6c9f5e4b66
Corrections related to the use of options posterior_mode_estimation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@844 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-28 10:00:31 +00:00
9bb51ca940
Corrected name of steady state file
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_ was missing before steadystate
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@839 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-26 08:32:05 +00:00
455493c132
Added, option logdata (=1 if data provided to dynare are in log, default is 0)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@833 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-25 13:08:43 +00:00
ae9416c6a5
Removed rawdata = log(rawdata) if option_.loglinear = 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@823 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-18 12:28:12 +00:00
6eac49b1d7
Correction of bugs related to the _steadystate file.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@822 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-17 08:47:30 +00:00
60cd6de62a
v3+v4 check.m: corrected bug in rank condition message
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@821 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-12 12:31:42 +00:00
59c35bc1fb
New function : Evaluation of the model's Jacobian matrix (to be used after stoch_simul).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@820 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-11 11:23:51 +00:00
37d4c5ab1d
v4 parser: corrected bug with osr
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@819 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-09 09:35:40 +00:00
4eecf7999b
v4 disp_th_moments.m: corrected bug with non stationary variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@818 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-09 08:46:46 +00:00
834ae21345
added for outer product gradient and Hessian
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(newrat optim)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@817 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 16:15:08 +00:00
70d622c027
Changed call to metropolis.m.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@816 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 14:06:45 +00:00
ef6dd35153
v4 scilab: new function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@815 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 13:19:29 +00:00
0fd478dd6f
Small changes in gmhmaxlik.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@814 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 12:42:01 +00:00
9ed66f8cb4
v4 stoch_simul.m: added option for Spectral Density (not yet in parser)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@813 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-03 12:24:27 +00:00
b6e1fef911
v4 dynare_solve.m solve1.m: bug corrections
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@812 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-03 12:19:54 +00:00
5edb7d1d00
dynare_v4: adding scilab directory
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@809 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-03 11:23:23 +00:00
d19eb2f7ce
dynare_v4 parser: steady doensn't set solve_algo=0 anymore
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@808 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-02 09:49:53 +00:00
07d09ed858
Correction of bugs related to the steady state computation for estimation. Added a new optimization routine (mode_compute = 6).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@806 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-28 17:35:05 +00:00
e424c799ce
adding dynare_v4/matlab/doc with m2html documentation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@805 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-27 19:46:58 +00:00
a6db1acda7
Changed the output of resid.m (the number of each equation is printed on screen followed by the residual).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@804 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-21 16:51:25 +00:00
2a93e2d5f7
nspred debugged
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@803 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-20 14:59:37 +00:00
21d955a94a
MCF of likelihood and prior
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@802 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-20 14:58:43 +00:00
fe818c6c73
opt_gsa updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@801 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-20 14:57:08 +00:00
d570639320
v3,v4: corrected lyapunov_symm.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@800 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-17 11:46:18 +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
ac5a09a233
v4: cleanup unused function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@780 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-02 07:42:00 +00:00
757a5f4af2
Added theoretical spectral density (in stoch_simul.m)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@778 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-24 16:46:32 +00:00
b41e93a3c1
Plot the priors if and only if mode_compute>0
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@777 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:47:07 +00:00
02a051047b
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@776 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:44:02 +00:00
86c84dd919
missing ;
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@775 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:42:56 +00:00
dcc7c7e1f0
3 v4: chnaged lyapunov_symm.m to work with 6.5 except with unit roots
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@740 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-08 14:51:06 +00:00
01754a4446
1) changed directory structure;
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2) added plots for prior/likelihood/posterior int he filtered samples
3) added plots of densities for conflicts
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@738 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:06:57 +00:00
fe5af81556
changed directory structure
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@737 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:04:36 +00:00
55ae0e7dc0
added dirname as input;
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changed title: d statistics is used and not prob.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@736 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:02:18 +00:00
c9d263a3a0
set figure visible before saving when nograph=1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@735 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:00:29 +00:00
fa8bf384a8
check for indeterminacy, instability;
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corrected bugs with storage of T matrix
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@734 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:59:30 +00:00
e3c3a878cc
stock parameter values, steady state values and log-posterior values for sensitivity analysis purposes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@733 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:57:37 +00:00
282204481d
1) mcfiles structure does not work when number of MH files is > 9;
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2) set figures visible before saving as .fig.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@732 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:55:49 +00:00
90c2ca6e62
Allow to retrieve logposterior values for MH runs,
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not only parameter values.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@731 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:52:43 +00:00
72ea3ac220
1) stock parameters for sensitivity analysis purposes;
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2) corrected bugs in saving figures
(fignumber in figure names; and check for subplotnum>0)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@730 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:49:44 +00:00
f873b4e28f
v4 irf.m: corrected bug for 2nd order approximation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@729 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 20:15:58 +00:00
e10e3c7517
v4 PosteriorIRF.m: changed ifil into NumberOfIRFfiles
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@728 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 17:23:51 +00:00
c3af16b444
v4 dynare_estimation.m: changed default of options_.irf to 40
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@727 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 17:06:24 +00:00
4f032c79ff
v4 parser.src: added mshocks (untested)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@726 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:42:50 +00:00
7d0b4fa90e
v4 set_shocks.m: added M_.maximum_lag to the periods index
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@725 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:40:35 +00:00
eca3df3338
v4 parser.src: made rplottype an option
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@724 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:29:41 +00:00
2ae6df4b22
v4 parser.src: updated svn:ignore property
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@723 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 13:40:32 +00:00
4e180bd3a1
v4 parser.src: added deterministic shocks
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@722 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 13:38:12 +00:00
475372a52f
v4 irf.m, simult_.m: corrected problems with lags > 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@721 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 09:43:21 +00:00
c85730c108
v4: ported changes for computing variance in unit root models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@720 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-20 09:08:25 +00:00
adjemian
ratto
michel
lionel