sebastien
5f247b32c4
CheckPath.m: give more informative error message when trying to create a subdirectory, when a file with the same name already exists
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3037 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-12 16:32:10 +00:00
ratto
afb0c75744
Avoid the use of inv.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3034 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:25:34 +00:00
ratto
6e25472ad9
1) save output plots;
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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
173ce64d7e
1) added H to numerical derivative switch;
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2) added steady state derivatives in output;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3032 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:20:32 +00:00
ratto
a2d9e2af1d
Display message when rank condition on J and H is always OK.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3031 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:19:19 +00:00
ratto
33f0f84f89
1) Added steady state to moments;
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2) use of oo_.dr.ys (always updated) in place of oo_.steady_state (not always updated).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3030 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:18:39 +00:00
ratto
54c6dbd708
Use of the JJ and H to compute condition number.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3029 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:17:34 +00:00
ratto
20a469cfcf
Fixed to allow truncated priors.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3028 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:10:52 +00:00
michel
fb7ae67d09
v4.1: added trends to imcforecast
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3024 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:41:56 +00:00
michel
add652918e
added possibility to call user defined optimizing routine with mode_compute option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3023 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:40:49 +00:00
michel
ce5c510d06
v4.1: add provision for <modfile>_steady_state.m and auxiliary variables for leads on more than 1 period
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3022 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:37:23 +00:00
michel
541129c1be
v4.1: adding add_auxiliary_variables_to_steadystate.m and code to adjust output of <fname>_steadystate.m for additional auxiliary variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3014 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 12:10:50 +00:00
michel
e1f4f5e924
4.1: added steady state to forecast
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3012 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 11:47:56 +00:00
michel
202be85f5f
4.1: added missing semi-colon
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3011 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 11:41:23 +00:00
ratto
081cdf3cb0
Cleaner comments of work in progress ...
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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
3ef53218b8
Impose always the same dimension for eigenvector matrix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3000 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 07:18:27 +00:00
ratto
3739a7a6d8
Fixed bugs with new morris options!
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2999 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 16:40:46 +00:00
ratto
430088cf42
Always initialize oo_.dr with dynare_resolve!
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2998 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 16:24:14 +00:00
ratto
106a48dd8a
Modified morris options to allows analytic derivatives a la Iskrev.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2997 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 14:56:51 +00:00
ratto
4cb2692e7d
-) Delete old files;
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-) 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
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-) 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
863dee7acd
Bug fix for the case of perfectly orthogonal pairs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2994 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:10:31 +00:00
ratto
163d893e2e
Bug fixed with useautocorr
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2993 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:09:57 +00:00
ratto
a0c021ef0c
Use correlations to compute linear combinations weakly identified.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2992 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:09:18 +00:00
michel
87e8cda64d
v4.1: corrected bug in shock_decomposition.m when lags on more than one period
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2989 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 12:55:44 +00:00
stepan
bc83fbd808
* Allow the use of a *_steadystate.m file with options block and bytecode.
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* Added the possibility to use resid when the the options block *and* bytecode
are used.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2986 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-25 16:20:19 +00:00
michel
6eba462caa
v4.1: fixing bug in 2nd order approximation when there are no variable appearing in the model at some intermediary lead or lag
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2984 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 20:06:28 +00:00
ratto
2645113760
stock parameters and small bug fix
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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
e9a017b3fb
new disp_pcorr option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2982 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 17:19:14 +00:00
ratto
290ea0d24e
Added iload option;
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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
b66a47c128
oo_, A and B are now inherited from main loop
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2980 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 17:13:58 +00:00
ratto
3f09d91873
minor bug fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2977 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 15:25:50 +00:00
ratto
531021acef
USe '/' for unix compatibility
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2976 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 15:25:19 +00:00
stepan
1e4a7c2c71
* Cosmetic changes.
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* Bug fix (with octave-3.2.2) in McMCDiagnostics.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2973 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:48:28 +00:00
stepan
897c5fb363
* Cosmetic change. Removed useless spaces in simul.m.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2970 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:48:19 +00:00
ratto
b8f5e80099
Matches new output list for
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missing_DiffuseKalmanSmoother3.m
and
DiffuseKalmanSmoother3.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2969 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:44:33 +00:00
sebastien
a3f639aba5
Moved vec.m under matlab/missing/vec, and add it into the path only under MATLAB (vec exists under Octave)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2967 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 08:34:57 +00:00
ratto
89a71d5596
copyright notices added
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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
6786e989b3
vec operator utility
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2965 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 08:13:49 +00:00
ratto
d8cf192c77
Try/catch to avoid crashes linked to errors in diffuselikelihood that are not trapped by cost_flag
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2964 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 07:45:59 +00:00
ratto
df921ce829
New identification routines.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2963 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 07:34:21 +00:00
ratto
e916b1380f
Solves multiple generalized Sylvester equations where only d is changing.
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Useful to speed up analytic derivatives in identification analysis.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2962 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 07:32:48 +00:00
sebastien
02640c3e43
k-order perturbation DLL:
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* removed existing build system
* reorganized source: separated test files from the rest, removed obsolete test files
* incorporated the DLL and the standalone test executable to the new build system
* minor fixes to ensure compilation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2959 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-23 13:14:05 +00:00
ratto
e6a59cd211
Parallelized version of independent MH.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2951 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 14:40:08 +00:00
stepan
bfbf218616
* Fixed the dimension of oo_.mean (see the trac ticket #34 ).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2909 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 14:14:28 +00:00
stepan
50ec80f1df
* Fixed buggy call to DsgeSmoother (two input arguments used to handle missing observations were missing).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2908 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 13:27:09 +00:00
sebastien
d97683c26e
Improve treatment of error messages in homotopy
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2895 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 16:22:50 +00:00
sebastien
85ac76b9ae
Add isempty to regexp to get a boolean answer for a 32-bit systems
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2894 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 16:10:41 +00:00
sebastien
e426a0214e
Added new directory "mex/2009a-64bit" for 64-bit platforms using MATLAB 7.8 (R2009a) (MEX binary compatibility has been broken in R2009a for 64-bit platforms)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2891 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 13:09:34 +00:00
stepan
4a0a0c1ab9
* Added an exit condition in DsgeLikelihood when the jacobian of the
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dynamic model (evaluated at the steady state) is complex.
* Added case 6 inf print_info (complex steady jacobian).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2890 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 11:39:06 +00:00