a646281137
If var_list_ is empty the user is asked to confirm that he wants to obtain posterior statistics for all the endogenous variables of the model. The user can then choose between:
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[1] var_list_ is the set of all the endogenous variables,
[2] var_list_ is the set of all observed variables,
[3] Stop Dynare and edit the mod file (to add a list of variables after the estimation command).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2020 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:52:55 +00:00
0c23ac2b06
v4 matlab:
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* fixed various copyright headers
* added URL pointer to C. Sims' original files
* removed obsolete dgamma.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2018 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:18:05 +00:00
b4c04a27cc
Added autocorrelogram for the posterior draws.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2017 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 10:16:44 +00:00
25e20a2b5b
Removed unused variable.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2016 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 10:00:15 +00:00
b5f0fa26ee
Changed default value for options_.trace_plot_ma
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2015 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 09:09:36 +00:00
9dbe4e9411
Added comments.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2014 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 14:45:26 +00:00
fb3899018e
+ Added trace plots.
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+ Correction of a bug related to ferhat's recent commits (options_.model_mode has to be declared somewhere).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2013 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 11:44:26 +00:00
7ab0fab21c
Added missing semi colon.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2012 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 11:19:04 +00:00
4580290dae
Bug correction related to initialization of deterministic simulations (i forgot to commit this file).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2011 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 10:13:10 +00:00
6a3d20452b
Minor corrections:
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- Bug in check.m with model without sparse options
- Display in simulate.dll
- "Model_InfoStatement" renamed "Model_InfoStatement" in ComputingTasks
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2010 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-29 12:31:25 +00:00
a9be2e5f13
Added Independent Metropolis Hastings and multivariate student as an alternative to multivariate normal for the proposal distribution. The default posterior sampling algorithm is random walk metropolis with a gaussian proposal distribution.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2009 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:38:07 +00:00
08688fd7f3
Check command compatible with sparse model
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- New version of dr1.m (dr1_sparse.m & dr11_sparse.m) to handling sparse model (dr1_sparse and dr11_sparse could replace dr1.m)
- model_info command to describe the block structure of the model
- transition_matrix.m modified to be compatible with sparse model
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2006 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:18:09 +00:00
fcfb2fb578
functions return E_t Y_t in atilde
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2005 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-26 12:18:00 +00:00
999d95cb7e
a is E_t Y_t and a1 is E_t Y_{t+1}; function returns a
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2004 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-26 12:17:16 +00:00
0d01f1b3e1
Informations about the deterministic simulations (number of iterations, error,...) are saved in oo_ (usefull for homotopic approach).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2003 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:22:28 +00:00
70acbdb89f
Removed a useless global (dsge_prior_weight)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2002 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:17:25 +00:00
469eb87f40
Cosmetic change for Junior.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2001 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:09:49 +00:00
26038a6df7
fixing bugs in prior_posterior_statistics.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2000 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:59:46 +00:00
842fc6631b
fixing bug for ML estimation when no priors are available
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1999 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:59:08 +00:00
f6019fe5ab
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1998 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:58:30 +00:00
36ad3d293b
fixing bug related to exogenous deterministic variables in forecast
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1996 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:04:06 +00:00
4f3d871b77
fixing posterior analysis output. filtered_vars and step_ahead_filter still don't work correctly
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1992 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 19:30:55 +00:00
1a1281bd07
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1991 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 15:14:31 +00:00
8a5450638d
Commenting out a line as a temporary fix for a missing function filtered_values:
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> Error in ==> DsgeSmoother at 253:
> oo_.NewFilteredVariables = QT*filtered_values(data1,ahat,P,T,Z);
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1986 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-08 07:37:01 +00:00
b3470f646f
v4 prior_bounds.m: small simplification
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1985 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 14:12:31 +00:00
19e9bb3bd1
v4 draw_prior_density.m:
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* factorized code for PDFs
* multiplied by 10 the truncation for inv gamma type 2 (so as to mimic the truncation for inv gamma type 1)
* various cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1984 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 13:31:33 +00:00
b61c9e6a69
v4 matlab:
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* added preprocessor support for inverse gamma of type 2
* added support for this distribution in prior_bounds.m and rndprior.m
* other cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1983 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 10:48:04 +00:00
a5b3c829d8
v4 matlab: replaced CDF and quantile functions of the beta by GPL'd ones
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1982 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:52:45 +00:00
7c25303258
v4 matlab:
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* replaced CDF, PDF, quantile functions of the gamma by a GPL'd one
* replaced quantile function of the chi-square by a GPL'd one
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1981 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:40:36 +00:00
f76badf151
v4 matlab: rreplaced beta_rnd.m and gamm_rnd. by GPL'ed custom ones
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1980 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:07:02 +00:00
8bef1f0399
v4 matlab:
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* 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
4bd6b02ec9
v4 matlab/sec2hms.m: replaced it by a custom version
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1978 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-02 12:54:36 +00:00
47a4d91700
v4 matlab:
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* fixed copyright headers of remaining files
* deleted old ChangeLog
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1977 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 18:53:30 +00:00
dbe05bd9c8
v4 matlab: added copyright notice to C. Sims' files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1976 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 13:28:14 +00:00
9f5beff89e
v4 matlab: fixed remaining copyright headers (those files which are in the CR+LF endline convention)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1975 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 13:08:13 +00:00
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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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
3bf9d8d487
Corrected and commented out the penalty power on info(2) because penalty power is already raised in DR1.m and resol respectively.
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GP July'08
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1968 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 10:15:27 +00:00
827261166c
Added use of G Anderson AIM - see Readme.txt in the new AIM subdirectory.
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DR1 tries to invoke AIM if options_.useAIM == 1 is set.
for start, options_.useAIM = 0 is set by default in global_initialization.m so that system uses mjdgges by default.
If AIM is to be used, options_.useAIM = 1 needs to be set either in the model <>.mod file, before invoking, estimate and/or stoch_simul, or by issuing appropriate command for estimate and/or stoch_simul.
However, if other exceptions occur and aimcode is higher than 5, the system resets options_.useAIM = 0 tries to use mjdgges instead.
GP July '08
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1967 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:53:36 +00:00
bee92a9714
The path to the AIM directory is added by dynare_config.m
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for start, options_.useAIM = 0 is set by default in global_initialization.m so that system uses mjdgges by default.
If AIM is to be used, options_.useAIM = 1 needs to be set either in the model <>.mod file, before invoking, estimate and/or stoch_simul, or by issuing appropriate command for estimate and/or stoch_simul.
GP July '08
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1966 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:46:07 +00:00
8225da0e7e
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1965 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:42:22 +00:00
c9cf49e30b
options_.nk default is now set to 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1963 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-26 14:15:21 +00:00
6b0ba30fb9
Bug correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1962 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-25 08:26:20 +00:00
6ff7605f58
added missing semicolon
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1960 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-21 20:20:53 +00:00
f78c7f3400
corrected bug in returned argument sequence
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1959 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-21 13:51:43 +00:00
994af45929
made it possible to force the univariate filter in estimation, mostly for testing purpose
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1958 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-18 23:02:53 +00:00
308166f1f5
v4 matlab/doc: removed obsolete directory
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1953 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-11 14:13:28 +00:00
491e5aabd0
v4 lyapunov_symm.m: fixed bug (one cannont change the counter of a 'for' loop from inside the loop)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1950 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-10 13:22:50 +00:00
eeb0bee292
Initialization of the deterministic simulation is made optional. Added an option for homotopic solution to deterministic models (not ready).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1944 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-09 08:47:38 +00:00
d9ffbb3e79
v4 dynare.m: cosmetic changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1942 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 15:52:55 +00:00
57f4d42a5b
v4:
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* added a warning when Matlab < 6.5 or Octave < 3.0.0
* created octave_ver_less_than.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1941 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 15:45:10 +00:00
b99a83d1be
Moved use_qzdiv in options_ (defined in global_initialization.m), so that we do not have to test the mjdgges file and define use_qzdiv each time dr1.m is called.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1940 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 14:29:11 +00:00
20fb13f7c2
* Added five points formula for gradient evaluation.
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* Cosmetic changes in numgrad3.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1939 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 08:18:54 +00:00
e8d6dd1ef3
v4 matlab: use my_ordeig instead of ordeig for Octave and for Matlab < 7.0.1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1938 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 21:48:12 +00:00
2d4d93df13
v4 my_ordeig.m: fixed bug with 2x2 blocks: the second complex eigenvalue was not the conjugate of the first! (bug caused by manual incrementation of the index of a for loop; a while loop solves the issue)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1937 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 21:38:43 +00:00
ddaaf9e1e3
v4 matlab:
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* added a function matlab_ver_less_than() for testing Matlab version
* updated dynare_config.m and build_matlab.m accordingly
* removed tests to check whether we are older than Matlab 6.5 (R13), since we don't support those old versions anymore
* removed a few unnecessary uses of eval()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1936 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 17:08:55 +00:00
27886047cf
* Changed numgrad.m. If fcn(x+h) is not well defined (for instance cost_flag=0 because of BK conditions) we compute the gradient using (fcn(x)-fcn(x-h))/h instead of the original formula (fcn(x+h)-fcn(x))/h.
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* Added function numgrad3.m. This new function uses a three point formula to compute the gradient. By default Dynare uses the two point formula. By setting options_.gradient_method=3 Dynare switches to the three point formula. Note that an input argument has been added to csminwel.
* Added automatic detection of needed constant in dsge-var model (may be problematic is some cases)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1935 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 12:58:13 +00:00
7f927eff00
Changed penalties.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1934 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 12:31:51 +00:00
de66e31008
v4 qbeta.m: quick fix for Octave
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1932 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:37:01 +00:00
4993de5e95
v4 read_variables.m: more explicit error message if datafile does not exist
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1931 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:27:21 +00:00
6fa483bd3f
v4 prior_posterior_statistics.m: Octave compatibility issues:
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* added missing .mat extensions
* use text waiting bar instead of waitbar()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1930 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:20:49 +00:00
3ac7bab6f0
Replaced | by || in conditional statements.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1929 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:50:08 +00:00
6827fc7c28
Replaced & by && (compatibility with octave issue).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1928 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:41:01 +00:00
4553ceca01
Bug correction (MAX_error replaced by MAX_nerro, for models with measurement errors).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1927 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:21:52 +00:00
e9be36f6ad
v4 octave: fixed a problem with infinite eigenvalues in dr1.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1926 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 09:57:01 +00:00
b1c4c4537b
added missing ';'
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1925 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-03 11:23:32 +00:00
fe54c7ca07
adding functions and fixing bugs for diffuse filter
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1924 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 12:53:24 +00:00
5ba344d75c
bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1923 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:49:19 +00:00
2c8a9d2f60
cleaning diffuse algorithms
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1922 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:48:14 +00:00
bfe76b3c4b
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1921 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:46:51 +00:00
f91d9dbf7c
adding back DsgeLikelihood_hh.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1920 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:39:58 +00:00
a148c0a3f1
undoing changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1919 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:38:44 +00:00
36f264a1ca
put back DsgeLikelihood_hh.m that is used by option 5 of the optimizer
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1918 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:15:19 +00:00
9074fdba91
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1917 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 09:34:22 +00:00
333915e07a
removing unused function DsgeLikelihood_hh.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1915 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 08:17:12 +00:00
d0b87d6c32
corrections to optimal policy code required by making M_, options_, oo_ and it_ local
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1914 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 07:42:50 +00:00
cc66aebdb8
v4 pm3.m: disabled PDF and FIG output for Octave
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1912 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-01 11:17:00 +00:00
c86ba80007
Added posterior multivariate auto-correlation analysis
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+ Changed load instruction in selec_posterior_draws for octave compatibility.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1911 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-01 11:03:23 +00:00
adb5f730f5
Bug correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1910 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-01 09:37:52 +00:00
b8736dc337
Changed \Plots\ to /Output/
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1909 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-01 09:36:58 +00:00
703d0fb542
v4 matlab: updated preprocessor binary for win32
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1907 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-29 20:32:46 +00:00
e08cad8265
v4: merged Octave branch into trunk
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
f12c2f4ed6
Bug corrections and cosmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1897 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 17:13:36 +00:00
67d98a4a7b
v4 matlab: removed useless asamin.m and added an error message for mode_compute=2
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1893 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-23 10:58:32 +00:00
69f3a0b28a
corrected bug in filter shock decomposition when kalman_algo = 4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1891 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-21 16:17:57 +00:00
341adad2e9
Added new functions for posterior distribution processing (second order moments) + Removed global variables.
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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
2dab221499
Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1881 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-19 09:45:28 +00:00
8ba344b786
Cosmetic change in var_sample_moments + Removed one global.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1880 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-17 21:44:00 +00:00
2a632d2efc
Computation of 2nd order posterior moments (depending on the size of the model the posterior distribution of dr is saved on disk).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1879 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-17 21:23:02 +00:00
120d412152
v4: dropped Scilab support
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1878 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 16:33:28 +00:00
dfc1f3c90f
dynare_v4: exploitation of posterior distribution (unfinished)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1877 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 10:38:36 +00:00
a38bec0c18
v4 homotopy2.m: removed incorrect executable property
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1876 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 07:51:15 +00:00
87c27433f6
v4 kernel_density_estimate.m: replaced calls to inline() by anonymous functions (much faster)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1871 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 14:42:16 +00:00
7c807afd65
filled SmoothedShocks field when
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mode_compute=0 and and mode_file=0;
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1867 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 10:10:50 +00:00
b45d5ac3e0
v4 dynare_estimation.m: fixed bug in saving pindx
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1864 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 16:01:49 +00:00
13f3157243
v4 McMCDiagnostics.m: fixed incorrect function name
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1863 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 10:40:48 +00:00
e4be1577cc
v4 dynare_estimation.m: added missing semicolon
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1862 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 09:57:05 +00:00
8dd27bdcef
v4 matlab+octave: updated preprocessor binaries for Windows
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1861 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 08:07:07 +00:00
75fb140b5c
v4 matlab+preprocessor:
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* removed global variables from "static" and "dynamic" files (in standard and USE_DLL modes only)
* added extra arguments when those functions are called from M-files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1859 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-06 14:01:02 +00:00
21c98f8b1c
v4 matlab:
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* moved qzdiv.m and qzswitch.m to qz/
* fixed typo in qz/mjdgges.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1858 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-06 12:50:47 +00:00
49b00b976d
Fixed bug when actual parameter value is NULL.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1857 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-29 15:15:32 +00:00
adjemian
sebastien
ferhat
michel
george
ratto