6732f6e235
4.1: fixing bug: ri is a now a column vector, not a matrix anymore. [Needs to be merged in 4.0]
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2501 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-21 18:07:45 +00:00
b1da38a542
Bug correction (reported by bigbigben).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2474 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-16 20:45:47 +00:00
48d00e3a93
v4.1: Ondra's changes to make smoothing faster in large models. Still needs to be ported to other smoother routines
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2466 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 11:06:34 +00:00
43d3aebbc4
v4.1: Added a test for the existence of isopenmp mex file (this file
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does not exist if the user did not run buil_matlab.m in ./mex/sources).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2457 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 13:28:24 +00:00
0787228a9d
trunk dynare.m: completed help message
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2456 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-12 11:20:49 +00:00
47a4550144
v4.1: "dynare help" issues dynare command synopsis and a description of the options.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2454 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-12 10:27:06 +00:00
c8a86252c7
v4.1: Added the possibility of multithreading for some mex files
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(OpenMp is used).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2453 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-11 14:57:34 +00:00
54f7a0376a
v4.1:: Cosmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2451 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-06 16:09:35 +00:00
fd251e6bf7
v4.1:: Added a new function. Computes the autoregressive parameters of
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an AR(p) stochastic process from an autocorrelation function. This
function is used to define a prior over the autocorrelation function
and variance of an autoregressive exogenous variable (productivity,...)
instead of defining a prior over the variance of the innovation and
the autoregressive parameters. This can be done in the steady state file.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2450 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-06 16:08:15 +00:00
161ff7483d
trunk pm3.m: removed useless empty plot (thanks to Jamie Hall for reporting this)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2448 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-05 10:52:14 +00:00
7ac5750ac4
added options_.use_k_order=1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2447 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-03 12:00:46 +00:00
68535ae212
passes mexext to k_order and reads and unpacks data passed back
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2446 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-03 11:14:36 +00:00
7107df448c
trunk pm3.m: fixed typo (thanks to Jamie Hall for reporting this)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2439 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-26 11:13:04 +00:00
4d48c68913
trunk: added GPL header to describe_missing_data.m
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2435 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-20 16:58:47 +00:00
e287be53ca
trunk: changed to GPL headers in Marco Ratto's files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2433 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-20 16:53:09 +00:00
52458e94ff
v4.1:: Removed the test for complex matrices E and D. Added a test for
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complex numbers in the jacobian matrix.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2432 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-19 17:49:28 +00:00
0bb00c71eb
v4.1::
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+ Added new file for prior sampling (prior_sample.m).
+ Undo previous change on prior_draw.m (transposition of pdraw).
+ Bug correction in prior_draw.m.
+ Added field in options_: the default number of mc simulations in the
prior distribution.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2431 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-19 16:27:04 +00:00
5f02e69a67
v4.1:: Added a test for complex numbers in matrices E and D before the
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call to mjdgges.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2430 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-19 15:37:55 +00:00
476e2d847f
v4.1:: Transposition of the output argument. pdraw is a column vector.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2429 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-18 11:19:29 +00:00
474fc0bd61
v4.1:: Removed useless global declaration.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2428 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 22:01:20 +00:00
7ceecc51b6
v4.1:: Changed header.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2427 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 20:17:52 +00:00
95b5c69c35
v4.1::
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+ Removed input arguments 2 and 3.
+ Removed the prior bounds.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2426 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 20:07:37 +00:00
060f47c79c
v4.1:: Added default domain for the gamma and inverted gamma
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distributed random variables (instead of NaNs).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2425 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 17:23:07 +00:00
74c8e53140
v4.1:: Vectorization of the prior sampling algorithm.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2424 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 17:21:05 +00:00
d082bc09b1
v4.1:: Added bounds to the uniform distribution (consistently with
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the other prior distributions).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2423 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 17:19:47 +00:00
01ba142329
v4.1:: Changes related to the gamma variate generator.
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+ Changed headers.
+ Allows vector of coefficients when calling the Beta random generator.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2422 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 16:00:40 +00:00
a05b5e9481
v4.1:: Changes related to the gamma variate generator.
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+ Added algorithms from Devroye (1986, chapter 9).
+ Now we can generate independent gamma variates (and, as a consequence, beta)
with parameter a <= 0.5. This was not possible with the algorithm of
the previous version.
+ Algorithms are specialized depending on fix(a)=a, a<1 or a>1.
+ This new version can handle vectors for a and b (same length).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2421 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-17 15:22:58 +00:00
dc0f0934ce
corrected bug in moments_varendo
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2420 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 22:19:23 +00:00
81af16d314
v4.1:: Added a function to test if a variable is integer.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2419 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 11:12:24 +00:00
e1b8fb9bc4
v4.1:: Reparametrization of the exponential distribution.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2418 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 10:31:50 +00:00
bce9aba538
v4.1:: Added a random number generator for the exponential distribution.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2417 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-16 09:55:30 +00:00
e75b7f97ab
v4.1:: Added an error message when minus the hessian matrix at the posterior
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"mode" is not positive definite.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2416 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 17:40:26 +00:00
ba080ab910
v4.1:: Changes related to lyapunov_symm.
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+ Fixed a bug introduced in the previous commit.
+ Added a threshold parameter for the complex blocks in the upper
triangular matrix T in lyapunov_symm.m (new field in options_)
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2414 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 14:16:10 +00:00
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
stepan
sebastien
george
ratto
ferhat