7d94b012dd
Added (exogenous) homotopic steps in reversed extended path.
2010-05-12 17:56:37 +02:00
0889df6161
Completed the reversed extended path routines.
2010-05-12 16:52:26 +02:00
135e802f73
Added loop over t for computing the innovations (reversed extended path routine).
2010-05-11 22:43:10 +02:00
e69903f4ac
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-11 22:40:44 +02:00
6153673577
Tex Output: bug correction
2010-05-09 20:07:46 +02:00
c758e4d62e
cleaning-up mult_elimination.m and adding tests/mult_elimination_test.mod
2010-05-08 18:03:51 +02:00
f12c64cc84
optimal policy: bug correction in Lagrange multipliers elimination (mult_elimination.m)
2010-05-08 10:10:19 +02:00
79184b2ded
Added files for reversed extended path method.
2010-05-06 17:39:46 +02:00
a88bd230a8
Cosmetic change.
2010-05-06 17:25:32 +02:00
913ef20078
Changed the initialization of the persistent variables in perfect_foresight_simulation.
2010-05-05 16:25:28 +02:00
83521c384f
Turned warnings off in perfect_foresight_simulation.m.
2010-05-05 15:36:20 +02:00
f25371bf6a
Bug fix. Variables INFO or info may be matlab's structure (isnan cannot be applied on a structure).
2010-05-05 15:34:24 +02:00
f85b47e6ed
Moved homotopic_steps function from extended_path.m to dynare/matlab subdirectory.
2010-05-04 17:15:13 +02:00
6ef638a42d
datatomfile: if no second argument, then include all endogenous variables
2010-04-30 12:23:57 +02:00
956b42fdff
corrected bugs in shock_decomposition
2010-04-27 19:50:42 +02:00
a6ac64e5db
small bug fix
2010-04-20 10:37:08 +02:00
47037687d5
fixed persistent variable initialization
2010-04-19 16:40:28 +02:00
4bde063669
Kalman filters: fixing initialization of oldK to Inf instead of 0
2010-04-16 12:20:57 +02:00
5b851c8c76
Merge remote branch 'ratto/master'
2010-04-15 16:13:38 +02:00
07748100ff
adding to diagnoosticks check of rank of Jacobian of static model when steady state computation fails
2010-04-14 20:58:54 +02:00
b6ad0a61ed
bug fix for empty global variables
2010-04-14 17:29:12 +02:00
2d21729598
bug fix for non-existing remote sub-folders
2010-04-14 17:23:26 +02:00
47eac6ac88
1) copy metropolis files
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2) bug fix with mh_drop
2010-04-14 17:20:29 +02:00
1fc0fbc2c7
Extended remote delete, to clean everything after completion of jobs on remote machines.
2010-04-14 17:19:55 +02:00
0e98d4266c
1) Several bug fixes for making the remote threads work properly under the Always/Open mode;
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2) small cosmethics;
2010-04-14 17:19:21 +02:00
f743f0375d
small bug fix for remote slave processes;
2010-04-14 17:18:22 +02:00
5e7d9d39e5
1) removed redundant loop defining x;
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2) bug fix for remote slave sessions;
2010-04-14 17:17:22 +02:00
da74e53204
Preprocessor:
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* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
0f06026c85
1) No exception for mode_compute=5 when computing hessian;
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2) bug fix;
2010-04-08 17:04:08 +02:00
a98a5106e1
In MATLAB >= 7.7, don't display a warning if we use deprecated interface to set seed of random number generators
2010-04-06 16:52:05 +02:00
c2f7f0a555
computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance.
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When the aggregate variance differs from the shock of the sum of the effects of individual shocks by more than 0.01% a warning is displayed.
This behaviour is documented in the reference manual.
2010-04-03 11:27:49 +02:00
f85049e9a6
removed oo_.smoother.integration_order
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removed integration_order (d) from the output arguments of DsgeSmoother. It is still computed by a few Kalman smoother routines. I don't change them now as they need to be rewritten soon.
2010-04-03 08:00:22 +02:00
c1b3627896
correction swz/c-code/Makefile: sbvar_estimation was left from a previous experiment
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correcting swz/bin/.gitignore
2010-04-03 07:50:48 +02:00
6a2d2a7b46
smoother deals with all variables in M_.endo_names unless option SELECTED_VARIABLES_ONLY is used
2010-04-02 21:40:50 +02:00
e54a505159
bug correction
2010-04-02 21:38:05 +02:00
2679e190e8
bug correction. It seems that struct2local can create problems with Matlab r2010a: if run_smoother exists as function name, 'if run_smoother' calls run_smoother rather than evaluate local variable run_smoother.
2010-04-02 21:37:43 +02:00
aef46cf78e
Fixed bug. The declared paths for the constrained variables have to be centered (Users declare constrained variables in *levels*,
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imcforecasts centers the paths and adds the trend in the end).
(cherry picked from commit 4cb664a5089bc25bba7dfe63c2f0bdb743c4d5a7)
2010-04-01 15:41:36 +02:00
1dd9ca8e3f
Activate warning backtrace even for Octave
2010-03-29 12:44:56 +02:00
7f5f99b43e
stoch_simul: force order=1 with partial_information
2010-03-29 12:44:38 +02:00
307911b461
removing DOS end of lines
2010-03-25 12:28:48 +01:00
e405f17c8a
additional fixe to partial information:
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- partial_information is a LOCAL option that must be repeated in all instructions
- when VAROBS is empty, one assumes full information (all endogenous variables are observed)
- allusion to SIMULATED variables is removed from the title of the tables
2010-03-25 11:20:34 +01:00
0be001d194
Tidying up Partial information extension to stoch_simul, PCL_Part_info_irf.m and PCL_Part_info_moments.m
2010-03-24 23:26:05 +00:00
667d5ac262
var_listindices.m: fix for Octave
2010-03-24 12:54:18 +01:00
6bb4ec4d9b
Fixed bug in stoch_simul related to the variable list
2010-03-24 12:54:02 +01:00
60ad78b095
Partial information: fixed copyright notices
2010-03-24 12:21:02 +01:00
45efcd61dd
Partial information: converted files to UNIX EOL convention
2010-03-24 12:14:41 +01:00
a9ce1ef2b4
bug correction in partial_information
2010-03-24 10:35:30 +01:00
7668bc4a11
-new smoother function kalman/smoother/kalman_smoother.m
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-fixing bugs in dynare_estimation_1.m
2010-03-23 18:17:15 +01:00
b261eb0ba2
integration of partial information in stoch_simul (thanks to George, Joe and Paul)
2010-03-23 11:09:59 +01:00
436fdf97c6
modified varlist_indices
2010-03-23 06:38:39 +01:00
Stéphane Adjemian (Scylla)
Michel Juillard
Sébastien Villemot
Marco Ratto
George Perendia