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8582 Commits (7dd2dd5e24a343fbeaf3522ea5e535c27d8b9f95)

Author SHA1 Message Date
michel 14d6c2db49 v4 : replacing dynare_m.exe with the right compiled version 
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
adjemian 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
michel 3a482502c7 v4 parser: correcting parentheses bug 
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
michel 0461cfc6c2 v4 DynareFlex.ll: repaired option nobs 
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
adjemian 3d5b975836 eval(dir) ==> dir 
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
adjemian 58cb6e42b6 TeX formatting and various things... 
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
michel 00fac4544c v4 updating computing statistics from Metropolis (not finihesd) 
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
michel 244d8775e3 v4 csminwel.m: new version from Chris Sims 
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
michel 50ab0c0473 v4 dynare_estimation.m: added options filter_step_ahead and nk 
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
michel 1c14cd2685 v4 DiffuseKalmanSmoother*.m: merged with version 3 to add k-period ahead forecast 
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
adjemian f090d02f9b TeX formatting. 
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
michel b40f43ddf9 v4 PosteriorIRF.m: removed repeated instructions 
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
adjemian 0f8add00e6 Correction of bugs related to TeX formatting. 
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
michel 742df69762 v4 added M.Ratto's change to diffuse filter/smoother and optmizer 
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
michel 35c1067f46 v4 CutSample.m: removed eval() in eval(dir()) 
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
michel 0d6ed7782f v4 read_variables.m: added messages about how many observations where red from which file 
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
michel 158b4b13d2 v4: modifying data handling 
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
michel fc0ae0aefa v4: modifying solve1.m for jacobian_flag; unfinished 
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
michel ad8c142c0a v4: updating Marco's sensitivity code 
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
michel 6cfb9d70e7 v4: adding print_info.m 
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
adjemian d000e3ae0b Removed empty arguments () 
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
adjemian 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
michel ec1f4ab8c3 v4 : adding Marco's sensitivity routines' 
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
michel 6e23ddbf6d v4: global dr_ -> oo_.dr; corrected bug with dr_algo=1 
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
michel 8d8c267df5 v3+v4 metropolis.m: added bayestopt_.penalty = 1e8; 
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
michel eedc4d8e23 v4:removed dynare_m from matlab/: it conflicts with dynare_m.exe 
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
michel 87b9bf4fb9 v4: adding Linux binaries 
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
michel b46e412f2d v4 dynare.m: call dynare_m instead of dynare_m.exe so as to be Linux compatible 
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
michel 0f3b8e141c v4: more \ 
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
michel cabb3f9820 v4 dynare_estimation.m: added tests mh_replic > 1000 & mh_nblocks > 1 before calling McMcDiagnositcs 
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
michel 751c382ddc v4: replaced \ by / in directory names 
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
michel 3636b9cd10 v4 CheckPath.m: use mkdir() instead of system call 
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
michel 2e66335d0b v4 dynare_estimation.m: corrected bug on options_.trend_coeffs 
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
michel 749f81f17d v4 PlotPosteriorDistributions.m: added missing ; 
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
michel 2472657355 v4 dr.1: corrected fu bug in backward models 
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
michel 4065214664 v4 : fixed sim1.m and simk.m 
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
michel a24bd3449d v4 steady_.m: exo_simula and exo_det_simul are passed in x to _steady function 
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
michel e62b80c658 v3+4: mr_hessian.m corrected by M. Ratto 
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
michel 71a4fd49c8 v4: bugs in trend_coeff, steady state; changed handling of penalty by csminwel 
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
michel 89f1118b49 v4: corrected stoch_simul for iter_\ncorrected backward models in dr1.m\nadded datatomfile.m and transition_matrix.m 
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
michel de1ad98111 v3 dynare_estimation: corrected bug whith mean_varobs when prefilter==1 
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
michel 4a654eddae v4: corrected str2func bug in dynare_solve.m 
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
adjemian c904b16ece Do not print gx1! 
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
michel ecd2fb95dd ported bug corrections from v3 to v4 
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
michel 7cbffd4bb9 v4 parser: added code for estimated_params_init and estimated_params_bounds 
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
michel 93ac640dec v4: check.m added default for options_.linear 
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
michel 19f8dba3e7 v4: corrected parser for estimated_params_init and estimated_params_bounds 
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
michel 0b1416872b v4, dynare_estimation.m: moved optimset instructions and set MH file size to 1e6 
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
michel 62438d7ed8 v4: new version dynare_m.exe 
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
michel 86f1c82892 v4: forgotten function check_model.m 
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
michel 9550d6f798 v4: added test exist('gensylv') 
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
adjemian a6ec6bd2ec Added posterior impulse response functions. 
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
michel 8145b7e3f5 v4, GetPosteriorParametersStatistics.m: corrected typos 
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
michel 4e33c3c53f v4, marginal_density.m: various small corrections 
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
michel 051fba7ed6 v4, McMVDiagnositcs.m: added test for several chains 
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
adjemian 0393e5e187 Corrections related to the impulse response functions. 
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
michel 71df1c6aa1 v4, initial_estimation_checks.m: test number of shocks and not number of estimated shock variances 
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
adjemian b3fb320b74 added CheckPath.m 
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
michel a7c77a4a38 v4: correcting bug in kperiod lead in dr1.m 
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
michel bbf1729f9b v4: added dr_ as global in stoch_simul 
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
michel c8812b552e changed computation of steady state for linear models 
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
michel d6a008b7c3 changed elimination of static variables 
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
adjemian 884bff3678 posterior irf and bug corrections. New files : PosteriorIRF.m and GetOneDraw.m. 
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
adjemian b425351404 Added posterior densities 
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
adjemian 51798798db Correction of a bug in dynare_estimation.m 
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
adjemian 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
michel 46b1cb222b parser corrections + adapting 2nd order approx code 
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
michel 1eb9483cc5 dynare_estimation: adapted handling of parameter names 
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
michel 53b985d1c5 set_prior.m: estim_params_.param_vals has changed 
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
michel 29430a153c puting parser binary on SVN 
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
michel 8ef7347759 more functions adapred to v4 
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
michel 5c10228211 new functions 
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
michel 9043cc2a35 corrected function calls 
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
michel c449f14021 adding M. Ratto's optimizer 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@449 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-11 09:48:39 +00:00
michel a1a7cf34c3 correcting fname_ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@448 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-11 09:43:58 +00:00
michel bc45372bbb correction exo_det 
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
michel b14188d039 correction setting of parameters 
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
michel 2c14bbc106 minor changes and reformating 
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
adjemian 21f4445d2e New version with equal length mh files 
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
michel 56f4663197 corrected problem with check for backward models 
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
michel 95d2f1d0a4 correcting error in import of dyanre_v4 and cleaning-up 
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
michel 9a9872fd33 dynare_v4 from CVS 
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