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Author SHA1 Message Date
Sébastien Villemot 5b851c8c76 Merge remote branch 'ratto/master' 2010-04-15 16:13:38 +02:00
Michel Juillard 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
Marco Ratto b6ad0a61ed bug fix for empty global variables 2010-04-14 17:29:12 +02:00
Marco Ratto 2d21729598 bug fix for non-existing remote sub-folders 2010-04-14 17:23:26 +02:00
Marco Ratto 47eac6ac88 1) copy metropolis files 
2) bug fix with mh_drop
 2010-04-14 17:20:29 +02:00
Marco Ratto 1fc0fbc2c7 Extended remote delete, to clean everything after completion of jobs on remote machines. 2010-04-14 17:19:55 +02:00
Marco Ratto 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
Marco Ratto f743f0375d small bug fix for remote slave processes; 2010-04-14 17:18:22 +02:00
Marco Ratto 5e7d9d39e5 1) removed redundant loop defining x; 
2) bug fix for remote slave sessions;
 2010-04-14 17:17:22 +02:00
Sébastien Villemot 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
Marco Ratto 0f06026c85 1) No exception for mode_compute=5 when computing hessian; 
2) bug fix;
 2010-04-08 17:04:08 +02:00
Sébastien Villemot 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
Michel Juillard 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
Michel Juillard 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
Michel Juillard 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
Michel Juillard 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
Michel Juillard e54a505159 bug correction 2010-04-02 21:38:05 +02:00
Michel Juillard 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
Stéphane Adjemian (Ithaque) 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
Sébastien Villemot 1dd9ca8e3f Activate warning backtrace even for Octave 2010-03-29 12:44:56 +02:00
Sébastien Villemot 7f5f99b43e stoch_simul: force order=1 with partial_information 2010-03-29 12:44:38 +02:00
Michel Juillard 307911b461 removing DOS end of lines 2010-03-25 12:28:48 +01:00
Michel Juillard 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
George Perendia 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
Sébastien Villemot 667d5ac262 var_listindices.m: fix for Octave 2010-03-24 12:54:18 +01:00
Sébastien Villemot 6bb4ec4d9b Fixed bug in stoch_simul related to the variable list 2010-03-24 12:54:02 +01:00
Sébastien Villemot 60ad78b095 Partial information: fixed copyright notices 2010-03-24 12:21:02 +01:00
Sébastien Villemot 45efcd61dd Partial information: converted files to UNIX EOL convention 2010-03-24 12:14:41 +01:00
Michel Juillard a9ce1ef2b4 bug correction in partial_information 2010-03-24 10:35:30 +01:00
Michel Juillard 7668bc4a11 -new smoother function kalman/smoother/kalman_smoother.m 
-fixing bugs in dynare_estimation_1.m
 2010-03-23 18:17:15 +01:00
Michel Juillard b261eb0ba2 integration of partial information in stoch_simul (thanks to George, Joe and Paul) 2010-03-23 11:09:59 +01:00
Michel Juillard 436fdf97c6 modified varlist_indices 2010-03-23 06:38:39 +01:00
Michel Juillard c5bc424dd4 added new Partial Inforamtion code sent by G. Perendia 2010-03-23 05:47:13 +01:00
Michel Juillard 9b20ae958c added options filter_covariance filter_decomposition for new version of the smoother 2010-03-22 21:57:46 +01:00
Michel Juillard c963fb6c91 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2010-03-19 20:41:04 +01:00
Michel Juillard 40f1ab7548 computing smoother only for listed variables (start) 2010-03-19 20:40:49 +01:00
George Perendia 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
Michel Juillard 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
Michel Juillard 890a7b8f0a SWZ: removed reference to old function 2010-03-15 10:10:22 +01:00
Sébastien Villemot afc94953e9 Add provisions for MATLAB 7.10 (R2010a) 2010-03-10 18:44:46 +01:00
Michel Juillard 5b1ebc821c SWZ: adding new tests and identification/exclusions.m 2010-03-10 08:40:52 +01:00
Michel Juillard 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
Michel Juillard f4b7840739 corrected bug for decompostion (nargout > 7) in missing_DiffuseKalmanSmoother3.m 2010-03-09 18:43:50 +01:00
Houtan Bastani 30ea396a08 Allow temporary terms to work with external functions 2010-03-09 11:21:14 +01:00
Marco Ratto 38640c4af8 use of numerical Jacobian to check analytic results. 2010-03-09 10:05:13 +01:00
Marco Ratto ed4fee93fb Utility for numerical derivatives in identification (to check analytic results) 2010-03-09 10:03:05 +01:00
Marco Ratto e66b7b5ee2 Quicker with partial correlations. 2010-03-09 08:54:16 +01:00
Marco Ratto 8a7bdefe2a small bug in Kronecker derivatives 2010-03-09 08:54:16 +01:00
Marco Ratto 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
Marco Ratto 2166d36cc1 Improved display for weak identification 2010-03-09 08:54:16 +01:00
Marco Ratto 24ddd6edb4 cheaper execution for pairwise correlations 2010-03-09 08:54:15 +01:00
Sébastien Villemot d994ed35ff Merge remote branch 'ratto/master' 2010-03-05 11:32:05 +01:00
Marco Ratto 3e573f1c35 semicolon missing. 2010-03-05 11:27:59 +01:00
Marco Ratto 24d41f66c8 fixed bug with tolerance for steady state kalman filter 2010-03-05 11:26:29 +01:00
Stéphane Adjemian (Gpm 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
Stéphane Adjemian (Karaba) 227d6f9140 Bug fix. 2010-03-04 16:40:02 +01:00
Stéphane Adjemian (Karaba) 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
Houtan Bastani 12c4a52ebc Add support for external functions 2010-02-23 18:15:18 +01:00
Marco Ratto 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
Marco Ratto bb06ec430a 1) relaxed schur_vec_tol 
2) warning off divde by zero
3) better figure layout
 2010-02-23 10:47:43 +01:00
Ferhat Mihoubi 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
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) 9754bc7afa Fixed bug. 2010-02-19 00:31:43 +01:00
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) 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
Sébastien Villemot 1ae1b5ff20 Backporting bicgstab function from Octave 3.2 to Octave 3.0 (closes #81) 2010-02-17 18:40:52 +01:00
Stéphane Adjemian (Gpm) 10e92a8673 Merge branch 'master' of stepan@kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-02-17 18:29:44 +01:00
Stéphane Adjemian (Gpm) de1ba423b5 Bug fixes. 2010-02-17 18:27:20 +01:00
Stéphane Adjemian (Gpm) cbfd0fd562 Added estimation of the variance of the SMM estimator. 2010-02-17 17:48:43 +01:00
Stéphane Adjemian (Gpm) b65178aadb Added a function computing the gradient of a function (R^m -> R^n). 2010-02-17 17:33:52 +01:00
Stéphane Adjemian (Gpm) f1b07fb789 Added a function computing the gap between simulated and sample moments. 2010-02-17 16:53:04 +01:00
Stéphane Adjemian (Gpm) 77570f40c7 Added mode options.optimization_routine==0 (no optimization, just read the optimization_path.mat file). 2010-02-17 16:20:37 +01:00
Sébastien Villemot c1e7ade63e get_variance_of_endogenous_variables.m: fixed error introduced in commit b9173a211f 2010-02-17 12:52:25 +01:00
Sébastien Villemot 9e2885d17f Merge remote branch 'michel/master' 2010-02-17 12:51:20 +01:00
Sébastien Villemot 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
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
JUILLARD Michel 9509a46497 corrected bug when all variables are stationary and u is empty 2010-02-15 14:17:02 +01:00
Stéphane Adjemian (Karaba) 44623a1d3f Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze. 2010-02-13 19:19:57 +01:00
Marco Ratto be510a4b93 bug fixes for use with octave for windows 2010-02-12 19:31:39 +01:00
Marco Ratto 0d2448c375 bug fix for use with octave for windows (filesep in place of '/') 2010-02-12 19:31:05 +01:00
Marco Ratto c8568a7fb8 fixed bug: transpose after squeeze 2010-02-12 19:30:27 +01:00
Marco Ratto cfda6bf6bb added global variables needed 2010-02-12 18:01:53 +01:00
Marco Ratto fd31489982 simplified screen output for parallel runs in octave 2010-02-12 18:00:16 +01:00
Marco Ratto 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
Marco Ratto 187e55739c provisions for octave and small fixed bug 2010-02-12 17:53:43 +01:00
Marco Ratto 4b6d5f3357 provisions for octave 2010-02-12 17:46:12 +01:00
Marco Ratto 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
Marco Ratto 1e31815805 New option parallel_info 2010-02-12 17:38:47 +01:00
Marco Ratto 7581960fb2 use of parallel info to redirect to masterParallelman when requested by the user 2010-02-12 17:38:15 +01:00
Marco Ratto cb5fcdef10 New input parallel_info for masterparallel 2010-02-12 17:37:28 +01:00
Marco Ratto e1b64eae1d Unix new line format 2010-02-12 17:35:53 +01:00
Marco Ratto bc4c342e6a debugged nvar wrongly put in local vars for core 2010-02-12 17:27:29 +01:00
Marco Ratto 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
Marco Ratto 5bb4ff02bc Added parallel_info argument to masterparallel 2010-02-12 17:24:24 +01:00
Marco Ratto d6027ad50f Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare-ratto 2010-02-12 17:17:42 +01:00
Stéphane Adjemian (Charybdis) a83c0e68c7 Bug fix and efficiency changes in smoothing routines. 2010-02-12 12:31:32 +01:00
Stéphane Adjemian (Karaba) 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
Marco Ratto 3cecfb0f22 More comments and traps 2010-02-10 18:53:16 +01:00
Marco Ratto c76c0744ff If only one chain, don't go parallel 2010-02-10 18:52:16 +01:00
Marco Ratto 060e36da1a parallel version. 2010-02-10 18:51:07 +01:00
Marco Ratto 837399182c parallelized pm3. 2010-02-10 18:47:20 +01:00
Marco Ratto e2c38b4028 Parallel version of PosteriorIRF.m 2010-02-10 18:46:24 +01:00
Marco Ratto c566613d6d Bug fix: 'initialize' was always empty ... 2010-02-10 18:45:04 +01:00
Marco Ratto e4afa02054 Use of new utility distributeJobs 2010-02-10 18:43:29 +01:00
Marco Ratto f9bc14f02c Utility to distribute jobs, used by masterparallel 2010-02-10 18:42:15 +01:00
Marco Ratto 184ca19317 Utility to get the number of CPU's in a computer 2010-02-10 18:41:08 +01:00
Marco Ratto d62cd457ac Utility to check that cluster works properly and can run a remote matlab session. 2010-02-10 18:39:16 +01:00
Stéphane Adjemian (Charybdis) dcf49d606f Added the possibility of computing hp-filtered simulated moments. 2010-02-10 14:20:28 +01:00
Michel Juillard 7019b382d7 added initialization of priodens.m in global_initialization.m 2010-02-08 11:15:14 +01:00
Michel Juillard 84aae713a6 explicit initialization of persistent variables in priordens.m 2010-02-06 14:43:16 +01:00
Stéphane Adjemian (Charybdis) cc06f60ab2 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-02-05 23:21:10 +01:00
Stéphane Adjemian (Charybdis) 3f1fad9cd2 Added trap for cases where diffuse filters fail (replaced error messages by warning messages). 2010-02-05 23:18:08 +01:00
Sébastien Villemot d244278adf Fixed bug in dynasave (thanks to P. M. Lafourcade for reporting) 2010-02-05 16:54:00 +01:00
Stéphane Adjemian (Charybdis) 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
Michel Juillard 0c26e187b3 Merge branch 'master' of http://www.dynare.org/git/dynare 2010-02-04 16:34:53 +01:00
Michel Juillard 2e53bb0807 bug correction in mode_check when incomplete last page of plots 2010-02-04 16:30:19 +01:00
Stéphane Adjemian (Charybdis) 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
stepan@charybdis bfde3d2beb Removed non linear kalman filter files. 2010-02-03 12:37:46 +01:00
ratto 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
ratto 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
sebastien 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
ratto 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
ratto 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
ratto 966a1b4896 boxplot utility, used in identification. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3380 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-26 14:10:17 +00:00
ratto 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. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3379 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-26 13:18:15 +00:00
ratto 0378c80427 deleted a bit still linked to sshfs 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3378 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-26 13:11:17 +00:00
michel f06b4e180a 4.2: fixed bug in k_order_pert.m for order == 1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3376 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-25 14:52:48 +00:00
michel ce7af53855 v4.2: changed vech functions names to avoid conflict with other toolboxes 
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
ferhat 0efd5b1621 "bytecode" option can be used without "block" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-22 10:03:29 +00:00
stepan 29fc9354ef Adapted SMM for the estimation of variances. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3370 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-21 10:56:32 +00:00
stepan 397d531990 Bug fix. Variable use_dll_flag is not defined if remote computers are not used. Don't need to compile the 
(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
stepan 46cf2ea243 * Bug fixes and cosmetic files in parallelized SMM. 
* 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
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
ratto f1795cb909 1) added ismac for MATLAB >= 7.4 
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
ratto 414ea4daf0 forced order=1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3362 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 09:58:38 +00:00
ratto 94d215d73e Modifications linked to previous commit: 
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
ratto cda0f571b4 Added first order moments 
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
ratto a018e231de distinguishing between noprint and nomoments/nocorr options 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3359 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 09:55:05 +00:00
stepan c5cf610fdf Removed persistent variable. Don't know if persistent variables are working as expected 
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
stepan 1b37985435 Added a generated mat file keeping track of the estimated parameters' values. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3347 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-11 16:36:36 +00:00
stepan 5f42e79bfc Changed the code so that if we are not able to solve for the deterministic equilibrium path 
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
stepan 77eec32811 Replaced disp() by error(). This condition (master running a job) is mandatory. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3345 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-11 13:58:45 +00:00
stepan 3ad3372f76 Correction of a bug introduced in the previous commit (3343). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3344 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-11 13:53:57 +00:00
stepan 868ef77d89 Tests if master is running a job. Master has to run a job, otherwise we 
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
stepan da8638ccc7 * Added the possibility to use the matlab's simplex routine for 
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
stepan 6d7c31de9b The second output argument has to be non empty. flag is equal to zero if, for some reason, 
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
stepan 2fdc41ab36 Removed printed gradient. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3338 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 23:23:57 +00:00
stepan 2d8945939d Commit 3335 was incomplete. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3337 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 23:10:14 +00:00
stepan 696e8ee140 Added a new input argument (epsilon) in gradient routines and csminwel.m. This parameter defines the length of the steps considered 
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
stepan 3c4d69ace2 * Efficiency change in numgrad (two, three and five points formulas) files. Do not evaluate the objective function at x, this is already 
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
stepan 139491219b * Bug fixes. 
* Simulated moments (computed by the slaves) are saved in ascii files instead of mat files.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3333 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 13:49:18 +00:00
stepan 8c89170cf6 Bug fixes and cosmmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3330 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-09 15:46:55 +00:00
stepan 4beedc8f85 * Replaced file system matlab commands by unix commands. 
* Added (missing) call to dynare_config for each slave.
* Other bug fixes.
* Cosmetic changes.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3329 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-09 00:40:10 +00:00
stepan c2e3aa8f58 Bug fix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3328 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 17:42:38 +00:00
stepan 6a9624a78b * Added missing definition of the hostname in smm_objective.m. 
* Fixed bug related to the name of the remote computer in smm_objective.m.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3327 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 17:39:10 +00:00
stepan f8dc2e4c0a Fixed a bug related to the number of slaves per remote computer. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3326 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 17:33:31 +00:00
stepan 0787ea0201 Fixed bug related to the default seed on the slaves. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3325 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 17:30:44 +00:00
stepan 76c736275c Fixed ssh forwarding of the authentication key (added -A option). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3324 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 17:20:08 +00:00
stepan 7c17ab9cca Added parallelized Simulated Moments Method (to be tested). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3323 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 17:14:50 +00:00
ratto 16794e4ec9 Updated version following new revision of dsgelikelihood.m 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3318 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 10:06:21 +00:00
sebastien e7adf28fbd A few more copyright fixes 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3316 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 09:54:43 +00:00
sebastien 129b6fe060 Fixed a few copyright dates 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3315 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 09:48:23 +00:00
sebastien e1ac48414c Fixed RMSE in bvar_forecast 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3313 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 09:31:57 +00:00
fred d8f13d4dae SIS = standard particular filter 
_2 = variation around mat var-cov calculations

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3312 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 08:21:57 +00:00
stepan 301c840ace Adapted csminwel calling sequence to match the previous commit. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3311 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-06 14:54:27 +00:00
stepan 961b539dfd Removed dataset from the inputs (only one field of this structure was used). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3310 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-06 14:49:31 +00:00
stepan 1b3dce7d1b Added files for SMM estimation. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3309 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-06 14:38:32 +00:00
stepan c3aaa9b105 Added info vector as an output (needed to compute penalty for the smm objective function). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3308 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-06 14:06:41 +00:00
stepan 0520d44f8e Changed copyright date. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3307 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-06 13:56:02 +00:00
stepan 9dff2ba6cd * Added missing dummy output argument (result is equal to one if BK conditions are satisfied). 
* Removed useless definition of options_.qz_criterium 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3306 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-06 13:53:47 +00:00
michel a54a6cfbfa 4.2: adding function header 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3303 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-05 15:06:45 +00:00
michel 9ef426c3a9 4.2: added evaluate_planner_objective.m 
modified ramsey_policy to display objective function


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3302 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-05 14:59:49 +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
stepan a86149657e * Changed verbose mode in extended_path.m 
* Fixed  the evaluation of  the distance  to the  deterministic steady
  state in perfect_foresight_simulation.m (when options_.terminal_condition==2).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3299 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-04 10:35:11 +00:00
michel 9b3718b50f 4.2: corrected bugs for terminal_condition == 2 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3298 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-02 11:08:32 +00:00
stepan 2a75491196 Added functions to estimate the long run (co)variance of a 
multivariate stochastic  process. Still needs routines  to compute the
optimal bandwidth parameter.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3297 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-31 10:20:32 +00:00
stepan 21aefdaa5e Added a function to compute order k (centered if k>1) moments of time series. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3296 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-30 13:41:48 +00:00
stepan 9d77d667e7 * Added initialization of the newton steps (for the extended path 
algorithm) with the solution of the linearized model.
* Bug fixes
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3295 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-29 16:33:08 +00:00
stepan 2d0fff0292 * Bug fixes. 
* Added two new initializations for the perfect foresight equilibrium paths.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3294 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-29 15:34:05 +00:00
stepan ec6c70443a * Bug fixes. 
* Removed local copy of endo_simul.
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3293 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-29 10:55:52 +00:00
sebastien e6a1916577 Theoretical autocovariances: 
* at order 2 with non-stationary variables, fixed 2nd order mean correction
* when HP filtering (whether at order 1 or 2), consider all variables as stationary (closes #52)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3288 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-23 11:34:44 +00:00
sebastien c0c0d48fed Fix gamrnd.m: for big integer values of parameter a, the gaussian approximation was incorrect (closes #67) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3281 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-21 11:08:59 +00:00
sebastien 0011678cb5 Changes by Ferhat: 
* fix options stack_solve_algo={2,3,4} (closes #68)
* fix crashes for singular normalizations (closes #44) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-21 10:29:21 +00:00
michel 3885bddd6d trunk: implemented more efficient formulas for smoother 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3276 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-19 22:43:23 +00:00
michel 2b5e551ad2 trunk: added error message for 2nd or 3rd order approximation of purely backward models (to be merged in 4.1) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3275 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-19 15:37:56 +00:00
michel f7ff186c63 trunk: fixed bug in sim1.m for options_.terminal_condition == 1 (to be merged in 4.1) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3274 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-19 15:25:19 +00:00
sebastien f9a7dfc5f4 Fix crash of rplot with models with no lags (fixed #71) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3267 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-18 09:39:53 +00:00
sebastien 982ffa4996 Detection of MEX files: avoid confusion with directories of the same name than MEX files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3263 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-17 14:20:14 +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
sebastien c01a3c134b Reindented the reference manual (using Emacs' nXml mode, except for <programlisting> tags which are messed up by the autoindent) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3248 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 15:35:53 +00:00
sebastien aa23ed73e9 preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 13:21:31 +00:00
michel 9f57f73d74 4.1: shortcircuit simplified code for backward models when order > 1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3243 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-15 15:07:48 +00:00
michel 28f5c66f5d 4.1: fixing bug in estimating backward models with loglinear option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3242 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-15 14:12:53 +00:00
michel 0cf6180bb8 4.1: removed commented out code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3241 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-15 13:33:03 +00:00
sebastien cf77c3f245 * Fix USE_DLL option at order 2 (closes #64) 
* Added a corresponding test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-14 11:06:29 +00:00
sebastien c5e0868db8 simultxdet.m: fixed bug when var_list is not equal to the set of all endogenous 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3234 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-14 09:17:55 +00:00
stepan 90f5ab741b * Added number of particles (10;-) when calling monte_carlo_gaussian_particle_filter from particle/DsgeLiklihood. 
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3233 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 22:25:56 +00:00
fred b8db5a23a1 latest version ; still buggy 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3232 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 17:12:49 +00:00
fred ae72c409d6 first try for particular filter 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3222 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 11:49:02 +00:00
michel 74a8acc29c 4.1 adding instruments option to ramsey_policy; ramsey_policy can now use a *_steadystate.m file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-10 14:59:32 +00:00
sebastien 728fb07d34 mjdgges.m: improve warning message 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3215 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-09 09:36:54 +00:00
sebastien 20d4107493 qz/mjdgges.m: under Octave, warn users if some eigenvalues are > 1.0 but <= qz_criterium in modulus (Octave can't change the criterium) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3206 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 09:36:03 +00:00
michel cf933608d0 4.1: solution for QZ in Octave (to be tested) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3202 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-07 12:25:24 +00:00
sebastien c402bd8969 qz/mjdgges.m: fail under Octave, since Octave can't compute a complex QZ 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3201 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-07 11:34:54 +00:00
george a5dad180ca opt taken out 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3193 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-03 09:58:58 +00:00
george 95f36d5d68 yss error taken out 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3192 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-03 09:37:06 +00:00
george aa6cf78250 Adding loglinear correction and the 2nd output argument for the 1st order as there must be 1+order output variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3191 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-03 08:14:10 +00:00
sebastien ee3ceb7db6 M-files and preprocessor: 
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 17:51:47 +00:00
sebastien 59ca45e4f4 Removed last remnants of "ct_" global variable 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3187 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 16:30:56 +00:00
michel 9d977e720b SWZ: updating SWZ test file tests/swz/test1.mod 
removing useless function


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3184 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 14:05:41 +00:00
michel d37763635b SWZ: adding identification/upper_cholesky.m 
cleaning up code


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3183 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 13:52:52 +00:00
michel 48dad3e37a 4.1: add preprocessor interface for k_order_solver 
rename use_k_order to k_order_solver in Matlab procedures
     fix tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 19:54:45 +00:00
stepan 9a23cee31c * Changed name of ct_ --> options_.terminal_condition. The default value is zero 
(the terminal condition is y_{T} = y^{\star}), other possible values
  are  1  (terminal  condition   is  y_{T+1}=y_{T})  and  2  (terminal
  condition is  y_{T+1}=TransitionMatrix*y_{T}, where TransitionMatrix
  is given by the first order approximation of the reduced form model).
* Added mode options_.terminal_condition=2 in perfect_foresight_simulation.m.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3176 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 16:24:57 +00:00
michel d2b1765c48 v4.1: changing Matlab routines for results display and simulation at order = 3 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3173 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-29 21:05:16 +00:00
michel 1820b3a4fb v4.1: remove matlab/kordpert not need anymore 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3172 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-29 21:02:52 +00:00
michel a715408698 v4.1: Matlab routines for k_order_perturbation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3171 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-29 21:01:40 +00:00
stepan e8b6a04e97 * Cosmetic changes. 
* Do not compute B if not needed.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3167 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-25 12:05:31 +00:00
sebastien a2cef7009d Fixes for ticket #57 
preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"

M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-25 10:22:39 +00:00
sebastien 6e8cc2e8db forecast_graphs: force creation of subdirectory for storing graphs 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3165 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-25 09:52:54 +00:00
sebastien 5616f1f2a8 homotopy mode 2: replaced use of strtrim() by deblank(), for compatibility with older MATLAB 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3164 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-24 11:30:08 +00:00
sebastien dbff434fc1 dynare_config.m: reflect the fact that 64-bit DLLs need to be recompiled between 7.2 and 7.3 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3163 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-23 15:16:43 +00:00
sebastien c121d7a4d1 writedata.m: fail if using Octave or MATLAB 6.5, which don't have xlswrite 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3162 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-23 15:16:16 +00:00
michel edb717c1c9 4.1: factoring the code for Model Summary 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3161 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-22 16:51:36 +00:00
sebastien 9262cf34d5 Fixed name of MEX for MATLAB directory (goes back to 6.5) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3156 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-17 19:01:59 +00:00
stepan 7e463facf6 * Increase size of homotopic steps if all goes well. 
* Break Newton loop if err is NaN or if err is increasing (save useless iterations).



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3152 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-17 10:58:19 +00:00
stepan 55272c010e * Cosmetic changes. 
* Added verbose mode.
* Changed the initialization of the homotopic mode.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3151 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-13 17:06:30 +00:00
stepan c393fa92e4 Added homotopic steps on the size of the shocks. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3148 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-13 14:18:01 +00:00
sebastien 7085060e82 parallelization system: 
* documented the functions masterParallel, fParallel and struct2local
* removed useless comments, and added some comments inside the code


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3146 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-10 18:29:56 +00:00
sebastien d17b813c6b Removed wrong executable property 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3142 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-09 11:01:59 +00:00
stepan facc7311a8 Bug fix. Changed the call to the particle filter routine. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3139 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-08 13:47:12 +00:00
stepan 2063c0944f * Removed simult_ and added local_state_space_iteration_2 (a specialized version of simult_). 
* Renamed gaussian_particle_filter.m. Changed the names of the variables in this file. The 
gaussian nodes are not stored anymore in a big matrix.
* Added a function to compute the cholesky decomposition of a symetric semidefinite positive
matrix.  



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3138 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-08 13:46:05 +00:00
stepan 98ac3091c9 Added a vector of indices for the state variables in the restricted state vector (bayestopt_.mf0). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3132 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-06 14:03:50 +00:00
sebastien 04d5c56b20 dynare_config.m: test presence of dynare_simul_ DLL and display the result 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3131 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-06 12:03:19 +00:00
sebastien 30d2f00cc2 Reorganized the directory hierarchy for storing MEX files for MATLAB: 
* mex/matlab/ is now the default location
* removed mex/2007a, mex/2007b and mex/2009a-64bit
* on Windows platforms, use version specific subdirs of mex/matlab if present (called win32-6.5.1-7.4, win32-7.4-7.9, win64-7.2-7.4, win64-7.5-7.7, win64-7.8-7.9)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3123 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-04 10:56:37 +00:00
ratto d9ea204fc5 File names should correspond to varlist and not to endo_names 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3122 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-03 15:21:30 +00:00
stepan 3a137c3eaa Added files for extended path simulations. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3120 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-03 13:45:52 +00:00
stepan b6d5369421 * Added files for extended path simulations. 
* Removed seed from gaussian_particle_filter.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3118 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-03 12:27:22 +00:00
stepan 37144125fc Added simult_ and DsgeLikelihood routines specific to the particle filter. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3110 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-31 07:55:16 +00:00
stepan 11bb96f19b * Added subfolder for particle filters. 
* Added a routine for gaussian particle filter. The likelihood is evaluated
by assuming that the state vector is normally distributed.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3109 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-31 07:55:13 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00
stepan ee74f38b11 Removed (or moved) initialization of options_'s fields from simul.m. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3079 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 12:52:16 +00:00
ratto e601d7bec1 Still some errors in dsgelikelihood are present that are not trapped: use try catch when evaluating target function; 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3078 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 12:01:34 +00:00
ratto 8a56ed35ad 1) Still some errors in dsgelikelihood are present that are not trapped: use try catch when evaluating target function; 
2) proposal density should contain the jscale.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3077 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 12:01:15 +00:00
stepan f5037df3cd Cosmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3073 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 10:03:03 +00:00
sebastien 9ab04f3323 Renamed kordepert to k_order_perturbation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3070 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 09:07:47 +00:00
sebastien 3a673134fe Added missing copyright notice 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3069 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 08:15:32 +00:00
stepan 21d58eac91 * Bug fix. 
* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 15:56:32 +00:00
stepan a9f18121bd Changed the files performing conditional forecasts (to match the output of the preprocessor). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3065 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 13:03:30 +00:00
ratto 98b3747312 Utility to check the definitions of the parallel cluster. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3064 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 09:20:37 +00:00
sebastien df7bc34379 Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 16:55:31 +00:00