db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
c9cf49e30b
options_.nk default is now set to 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1963 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-26 14:15:21 +00:00
e8d6dd1ef3
v4 matlab: use my_ordeig instead of ordeig for Octave and for Matlab < 7.0.1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1938 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 21:48:12 +00:00
fe54c7ca07
adding functions and fixing bugs for diffuse filter
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1924 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 12:53:24 +00:00
2c8a9d2f60
cleaning diffuse algorithms
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1922 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:48:14 +00:00
a148c0a3f1
undoing changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1919 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:38:44 +00:00
36f264a1ca
put back DsgeLikelihood_hh.m that is used by option 5 of the optimizer
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1918 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:15:19 +00:00
341adad2e9
Added new functions for posterior distribution processing (second order moments) + Removed global variables.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1890 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-21 08:33:31 +00:00
6352e90b26
v4: fixed bug concerning handling of filter decomposition (decomp) in DiffuseKalmanSmoother1_Z. and DsgeSmoother.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1814 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 15:41:15 +00:00
681bf0fe4b
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1733 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 11:10:16 +00:00
2f3767d317
v4: more changes related to new filter
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more variables returned by the smoother saved in oo_
DiffuseKalmanSmoother1_Z.m isn't finished yet
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1689 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 17:52:16 +00:00
4443d56136
v4 bug correction and correct smoother for new diffuse algorithm
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1682 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 21:32:20 +00:00
7a87a7b200
v4: corrected bug in handling of trend_coeff
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1402 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-01 09:39:32 +00:00
f3375020fc
v4: bug in handling of options_.trend_coeffs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1399 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-27 15:35:40 +00:00
a53e4db7ab
Correction of a bug in the estimation of smoothed variables (occasionaly systematic error in the level).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1391 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 16:22:16 +00:00
e7a65da202
DsgeSmoother() returns the state equation + documentation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1249 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 14:21:11 +00:00
4e1122f014
v4: merge changes to dynare_estimation.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1183 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 12:48:41 +00:00
4691f6d1c6
v4: restricted state debugging
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@921 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-18 19:36:10 +00:00
21f989819e
v4: reduced state space for likelihood computation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@781 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-03 19:45:05 +00:00
a8e01d23bf
v4: further corrections
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@678 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-13 10:57:01 +00:00
00fac4544c
v4 updating computing statistics from Metropolis (not finihesd)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@655 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-05 21:01:27 +00:00
742df69762
v4 added M.Ratto's change to diffuse filter/smoother and optmizer
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@641 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-03 13:13:00 +00:00
b14188d039
correction setting of parameters
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@446 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 09:38:52 +00:00
9a9872fd33
dynare_v4 from CVS
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00
sebastien
michel
adjemian
assia