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1097 Commits (5779737c808c348f9906681a8987405cae024363)

Author SHA1 Message Date
stepan 3692d5f99b + Added missing semicolon. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2813 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-06 12:34:57 +00:00
michel 05189497a5 changed handling of nonstationary variables: 
- oo_.mean, oo_.var, oo_.gamma_y contains all selected variables
- moments of non-stationary variables are set to NaN
options_.Schur_vec_tolerance lowered to 10^-11


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2810 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-04 14:11:51 +00:00
sebastien e9a4e5e18f Workaround for Octave 3.2.0: 
In Octave 3.2.0, the which() function doesn't accept filenames, but accepts function names.
This bug will be fixed in Octave 3.2.1, but this workaround solves the issue.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2807 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-03 10:36:11 +00:00
sebastien 37745150b5 Fixed header of dsge_posterior_kernel.m 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2806 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-03 10:22:22 +00:00
sebastien 4e9b23363a Reorganized the way we deal with functions which exist under only some versions of MATLAB and/or some versions of Octave: 
* Created a directory matlab/missing to store them under subdirectories
* Add the needed subdirectories to the path from dynare_config.m
* Moved content of matlab/matlab/ and matlab/octave/ to matlab/missing/*/
* matlab/missing/ordeig/ordeig.m: new name of matlab/my_ordeig
* matlab/missing/ordschur/ordschur.m: fake replacement, displays an error message
* Removed old matlab/matlab/ and matlab/octave/ directories


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2805 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-03 10:20:42 +00:00
sebastien 5b06ad8ae5 Fixed bug with bvar_forecast under Octave (mkdir doesn't have the implicit "-p" option) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2800 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-01 13:17:44 +00:00
stepan d6fe54dc18 + Bug fixes related to the computation of prior (and posterior) moments. 
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2791 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-26 10:21:30 +00:00
sebastien 8c143e29fc trunk dr1.m: removed workaround for USE_DLL (no longer needed, since USE_DLL is now broken at order 2) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2789 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 12:13:42 +00:00
stepan 5f8de6f142 + Added error messages related to the output of the steadystate file. 
+ Removed options_ from print_info.m
+ Removed some useless initializations of options_'s fields.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2786 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 08:30:27 +00:00
michel 4d7f60c803 v4.1: added 'file' to call to exist() function to avoid a bug when there exists a directory with the same name as the mex function 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2777 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-21 09:20:03 +00:00
ratto 5856731338 Updated version using p2 in place of pstdev 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2774 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-19 09:02:32 +00:00
ratto 27850744ba New version with the shape of the likelihood kernel on the top of posterior shape; 
Use of one single loop, by merging the previous three cases, for easier parallelizing.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2773 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-19 08:54:40 +00:00
ratto d10423ec19 Added mode_check_nolik option, with default = 0 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2772 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-19 08:44:08 +00:00
stepan f039875f60 + Various bug fixes related to prior sampling. 
+ Removed globals in set_stationary_variables_list.m.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2771 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-15 14:36:30 +00:00
stepan 2d314b32b9 Updated header. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2770 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-15 08:45:22 +00:00
stepan cd81ed664e Bug fix (dynare was crashing when the number of estimated parameters 
is changed).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2769 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-12 21:51:22 +00:00
stepan 4af1f415d4 Various bug fixes. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2768 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-12 10:08:25 +00:00
stepan 771a12c8ae Bug fix (introduced in the previous commit). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2767 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-12 09:40:32 +00:00
stepan 1c5e2df2a0 + Changed compute_moments_varendo so that it can handle prior montecarlo. 
+ Bug fix.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2766 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 23:09:19 +00:00
stepan 5695c1d528 + Changed some files so that they can handle prior montecarlo. 
+ New version of prior_analysis.m.
+ Changed names and calls.
+ Bug fix.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2765 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 22:55:37 +00:00
stepan bdabde9b58 + Changed some files so that they can handle prior montecarlo. 
+ Changed names and calls.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2764 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 16:32:05 +00:00
stepan e3043c4107 + Changed dsge_simulated_theoretical_*.m files. They can be used to compute the prior distribution 
of second order moments and variance decompositions.
+ Changed calls to dsge_simulated_theoretical_* functions.
+ Fixed headers.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2759 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 14:39:52 +00:00
stepan b04e65196f Changed names of four functions (these functions will be used for posterior *and* prior sampling). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2758 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 13:22:52 +00:00
stepan 16de70de41 Changed header. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2757 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 12:59:04 +00:00
stepan 5ff813a1e6 Added a new function. This function tests if prior_sampler.m has to be called or if 
the second order moments have to be computed.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2756 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 11:57:33 +00:00
stepan faaac5e6c0 Added comments. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2755 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 11:33:30 +00:00
stepan b71a7a83ed Save prior structure (bayestopt_) in M_.dname/prior/definition.mat, if the prior is changed. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2754 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 11:30:26 +00:00
stepan 3533753c99 Bug fix (problem related to prior draw files indexing). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2752 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-10 14:29:24 +00:00
stepan 70202d0bb0 Bug fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2751 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-10 10:55:48 +00:00
stepan 36ecf9d6bd Added prior 2nd order moments (still buggy). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2749 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 15:29:28 +00:00
stepan 271b16a879 + Moved the definition of dr_.qz_criterium from dr1.m to global_initialization.m. 
+ dr1.m: Removed useless field declarations in dr1.m.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2748 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 15:06:21 +00:00
ratto b0a093dab2 Minor change for new graph monitoring 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2747 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:04:19 +00:00
ratto 04b82bba12 Fixes for Octave compatibility. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2746 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:03:29 +00:00
ratto 787ee74238 - Provisions for Octave; 
- Nicer graph monitoring for Matlab;

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2745 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:02:50 +00:00
ratto 886a3154c3 tic toc eliminated 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2744 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:01:21 +00:00
ratto 6c027cf660 Provisions for OCTAVE. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2743 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:00:43 +00:00
ratto 1bde350a77 mat extension in save instruction. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2742 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 09:59:12 +00:00
ratto 9eba4c4915 mat extension in save instruction 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2741 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 09:58:34 +00:00
ratto 9c9b1feb05 Patch allowing commands of the type delete('*.*') to be run successfully with Octave. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2740 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 07:23:38 +00:00
ratto 4b850c0db3 Use of filesep utility for compatibility with Octave for Windows. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2739 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 07:21:55 +00:00
sebastien cd49809994 trunk: build system updates 
* version number set to "4.1-unstable" in the configure.ac file
* the configure script generates dynare_version.m
* the configure script generates windows/dynare-version.nsi, for the windows installer


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2735 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-08 16:43:24 +00:00
ferhat 6479edf5a7 - Correction of several bugs 
- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 14:45:23 +00:00
stepan d67f1ecdb1 + Added comments. 
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2725 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 10:25:45 +00:00
stepan a9d7088ced Added new tool. When using the instruction get_prior_info(2) in the mod file (after the 
definition of the priors) Dynare tries to compute the prior mode using
Chris Sims' optimization routine.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2724 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 10:16:31 +00:00
stepan 7691c17b15 Added a new function to save all endogenous variables in matlab's base 
workspace.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2723 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 09:39:48 +00:00
stepan 2dee7d4c9e Bug fix. The mode of the Inverted Gamma -- type 1 distribution was wrong. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2722 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 08:30:26 +00:00
stepan 38c7176206 Bug fix. Call to compute_prior_mode was buggy for gamma and beta 
densities (lower and upper bound were missing).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2721 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-04 13:15:11 +00:00
stepan dedca98dba Added Posterior distribution of the conditional variance 
decomposition (more tests are needed). 

The results are saved in oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition. 

Contrary to the asymptotic variance decomposition, we do not report
contribution shares but contribution levels of each structural shock.

LIMITATIONS: 
* Won't work in a model with measurement errors.
* Won't work in a model with correlated shocks.
* The routines do not compute the covariance decompositions.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2719 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-03 14:50:02 +00:00
stepan d35d790789 Bug fix. To be merged with branches/4.0. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2717 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-02 14:36:42 +00:00
michel 3260ba476e 4.1 correcting bug for large values of start and fixed constants in lik. Still need to be tested 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2715 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-28 18:14:07 +00:00