michel
7a93a8cda8
correcting r2131 for saving additional variables in oo_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2133 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-03 09:09:22 +00:00
michel
57240cf01e
modified computation of log(det(invhess)) to solve cases in large models where det(invhess) is smaller than machine precision
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2132 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-03 08:43:28 +00:00
michel
f4e7a003eb
corrected bug related to saving oo_.FilteredVariablesKStepAheadVariances and oo_.FilteredVariablesShockDecomposition
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2131 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-02 14:36:12 +00:00
michel
2a8a507b3f
tentative bug correction in DsgeLikelihood when stochastic trends are unobservable (QR instead of SVN)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2122 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-29 13:57:34 +00:00
sebastien
81ada88de2
trunk: fixed copyright header of generalized_cholesky?.m files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2119 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:55:26 +00:00
sebastien
2af294a5e6
trunk: removed remnants of dr_algo option
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2118 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:49:51 +00:00
sebastien
928fa74a2f
trunk: removed bicgstab.m because of name collision (and there is already a copy of this file called bicgstab_.m which had been created by Ferhat)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2117 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:29:31 +00:00
sebastien
26adb11ae0
trunk: renamed sec2hms.m to dynsec2hms.m (name collision with Matlab package)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2116 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:26:21 +00:00
sebastien
919c2af259
trunk:
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* added back model_comparison logic
* added QUOTED_STRING token in lexer
* added filename rule in parser (filename is NAME or QUOTED_STRING)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2115 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 16:24:13 +00:00
michel
18c74cc295
added missing ';'
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2113 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-26 05:39:02 +00:00
sebastien
a03af050af
undoing r2110 and r2111 changesets
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-25 12:29:35 +00:00
michel
464e29706f
reverted r2010 because of problem with FILENAME token
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2111 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-25 12:10:12 +00:00
adjemian
20bc1b1401
v4.1: Added Model comparison. Not yet ready but can be used. The preprocessor, surprisingly, seems to sort the compared models (listed after the model_comparison command) by decreasing order of the model names (including path and extension).
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TODO:
+ Add an option to define the benchmark model (bayes ratio).
+ Add comparison to estimated BVAR models.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2110 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-24 21:52:11 +00:00
sebastien
1d4f437499
trunk: merged 2106 changeset from 4.0 branch (typo in dynare_estimation.m)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2109 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-24 20:00:07 +00:00
sebastien
108030d2a6
trunk: merged 2105 changeset from 4.0 branch (Octave graphics compatibility issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2108 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-24 19:59:28 +00:00
michel
fc4b201e79
correcting typo in writing estim_params_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2103 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-24 10:09:26 +00:00
michel
dc5904dc1e
removed character put by mistake at the top of the file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2093 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-23 04:50:52 +00:00
sebastien
d4e2d6c27f
trunk dynare_solve.m:
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* fail if solve_algo=0 and we don't have the optimization toolbox (or under Octave); the previous behavior was to fallback on solve_algo=1
* fail if solve_algo is not between 0 and 4
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2090 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-22 13:13:04 +00:00
sebastien
ae68da82ff
trunk: added new solve_algo=4 in dynare_solve.m; this mode is the same than solve_algo=2, except that the solver behaves differently when the Jacobian is badly scaled or nearly singular (see header of solve2.m)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2089 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-22 12:52:17 +00:00
adjemian
082e7e3292
v4.1: Added SquareRoot mode for the decomposition of the covariance matrix (Cholesky is the default). Results are saved in oo_.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2088 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-19 16:04:08 +00:00
sebastien
772e3be8b3
trunk: fixed bugs in homotopy mode 3
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2084 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-18 16:59:20 +00:00
adjemian
6d08e65071
v4.1: Code factorization and cosmetic changes, the marginal density use a recursive approach to compute the posterior mean and covariance.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2083 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-18 16:28:57 +00:00
sebastien
dd7dcca15e
trunk: increased verbosity of homotopy modes 1,2,3
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2079 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-16 17:25:42 +00:00
sebastien
e9c7351aee
trunk dynare_solve.m: for solve_algo = 2:
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* when solve1() fails on a block, immediately return with info=1 instead of trying to solve subsequent blocks
* added debug messages
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2078 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-16 17:24:11 +00:00
sebastien
4fd7ad4b62
trunk: merged r2071 and r2072 changesets from 4.0 branch
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2075 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-15 12:29:19 +00:00
sebastien
ee392aba3f
v4.1 simultxdet.m:
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* fixed function name
* fixed copyright header
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2068 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-14 21:06:38 +00:00
michel
ec53cae4d0
bugs correction for exo_det
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2067 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-14 16:36:58 +00:00
michel
ea271e7e84
added missing function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2066 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-14 15:38:23 +00:00
michel
68d00f20d9
bugs correction in diffuse filter
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2064 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-14 12:14:31 +00:00
michel
dbe69c1942
bug correction in diffuse filter/smoother
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2060 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-12 18:15:20 +00:00
adjemian
eb0ccd8f5b
v4.1: Added posterior IRFs for bvar a la Sims (not yet ready. Results are not saved in oo_, more general identification conditions should be allowed, and the code has to be tested).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2059 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-12 10:14:36 +00:00
adjemian
4da95da54c
v4.1: Posterior forecasts plots of bvar à la Sims report the median instead of the mean (because the median is less affected by the posterior draws such that the eigenvalues of the companion matrix are outside the unit circle).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2057 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-10 15:40:31 +00:00
adjemian
ee67508c0f
Correction of the last commit.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2056 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-10 08:41:53 +00:00
adjemian
7aadec0ec5
v4.1:
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+ Moved functions located in ./distribution to ./distributions/toolbox
+ Moved distribution related functions to ./distributions
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2055 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-09 21:47:13 +00:00
sebastien
652c48069e
v4.1: added new {save,load}_params_and_steady_state functions (along with their documentation in the manual)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2052 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-09 10:53:10 +00:00
sebastien
8e6bca8228
v4.1: merged r2050 changeset from 4.0 branch
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2051 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-09 10:46:46 +00:00
michel
463b6f900f
v4.1: adding parentheses to make it run faster
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2048 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-08 07:52:25 +00:00
sebastien
0ee09b5b07
v4.1: merged r2044, 2045 and 2046 changesets from 4.0 branch
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2047 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-05 16:48:39 +00:00
sebastien
fa0a9f2784
v4.1: merged r2042 from 4.0 branch
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2043 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-05 15:03:03 +00:00
sebastien
a946f85a74
v4.0 v4.1: fixed buggy dynare_version.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2040 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-05 14:23:03 +00:00
sebastien
544dbe9ecb
v4.1 matlab/AIM: added license notice
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2036 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-04 09:14:09 +00:00
sebastien
6aab28794a
v4.1: bump release number
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2034 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-04 08:02:27 +00:00
michel
7785819203
- updated dynare_m.exe (for old changes, unrelated to current modifications)
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- added missing smoother function (DiffuseKalmanSmootherH3corr_Z.m is still missing)
- added computation of updated variable in smoother functions
- used same names for variables computed by smoother when results are only for posterior mode or for all posterior distribution
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2032 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-04 01:25:02 +00:00
michel
70d8a84490
added updated variables (a_t|t) and reverted the change in name for filtered_variables
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various bug corrections for posterior statistics
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2031 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-04 01:16:50 +00:00
adjemian
2845115b5f
+ Removed global variables.
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+ Added try and catch to handle cases where oo_ is broken and (mh_replic==0 & load_mh_file==1).
+ Added computation of posterior moments for endogenous variables (triggered by moments_varendo option). First order moments are still missing.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2028 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-03 16:05:35 +00:00
adjemian
348345843b
Bug correction (missing parenthesis).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2027 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-03 12:02:29 +00:00
george
5613e7acb2
Removed SPQZ SPEigQZ and SPSSparse as unused
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2025 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 21:06:10 +00:00
george
57ad15fd7a
Replaced SPSparse() with sparse()
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2024 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 21:03:40 +00:00
adjemian
0f24420d69
Added a test to warn the user when he tries to estimate a model with non zero steady state (for the observed endogenous variables) using demeaned data (ie prefilter=1).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2023 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 20:50:30 +00:00
george
786b12bc0b
Corrected addpath for AIM
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2022 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 18:46:10 +00:00