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24 Commits (5e230e41b4f30f8490abd48fa45805e7b587b1eb)

Author SHA1 Message Date
Marco Ratto 32eff62af6 1) provisions for analytic scores and asymptotic Hessian provided by Nikolai Iskrev 
2) several fixes and improvements in dynare_identification.m:
   -) provide more info for strength of identification (relative to prior)
   -) more drastic warning off
   -) print info from ident_bruteforce.m
 2011-03-18 11:05:40 +01:00
Michel Juillard 87e4125fa4 put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m 2011-03-14 11:40:40 +01:00
Marco Ratto 917b8e5285 Fixed bugs, clean-up and some more commenting of identification routines 2011-02-28 16:55:21 +01:00
Houtan Bastani 8a0dabd07d use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot 757a9067c0 Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
Marco Ratto 70400e5e84 Modifications following meetings in Paris (not yet completed 100%): 
1) new default option for prior_mc = 1;
2) new option: advanced (default=0). If advanced=0, simple messages and plots; advanced=1 shows all details about weak identification diagnostics;
3) new option: periods (default=300). Length of stochastic simulations to generate simulated moments for 'GMM type' analysis of strength of identification;
4) new option: replic (default = 100). Number of replicated simulated moments for 'GMM type' analysis of strength of identification;
5) new feature: allow local identification analysis WITHOUT defining priors, using parameter values as defined in the .mod file definition.
6) simplified graphical and tabular output.
 2010-09-29 16:12:48 +02:00
Stéphane Adjemian (Scylla) bc155fd0df Changed calling sequence of prior_draw.m. 2010-09-03 15:23:05 +02:00
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 bb06ec430a 1) relaxed schur_vec_tol 
2) warning off divde by zero
3) better figure layout
 2010-02-23 10:47:43 +01:00
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
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
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
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
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
ratto b8bc96c8e6 Adapted to follow preprocessor syntax. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3056 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:13:15 +00:00
ratto 6e25472ad9 1) save output plots; 
2) modified burnin_iteraton for pdraw0 in input;
3) minor changes.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3033 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-09 08:22:01 +00:00
ratto 081cdf3cb0 Cleaner comments of work in progress ... 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3001 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-30 13:28:47 +00:00
ratto 4cb2692e7d -) Delete old files; 
-) commented work in progress

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2996 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 13:00:54 +00:00
ratto 869d054174 New version with 
-) more complete data saving on disk;
-) new output arguments;
-) new plots.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2995 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-29 07:11:47 +00:00
ratto 2645113760 stock parameters and small bug fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2983 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 17:25:31 +00:00
ratto 290ea0d24e Added iload option; 
A and B computed here
compute sensitivities

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2981 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 17:18:39 +00:00
ratto 89a71d5596 copyright notices added 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2966 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 08:24:32 +00:00
ratto df921ce829 New identification routines. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2963 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 07:34:21 +00:00