Commit Graph

30 Commits (6adf1c26392d737dc31844aa3add0441e040f4a8)

Author SHA1 Message Date
Johannes Pfeifer c43308a07b forcst.m: remove redundant call to make_ex_ 2023-09-08 08:08:35 +02:00
Johannes Pfeifer 420cbc8202 kalman_transition_matrix.m: remove redundant input argument 2023-09-08 08:03:18 +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
Johannes Pfeifer c8bc12ab6c forcst.m: fix case with measurement error 2021-05-12 17:44:35 +02:00
Houtan Bastani e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
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
Stéphane Adjemian (Hermes) 38e1ec6b1e Fixed bug.
Routine forcst was crashing if at least one of the observed variables,
with measurement error, was not in varlist.
2016-08-23 17:22:41 +02:00
Johannes Pfeifer 0f72e6ed63 Account for measurement error in non-MCMC forecasts 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 84ab37fd7a Remove globals from forcst.m 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 1bd5c7cc0d Disentangle options_.conf_sig and set default to 0.9 2016-07-21 12:17:30 +02:00
Johannes Pfeifer bb08853784 Replace globals by inputs in make_ex_.m and make_y_.m 2016-03-11 16:28:17 +01:00
Johannes Pfeifer 704f8650af Properly initialize var_yf in forcst.m 2014-11-16 21:08:17 +01:00
Sébastien Villemot c121aa14b1 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
Replace them by equivalents in M_ (and an extra one: M_.dynamic).

IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.

We now have the following indentities:

M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Michel Juillard 73de37e7e3 fixing bug in forecast HPD interval 2011-10-27 22:08:10 +02:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Michel Juillard 22d5bd16cf removed useless auxiliary variables from call to kalman_transition_matrix() 2011-01-26 21:24:46 +01:00
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 a2cef7009d Fixes for ticket #57
preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"

M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 10:22:39 +00:00
sebastien 8bef1f0399 v4 matlab:
* replaced dnorm, pnorm and qnorm by GPL alternatives in distributions/
* only add distributions/ to the path if under Matlab without Statistics toolbox


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1979 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-04 13:33:57 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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
adjemian 341adad2e9 Added new functions for posterior distribution processing (second order moments) + Removed global variables.
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
michel bcf9da214e v4: added forecast out of posterior mode (or maximum likelihood, non-tested)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1710 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-17 14:58:34 +00:00
michel de7e3fdfac test
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1097 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 09:18:23 +00:00
michel a955e818b1 test
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1096 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 09:06:16 +00:00
michel f5d35c9737 v4: new set of graphs in forecast with prior uncertainty
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1095 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 08:54:17 +00:00
ratto 2dd8f7fce5 bugs around forecast functions using M_ and oo_ globals
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@936 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-28 07:36:15 +00:00
michel 9a9872fd33 dynare_v4 from CVS
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