty ...
2010-02-10 18:45:04 +01:00
e4afa02054
Use of new utility distributeJobs
2010-02-10 18:43:29 +01:00
f9bc14f02c
Utility to distribute jobs, used by masterparallel
2010-02-10 18:42:15 +01:00
184ca19317
Utility to get the number of CPU's in a computer
2010-02-10 18:41:08 +01:00
d62cd457ac
Utility to check that cluster works properly and can run a remote matlab session.
2010-02-10 18:39:16 +01:00
dcf49d606f
Added the possibility of computing hp-filtered simulated moments.
2010-02-10 14:20:28 +01:00
7019b382d7
added initialization of priodens.m in global_initialization.m
2010-02-08 11:15:14 +01:00
84aae713a6
explicit initialization of persistent variables in priordens.m
2010-02-06 14:43:16 +01:00
cc06f60ab2
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-02-05 23:21:10 +01:00
3f1fad9cd2
Added trap for cases where diffuse filters fail (replaced error messages by warning messages).
2010-02-05 23:18:08 +01:00
d244278adf
Fixed bug in dynasave (thanks to P. M. Lafourcade for reporting)
2010-02-05 16:54:00 +01:00
55c210ef47
Bug fix (fval is give by DsgeVarLikelihood if a dsge-var model is estimated) and cosmetic
...
changes (removed trap).
2010-02-04 21:36:21 +01:00
0c26e187b3
Merge branch 'master' of http://www.dynare.org/git/dynare
2010-02-04 16:34:53 +01:00
2e53bb0807
bug correction in mode_check when incomplete last page of plots
2010-02-04 16:30:19 +01:00
8878c10a75
Added a warning if the user put order>1 as an option in the estimation command.
2010-02-04 10:30:45 +01:00
bfde3d2beb
Removed non linear kalman filter files.
2010-02-03 12:37:46 +01:00
c666b79001
trap for NaN's in mm and MM
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3390 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 14:03:28 +00:00
7a743a9594
Added partial correlation plots for reduced form model and moments;
...
warning of for the loop of normalized sensitivities;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3389 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 14:02:56 +00:00
c44452d820
Fast deterministic simulations:
...
* when using "bytecode" without "block", enforce "stack_solve_algo=5"
* added a test for "bytecode" without "block" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3388 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 10:13:14 +00:00
3f8bc2b2a1
Added steady state to derivatives of LRE form.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3387 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 16:48:45 +00:00
234cc8ef7a
header
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3381 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 14:11:15 +00:00
966a1b4896
boxplot utility, used in identification.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3380 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 14:10:17 +00:00
a02dd60d1e
Modified version of parallel routines, with more sophisticated management of slave processes, which are not closed after the completion of each job but can stay in stand-by until a new job is assigned to them.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3379 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 13:18:15 +00:00
0378c80427
deleted a bit still linked to sshfs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3378 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 13:11:17 +00:00
f06b4e180a
4.2: fixed bug in k_order_pert.m for order == 1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3376 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-25 14:52:48 +00:00
ce7af53855
v4.2: changed vech functions names to avoid conflict with other toolboxes
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vech.m -> dyn_vech.m
unvech.m -> dyn_unvech.m
diag_vech.m -> dyn_diag_vech.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3375 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-23 16:55:28 +00:00
0efd5b1621
"bytecode" option can be used without "block" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
29fc9354ef
Adapted SMM for the estimation of variances.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3370 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-21 10:56:32 +00:00
397d531990
Bug fix. Variable use_dll_flag is not defined if remote computers are not used. Don't need to compile the
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(dynamic model) mex file in this case.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3366 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-16 10:28:09 +00:00
46cf2ea243
* Bug fixes and cosmetic files in parallelized SMM.
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* Bug fix in extended_path.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3365 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 15:45:07 +00:00
f8f8434977
removed useless comments
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3364 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 10:02:22 +00:00
f1795cb909
1) added ismac for MATLAB >= 7.4
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2) some commenting added;
3) eliminated sshfs mounting
4) eliminate use of ifconfig, use hostname utility of linux/unix instead (still may not work for solaris environments?)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3363 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 10:01:21 +00:00
414ea4daf0
forced order=1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3362 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:58:38 +00:00
94d215d73e
Modifications linked to previous commit:
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Added first order moments
Added LRE analysis for trivial no-identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3361 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:58:09 +00:00
cda0f571b4
Added first order moments
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Added LRE analysis for trivial no-identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3360 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:57:05 +00:00
a018e231de
distinguishing between noprint and nomoments/nocorr options
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3359 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:55:05 +00:00
c5cf610fdf
Removed persistent variable. Don't know if persistent variables are working as expected
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with recursively called functions.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3354 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 10:14:55 +00:00
1b37985435
Added a generated mat file keeping track of the estimated parameters' values.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3347 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 16:36:36 +00:00
5f42e79bfc
Changed the code so that if we are not able to solve for the deterministic equilibrium path
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at time t (even with the homotopic steps) then the size of the structural innovations is
reduced (at time t *only*). The advantage of this trick is that the seed of the random
number generator is not affected. The problem is that the structural innovations are now
heteroscedastic. Should add something to evaluate the importance of this heteroscedasticity problem.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3346 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 16:29:50 +00:00
77eec32811
Replaced disp() by error(). This condition (master running a job) is mandatory.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3345 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:58:45 +00:00
3ad3372f76
Correction of a bug introduced in the previous commit (3343).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3344 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:53:57 +00:00
868ef77d89
Tests if master is running a job. Master has to run a job, otherwise we
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cannot define a time limit for the evaluation of the objective function.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3343 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:49:31 +00:00
da8638ccc7
* Added the possibility to use the matlab's simplex routine for
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minimizing the objective function.
* Added a test for the platform (parellelized version of SMM is
only implemented for linux).
* Added upper and lower bounds for the estimated parameters. A
penalty is defined when a vector of parameters does not satisfy
the upper and lower bounds.
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3342 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:33:23 +00:00
6d7c31de9b
The second output argument has to be non empty. flag is equal to zero if, for some reason,
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the evaluation of the objective function failed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3339 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 23:27:43 +00:00
2fdc41ab36
Removed printed gradient.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3338 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 23:23:57 +00:00
2d8945939d
Commit 3335 was incomplete.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3337 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 23:10:14 +00:00
696e8ee140
Added a new input argument (epsilon) in gradient routines and csminwel.m. This parameter defines the length of the steps considered
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by numgrad routines to compute the gradient. The default value (defined in global_initialization.m) for this parameter is 1e-6. The
value of epsilon is stored in options_.gradient_epsilon.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3335 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 16:51:33 +00:00
3c4d69ace2
* Efficiency change in numgrad (two, three and five points formulas) files. Do not evaluate the objective function at x, this is already
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done in csminwel.m or in csminit.m.
* Fixed bug in the calling sequence of numgrad5.m (five points formula) in csminwel.m.
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3334 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 14:36:45 +00:00
Houtan Bastani
Marco Ratto
Michel Juillard
Stéphane Adjemian (Charybdis)
Sébastien Villemot
George Perendia
Stéphane Adjemian (Gpm
Ferhat Mihoubi
JUILLARD Michel
ratto
sebastien
michel
ferhat
stepan