stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
16,560 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

16560 Commits (6adf1c26392d737dc31844aa3add0441e040f4a8)

Author SHA1 Message Date
michel 161753429a v4: added global_initialization.m and changed parser accordingly 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@718 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-20 08:53:28 +00:00
ratto 24670522c8 added outputdirectory; ishock debugged 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@716 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-13 13:03:46 +00:00
ratto dc6e40df99 eliminated marginals; output directory added; ischock debugged 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@715 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-13 13:02:46 +00:00
ratto 6db1db53c5 print pdf and eps; ishock debugged 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@714 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-13 13:01:52 +00:00
ratto 76fd18af8b output directory 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@713 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-13 12:59:09 +00:00
ratto ca3d913db7 in MCF analysis, separated marginal and cumulative (Smirnov) plots. 
This is the marginal function

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@712 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-12 10:02:34 +00:00
ratto 378523f736 bug fixed for lptau with np>30 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@711 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-11 15:33:16 +00:00
ratto 2500f71f2d posterior option in SA 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@710 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-11 15:32:22 +00:00
ratto 3476711051 posterior option in SA 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@709 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-11 15:31:45 +00:00
ratto 91fa502406 corrected bug in load prev. file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@703 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-03 14:36:24 +00:00
michel 91f8b693fc v4 parser: set up # statements 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@702 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-03 08:33:57 +00:00
michel bb10c1d82e v4 parser: added SymbolType eLocalParameter 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@701 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-31 14:24:29 +00:00
michel d5b79d36ee v4 parser: corrected bug in coments 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@700 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-30 19:47:00 +00:00
michel 403ee85836 v4 metropolis.m: corrected bug on MhDirectoryName 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@699 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-30 19:29:20 +00:00
michel 13ab8e03c5 v4 dynare_solve.m: corrected bug in one of the calls to solve1() 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@698 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-29 11:33:20 +00:00
ratto d503506333 changed file names to more clear meaning; changed unstable to non-acceptable notation. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@697 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-24 16:29:46 +00:00
ratto 3f0657bf0d added sensitivity of the fit 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@696 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-24 16:27:56 +00:00
ratto e2728b9447 added prior option to save for glue; changed names of files: _stab to _prior. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@695 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-24 16:27:29 +00:00
ratto 5aaf0df595 Added quick and dirty engine for smoother and filter using prior samples. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@694 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-24 16:26:11 +00:00
michel 52590d6a65 v4 dynare.m: looking automatically for .dyn and .mod files 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@693 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-24 12:47:38 +00:00
ratto 4da4c9933c metropolis_draw already initialised in dynare_estimation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@692 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-23 13:26:18 +00:00
ratto 7ccc5b41b4 added option for lptau; 
load correct mode file

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@691 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-23 13:16:36 +00:00
ratto 3b0f302e9c added 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@690 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-23 13:14:47 +00:00
ratto 682ff004d9 corrected bug with options_filtered_step_ahead 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@689 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-23 13:10:32 +00:00
ratto 9934cbe727 corrected bugs so that it runs; 
added stock of parameters used to allow sensitivity analysis

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@688 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-23 13:08:00 +00:00
michel 195b79e1ab v4: cleaning up diary handling 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@687 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-23 11:03:04 +00:00
ratto 9a970a6495 check for indeterminacy and dynare not finding a solution 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@686 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-22 16:47:48 +00:00
adjemian 7b4807632c Various bug corrections & new field options_.B specifying the number of draws from the posterior or prior distributions used to build the IRFs. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@684 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-17 11:20:25 +00:00
adjemian dcf7e1938e Bug fixes. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@683 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-17 09:31:03 +00:00
adjemian 5d9b47190e A new function that allows to reshape the mat files generated by dynare more efficiently. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@682 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-16 17:07:58 +00:00
michel 0514df601f v4: update of sensitivity code [Marco] 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@681 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-14 13:21:10 +00:00
michel 1f3036649e v4 set_all_parameters: added H=M_.H; 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@680 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-13 21:18:06 +00:00
michel 71cf74483f v4: sensitivity code reshaped and optimizer updated [Marco] 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@679 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-13 11:46:43 +00:00
michel a8e01d23bf v4: further corrections 
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
michel e72a1d579c v4: bug correction in DiffuseKalmanSmoother* + new option_.diffuse_d (DiffuseKalmanSmootherH3corr.m) isn't corrected 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@677 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-13 10:21:14 +00:00
michel d084976eac v4: added return argument to DiffuseLikelihood* for outer product gradient [Marco] 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@676 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-13 10:20:09 +00:00
michel ce34a58ab6 v4 set_all_parameters: bug corrections. Now M_.H should be initialized by the parser [Marco+Michel] 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@675 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-13 09:35:07 +00:00
michel 2d5fad9c75 v4 read_variables.m: added a missing deblank() [Marco] 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@674 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-13 09:33:35 +00:00
michel 06baee8f9b v4 added irf option for estimation; removed useless instruction in DynareFlex.ll; removed include/DynareBsion.h that shouldn't be on SVN 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@673 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-11 16:55:40 +00:00
michel 1377fec610 v4 tests: updated fs2000a.mod 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@672 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-11 16:19:29 +00:00
michel b9ae1874ef v4 parser: initialize M_.H in estimated_params 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@671 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-11 16:16:12 +00:00
michel f26902fc43 v4 se_all_parameters.m: bug correction 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@670 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-11 16:05:19 +00:00
adjemian d495476073 Handle the case with one _irf file. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@669 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-10 17:20:32 +00:00
adjemian e81a091ef8 Correction of a bug in PosteriorIRF: i -> b (the last _irf was missing). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@668 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-10 16:41:03 +00:00
adjemian 88098dfb5a irf files are now reshaped in PosteriorIRF. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@667 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-10 16:23:44 +00:00
adjemian 3a4db43a83 various bugs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@666 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-10 13:04:50 +00:00
michel 5f4511ef16 v4 tests/arima/mod2.mod: save data to data2.mod 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@665 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-08 21:16:30 +00:00
michel d44de20724 v4 set_all_parameters: corrected bugs, M_.H needs to be set in dynare_estimation.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@664 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-08 21:10:00 +00:00
michel 14d6c2db49 v4 : replacing dynare_m.exe with the right compiled version 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@663 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-08 19:36:28 +00:00
adjemian 5752b399d7 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@662 ac1d8469-bf42-47a9-8791-bf33cf982152 2006-03-08 17:27:09 +00:00