Commit Graph

612 Commits (522e27e636d3d0b3f8c0849b1dd1697e69562a23)

Author SHA1 Message Date
adjemian cec9b756dc Do not print the steady state flag!
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1248 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:58:18 +00:00
adjemian be4be64408 Prior densities are also saved in oo_ (new field).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1247 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:54:35 +00:00
adjemian 1c2d99c935 typo correction.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1246 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:52:50 +00:00
adjemian 431a1d258a Unit root variables have to be declared before any call to steady_ (steady).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1245 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:49:13 +00:00
michel 5115f8430d v4 resol.m: correcting bug with linear models
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1244 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-14 16:50:31 +00:00
michel 4271844ffe v4 parser: M_.params initialized with Nan rather than zeros
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1243 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-14 16:49:41 +00:00
ratto bc703117ac sensitivity toolbox: interpreter none for legends in rmse analysis;
bug when post mean not available

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1242 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 13:26:40 +00:00
ratto 5b019261bb modified rmse plots
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1241 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 11:51:33 +00:00
ratto 4b4c48adce updated for newrat using new dsgelikelihood
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1240 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 09:59:58 +00:00
michel daa8057161 v4: new function set_param_value to set parameter values. Usefull when mixing Dynare and Matlab
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1239 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-05 10:25:01 +00:00
ratto 6218d28bb8 bug with ksstat initialization for screening
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1238 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-05 09:25:15 +00:00
ratto 7d2fdbd595 Fixed bug with sensitivity analysis samples.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1237 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-04 08:30:50 +00:00
ratto 6d6e3020b3 _static file name defined also when _steadystate file is available
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1236 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-04 08:23:14 +00:00
ratto 28da4a09c5 Updated sensitivity package !!!
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1235 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-04 08:19:51 +00:00
ratto 663fdccdec bug in last term of my_ordeig
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1234 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-23 09:44:58 +00:00
adjemian fbe123b88a A call to dr1 was missing.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1231 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-20 16:56:16 +00:00
adjemian 83bb7940cf Update M_ with parameters at the posterior mode or mean.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1230 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-20 16:41:42 +00:00
adjemian f26e954bd1 A new fonction that will be used for structural shock identification in BVARs.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1229 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-20 16:40:33 +00:00
michel 59f3fa5185 v4 parser: when ramseypolicy instruction is present one must compute derivatives
to one order more than the order of approximation of the solution


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1206 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-10 20:41:35 +00:00
sebastien c188e1e1be v4 parser: removed OperatorTable (no longer needed)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1205 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-10 08:44:18 +00:00
sebastien 573227a044 v4 parser:
* removed Expression class; the "ExprNode" class is therefore now used everywhere
* removed interprete class, and replaced it by a method in ExprNode and an global evaluation context in ModFile
* fixed breakage of SparseDLL / Block decomposition code introduced in previous revision


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1204 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-09 17:27:46 +00:00
sebastien 30c70a35e3 v4 parser:
* reorganised code in ModelTree so that block decomposition and SparseDLL code is clearly separated
* replaced DataTree::offset by ModelTree::mode, using an enumeration of the three modes which is more explicit
* reorganised ExprNode::writeOutput method by using a sixfold enumeration type (ExprNodeOutputType) corresponding to the 6 different contexts in which an expression can be written


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1203 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-06 17:14:35 +00:00
tommaso c65351ad6c v4: adding doc/userguide
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1201 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-02 21:01:02 +00:00
sebastien 68c57ae019 v4 parser: no temporary terms in local parameters declaration
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1200 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-28 10:21:20 +00:00
michel cf200ccd4c v4 parser: updating DynareBison.cc/hh
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1199 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:22:02 +00:00
michel aa6e833462 v4 parser: bug correction in ModelTree.cc
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1198 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:21:08 +00:00
michel eb5ab33a71 v4 parser: reverting DataTree.cc to revision 1190
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1197 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:20:23 +00:00
michel f4d669f3e3 v4 parser: write local parameters before temporary terms in ModelTree
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1196 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:04:03 +00:00
michel abd3b96583 v4 parser: added initialization of node_counter in DataTree
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1195 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:02:07 +00:00
sebastien d36702b67a v4 tests/ferhat: removed spurious file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1194 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:33:05 +00:00
sebastien c8d0ea4f60 v4 tests: added Ferhat's test files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1192 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:29:01 +00:00
sebastien 5c285d6fa0 v4 erase_compiled_function.m: merged Ferhat's changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1191 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:28:38 +00:00
sebastien feec20209d v4 parser: merged Fehrat's changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1190 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:28:16 +00:00
michel 4cf7281291 v4: bug correction in initialization of engodnous variables
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1189 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-15 11:24:34 +00:00
adjemian 9f0ce4ac18 Estimation of BVAR models
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1188 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-13 16:38:51 +00:00
michel c19e59857f v4: added provision for calibrated measurement errors;
correction of bugs in smoother;
there are still problems in diffuse initialization of univariate smoother
this applies to previous revisions

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1186 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 13:04:17 +00:00
michel 18bd0d8eaf v4: added provision for calibrated measurement errors;
correction of bugs in smoother;
there are still problems in diffuse initialization of univariate smoother
this applies to previous revisions

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1185 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 13:03:13 +00:00
michel 86cac39227 v4 adding test for kalman filter and smoother
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1184 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 13:02:29 +00:00
michel 4e1122f014 v4: merge changes to dynare_estimation.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1183 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 12:48:41 +00:00
michel 5fa4cb9eac v4 mult_elimination: bug correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1182 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 12:45:55 +00:00
adjemian 0448da2649 Bug fixes (BVAR-DSGE)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1181 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-09 16:30:47 +00:00
sebastien 934f5f21a7 v4 parser:
* added third order derivatives in dynamic file (triggered by order=3 option of stoch_simul/olr/osr/ramsey_policy)
* don't output hessian in dynamic file if order=1 is specified


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1180 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-08 11:56:46 +00:00
sebastien c3d114a7a1 v4 parser:
* declared ExprNode::cost as const
* Makefile: removed DynareBison.{cc,hh} from "clean" rule. Added a "distclean" rule for that purpose
* various minor changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1179 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-05 09:55:41 +00:00
michel ba57343ac3 v4 parser: adding position.hh for people who have an old bison
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1177 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-01 20:05:36 +00:00
michel 4bc9ebeeb6 v4 parser: adding location.hh for people who have an old bison
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1176 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-01 20:04:31 +00:00
michel b514885d99 v4 parser: adding stack.hh for people who have an old bison
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1175 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-01 20:03:09 +00:00
michel 6c31af64cc v4 parser: adding DynareBison.cc .hh for people who have an old bison
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1174 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-01 20:00:44 +00:00
michel b9c7cff8fb v4: ramsey_dynamic.m bug correction;
dr1.m: save jacobian on options_.debug == 1

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1168 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-30 15:50:22 +00:00
adjemian 44093cbbb9 BVAR-DSGE with constant (not yet ready)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1167 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 14:50:30 +00:00
adjemian 6c7fcaa567 correction of a bug related to the names of the shocks and measurement errors when mh_replic = 0 and load_mh_file = 1
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1166 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 09:03:41 +00:00