2de08e1599
v4: resync dynare_m.exe with parser
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1065 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-12 16:00:01 +00:00
97c4ec9643
v4: making options_ group for forecasting
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1061 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-11 16:00:05 +00:00
ac07e14f02
v4 check.m: forcing options_.order = 1 correctly (correcting 1045)
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2006-11-07 14:49:24 +00:00
46a3d9d4a4
v4 dynare_m.exe: matching parser's version
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1047 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-07 14:47:08 +00:00
9b91c3532f
v4 check.m: forces options_.check = 1
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2006-11-07 13:20:51 +00:00
5a8563ba71
v4 dynare_m.exe: reflects recent changes in parser
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1043 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-05 13:48:32 +00:00
26ff335c97
v4 prior_bounds.m, rndprior.m: uses now bayestopt_.p1 and p2
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2006-11-05 13:46:26 +00:00
73fef22aab
v4 dynare_estimation.m: forces order = 1
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2006-11-05 13:44:44 +00:00
57bbbea3eb
v4 forcst_unc.m: uses now rndprior.m
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2006-11-05 13:43:42 +00:00
9bf2af2a17
v4 prior_draw.m new version
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1039 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-05 13:43:05 +00:00
3aabe74278
v4: added save_results.m to save results in structures
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2006-11-04 16:16:25 +00:00
f96177dee8
v4: added forecast with prior uncertainty on parameters
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2006-11-04 16:15:36 +00:00
e1a801375c
v4: added first incomplete version of dynare_graph* function
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2006-11-04 16:15:09 +00:00
b45ad0d64c
v4 set_parameters.m: bug when prior only on parameters
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2006-11-04 16:12:47 +00:00
bdf036e402
v4 global_initialization: added options
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2006-11-04 16:11:49 +00:00
b5f602cc5b
v4 dynare_solve.m: added debugging feature
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2006-11-01 12:47:24 +00:00
1babb208f6
v3+v4 dr1.m: corrected name collision in dimensions of zx
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2006-11-01 09:09:44 +00:00
c276dc4a3b
v4 DynareFlex.ll: undoing all of Sebastien's changes
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2006-10-30 11:30:32 +00:00
f3b3321e36
v4: fixed bug in PosteriorIRF.m
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2006-10-29 17:29:54 +00:00
8fa53ec34b
v4: fixed eignevalues for deterministic problems
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2006-10-29 17:28:57 +00:00
708052184f
v4: fixed deterministic simulations
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2006-10-29 17:28:24 +00:00
b3a7c45070
v4: fixed deterministic simulations
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2006-10-29 17:27:48 +00:00
7eb6a591d0
v4 csminwel.m: setting values for return variables even if failure
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2006-10-29 17:10:05 +00:00
22e0f21220
Draws a vector of candidate deep parameters in the joint prior density. B&K conditions have to be tested on each draw...
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2006-10-28 13:25:20 +00:00
36dd0274d5
v4 global_initialization.m: changed to dr = []
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2006-10-18 15:42:37 +00:00
e652d51fb9
v4 dr1.m: removed double call to gensylv
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2006-10-12 08:34:25 +00:00
7ca84545e2
v4: removed gensylv.mexglx and mjdgges.mexglx
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@974 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-12 08:31:59 +00:00
897a084881
New functions. posterior draws used after the metropolis (forecasts, irfs, moments) are built and saved just after the call to metropolis.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@964 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-10 19:37:26 +00:00
074f76dda2
bug on index of variable saved in base workspace
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@943 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-02 09:15:55 +00:00
9a380cd784
added option of only likelihood analysis in posterior filtering
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2006-09-28 12:32:37 +00:00
5f2bbc07e0
added option of analysing only likelihood and posterior
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2006-09-28 12:30:58 +00:00
f61a7c75db
glue for restricted Newton steps
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2006-09-28 10:47:53 +00:00
b1a1ae0ada
added restricted Newton steps
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2006-09-28 10:47:17 +00:00
aef29f9c51
initialisation of eigenvalue and st. state stocks
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2006-09-28 08:30:32 +00:00
7d39d1d273
fixed nvn definition
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2006-09-28 08:27:10 +00:00
2dd8f7fce5
bugs around forecast functions using M_ and oo_ globals
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2006-09-28 07:36:15 +00:00
8aada363be
one bug around defining aux for Kalman smoother (non-minimal state space)
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2006-09-28 07:33:40 +00:00
d98d723d2c
fixed bug in forecast call
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@934 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-28 07:31:43 +00:00
f49e236a7d
v4: another correction for restricted states with multiple lags
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@933 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-27 19:49:03 +00:00
79a93c9adb
v4: corrected bug around restricted steadystate
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@932 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-26 12:13:38 +00:00
4dc01acbd6
correction of a bug related to BVAR-DSGE models.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@930 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-22 15:58:43 +00:00
638ec1779e
v3+v4: corrected display of initial value of log posterior
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2006-09-21 19:47:36 +00:00
6c98c92782
v4: made options for solve tolerance criteria
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2006-09-21 15:48:36 +00:00
1f56e496b1
v4: corrected osr
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@924 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-21 15:48:01 +00:00
ff075bcfa6
v4 set_state_space.m: one more bug
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@923 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-21 11:29:59 +00:00
f4636d5dde
v4: bug corrections nonstationary models with lags on more than 1 period
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@922 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-21 10:57:36 +00:00
4691f6d1c6
v4: restricted state debugging
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2006-09-18 19:36:10 +00:00
cb9fb1b353
v4: changes around restricted state space representation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@918 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-17 15:23:45 +00:00
8fcac85ea1
v4 steady_: checking user provided ..._steadystate.m can't be done for nonstationary models
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2006-09-17 15:21:22 +00:00
545c8881c0
bug correction in restricted_steadystate.m
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2006-09-15 14:31:12 +00:00
2f46484204
partially known steady state
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2006-09-15 14:25:41 +00:00
66722531f8
Added the steady state provided by the _steadystate file is checked in steady_
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2006-09-15 14:16:34 +00:00
899eb27dff
v4 get_variance_of_endogenous_variables.m: changed calling arguments
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2006-09-15 13:44:14 +00:00
f998aef46c
v4: correction of computation of variances in models with unit roots
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2006-09-15 12:20:28 +00:00
9e266024f8
Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready).
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2006-09-13 12:39:23 +00:00
49075f9331
v4 parser: added constant/noconstant option
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2006-09-11 13:59:06 +00:00
87bb9bde38
v3+v4: added inv_order_var to dr
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2006-09-10 14:54:02 +00:00
a11ff2f9aa
v4 DsgeLikelihood.m: added info return codes for early return; Diffuse filter is still broken
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2006-09-10 08:18:17 +00:00
e2882021d4
v4: various updates to Matlab code
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2006-08-24 13:07:26 +00:00
ab16c4d181
v4 initial_estimation_check: update to conform v3
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2006-08-10 14:33:14 +00:00
9ca72bce64
v3+v4 dynare_estimation.m: allow for computation of posterior and nothing else
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2006-08-10 13:44:54 +00:00
c9534f98d8
v3+4 solve1.m: bug correction
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2006-07-31 17:17:05 +00:00
4a6e4ebe13
v4: removed obsolete functions olr.m olr1.m olr2.m
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2006-07-31 15:51:12 +00:00
60e9bf9497
v4: new functions
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2006-07-31 15:48:11 +00:00
4baff7fdd2
v4: changed oo_.y_simul in oo_.endo_simul
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2006-07-31 15:46:55 +00:00
d56694a3e1
v4 osr: bug corrections
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2006-07-31 15:45:12 +00:00
6c9f5e4b66
Corrections related to the use of options posterior_mode_estimation.
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2006-07-28 10:00:31 +00:00
9bb51ca940
Corrected name of steady state file
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_ was missing before steadystate
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2006-07-26 08:32:05 +00:00
455493c132
Added, option logdata (=1 if data provided to dynare are in log, default is 0)
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2006-07-25 13:08:43 +00:00
ae9416c6a5
Removed rawdata = log(rawdata) if option_.loglinear = 1
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2006-07-18 12:28:12 +00:00
6eac49b1d7
Correction of bugs related to the _steadystate file.
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2006-07-17 08:47:30 +00:00
60cd6de62a
v3+v4 check.m: corrected bug in rank condition message
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2006-07-12 12:31:42 +00:00
59c35bc1fb
New function : Evaluation of the model's Jacobian matrix (to be used after stoch_simul).
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2006-07-11 11:23:51 +00:00
4eecf7999b
v4 disp_th_moments.m: corrected bug with non stationary variables
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2006-07-09 08:46:46 +00:00
834ae21345
added for outer product gradient and Hessian
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(newrat optim)
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2006-07-05 16:15:08 +00:00
70d622c027
Changed call to metropolis.m.
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2006-07-05 14:06:45 +00:00
0fd478dd6f
Small changes in gmhmaxlik.m
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2006-07-05 12:42:01 +00:00
9ed66f8cb4
v4 stoch_simul.m: added option for Spectral Density (not yet in parser)
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2006-07-03 12:24:27 +00:00
b6e1fef911
v4 dynare_solve.m solve1.m: bug corrections
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2006-07-03 12:19:54 +00:00
07d09ed858
Correction of bugs related to the steady state computation for estimation. Added a new optimization routine (mode_compute = 6).
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2006-06-28 17:35:05 +00:00
e424c799ce
adding dynare_v4/matlab/doc with m2html documentation
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2006-06-27 19:46:58 +00:00
a6db1acda7
Changed the output of resid.m (the number of each equation is printed on screen followed by the residual).
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2006-06-21 16:51:25 +00:00
2a93e2d5f7
nspred debugged
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2006-06-20 14:59:37 +00:00
21d955a94a
MCF of likelihood and prior
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2006-06-20 14:58:43 +00:00
fe818c6c73
opt_gsa updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@801 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-20 14:57:08 +00:00
d570639320
v3,v4: corrected lyapunov_symm.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@800 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-17 11:46:18 +00:00
21f989819e
v4: reduced state space for likelihood computation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@781 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-03 19:45:05 +00:00
ac5a09a233
v4: cleanup unused function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@780 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-02 07:42:00 +00:00
757a5f4af2
Added theoretical spectral density (in stoch_simul.m)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@778 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-24 16:46:32 +00:00
b41e93a3c1
Plot the priors if and only if mode_compute>0
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@777 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:47:07 +00:00
02a051047b
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@776 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:44:02 +00:00
86c84dd919
missing ;
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@775 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:42:56 +00:00
dcc7c7e1f0
3 v4: chnaged lyapunov_symm.m to work with 6.5 except with unit roots
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@740 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-08 14:51:06 +00:00
01754a4446
1) changed directory structure;
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2) added plots for prior/likelihood/posterior int he filtered samples
3) added plots of densities for conflicts
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@738 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:06:57 +00:00
fe5af81556
changed directory structure
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@737 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:04:36 +00:00
55ae0e7dc0
added dirname as input;
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changed title: d statistics is used and not prob.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@736 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:02:18 +00:00
c9d263a3a0
set figure visible before saving when nograph=1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@735 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:00:29 +00:00
fa8bf384a8
check for indeterminacy, instability;
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corrected bugs with storage of T matrix
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@734 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:59:30 +00:00
e3c3a878cc
stock parameter values, steady state values and log-posterior values for sensitivity analysis purposes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@733 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:57:37 +00:00
282204481d
1) mcfiles structure does not work when number of MH files is > 9;
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2) set figures visible before saving as .fig.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@732 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:55:49 +00:00
90c2ca6e62
Allow to retrieve logposterior values for MH runs,
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not only parameter values.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@731 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:52:43 +00:00
72ea3ac220
1) stock parameters for sensitivity analysis purposes;
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2) corrected bugs in saving figures
(fignumber in figure names; and check for subplotnum>0)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@730 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:49:44 +00:00
f873b4e28f
v4 irf.m: corrected bug for 2nd order approximation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@729 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 20:15:58 +00:00
e10e3c7517
v4 PosteriorIRF.m: changed ifil into NumberOfIRFfiles
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@728 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 17:23:51 +00:00
c3af16b444
v4 dynare_estimation.m: changed default of options_.irf to 40
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@727 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 17:06:24 +00:00
7d0b4fa90e
v4 set_shocks.m: added M_.maximum_lag to the periods index
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@725 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:40:35 +00:00
eca3df3338
v4 parser.src: made rplottype an option
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@724 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:29:41 +00:00
475372a52f
v4 irf.m, simult_.m: corrected problems with lags > 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@721 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 09:43:21 +00:00
c85730c108
v4: ported changes for computing variance in unit root models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@720 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-20 09:08:25 +00:00
161753429a
v4: added global_initialization.m and changed parser accordingly
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@718 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-20 08:53:28 +00:00
24670522c8
added outputdirectory; ishock debugged
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@716 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 13:03:46 +00:00
dc6e40df99
eliminated marginals; output directory added; ischock debugged
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@715 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 13:02:46 +00:00
6db1db53c5
print pdf and eps; ishock debugged
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@714 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 13:01:52 +00:00
76fd18af8b
output directory
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@713 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 12:59:09 +00:00
ca3d913db7
in MCF analysis, separated marginal and cumulative (Smirnov) plots.
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This is the marginal function
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@712 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-12 10:02:34 +00:00
378523f736
bug fixed for lptau with np>30
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@711 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-11 15:33:16 +00:00
2500f71f2d
posterior option in SA
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@710 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-11 15:32:22 +00:00
3476711051
posterior option in SA
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@709 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-11 15:31:45 +00:00
91fa502406
corrected bug in load prev. file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@703 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-03 14:36:24 +00:00
403ee85836
v4 metropolis.m: corrected bug on MhDirectoryName
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@699 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-30 19:29:20 +00:00
13ab8e03c5
v4 dynare_solve.m: corrected bug in one of the calls to solve1()
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@698 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-29 11:33:20 +00:00
d503506333
changed file names to more clear meaning; changed unstable to non-acceptable notation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@697 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 16:29:46 +00:00
3f0657bf0d
added sensitivity of the fit
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@696 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 16:27:56 +00:00
e2728b9447
added prior option to save for glue; changed names of files: _stab to _prior.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@695 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 16:27:29 +00:00
5aaf0df595
Added quick and dirty engine for smoother and filter using prior samples.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@694 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 16:26:11 +00:00
52590d6a65
v4 dynare.m: looking automatically for .dyn and .mod files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@693 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 12:47:38 +00:00
4da4c9933c
metropolis_draw already initialised in dynare_estimation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@692 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 13:26:18 +00:00
7ccc5b41b4
added option for lptau;
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load correct mode file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@691 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 13:16:36 +00:00
3b0f302e9c
added
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@690 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 13:14:47 +00:00
682ff004d9
corrected bug with options_filtered_step_ahead
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@689 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 13:10:32 +00:00
9934cbe727
corrected bugs so that it runs;
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added stock of parameters used to allow sensitivity analysis
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@688 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 13:08:00 +00:00
195b79e1ab
v4: cleaning up diary handling
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@687 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 11:03:04 +00:00
9a970a6495
check for indeterminacy and dynare not finding a solution
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@686 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-22 16:47:48 +00:00
7b4807632c
Various bug corrections & new field options_.B specifying the number of draws from the posterior or prior distributions used to build the IRFs.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@684 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-17 11:20:25 +00:00
dcf7e1938e
Bug fixes.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@683 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-17 09:31:03 +00:00
5d9b47190e
A new function that allows to reshape the mat files generated by dynare more efficiently.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@682 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-16 17:07:58 +00:00
0514df601f
v4: update of sensitivity code [Marco]
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@681 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-14 13:21:10 +00:00
1f3036649e
v4 set_all_parameters: added H=M_.H;
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@680 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-13 21:18:06 +00:00
71cf74483f
v4: sensitivity code reshaped and optimizer updated [Marco]
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@679 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-13 11:46:43 +00:00
a8e01d23bf
v4: further corrections
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@678 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-13 10:57:01 +00:00
e72a1d579c
v4: bug correction in DiffuseKalmanSmoother* + new option_.diffuse_d (DiffuseKalmanSmootherH3corr.m) isn't corrected
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@677 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-13 10:21:14 +00:00
d084976eac
v4: added return argument to DiffuseLikelihood* for outer product gradient [Marco]
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@676 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-13 10:20:09 +00:00
ce34a58ab6
v4 set_all_parameters: bug corrections. Now M_.H should be initialized by the parser [Marco+Michel]
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@675 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-13 09:35:07 +00:00
2d5fad9c75
v4 read_variables.m: added a missing deblank() [Marco]
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@674 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-13 09:33:35 +00:00
f26902fc43
v4 se_all_parameters.m: bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@670 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-11 16:05:19 +00:00
d495476073
Handle the case with one _irf file.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@669 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-10 17:20:32 +00:00
e81a091ef8
Correction of a bug in PosteriorIRF: i -> b (the last _irf was missing).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@668 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-10 16:41:03 +00:00
88098dfb5a
irf files are now reshaped in PosteriorIRF.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@667 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-10 16:23:44 +00:00
3a4db43a83
various bugs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@666 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-10 13:04:50 +00:00
d44de20724
v4 set_all_parameters: corrected bugs, M_.H needs to be set in dynare_estimation.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@664 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-08 21:10:00 +00:00
14d6c2db49
v4 : replacing dynare_m.exe with the right compiled version
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@663 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-08 19:36:28 +00:00
5752b399d7
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@662 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-08 17:27:09 +00:00
3a482502c7
v4 parser: correcting parentheses bug
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@661 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-08 13:29:15 +00:00
0461cfc6c2
v4 DynareFlex.ll: repaired option nobs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@658 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-06 13:54:05 +00:00
3d5b975836
eval(dir) ==> dir
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@657 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-06 10:00:32 +00:00
58cb6e42b6
TeX formatting and various things...
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@656 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-06 08:38:11 +00:00
00fac4544c
v4 updating computing statistics from Metropolis (not finihesd)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@655 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-05 21:01:27 +00:00
244d8775e3
v4 csminwel.m: new version from Chris Sims
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@654 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-05 21:00:33 +00:00
50ab0c0473
v4 dynare_estimation.m: added options filter_step_ahead and nk
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@648 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-05 15:09:06 +00:00
1c14cd2685
v4 DiffuseKalmanSmoother*.m: merged with version 3 to add k-period ahead forecast
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@645 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-04 17:37:11 +00:00
f090d02f9b
TeX formatting.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@644 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-03 15:54:17 +00:00
b40f43ddf9
v4 PosteriorIRF.m: removed repeated instructions
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@643 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-03 14:13:21 +00:00
0f8add00e6
Correction of bugs related to TeX formatting.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@642 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-03 14:06:44 +00:00
742df69762
v4 added M.Ratto's change to diffuse filter/smoother and optmizer
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@641 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-03 13:13:00 +00:00
35c1067f46
v4 CutSample.m: removed eval() in eval(dir())
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@640 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-03 10:41:33 +00:00
0d6ed7782f
v4 read_variables.m: added messages about how many observations where red from which file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@629 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-02-14 14:07:49 +00:00
158b4b13d2
v4: modifying data handling
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@626 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-02-14 10:35:34 +00:00
fc0ae0aefa
v4: modifying solve1.m for jacobian_flag; unfinished
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@625 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-02-14 10:34:47 +00:00
ad8c142c0a
v4: updating Marco's sensitivity code
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@624 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-02-14 10:33:11 +00:00
6cfb9d70e7
v4: adding print_info.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@623 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-02-14 10:32:01 +00:00
d000e3ae0b
Removed empty arguments ()
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@613 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-19 15:38:00 +00:00
482d132aff
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@612 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-19 15:27:57 +00:00
ec1f4ab8c3
v4 : adding Marco's sensitivity routines'
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@609 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-19 06:37:21 +00:00
6e23ddbf6d
v4: global dr_ -> oo_.dr; corrected bug with dr_algo=1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@608 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-18 16:50:33 +00:00
8d8c267df5
v3+v4 metropolis.m: added bayestopt_.penalty = 1e8;
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@606 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-16 12:58:18 +00:00
eedc4d8e23
v4:removed dynare_m from matlab/: it conflicts with dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@605 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-16 12:49:31 +00:00
87b9bf4fb9
v4: adding Linux binaries
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@604 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-16 12:46:19 +00:00
b46e412f2d
v4 dynare.m: call dynare_m instead of dynare_m.exe so as to be Linux compatible
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@603 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-16 12:44:13 +00:00
0f3b8e141c
v4: more \
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@602 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-16 12:43:05 +00:00
cabb3f9820
v4 dynare_estimation.m: added tests mh_replic > 1000 & mh_nblocks > 1 before calling McMcDiagnositcs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@601 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-16 12:41:42 +00:00
751c382ddc
v4: replaced \ by / in directory names
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@600 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-16 08:20:11 +00:00
3636b9cd10
v4 CheckPath.m: use mkdir() instead of system call
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@599 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-15 14:46:19 +00:00
2e66335d0b
v4 dynare_estimation.m: corrected bug on options_.trend_coeffs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@597 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-13 16:07:06 +00:00
749f81f17d
v4 PlotPosteriorDistributions.m: added missing ;
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@596 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-13 15:57:59 +00:00
2472657355
v4 dr.1: corrected fu bug in backward models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@595 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-13 15:50:32 +00:00
4065214664
v4 : fixed sim1.m and simk.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@594 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-12 10:21:40 +00:00
a24bd3449d
v4 steady_.m: exo_simula and exo_det_simul are passed in x to _steady function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@593 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-12 10:21:20 +00:00
e62b80c658
v3+4: mr_hessian.m corrected by M. Ratto
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@592 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-09 15:53:39 +00:00
71a4fd49c8
v4: bugs in trend_coeff, steady state; changed handling of penalty by csminwel
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@590 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-08 08:39:00 +00:00
89f1118b49
v4: corrected stoch_simul for iter_\ncorrected backward models in dr1.m\nadded datatomfile.m and transition_matrix.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@581 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-06 15:12:00 +00:00
de1ad98111
v3 dynare_estimation: corrected bug whith mean_varobs when prefilter==1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@548 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-12-13 12:53:57 +00:00
4a654eddae
v4: corrected str2func bug in dynare_solve.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@541 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-12-09 15:47:22 +00:00
c904b16ece
Do not print gx1!
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@515 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-11-11 14:29:40 +00:00
ecd2fb95dd
ported bug corrections from v3 to v4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@504 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-17 20:09:56 +00:00
7cbffd4bb9
v4 parser: added code for estimated_params_init and estimated_params_bounds
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@500 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-17 19:56:35 +00:00
93ac640dec
v4: check.m added default for options_.linear
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@498 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-14 21:10:44 +00:00
19f8dba3e7
v4: corrected parser for estimated_params_init and estimated_params_bounds
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@497 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-14 20:53:33 +00:00
0b1416872b
v4, dynare_estimation.m: moved optimset instructions and set MH file size to 1e6
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@496 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-13 20:21:14 +00:00
62438d7ed8
v4: new version dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@495 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-13 20:17:22 +00:00
86f1c82892
v4: forgotten function check_model.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@482 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-06 19:21:54 +00:00
9550d6f798
v4: added test exist('gensylv')
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@479 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-03 09:45:26 +00:00
a6ec6bd2ec
Added posterior impulse response functions.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@477 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-02 15:16:18 +00:00
8145b7e3f5
v4, GetPosteriorParametersStatistics.m: corrected typos
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@476 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-01 19:09:07 +00:00
4e33c3c53f
v4, marginal_density.m: various small corrections
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@475 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-01 19:07:57 +00:00
051fba7ed6
v4, McMVDiagnositcs.m: added test for several chains
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@474 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-01 19:06:25 +00:00
0393e5e187
Corrections related to the impulse response functions.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@473 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-01 12:59:40 +00:00
71df1c6aa1
v4, initial_estimation_checks.m: test number of shocks and not number of estimated shock variances
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@472 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-01 11:44:45 +00:00
b3fb320b74
added CheckPath.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@471 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-01 09:17:40 +00:00
a7c77a4a38
v4: correcting bug in kperiod lead in dr1.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@469 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-30 15:04:11 +00:00
bbf1729f9b
v4: added dr_ as global in stoch_simul
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@468 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-30 15:02:43 +00:00
c8812b552e
changed computation of steady state for linear models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@464 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-27 20:22:40 +00:00
d6a008b7c3
changed elimination of static variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@463 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-27 20:22:05 +00:00
884bff3678
posterior irf and bug corrections. New files : PosteriorIRF.m and GetOneDraw.m.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@462 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-26 12:40:14 +00:00
b425351404
Added posterior densities
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@461 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-25 14:10:41 +00:00
51798798db
Correction of a bug in dynare_estimation.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@460 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-24 11:48:17 +00:00
36eed29a91
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@459 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-24 10:36:26 +00:00
46b1cb222b
parser corrections + adapting 2nd order approx code
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@458 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-22 14:28:25 +00:00
1eb9483cc5
dynare_estimation: adapted handling of parameter names
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@455 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 16:15:22 +00:00
53b985d1c5
set_prior.m: estim_params_.param_vals has changed
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@454 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 14:31:35 +00:00
29430a153c
puting parser binary on SVN
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@453 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 14:22:23 +00:00
8ef7347759
more functions adapred to v4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@452 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 14:20:10 +00:00
5c10228211
new functions
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@451 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 14:16:48 +00:00
9043cc2a35
corrected function calls
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@450 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 14:15:35 +00:00
c449f14021
adding M. Ratto's optimizer
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2005-09-11 09:48:39 +00:00
a1a7cf34c3
correcting fname_
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2005-09-11 09:43:58 +00:00
bc45372bbb
correction exo_det
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@447 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 09:39:21 +00:00
b14188d039
correction setting of parameters
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@446 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 09:38:52 +00:00
2c14bbc106
minor changes and reformating
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@445 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 09:04:41 +00:00
21f4445d2e
New version with equal length mh files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@443 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-10 10:04:22 +00:00
56f4663197
corrected problem with check for backward models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@13 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-20 18:25:09 +00:00
95d2f1d0a4
correcting error in import of dyanre_v4 and cleaning-up
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@9 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 20:06:15 +00:00
9a9872fd33
dynare_v4 from CVS
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00
michel
adjemian
sebastien
ratto