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23 Commits (6adf1c26392d737dc31844aa3add0441e040f4a8)

Author SHA1 Message Date
Johannes Pfeifer f0b10ca9df
Octave: workaround for intersect with stable flag providing wrong third output (Octave bug #60347) 
Uses function removed in 47477e152a
 2023-10-11 09:26:04 -04:00
Johannes Pfeifer 420cbc8202 kalman_transition_matrix.m: remove redundant input argument 2023-09-08 08:03:18 +02:00
Johannes Pfeifer 41ac891f80 Factorize variance decomposition code 2023-09-07 17:13:09 +02:00
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files 
It is now supported by the MATLAB editor (as of R2022a).

The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).

The particles submodule is not updated at this point, because it is in an
inconsistent state.

[skip ci]
 2022-04-13 14:54:25 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Sébastien Villemot 47477e152a
Bump minimal Octave version to 6.2.0 2021-03-12 16:21:57 +01:00
Sébastien Villemot c160d24074
Octave 6 implements intersect(…, 'stable') 
[skip ci]
 2020-11-30 18:26:50 +01:00
Johannes Pfeifer 6e06acc7f4 Fix moment computation with Measurement errors 
- check logic for M_.H was faulty
- M_.H was not updated in posterior sampling
 2020-06-29 13:20:02 +02:00
Sébastien Villemot 6e0f104d7e
Bump minimal MATLAB version to R2014a 
Ref. #1713
 2020-04-07 16:32:32 +02:00
Sébastien Villemot 49dc997073
Global reindentation of MATLAB code (excluding submodules) 
Also convert to Unix end-of-lines, and remove trailing whitespaces.
 2019-12-20 16:30:27 +01:00
Sébastien Villemot e48177543b
intersect(…, 'stable') was introduced in MATLAB R2013a 
Re-use the existing Octave replacement by making it MATLAB-compatible.
 2019-03-26 18:53:51 +01:00
Sébastien Villemot 0b1c465b38
Octave compatibility fix: intersect(..., 'stable') 
The 'stable' option of intersect(), which keeps the element order of the first
argument, is not available on Octave. Provide a fallback implementation, and
adapt the code.
 2019-02-15 18:43:19 +01:00
Johannes Pfeifer a1222a1d1b Implement variance decomposition with measurement error 2017-10-05 11:33:17 +02:00
Stéphane Adjemian (Charybdis) 1bf81c9f5a Fixed copyright notices. 2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Michel Juillard 40cc11385a added an error if periods in conditional_variance_decomposition option 
are not strictly positive.
 2011-11-20 15:13:05 +01:00
Michel Juillard 1fc8bbd6d3 bugs correction in computation of posterior moments for 
-conditional variance decomposition
-hpdsup
-moments with no variance in their posterior distribution
modification of computation of conditional variance decomposition
 2010-11-28 11:03:40 +01:00
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
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
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00
stepan d6fe54dc18 + Bug fixes related to the computation of prior (and posterior) moments. 
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2791 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-26 10:21:30 +00:00
stepan dedca98dba Added Posterior distribution of the conditional variance 
decomposition (more tests are needed). 

The results are saved in oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition. 

Contrary to the asymptotic variance decomposition, we do not report
contribution shares but contribution levels of each structural shock.

LIMITATIONS: 
* Won't work in a model with measurement errors.
* Won't work in a model with correlated shocks.
* The routines do not compute the covariance decompositions.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2719 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-03 14:50:02 +00:00