stepan
fe418672cd
v4.1: Changes related to (posterior) 2nd order moments.
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+ Efficiency changes:
++ Do not compute the variance decomposition if not needed.
++ Do not apply the Schur decomposition for each shock in case of a variance decomposition.
+ Bug corrections and cosmetic changes.
+ Corrections of some headers.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2411 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-10 21:10:11 +00:00
michel
b0ea237ae3
another correction linked to cova_compute
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2408 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 16:53:40 +00:00
michel
6d3de73433
adding new function to initialize parameters from mode file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2407 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 15:23:09 +00:00
michel
c231868f5b
corrected bug in handling of cova_compute
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2406 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 15:14:48 +00:00
michel
47c51d42cc
added option to compute covariance matrix of coefficient (default = 1)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2405 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 09:23:31 +00:00
michel
4d99d4521a
removed mode saving when no computation takes place (added in previous modification)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2404 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 09:16:33 +00:00
michel
73873d7b2c
estimation: save bayestopt_ in *_mode.mat file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2403 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-07 11:26:14 +00:00
ratto
80c69b42f8
fixed bug when saving simulation with replic>1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2393 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 13:40:17 +00:00
stepan
1a9bc8c10d
v4.1::
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+ Removed useless call to check_list_of_variables in dynare_estimation_1.m
+ Removed bayestopt_ global structure from draw_prior_density.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2392 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 10:44:54 +00:00
michel
5f148e90f4
adding PLOT_PRIORS option, no plotting is the new default
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2391 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 14:10:16 +00:00
michel
25011b78f1
adjusting header and re-indenting file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2390 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 09:21:45 +00:00
michel
8ff680b03a
made it possible for data file name to contain a pathname
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2389 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 09:20:57 +00:00
george
60feef4a0a
Prototype DR1 subset for running k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2387 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-02 12:55:13 +00:00
ferhat
6e4e80785c
All iterations are printed during the simulation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2385 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-30 11:06:28 +00:00
stepan
5c18a68ac3
v4.1:: The reported residuals are rounded to zero if inferior to options_.dynatol/100.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2383 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-29 22:25:01 +00:00
sebastien
ae98231b23
trunk simk: use modfile basename for swap filename in order to allow simultaneous execution of several mod files in the same directory
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2381 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-29 13:57:43 +00:00
michel
ad1608c9af
correcting bug in forecast when data are prefiltered
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2377 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:11:19 +00:00
michel
bb838b30c5
correcting bug introduced by recursive code, when there is no recursive estimation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2376 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:10:49 +00:00
michel
d5a1a025d9
redo code for recursive estimation
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corrected bugs with option prefilter, bayestopt_.mean_varobs is now a column vector
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2369 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 21:34:15 +00:00
stepan
3f36ec5b07
v4.1:
...
+ Added option mode_compute=7 for fminsearch (the matlab optimization
toolbox is needed) a simplex based (gradient free) optimization
routine.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2365 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 16:42:34 +00:00
sebastien
2495aca72a
trunk:
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* updated copyright headers of all files modified since January 1st: the copyright notice now encompasses 2009
* fixed various other copyright header issues
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2364 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:39:24 +00:00
sebastien
4491f52b9e
trunk rplot:
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* in legends of multiple plots, no longer interpret an underscore in variable names as a subscripting command (like LaTeX does)
* updated header
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2362 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:33:14 +00:00
ferhat
4fe7e3e155
- SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate)
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- Correction in model_info.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-20 22:04:37 +00:00
michel
3a55016cf6
more speeding up changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2353 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-05 11:37:05 +00:00
michel
163b4461ec
adding parentheses for speed improvement
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code factorization
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2352 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-04 07:53:49 +00:00
michel
1aac4e7e0a
fixing update issues for mode_compute=5,6
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2350 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-02 08:36:45 +00:00
ferhat
a0bbe27b95
Load_params_and_steady_state is now a dynare command -> needed to normalize the equations.
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-> MatlabFile.cc and MatlabFile.hh are added to dynare in order to read the Mat-File
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2349 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 19:29:17 +00:00
ferhat
881d2819a3
- Jacobian matrix stored only for blocks -> jacobian matrix only as output argument
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2342 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-24 16:29:51 +00:00
michel
613bfc8f4a
removed empty parentheses for compatibility with earlier Matlab versions
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2338 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-22 21:41:55 +00:00
stepan
9fe2556b01
v4.1: Dynare displays the residuals of the static equations of the model when the values of the endogenous variables supplied by
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*_steadystate.m are wrong.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2336 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 21:34:44 +00:00
sebastien
8d21e0f882
trunk: updated header of simult_.m
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2335 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 16:49:52 +00:00
ferhat
29ca49f885
- Correction of several bugs in sparse_dll
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- Pound expressions accepted with sparse option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2329 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 10:24:31 +00:00
michel
3bc44e55fb
corrected bug with error msg
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2312 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 16:18:04 +00:00
michel
d44ee7fe6d
corrected bug for backward models with lags on more than one period
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2311 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 16:17:23 +00:00
sebastien
9eb07ace8d
trunk: reverted r2309 changeset
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2310 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 15:43:14 +00:00
kamenik
49c3d0c10e
Added directory [dynareroot '/distributions/toolbox'] on the path.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2309 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 15:31:32 +00:00
ratto
0118791757
Modified help and messages concerning the sequence of univariate steps.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2308 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 07:44:05 +00:00
ratto
ee21ad44b8
refined the search of x increments for gradients when the parameters are near to boundaries.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2307 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 07:40:28 +00:00
ratto
697edeb109
updated in compliance with new version of dsgelikelihood.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2306 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 07:39:03 +00:00
sebastien
6017007f4f
trunk: fixed dsample command (was broken until now)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2301 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-08 16:19:59 +00:00
kamenik
4d9b1869c2
Added empty initialization for the case if estim_params_ is empty.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2297 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-07 09:58:16 +00:00
sebastien
2134146033
trunk:
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* removed obsolete global variables "endval_" and "rplottype_"
* removed duplicate initialization of options_.replic
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2295 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-05 15:34:26 +00:00
michel
a6bd42218c
diminished tolerance in computation of steady state for linear models. This corrects a bug in estimation of constants in linear models.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2283 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 10:12:52 +00:00
michel
bf65cb4f10
various bug fixes for filter and smoother with missing observations
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2282 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 07:30:26 +00:00
michel
5bf9ed894c
removing dynare_m.exe from SVN
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2281 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 07:29:48 +00:00
ferhat
26ae037863
- factorization of simulation methods for static m-file
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- correction of bugs in resid.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2280 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-02 21:29:43 +00:00
michel
706651641f
adding missing data smoother + small corrections
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2278 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-01 12:50:53 +00:00
michel
6a1c5fbd70
adding report at the end of Lagrange multipliers elimination
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testing shows a mistake in the procedure
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2277 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-01 12:49:17 +00:00
michel
1b7171a11a
update OSR
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2275 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 17:34:21 +00:00
michel
eba6164cae
fixing bugs around missing observations and starting to add smoother with missing observations
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2274 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 17:31:37 +00:00
michel
dd73be5b7b
added arguments passed to child functions
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2273 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 17:29:12 +00:00
ferhat
23de7b250a
- factorization of simulation methods in dynamic m-file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2266 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-21 17:40:52 +00:00
adjemian
3026575522
v4.1: Bug correction related to the mh_recover mode (needs more tests).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2264 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-20 09:12:12 +00:00
ferhat
f904a1a19d
- new Incidence_Matrix class
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- lead and lag on exogenous variables
- corrections in dr1_sparse and dr11_sparse
- minor corrections in simulate
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-14 16:07:47 +00:00
ratto
a02e66e12c
Updated the call to set_prior with M_ and options_ inputs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2254 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-12 13:13:24 +00:00
sebastien
b65e92c11d
trunk:
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* fixed displaying of subtitles when HP filter is present
* fail if HP filter required on empirical simulations (not yet implemented)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2237 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-04 11:00:54 +00:00
adjemian
00d46f89f9
v4.1: Added calls to new kalman filter routines.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2231 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:46:16 +00:00
adjemian
6929164339
v4.1: Added univariate approach for the diffuse kalman filter (with correlated measurement errors).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2230 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:38:34 +00:00
adjemian
6eadbe0005
v4.1: Added univariate approach of the diffuse kalman filter (missing observations and uncorrelated
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measurement errors are allowed).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2225 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 14:18:18 +00:00
michel
3d410b9b8b
v4.1: corrected DsgeSmoother.m for unobserved trends
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2219 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 19:47:22 +00:00
adjemian
fbeab98711
v4.1 Added calls to new diffuse kalman filter routines (when kalman_algo==3).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2217 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 17:24:10 +00:00
adjemian
5618fea33b
v4.1: Added two routines for diffuse kalman filtering (with or without missing observations).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2216 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 17:12:44 +00:00
adjemian
76000f99e4
v4.1: Added a new version of DsgeLikelihood.m (to be used for tests).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2215 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 17:08:20 +00:00
adjemian
42e69283cb
v4.1: Cosmetic changes + Added call to univariate kalman filter routine when F is singular and different
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from zero.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2214 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 17:04:10 +00:00
michel
ae0c71bfd9
correcting bugs in Kalman Smoother
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2198 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-26 20:10:58 +00:00
ferhat
7c6ed357b6
Bugs correction in check command with sparse option in model command
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2196 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 16:35:06 +00:00
adjemian
dcc37a681a
v4.1: Correction of the previous commit.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2192 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 15:38:34 +00:00
adjemian
b1e1ab4853
v4.1: Bug correction related to Laplace approximation of the data marginal density.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2191 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 15:12:35 +00:00
adjemian
38b2eb42cb
v4.1: Added calls to new filter routines.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2187 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-21 16:31:13 +00:00
adjemian
eb1e60e59b
v4.1: Errors associated to the simulated deterministic paths (for all periods and endogenous variables)
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are saved in oo_.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2186 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-21 15:33:51 +00:00
adjemian
42bdc2726c
v4.1: Added a new m file for the univariate kalman filter allowing for missing observations and
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correlated measurement errors. Tests show that there is a "significant" discrepancy between the
univariate filter and the standard filter in presence of correlated measurement errors...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2185 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-21 15:29:33 +00:00
adjemian
9da509936c
v4.1: Added ./matlab/kalman in the path.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2181 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-20 14:46:00 +00:00
adjemian
616f47377f
v4.1: Bug corrections.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2180 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-20 12:58:08 +00:00
ferhat
f59bba3ddc
- Adding SOLVE_FORWARD_COMPLETE and SOLVE_BACKWARD_COMPLETE simulation type for sparse model option
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- Adding dyn2vec at the end of a deterministic simulation with sparse or sparse_dll option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2178 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-19 15:44:08 +00:00
adjemian
ccf0c4b9f9
v4.1: Factorization of missing data related part of dynare_estimation.m.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2169 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 12:51:06 +00:00
adjemian
c5e73fcbaf
v4.1: Added subfolders in ./matlab/kalman.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2162 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 21:15:07 +00:00
adjemian
8c030e7eb0
v4.1: Changed header.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2161 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 18:04:43 +00:00
adjemian
d0e8345536
v4.1: Changes related to kalman filter with missing observations.
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* Changed header of missing_observations_kalman_filter
* Added the univariate approach. This file handles the cases with measurement errors and/or missing data.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2160 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 18:03:33 +00:00
adjemian
09a808bd4f
v4.1: Changed calls to optimization routines.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2159 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 15:42:29 +00:00
adjemian
c57a8c4776
v4.1: Removed hessian_sparse.m (unused function).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2158 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 14:34:15 +00:00
adjemian
b820667698
v4.1: Changes related to kalman filter with missing observations.
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* Adapted mode_check.m and hessian.m
* Removed global from hessian.m
* Changed call to metropolis
* Changed the test deciding between KF and KF with missing observations in DsgeLikelihood
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2157 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 14:24:35 +00:00
adjemian
09e32240bd
v4.1 Changes related to the kalman filter (for evaluation of the likelihood) with missing observations.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2155 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 13:40:40 +00:00
michel
63f5008305
v 4.0.2: simpler solution to problem with unobserved stochastic trends
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2149 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 20:08:13 +00:00
adjemian
f58cdcf676
v4.1: Files related to kalman filter (likelihood evaluation of a state space model with or without missing observations).
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* Added a new tolerance parameter specific to the iteration on the riccati equation.
* Added a kalman filter routine allowing for missing observations.
* I do not distinguish anymore models with and without measurement errors (the same m file is used for both models to evaluate the likelihood). For a model without measurement errors H hat to be set to 0 scalar.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2148 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 18:54:42 +00:00
sebastien
73c513802f
trunk:
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* DynareBison.yy: use "filename" rule for initval_file, dynasave, dynatype and datafile option
* DynareBison.yy: removed some spurious syntaxes for dynatype and dynasave
* ComputingTasks.cc: bugfix for dynatype
* cosmetic changes to dynatype.m and dynasave.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2145 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 16:06:07 +00:00
sebastien
68f9ca256e
trunk: added information message on the presence/absence of simulate.dll
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2144 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 15:20:43 +00:00
sebastien
26288f2ab1
trunk irf.m: added missing documentation for parameter
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2143 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 15:20:13 +00:00
ratto
2ff703ca40
Fixes to avoid error on non-stationary variables not observed.
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This works on a rather complex model, with 4 RW trends and 80 equations (QUEST III). Hopefully ...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2141 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-09 07:21:43 +00:00
ratto
b3c8df4aec
Use economy-size option for qr.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2137 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-06 14:28:10 +00:00
adjemian
f51ba0bd93
v4.1: Removed globals. Removed call to generalized Cholesky. Added handling of datasets with missing observations (NaN), not yet ready. Changed the covariance matrix of the jumping distribution when the posterior mode is not computed (or used). Changed call to dynare_estimation. Removed pindx in dynare_estimation. + Cosmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2135 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-04 21:22:08 +00:00
michel
7a93a8cda8
correcting r2131 for saving additional variables in oo_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2133 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-03 09:09:22 +00:00
michel
57240cf01e
modified computation of log(det(invhess)) to solve cases in large models where det(invhess) is smaller than machine precision
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2132 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-03 08:43:28 +00:00
michel
f4e7a003eb
corrected bug related to saving oo_.FilteredVariablesKStepAheadVariances and oo_.FilteredVariablesShockDecomposition
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2131 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-02 14:36:12 +00:00
michel
2a8a507b3f
tentative bug correction in DsgeLikelihood when stochastic trends are unobservable (QR instead of SVN)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2122 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-29 13:57:34 +00:00
sebastien
81ada88de2
trunk: fixed copyright header of generalized_cholesky?.m files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2119 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:55:26 +00:00
sebastien
2af294a5e6
trunk: removed remnants of dr_algo option
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2118 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:49:51 +00:00
sebastien
928fa74a2f
trunk: removed bicgstab.m because of name collision (and there is already a copy of this file called bicgstab_.m which had been created by Ferhat)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2117 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:29:31 +00:00
sebastien
26adb11ae0
trunk: renamed sec2hms.m to dynsec2hms.m (name collision with Matlab package)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2116 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:26:21 +00:00
sebastien
919c2af259
trunk:
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* added back model_comparison logic
* added QUOTED_STRING token in lexer
* added filename rule in parser (filename is NAME or QUOTED_STRING)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2115 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:24:13 +00:00
michel
18c74cc295
added missing ';'
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2113 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 05:39:02 +00:00