c5bc424dd4
added new Partial Inforamtion code sent by G. Perendia
2010-03-23 05:47:13 +01:00
9b20ae958c
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
c963fb6c91
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-19 20:41:04 +01:00
40f1ab7548
computing smoother only for listed variables (start)
2010-03-19 20:40:49 +01:00
5efb7a7ddf
added clause in dynare_estimation_1.m to avoid use of kalman smoother and diagnostics if options_.partial_information == 1
2010-03-19 19:17:38 +00:00
6d4b0ecab7
SWZ:
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- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
2010-03-15 12:03:37 +01:00
890a7b8f0a
SWZ: removed reference to old function
2010-03-15 10:10:22 +01:00
afc94953e9
Add provisions for MATLAB 7.10 (R2010a)
2010-03-10 18:44:46 +01:00
5b1ebc821c
SWZ: adding new tests and identification/exclusions.m
2010-03-10 08:40:52 +01:00
591e426110
- reversed ordering for lower and upper Cholesky
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- added tests
- fixed various bugs
- modified initial values
Still unfinished
2010-03-10 08:32:51 +01:00
f4b7840739
corrected bug for decompostion (nargout > 7) in missing_DiffuseKalmanSmoother3.m
2010-03-09 18:43:50 +01:00
30ea396a08
Allow temporary terms to work with external functions
2010-03-09 11:21:14 +01:00
38640c4af8
use of numerical Jacobian to check analytic results.
2010-03-09 10:05:13 +01:00
ed4fee93fb
Utility for numerical derivatives in identification (to check analytic results)
2010-03-09 10:03:05 +01:00
e66b7b5ee2
Quicker with partial correlations.
2010-03-09 08:54:16 +01:00
8a7bdefe2a
small bug in Kronecker derivatives
2010-03-09 08:54:16 +01:00
52e9e9aef7
1) fix of boxplots when two nparams =2;
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2) default useautocorr = 0;
3) new option prior_range;
4) normalized Jacobian for weak identification;
5) more complete options load_ident_files.
2010-03-09 08:54:16 +01:00
2166d36cc1
Improved display for weak identification
2010-03-09 08:54:16 +01:00
24ddd6edb4
cheaper execution for pairwise correlations
2010-03-09 08:54:15 +01:00
d994ed35ff
Merge remote branch 'ratto/master'
2010-03-05 11:32:05 +01:00
3e573f1c35
semicolon missing.
2010-03-05 11:27:59 +01:00
24d41f66c8
fixed bug with tolerance for steady state kalman filter
2010-03-05 11:26:29 +01:00
07bbc15824
Changes related to SMM estimation.
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(1) Bug fixes.
(2) SMM estimation use the estimated_params block (same usage as for ML estimator).
2010-03-04 17:24:01 +01:00
227d6f9140
Bug fix.
2010-03-04 16:40:02 +01:00
2a1889b508
Set penalty equal to minus infinity in mcmc (so that the probability of discarding vectors of
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deep parameters such that the steady state does not exist, does not satisfy BK conditions,...
is one).
2010-03-04 16:15:27 +01:00
12c4a52ebc
Add support for external functions
2010-02-23 18:15:18 +01:00
38bb29fa11
1) fixed steady state derivatives for non-stationary models;
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2) fixed derivatives using kronecker products a la Iskrev
2010-02-23 10:50:26 +01:00
bb06ec430a
1) relaxed schur_vec_tol
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2) warning off divde by zero
3) better figure layout
2010-02-23 10:47:43 +01:00
e466748993
Bugs corrected: exogenous variable are read from and external file if oo_.exo_simul is not completely filled => allows for shocks.
2010-02-19 11:03:53 +01:00
e1db53caa0
dynare_config adds matlab/missing/bsxfun in the path if needed. bsxfun.m is a replacement for matlab's
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built-in bsxfun function (missing in versions older than 7.4).
2010-02-19 00:31:43 +01:00
9754bc7afa
Fixed bug.
2010-02-19 00:31:43 +01:00
1fbe76b95d
Added function a clone of matlab's built in bsxfun (missing in versions prior to 7.4).
2010-02-19 00:31:43 +01:00
b762f010cd
Fix the inconsistency between mh_drop and the number of mh draws discarded
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when computing the Brooks and Gelman convergence diagnostics.
2010-02-18 17:13:13 +01:00
1ae1b5ff20
Backporting bicgstab function from Octave 3.2 to Octave 3.0 ( closes #81 )
2010-02-17 18:40:52 +01:00
10e92a8673
Merge branch 'master' of stepan@kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-02-17 18:29:44 +01:00
de1ba423b5
Bug fixes.
2010-02-17 18:27:20 +01:00
cbfd0fd562
Added estimation of the variance of the SMM estimator.
2010-02-17 17:48:43 +01:00
b65178aadb
Added a function computing the gradient of a function (R^m -> R^n).
2010-02-17 17:33:52 +01:00
f1b07fb789
Added a function computing the gap between simulated and sample moments.
2010-02-17 16:53:04 +01:00
77570f40c7
Added mode options.optimization_routine==0 (no optimization, just read the optimization_path.mat file).
2010-02-17 16:20:37 +01:00
c1e7ade63e
get_variance_of_endogenous_variables.m: fixed error introduced in commit b9173a211f
2010-02-17 12:52:25 +01:00
9e2885d17f
Merge remote branch 'michel/master'
2010-02-17 12:51:20 +01:00
b9173a211f
get_variance_of_endogenous_variables.m:
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* fixed bug when no unit root
* removed unused and never initialized second return argument
2010-02-17 12:02:17 +01:00
d6faa47807
Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates
2010-02-15 16:52:36 +01:00
9509a46497
corrected bug when all variables are stationary and u is empty
2010-02-15 14:17:02 +01:00
44623a1d3f
Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze.
2010-02-13 19:19:57 +01:00
be510a4b93
bug fixes for use with octave for windows
2010-02-12 19:31:39 +01:00
0d2448c375
bug fix for use with octave for windows (filesep in place of '/')
2010-02-12 19:31:05 +01:00
c8568a7fb8
fixed bug: transpose after squeeze
2010-02-12 19:30:27 +01:00
cfda6bf6bb
added global variables needed
2010-02-12 18:01:53 +01:00
fd31489982
simplified screen output for parallel runs in octave
2010-02-12 18:00:16 +01:00
c4a6c47588
1) moved waitbar instances to core
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2) new input argument parallel_info for masterparallel
3) force not closing slave (consecutive pm3 calls)
2010-02-12 17:54:52 +01:00
187e55739c
provisions for octave and small fixed bug
2010-02-12 17:53:43 +01:00
4b6d5f3357
provisions for octave
2010-02-12 17:46:12 +01:00
b9ae99d367
Several fixes:
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1) moved all waitbar instances to core routines;
2) added IRUN argument for core1
3) added global variables for core2 and removed wrong definitions for local ones
2010-02-12 17:41:38 +01:00
1e31815805
New option parallel_info
2010-02-12 17:38:47 +01:00
7581960fb2
use of parallel info to redirect to masterParallelman when requested by the user
2010-02-12 17:38:15 +01:00
cb5fcdef10
New input parallel_info for masterparallel
2010-02-12 17:37:28 +01:00
e1b64eae1d
Unix new line format
2010-02-12 17:35:53 +01:00
bc4c342e6a
debugged nvar wrongly put in local vars for core
2010-02-12 17:27:29 +01:00
0764c03001
New utility to close remote slaves when using the options of leaving slaves open after finishing a job.
2010-02-12 17:25:58 +01:00
5bb4ff02bc
Added parallel_info argument to masterparallel
2010-02-12 17:24:24 +01:00
d6027ad50f
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare-ratto
2010-02-12 17:17:42 +01:00
a83c0e68c7
Bug fix and efficiency changes in smoothing routines.
2010-02-12 12:31:32 +01:00
a828c3d2c1
Do not compute the harmonic mean estimator of the marginal density and various posterior
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statistics if options_.mh_replic==0.
2010-02-11 14:26:30 +01:00
3cecfb0f22
More comments and traps
2010-02-10 18:53:16 +01:00
c76c0744ff
If only one chain, don't go parallel
2010-02-10 18:52:16 +01:00
060e36da1a
parallel version.
2010-02-10 18:51:07 +01:00
837399182c
parallelized pm3.
2010-02-10 18:47:20 +01:00
e2c38b4028
Parallel version of PosteriorIRF.m
2010-02-10 18:46:24 +01:00
c566613d6d
Bug fix: 'initialize' was always empty ...
2010-02-10 18:45:04 +01:00
e4afa02054
Use of new utility distributeJobs
2010-02-10 18:43:29 +01:00
f9bc14f02c
Utility to distribute jobs, used by masterparallel
2010-02-10 18:42:15 +01:00
184ca19317
Utility to get the number of CPU's in a computer
2010-02-10 18:41:08 +01:00
d62cd457ac
Utility to check that cluster works properly and can run a remote matlab session.
2010-02-10 18:39:16 +01:00
dcf49d606f
Added the possibility of computing hp-filtered simulated moments.
2010-02-10 14:20:28 +01:00
7019b382d7
added initialization of priodens.m in global_initialization.m
2010-02-08 11:15:14 +01:00
84aae713a6
explicit initialization of persistent variables in priordens.m
2010-02-06 14:43:16 +01:00
cc06f60ab2
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-02-05 23:21:10 +01:00
3f1fad9cd2
Added trap for cases where diffuse filters fail (replaced error messages by warning messages).
2010-02-05 23:18:08 +01:00
d244278adf
Fixed bug in dynasave (thanks to P. M. Lafourcade for reporting)
2010-02-05 16:54:00 +01:00
55c210ef47
Bug fix (fval is give by DsgeVarLikelihood if a dsge-var model is estimated) and cosmetic
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changes (removed trap).
2010-02-04 21:36:21 +01:00
0c26e187b3
Merge branch 'master' of http://www.dynare.org/git/dynare
2010-02-04 16:34:53 +01:00
2e53bb0807
bug correction in mode_check when incomplete last page of plots
2010-02-04 16:30:19 +01:00
8878c10a75
Added a warning if the user put order>1 as an option in the estimation command.
2010-02-04 10:30:45 +01:00
bfde3d2beb
Removed non linear kalman filter files.
2010-02-03 12:37:46 +01:00
c666b79001
trap for NaN's in mm and MM
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3390 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 14:03:28 +00:00
7a743a9594
Added partial correlation plots for reduced form model and moments;
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warning of for the loop of normalized sensitivities;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3389 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 14:02:56 +00:00
c44452d820
Fast deterministic simulations:
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* when using "bytecode" without "block", enforce "stack_solve_algo=5"
* added a test for "bytecode" without "block" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3388 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 10:13:14 +00:00
3f8bc2b2a1
Added steady state to derivatives of LRE form.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3387 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 16:48:45 +00:00
234cc8ef7a
header
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3381 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 14:11:15 +00:00
966a1b4896
boxplot utility, used in identification.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3380 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 14:10:17 +00:00
a02dd60d1e
Modified version of parallel routines, with more sophisticated management of slave processes, which are not closed after the completion of each job but can stay in stand-by until a new job is assigned to them.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3379 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 13:18:15 +00:00
0378c80427
deleted a bit still linked to sshfs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3378 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 13:11:17 +00:00
f06b4e180a
4.2: fixed bug in k_order_pert.m for order == 1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3376 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-25 14:52:48 +00:00
ce7af53855
v4.2: changed vech functions names to avoid conflict with other toolboxes
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vech.m -> dyn_vech.m
unvech.m -> dyn_unvech.m
diag_vech.m -> dyn_diag_vech.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3375 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-23 16:55:28 +00:00
0efd5b1621
"bytecode" option can be used without "block" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
29fc9354ef
Adapted SMM for the estimation of variances.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3370 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-21 10:56:32 +00:00
397d531990
Bug fix. Variable use_dll_flag is not defined if remote computers are not used. Don't need to compile the
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(dynamic model) mex file in this case.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3366 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-16 10:28:09 +00:00
46cf2ea243
* Bug fixes and cosmetic files in parallelized SMM.
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* Bug fix in extended_path.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3365 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 15:45:07 +00:00
Michel Juillard
George Perendia
Sébastien Villemot
Houtan Bastani
Marco Ratto
Stéphane Adjemian (Gpm
Stéphane Adjemian (Karaba)
Ferhat Mihoubi
JUILLARD Michel
ratto
sebastien
michel
ferhat
stepan