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63 Commits (61485ab809d9a33484abf6136f05abd84da2be1b)

Author SHA1 Message Date
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Johannes Pfeifer ed823c2ef6 Make PosteriorIRF obey irf_shocks 
The matrices are still initialized to have the size M_.exo_nbr, but the computations (e.g. moments) are now only performed for the shocks in irf_shocks. PosteriorIRF_core2 still does not allow for a selection, but the check for IRFs>10^(-6) already effectively prevents the plotting.
 2013-05-18 20:49:51 +02:00
Marco Ratto fe0054f370 allow posterior irf plots for octave 2013-04-05 17:17:47 +02:00
Johannes Pfeifer 195ed8baac Make storage of moments consistent with manual 
The deciles of some posterior moments were erroneously saved in a field
Distribution, while the manual specifies they are name deciles.
 2013-03-10 19:46:31 +01:00
Marco Ratto 99c35e22f1 - Added trap to avoid infinite loops when type is not 'prior'; 
- Recover value of nosaddle from _core routine (bug fix when type is 'prior');
 2012-07-02 10:55:02 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Marco Ratto a070f5cb26 Fixed initialization of matrices for posterior irfs. 2012-05-30 11:24:35 +02:00
Michel Juillard 7408714ea1 added dname as argument to CheckPath function and changed all calls to 
this function. Suppressed use of globals in CheckPath.
 2011-12-15 17:35:27 +01:00
Stéphane Adjemian (Charybdis) e0fa737cee Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410). 
Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.

Added a global structure for the data: dataset_.

Removed globals from dsgevar_posterior_density and mode_check.

Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
 2011-09-22 11:17:31 +02:00
Marco Ratto 4c6a01da2e under parallel execution do not do parallel plots when some slave is octave, irrespective to master being matlab. 2011-04-06 14:22:34 +02:00
Marco Ratto b7133ebeb5 Fixed bugs related to global sensitivity analysis. 2011-02-25 09:27:33 +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 d8121365dd 1) Renamed options according ti WiKi table; 
2) get rid of MasterName and DyMo;
3) more comments;
 2010-10-22 11:27:26 +02:00
Marco Ratto de490e9e4a delete remnants of previous Bayesian irf computations 2010-10-15 11:36:26 +02:00
Marco Ratto 25230060e5 Cosmetic changes plus small bug fixes. 2010-10-08 16:19:03 +02:00
Houtan Bastani a20bc07fdf replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
Michel Juillard 8420d82dea bug correction in Posterior IRFs 2010-08-11 12:04:14 +02:00
Stéphane Adjemian (Scylla) 706b68e7ef Do not build plots of the posterior IRFs with Octave. 2010-06-24 18:11:08 +02:00
Stéphane Adjemian (Scylla) 2aba780744 Removed two empty lines. 2010-06-24 12:52:28 +02:00
Stéphane Adjemian (Scylla) cc4c63f4d0 Fixed bug introduced with the parallelization of PosteriorIRF.m. 
Changes related to the new interface for dsge-var models.
 2010-06-24 12:49:27 +02:00
Marco Ratto befe661f34 1) minor fix for number of runs == B (they were B+1); 
2) changes to header/comments
 2010-05-31 11:50:48 +02:00
Sébastien Villemot d6faa47807 Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
Marco Ratto be510a4b93 bug fixes for use with octave for windows 2010-02-12 19:31:39 +01:00
Marco Ratto b9ae99d367 Several fixes: 
1) moved all waitbar instances to core routines;
2) added IRUN argument for core1
3) added global variables for core2 and removed wrong definitions for local ones
 2010-02-12 17:41:38 +01:00
Marco Ratto e2c38b4028 Parallel version of PosteriorIRF.m 2010-02-10 18:46:24 +01:00
sebastien 1be52aaa5f Beautification: removed tabulation characters which were left in previous beautification pass 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-05 10:46:10 +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
stepan a4d01dc31d dynare/trunk:: (dsge-var) 
+ Added support for xls files.
+ Fixed a bug  appearing when the dafa file and the  mod files are not
in the same directory.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2827 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-09 15:03:11 +00:00
sebastien 108030d2a6 trunk: merged 2105 changeset from 4.0 branch (Octave graphics compatibility issues) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2108 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-24 19:59:28 +00:00
sebastien 47a4d91700 v4 matlab: 
* fixed copyright headers of remaining files
* deleted old ChangeLog


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1977 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 18:53:30 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-24 18:20:48 +00:00
adjemian 8ba344b786 Cosmetic change in var_sample_moments + Removed one global. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1880 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-17 21:44:00 +00:00
adjemian de48d0b3ee Changed posterior_moments (global variable options_ is not needed anymore, mh_conf_sig is a new input argument) + Cosmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1836 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-19 13:22:57 +00:00
assia 220d869142 header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1635 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-21 17:06:21 +00:00
adjemian 3eea736e30 Corrected bug related to the constant in bvar-dsge. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1484 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-07 16:31:15 +00:00
adjemian d9f56bfde9 Add the possibility to estimate a BVAR-DSGE with a dsge prior weight equal to infinity (the user just have to calibrate dsge_prior_weight to Inf). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1407 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-03 14:40:43 +00:00
sebastien b619eef664 v4 rand_matrix_normal.m: inverted order of last two arguments for more consistency with matrix-normal notation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1400 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-28 13:43:21 +00:00
adjemian 4a0aeb12de Factorization of rand_inverse_wishart(...) and rand_matrix_normal(...) + Some small changes to (marginally) speed up the thing (loop --> matrix calculus in rand_inverse_wishart(...), ... ). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1398 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 16:25:25 +00:00
adjemian 269329cac2 Corrections for bvar-dsge estimation and irfs. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1341 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-06 08:43:25 +00:00
adjemian 5d9c00ccf4 Correction of bugs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1314 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-11 19:56:31 +00:00
adjemian 1a4ca385a3 Dynare saves only the (posterior) IRFs associated to endogenous variables declared in options_.varlist (the default is the subset of observed variables). This allows to run bayesian_irf with (very) big models. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1299 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-04 14:26:49 +00:00
michel 500727c0cb v4 PosteriorIRF.M: matched function name with filename 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1297 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-03 08:59:27 +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
adjemian 47ae595059 Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF. 
Added : Posterior IRFs for BVAR-DSGE, conditional forecasts

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1119 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-12-15 11:37:24 +00:00
ratto 3ff4c65f6a Added GSA options; ReshapeMatFiles needs to know if it is prior, metropolis, GSA. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1102 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-27 13:48:23 +00:00
michel f3b3321e36 v4: fixed bug in PosteriorIRF.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1007 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-29 17:29:54 +00:00
adjemian 897a084881 New functions. posterior draws used after the metropolis (forecasts, irfs, moments) are built and saved just after the call to metropolis.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@964 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-10 19:37:26 +00:00
adjemian 9e266024f8 Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@911 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-13 12:39:23 +00:00