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19 Commits (61485ab809d9a33484abf6136f05abd84da2be1b)

Author SHA1 Message Date
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Marco Ratto 0ab2c28fd5 -) fixed bugs when there is only one parameter estimated or when simulated moments uncertainty provides zero diagonal terms in the covariance matrix of model matrices; 
-) fixed bug in computing numerical derivatives of the LRE matrices in getJJ;
 2012-12-05 09:46:12 +01:00
Marco Ratto ed4d37341c Fix problem with models where steadystate files change parameter values. 
1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state +  analytic derivatives of all the rest;
3) bug fixes for 2nd order derivatives w.r.t. model parameters;
 2012-07-05 10:14:10 +02:00
Marco Ratto 45bc5c2459 Removed duplicate of the same function. 
Fixed call removing globals.
global options_ still needed
 2012-06-08 14:03:40 +02:00
Marco Ratto 2af300bf6e Added output arguments needed for analytic scores. 2011-04-12 17:37:02 +02:00
Marco Ratto 8352873e06 Fixes to handle properly implicit derivation when STEADY_STATE syntax is applied 2011-03-18 10:54:09 +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 38640c4af8 use of numerical Jacobian to check analytic results. 2010-03-09 10:05:13 +01:00
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 94d215d73e Modifications linked to previous commit: 
Added first order moments 
Added LRE analysis for trivial no-identification

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3361 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 09:58:09 +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 173ce64d7e 1) added H to numerical derivative switch; 
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 163d893e2e Bug fixed with useautocorr 
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 b66a47c128 oo_, A and B are now inherited from main loop 
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 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