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1464 Commits (6cb41e0252eb8524b0d809fe4eb3140bdbded286)

Author SHA1 Message Date
stepan 6cb41e0252 * Added info=19 in resol.m (problem in the steady state file). 
* Bug fix in prior_sampler.
* Print  more informations  (BK conditions,  steadys state  or mjdgges
* problems...) when running get_prior_info.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2567 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 22:08:39 +00:00
michel 25aa38f9c4 4.1: fixed problem with mwSignedIndex. Despite the fact that mwSignedIndex appeared 
in Matlab version 7.3, Matlab Lapack library only uses it from version 7.8
     (needs to be merged in 4.0)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2565 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 21:13:05 +00:00
george c497540e06 correction for hessian: the one from compiled <mod>_dynamic.dll is not sparse but 
the one from the matlab version <mod>_dynamic.m is so we sparse it anyway to be able to pass it to sparse_hessian_times_B_kronecker_C


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2564 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 12:50:40 +00:00
stepan 4663cb473d Do not print the content of NumberOfElementsPerFile. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2563 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 11:17:56 +00:00
stepan ff38cbdd5d Bug fix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2562 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 11:13:43 +00:00
michel 76080af7ec 4.1: dynare_estmation_1: 
-removed saving of bayestopt_ in *_mode.mat
-added hooks for Gianni Lombardo's optimization routines

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2561 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 16:36:08 +00:00
michel cff38c00cf v4.1: initialize_from_mode doesn't need bayestopt_ anymore 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2560 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 16:33:42 +00:00
stepan adc1e77514 Changed the description of the available optimization routines for 
estimation.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2559 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 15:49:12 +00:00
stepan 2083b59072 More robust version of get_name_of_the_last_mh_file.m. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2558 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 14:58:44 +00:00
stepan 2b0f2d5fd1 Do not print the message "The most negative..." if the hessian of 
minus the posterior kernel is positive definite.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2557 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 14:48:30 +00:00
stepan aa31417a05 Efficiency & Cosmetic changes related to the design of bayestopt_ and 
the computation of the prior density.

bayestopt_.p1 is always the prior mean
bayestopt_.p2 is always the prior standard deviation
bayestopt_.p3 is unchanged
bayestopt_.p4 is unchanged
bayestopt_.p5 [new field] is the prior mode
bayestopt_.p6 [new field] is the first hyper-parameter of the prior density
bayestopt_.p7 [new field] is the second hyper-parameter of the prior density
 
These fields are defined in  set_prior and are never changed after. In
the previous version of Dynare,  the hyper parameters of the densities
were  updated at  each iteration  of the  optimization routine  or the
metropolis.

Removed fields pmean and pstdev.

Vectorized the code in priordens.

Fixed the bug mentionned by Gianni. If a (logged) density is evaluated
outside the  prior domain, the  output of priordens if  minus infinity
(instead of a complex number).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2556 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 14:38:37 +00:00
stepan f02ea822ec Removed useless global. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2555 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 10:34:49 +00:00
stepan c42f33ff47 Bug fix + Cosmetic change. Do not compute the likelihood if the steady 
state is complex.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2554 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 22:23:46 +00:00
stepan 22452f016e Speed up successive calls to lyapunov_symm by factorizing tests 
(persistent variables are used).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2553 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 21:14:50 +00:00
stepan d9ba762623 Changes related to the multithreaded mex files (part III') Oups. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2552 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:13:42 +00:00
stepan 91a25ebead Changes related to the multithreaded mex files (part III). Moved 
set_dynare_threads  in ./matlab/thread/multi (the  user has  no access
to this function if mex files are compiled without the openmp flag).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2551 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:12:21 +00:00
stepan 8ab8d2f067 Changes related to the multithreaded mex files (part II). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2550 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:07:19 +00:00
stepan fe7c01675a Changes related to the multithreaded mex files (part I). 
* Removed from build_matlab.m the compilation of mex files with openmp.
* Added build_matlab_multithread.m (where openmp is used if availabe).
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2549 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:01:55 +00:00
michel 4a3baea105 v4.1: added check and penalty for complex steady state 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2548 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-02 13:40:56 +00:00
stepan 91fb6ee044 Use check (the second output of the steady state file) to pass a 
penalty defined in the steady state file.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2547 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-02 13:24:41 +00:00
michel 9720af3354 4.1: model_diagnostics: added a test for singular Jacobian of the static model 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2546 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-02 13:22:41 +00:00
stepan c9d422972d Cosmetic change. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2544 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-01 10:08:03 +00:00
stepan af9d1fbb6a Bug fix. The DsgeSmoother was crashing when M_.exo_nbr=1. Added a new function that generalizes the matlab's squeeze 
function (the problem is that squeeze does not affect 2D arrays).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2543 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-01 10:04:53 +00:00
sebastien 604f465992 trunk mjdgges.c: Octave doesn't define mwSignedIndex (but it does for mwSize and mwIndex...) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2541 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-31 08:58:57 +00:00
sebastien 535274d3ad trunk: 
- build_matlab.m: mwSignedIndex actually appeared in Matlab 7.3 (like mwSize and mwIndex)
- mjdgges.c: use a typedef instead of a #define for mwSignedIndex


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2540 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-31 08:49:36 +00:00
michel adc5d60e23 v4.1: fixed build_matlab.m and mjdgges.c for Matlab (7.8) r2009a 
added new macro NWSIGNEDINDEX_NOT_DEFINED (necessary in 64bit environments)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2539 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-30 20:13:22 +00:00
stepan ec4cc46845 Bug fix. This version can be used in the estimated_params block. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2538 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-28 22:43:38 +00:00
sebastien 4bbf29ac1b trunk: removed some bashisms in Makefiles (merge needed) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2536 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 17:47:30 +00:00
stepan 448be1e6f2 Added new function. This function computes the mean of a prior 
distribution (gamma, inverse  gamma 1 and 2, beta)  given the mode and
the variance.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2535 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 17:28:32 +00:00
george 7735da1fb0 Changing tolerance check from 1e-12 to 1e-10 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2533 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 15:19:07 +00:00
sebastien f892795a54 trunk: fixed copyright headers in new files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2532 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 14:39:26 +00:00
george d0664d3ed5 further update of tests: use stoch_simul instead estimation and have two versions: AIM and standard 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2531 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 09:23:16 +00:00
george c22fd6b404 AIM Test Auxiliary file added 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2530 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 08:57:48 +00:00
george 17df02385e Update of tests: use stoch_simul instead estimation and have two versions: AIM and standard 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2529 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 08:56:22 +00:00
michel f7e2d17635 new function 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2528 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 16:33:24 +00:00
george bab59b7972 The block using bespoke eigs() is commented out because eigs() intermitently returns different rts 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2527 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 14:51:47 +00:00
george db899b7f6b adding oo_. in front of dr.ghx and dr.ghu 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2526 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 11:19:20 +00:00
michel d542e8610c v4.1: added functions for shock_decomposition consistent with smoother 
Dynare interface is missing
      need to add mechanism for aggregating shocks


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2525 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:52:00 +00:00
michel 9e2f1bdc70 v4.1: started a diagnostics routine that performs tests that are too expansive 
to run systematically


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2524 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:34:40 +00:00
michel 558dd91156 v4.1: removed error when a variable isn't present at the current period in the model 
modified header


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2523 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:32:58 +00:00
michel ff473fedfd v4.1: adding penalty when Jacobian is complex 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2522 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:03:08 +00:00
michel e2a0ecba86 v4.1 tests for AIM: modified for automatic verification 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2521 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-25 21:18:42 +00:00
george 6e633aad31 AIM tests auxiliary files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2520 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-25 16:46:11 +00:00
george e1c13c256a Test files for AIM that passed comparison of mjdgges and AIM dr.ghx and dr.ghu being equal down to near 0 differences on e-15 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2519 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-25 16:24:20 +00:00
sebastien b953c5cf31 trunk: removed useless global variable in sim1.m and simk.m (doesn't seem to affect performance) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2518 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-24 16:53:29 +00:00
sebastien 5ee346e4fd trunk: {load,save}_params_and_steady_state now use a text file for communicating (instead of a MAT-file) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2517 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-24 16:29:58 +00:00
michel 7d854cec94 4.1: fixed problem in AIM implementation when some lagged variables are present in the model but with zero coefficient. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2516 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-24 13:28:45 +00:00
michel e9d3793891 4.1: replacing 'message' by msg and initializing it 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2510 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-23 09:30:59 +00:00
ratto c198c52fbc fix when k-step ahead predictions are stored, with k>1, and one-step-ahead predictions have to be filled in stock1. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2509 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-23 09:29:11 +00:00
michel 67b89e7078 4.1: bug correction in Kalman smoother with missing observations 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2506 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-23 06:33:23 +00:00