180a3bad9c
New wrapper for identification analysis, given the parameter set provides results.
...
Allows more flexible coding and checks for particular parameter sets.
2011-05-02 11:03:18 +02:00
181186a205
Patch from George: fixes bug in partial information ( closes #179 )
2011-05-02 10:25:25 +02:00
d55d1d7b10
Cosmetic change related to the previous commit (12e0509510f7d71a8c2556b991eb84ebebe47e18).
2011-05-02 10:24:50 +02:00
e8fe8c7711
Added exceptions when the parameters updated in the steadystate file are complex or NaN.
2011-05-02 10:24:50 +02:00
71aec0eb39
shock_decomposition: bug correction
2011-04-30 19:52:26 +02:00
14d7ab433f
Added new info value (22) for cases where the steady state given by the steadystate file has NaNs.
2011-04-28 17:53:03 +02:00
b15cac0047
Added error message when an infinite std. is used with a Gamma shaped prior.
2011-04-28 12:33:01 +02:00
72c2a343b1
Fixed bug.
2011-04-28 12:00:13 +02:00
896a80928b
Cosmetic change
2011-04-27 11:57:49 +02:00
7b67f40a11
Bump MATLAB version requirement to 7.0
2011-04-27 11:57:43 +02:00
74d1d80b0c
fixed elimination of Lagrange multipliers for Ramsey policy
2011-04-21 21:08:20 +02:00
33787d4b1e
improved dyntable.m
2011-04-18 11:25:55 +02:00
d2e0ef021c
allowing historical time in shock decomposition
2011-04-18 11:25:55 +02:00
6b71b6800d
-) remove useless burn-in iterations;
...
-) removed obsolete commented lines or unused variables;
-) when Asymptotic Hessian is available, take SVD of that for identification patterns;
-) when computing analytic Hessian, scores are not necessary (no_DLIK=1);
-) fixes in output info when Hessian is available.
2011-04-15 15:28:58 +02:00
7c92b2308a
Small improvements around analytic scores and Hessian
2011-04-15 15:26:33 +02:00
8aeb76fee6
-) small change to tolerance for eigenvector elements
...
-) cosmetic fix to header
2011-04-15 15:26:04 +02:00
25afd56163
Bug fixes around analytic scores for identification.
2011-04-12 18:18:18 +02:00
498d5ed698
Fixed bug when only one series is observed and analytic scores are computed.
2011-04-12 17:38:06 +02:00
2af300bf6e
Added output arguments needed for analytic scores.
2011-04-12 17:37:02 +02:00
4dbbba414f
Fixed for new treatment of auxiliary variables w.r.t. dynare version 4.1.
2011-04-12 12:09:17 +02:00
d0d04065e6
Merged from 4.2 branch commits:
...
9747cb78940f41ba3d6c262b2e77a0aa01576d3d
730100282f17974d86510a9ebbaad735f27c46ba
* 1) bug fixes: non-initialized ide_strength when no param is identified; normaliz1 set to one when prior std is inf; HIGHEST SVD bar fixed (wrong singluar values were plotted).
2) Simplified advanced output (no more multicollinearity and pair-wise correlations!).
3) Beautified output of collinear groups of variables.
4) use of sensitivities normalized with std errors.
2011-04-12 12:08:14 +02:00
5e230e41b4
Fixed initialization of options related to identification.
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(cherry picked from commit 3a7119be7626e8cce4e68b7e5e28724ad46fd1d5)
2011-04-12 11:37:58 +02:00
f978ebeff7
Provisions for MATLAB 7.12 (R2011a)
2011-04-08 11:07:03 +02:00
fc0b867f5a
Fixed bug with empty qz_criterium.
...
(cherry picked from commit 70928f47b180e5b0c7ebb340350c01fb04c8247f)
2011-04-07 10:36:37 +02:00
e86e4b0bac
Fixes related to the possibility of having octave slaves called by a matlab master.
2011-04-06 14:28:21 +02:00
2d3315f9fb
modifications to allow weights attached to CPU's
2011-04-06 14:27:47 +02:00
8b44731ef0
Fixed bug in remote parallel execution introduced by previous commit b7133ebeb5
2011-04-06 14:24:04 +02:00
4c6a01da2e
under parallel execution do not do parallel plots when some slave is octave, irrespective to master being matlab.
2011-04-06 14:22:34 +02:00
a016d3c521
explicit mat extension with save (octave compatibility)
2011-04-06 13:08:22 +02:00
87abc9041c
Fixed bug for tex figures.
2011-04-06 12:00:22 +02:00
e91f0776f2
discretionary policy: made returned info values compatible with Dynare
2011-04-05 13:50:21 +02:00
abf9a0eefd
discretionary_policy: removed nested function Iterate to make code compatible with Octave
2011-04-05 13:50:21 +02:00
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
d70b02d319
removed unused variable
2011-03-31 16:36:03 +02:00
2882827084
making sure variance of subsample is not very small before computing kernel density
2011-03-28 09:17:36 +02:00
e29aeeadd8
merging changes for FOC of Ramsey policy problem computed by the preprocessor
2011-03-27 16:56:29 +02:00
554849a704
modifyimg *.m files for ramsey_policy when FOC are computed by the preprocessor
2011-03-27 16:54:49 +02:00
4d5dc228a8
add 'var' restriction to exist() tests (more of the same is needed in other functions)
2011-03-26 20:19:23 +01:00
d0b68189da
improved warning message when a beta prior has two modes
2011-03-26 10:31:54 +01:00
78d882900a
more bug corrections in smoother routines
2011-03-25 21:32:45 +01:00
5f8b5fa467
removing useless 'd' output argument from the Kalman smoother functions. Removed global initialization of options_.diffuse_d. Fixed minor bugs in Kalman smoother functions.
2011-03-24 18:38:01 +01:00
ec6c9ed9a7
fixing bug recently introduced for models without lagged variables
2011-03-19 18:47:49 +01:00
3f48c8723a
Additional corrections related to the steady_state operator bug
2011-03-18 14:11:00 +01:00
32eff62af6
1) provisions for analytic scores and asymptotic Hessian provided by Nikolai Iskrev
...
2) several fixes and improvements in dynare_identification.m:
-) provide more info for strength of identification (relative to prior)
-) more drastic warning off
-) print info from ident_bruteforce.m
2011-03-18 11:05:40 +01:00
218b9efc34
identification: added brute force search for groups of parameters that replicate the derivative pattern of another parameter.
2011-03-18 11:00:20 +01:00
52cc078de5
skipped print of multicollinearity on the command window
2011-03-18 10:56:32 +01:00
179662baca
skipped useless call to initial checks when nargout>3.
2011-03-18 10:55:48 +01:00
8352873e06
Fixes to handle properly implicit derivation when STEADY_STATE syntax is applied
2011-03-18 10:54:09 +01:00
1ec1ea874a
Added utilities for analytic scores and asymptotic Hessian of likelihood.
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Thanks to Nikolai Iskrev
2011-03-18 10:52:27 +01:00
31b6c08347
Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
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Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
0359c2801d
modifies alternative function for betapdf() for large values of a and b
2011-03-17 20:13:09 +01:00
7665b089fc
GSA: removed unused files
2011-03-17 16:54:55 +01:00
da867f1c93
GSA: add to MATLAB/Octave path
2011-03-17 16:29:18 +01:00
cde4f038d7
GSA: remove problematic statistics functions and replace them by calls to free ones
2011-03-17 16:14:12 +01:00
ebe28543fe
GSA: move stuff to the right place
2011-03-17 15:34:40 +01:00
8da2725f43
Corrections for steady_state operator bug with bytecode. lnsrch1_wrapper_one_boundary, omitted in the previous commit, is now corrected.
2011-03-16 09:59:40 +01:00
aac282d371
clean-up of commented lines in optimizer number 5;
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eliminated globals and persistent from mr_gstep;
2011-03-15 15:27:41 +01:00
f48aa28e39
Corrections for steady_state operator bug with bytecode. bytecode is now fixed.
2011-03-14 17:46:00 +01:00
87e4125fa4
put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m
2011-03-14 11:40:40 +01:00
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
55bb27c5f6
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
dcfe3e5749
partly reverting changeset 9f7cfaec00 in order to correct problem in estimation: oo_.steady_state is not updated anymore in resol.m. (steady_state operator is broken in estimation).
2011-03-13 17:04:29 +01:00
96b7e1f599
corrected bug introduced in changeset 32c997f1ef of 02/25/11 and affecting k_order_perturbation
2011-03-13 17:01:10 +01:00
f70408e293
bug correction for dr.nspred when a variable is both backward and forward (bug introduced in changeset 32c997f1ef 02/25/11)
2011-03-10 11:18:41 +01:00
0c0b9abbd3
bug fixing for model_diagnostics
2011-03-09 14:44:24 +01:00
f7f100426d
bug fixing for mode_compute == 6
2011-03-09 14:43:28 +01:00
70a9c5e346
fixing bug for purely backward models (introduced in changeset 32c997f1ef, 02/25/11)
2011-03-09 13:45:59 +01:00
9f7cfaec00
fixing bug with steady_state operator
2011-03-09 13:43:17 +01:00
688366d6f2
SWZ: sz_prd correct calls to mex functions
2011-03-04 14:26:24 +01:00
d87484ec8e
Changes to markov file in ms-sbvar to work with new code
2011-03-01 11:25:53 -05:00
917b8e5285
Fixed bugs, clean-up and some more commenting of identification routines
2011-02-28 16:55:21 +01:00
84d7c97d4e
bug correction of previous change; further simplication in set_state_space
2011-02-27 22:03:43 +01:00
32c997f1ef
correcting bug when some variables don't appear at the current period
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cleaning set_state_space.m, taking into account that all modesl have leads and lags on only one period.
2011-02-25 14:30:36 +01:00
b7133ebeb5
Fixed bugs related to global sensitivity analysis.
2011-02-25 09:27:33 +01:00
8001239118
Remove nonexistent smoother directory from addpath
2011-02-23 12:25:23 +01:00
86b88d4e70
one more smoother function removed
2011-02-23 11:24:16 +01:00
f553e69de3
removing unused Kalman smoother functions
2011-02-23 11:07:06 +01:00
e975336317
evaluate_smoother: fix call to DsgeSmoother (last argument was wrong)
2011-02-23 10:19:03 +01:00
dd6159d791
SWZ: remove instances of swz throughout
2011-02-22 15:06:38 +01:00
0db26e98a1
set correct permissions on file (remove execute)
2011-02-22 15:06:38 +01:00
c59133562c
more short-circuit logicals in the place of element-wise logicals
2011-02-22 15:06:38 +01:00
a153f81156
Partial information:
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- fix various bugs
- do not fallback on full information in case of error, this is confusing
2011-02-22 14:46:24 +01:00
f6f96be0a0
Fix bug introduced in previous commit
2011-02-22 10:54:31 +01:00
8619ec7835
Fixed bug related to dname
2011-02-22 10:12:37 +01:00
39b73f73c5
Fixed compatibility problem with MATLAB <= 7.3
2011-02-21 12:05:48 +01:00
aafa328362
updating dynare_estimation_init.m and using it in dynare_estimation_1.m. Required for GSA.
2011-02-21 11:22:47 +01:00
c0d147c6da
corrected bug in conditional variance decomposition: removed reference to useless aux variable
2011-02-20 12:24:24 +01:00
8a0dabd07d
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
94ca528604
Merge remote branch 'ratto/master'
2011-02-14 14:29:39 +01:00
b41fde5088
changed swz paths to ms-sbvar
2011-02-14 12:26:38 +01:00
90e5f489b2
Then the last shock declared in M_.exo_names has zero variance or it has no effect on the model, there is a mismatch dimension, since the posteriorIRF provides a stock variable with less dimensions than M_.exo_nbr.
2011-02-14 12:01:38 +01:00
7fb471e9cc
Slightly simplified checks in computing gradient and Hessian for optimizer = 5.
2011-02-14 11:51:15 +01:00
13ea1c0046
A better way to compute outer product gradient (for optimizer 5) with the univariate Kalman Filter.
2011-02-14 11:48:29 +01:00
d0640ddf5f
Merge remote branch 'houtanb/master'
2011-02-10 19:20:56 +01:00
e5d9a7eb42
corrected bug for options_.kalman_tol and increased its default value to 1e-10
2011-02-10 18:48:08 +01:00
43479f6ef3
use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time)
2011-02-10 15:54:23 +01:00
6f46019bfa
Fixed bug, where Ui,Vi,n0,np where not being initialized properly in exclusions.m identification for SWZ/MSBVAR
2011-02-09 09:25:22 -05:00
dc275f4af4
Moved the TeX file closing statement outside of loop, to fix a problem with non existant file id in producing TeX output in stoch_simul
2011-02-09 09:21:03 -05:00
eab7c1c6db
remove unused function
2011-02-09 10:06:13 +01:00
6ad29c9879
SWZ: fixing options vlistlog and vlistpercentage
2011-02-09 06:29:21 +01:00
b247c329d8
replaced expressions X == 0 by more efficient and robust isequal(X,0) when X is a matrix
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porting earlier changes from DsgeLikelihood.m to DsgeLikelihood_hh.
cleaning code
2011-02-09 06:23:27 +01:00
f7477e23e5
fixed bug with parallel clusters with octave
2011-02-08 15:43:51 +01:00
7db0dad508
changed default for optimizer = 5
2011-02-08 15:42:38 +01:00
ad77ce7189
fixed echoes on command window
2011-02-08 15:41:17 +01:00
0ad3f11c20
Extensions for testing under octave
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(cherry picked from commit f3a40a816314de603078151ccada2afdcbba2b22)
2011-02-07 21:16:50 +01:00
025db5c5f7
bug fixes for file exchange through the network under octave
2011-02-07 14:38:51 +01:00
12555b4320
Skip parallel plots under Octave
2011-02-07 14:34:10 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
85332744d8
Ticket #59 : add cases for errors that were not being caught and convert AIM error codes so that they don't overlap with other error codes in print_info
2011-02-04 15:47:56 +01:00
9ae3115b9d
Fixing function name in header
2011-02-04 12:44:43 +01:00
e95defd117
Implement workaround for ticket #161
2011-02-04 11:55:54 +01:00
314c411d17
Fix matlab path of MS-SBVAR in config file
2011-02-04 11:55:31 +01:00
39adf099c3
SWZ: remove out of date code
2011-02-02 18:37:27 +01:00
06fe0c850a
SWZ: move mex code to new ms-sbvar dir and rename swz to ms-sbvar
2011-02-02 18:35:29 +01:00
0a93e9f28e
- warning of for octave;
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- fixed bug with batch file for octave;
- fixed screen output for octave;
- cosmethics
2011-02-02 14:15:18 +01:00
bed32115d2
Fixes with screen output for parallel/octave + cosmethics
2011-02-02 14:13:11 +01:00
8111b671ff
Merge remote branch 'ratto/master'
2011-02-02 09:58:58 +01:00
6f184371ef
- Correction of temporary terms when bytecode is used and solve_algo <= 4
2011-02-02 00:31:37 +01:00
7583e0d3f1
semicolons
2011-02-01 23:37:41 +01:00
e7646a4412
disable warnings in octave + semicolon
2011-02-01 23:33:22 +01:00
45cf10ed11
missing semicolon
2011-02-01 23:32:36 +01:00
3eb1ec0c40
fixed bug in previous commit (~ispc)
2011-02-01 23:26:01 +01:00
062734895f
dynare provisions for rmdir under windows
2011-02-01 23:24:34 +01:00
9fdc7a655e
capture system command for mkdir also for linux
2011-02-01 23:21:49 +01:00
76644861a3
Provisions for octave under linux + small cosmethics.
2011-02-01 23:21:00 +01:00
92d44e4414
correction of the index of the state variables
2011-01-31 10:05:27 +01:00
8a128c9643
Temporary terms input argument is no more needed in dynare_solve_or_bytecode
2011-01-31 10:02:55 +01:00
41823ad10d
correction of the state variables list to display when the model is block decomposed
2011-01-31 10:01:08 +01:00
7fe6d73301
corrected bugs left in previous change set
2011-01-26 21:28:14 +01:00
f36247ceed
modifications to ramsey_policy code to allow for estimation
2011-01-26 21:24:47 +01:00
22d5bd16cf
removed useless auxiliary variables from call to kalman_transition_matrix()
2011-01-26 21:24:46 +01:00
bff8de837b
modifying dynare_resolve() calling sequence
2011-01-26 21:24:46 +01:00
a336799b96
corrected bug when mode_compute is a string
2011-01-26 21:24:46 +01:00
91e30d45f7
corrected bug related to ramsey_policy
2011-01-26 21:24:46 +01:00
55399a5dc5
Compatibility fix for Octave: under Octave, union() called on a column vector and a scalar returns a row vector, hence the need to add the 'rows' option
2011-01-24 15:34:02 -05:00
c71e0fbd6b
removing test about correlated data in initial checks before estimation: this condition is too restrictive.
2011-01-21 17:04:01 +01:00
f83d7db907
Fix of .mat extension with save for octave.
2011-01-21 11:28:28 +01:00
c5c99a80f6
Special fix for peculiar behavior of ls under octave/windows (+ use of ~ispc in place of isunix/ismac)
2011-01-21 11:26:24 +01:00
78c21916da
Fixed output for octave/unix octave/win
2011-01-21 11:25:30 +01:00
6c801be332
Removed catch ME instance for octave compatibility
2011-01-21 11:22:25 +01:00
4eb91731fc
Several fixes for octave compatibility:
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- use of ispc;
- mat extension is save files;
- remove catch ME expressions;
- added printf message for octave runs
2011-01-21 11:21:32 +01:00
28a3b38cf4
For compatibility with octave (and for better coding) use of ~ispc in place of isunix/ismac
2011-01-21 11:18:29 +01:00
a3e4a7ff09
Eliminated annoying echoes on command window
2011-01-21 11:15:49 +01:00
1db24b3107
bug correction for diffuse smoother
2011-01-18 19:04:20 +01:00
c5310731d9
corrected bug affecting the smoother when called for a selected subset of variables
2011-01-18 19:04:20 +01:00
4cf358c895
Merge remote branch 'ferhat/master'
2011-01-18 17:24:42 +01:00
595675d333
Partial information changes that make adjustment for Octave and use rcond() < 1e-8 ..." to determine if a matrix is invertible plus some minor bug and formatting changes in dr1_PI.m
2011-01-17 20:40:41 +00:00
ce07223628
- The Temporary terms management with bytecode when the model is block decomposed and solve_algo<5 is now compatible with octave
...
- Gets rid of warning message during the compilation of bytecode
2011-01-14 19:24:18 +01:00
96b6f1bf05
- Corrects the following problem:
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Octave BiCGStab algorithm involves a 0 division in case of a preconditioner equal to the LU decomposition of the A matrix (in a linear system of the form A.x = b).
- The solution:
Checks if the linear system is solved simply using: x_new = x_old + U \ (L \ x_old)
Ticket #11
2011-01-14 19:24:17 +01:00
708a062338
The Octave version of fsolve do not converge when it starts from the solution. Check if the initial guess is equal to the solution.
2011-01-14 19:24:17 +01:00
ac9415a943
- The bytecode.mex file has to be called when bytecode option is specified independently of the block option.
2011-01-14 10:39:34 +01:00
e2a1d77f6e
- added schur_statespace_transformation.m to factor it out of DsgeLikelihood.m and DsgeSmoother.m
...
and corrected a bug in the code
- added missing functions missing_DiffuseKalmanSmootherH1_Z.m (multivariate version) and
missing_DiffuseKalmanSmootherH3_Z.m (univariate version)
- use only these two versions of the Kalman smoother in DsgeSmoother.m
2011-01-13 21:50:26 +01:00
f7eb39f7bb
bug correction related to smoother
2011-01-13 21:45:09 +01:00
6ea053e47d
correcting bugs in diffuse Kalman smoother
2011-01-13 21:10:06 +01:00
2e0a36ae9f
Initialize estim_params_ in global_estimation.m. Necessary for smoothing models with no estimated parameters.
2011-01-13 21:10:06 +01:00
02fd6e668c
Add error message for non-implemented features of gamrnd.m
2011-01-13 12:28:44 +01:00
9e38d85053
Change the formula for empirical autocorrelations, so that the result always lies in [-1,1] (thanks to Johannes Pfeifer for pointing this)
2011-01-12 11:26:02 +01:00
17bc655159
Partial Information: Update with improved, generalised recursive PCL solution method
2011-01-11 21:57:57 +00:00
503b055df2
Fixed bugs in varlist_indices.m (thanks to Johannes Pfeifer for pointing them)
2011-01-10 13:11:25 +01:00
05b9c70ae8
removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.
2011-01-04 10:16:38 +01:00
256ff761e8
stochastic simulations: fix the number of generated data to be exactly options_.periods
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added ./tests/simul
2011-01-02 16:55:15 +01:00
35765ee01c
- Matlab wrappers for the "print" option of bytecode
2010-12-31 17:03:19 +01:00
aab5b2a488
- Manages the temporary terms when the model is evaluated block by block
2010-12-31 16:22:24 +01:00
129303430e
The direction is not computed in same way in the dynamic case and in the static case
2010-12-31 16:20:35 +01:00
a882a25760
- length(args) is used instead of size(args, 2) to avoid to transpose column vectors
2010-12-31 16:16:29 +01:00
2dbeddd1a9
- Manages the temporary terms when the model is evaluated block by block
2010-12-31 16:00:49 +01:00
2707965da1
- extends the compatibility of dr1 with bytecode
2010-12-31 15:56:49 +01:00
7209f3638a
- consider a non sparse matrix for the Jacobian for compatibility reasons with dynare_solve
2010-12-31 15:53:28 +01:00
dcc46959b4
The default for options_.qz_criterium is now different for different contexts:
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qz_criterium = 1+1e-6
- stoch_simul
- osr
- check
- dynare_estimation_1 with lik_init =2 or 3
qz_criterium = 1+1e-6 for dynare_estimation_1 with lik_init = 1
This correct a bug in estimation and computation of the posterior distribution of moments of endogenous variables when the priors permit roots too close to 1.
2010-12-23 08:34:13 +01:00
6bb8d41909
Revert "- added a test an a penalty in estimation (DsgeLikelihood.m) if, in a stationary model (lik_init==1), a particular parameter set generates unit roots."
...
There is a better way of dealing with occasional non-stationary models in estimation
This reverts commit 8c0fb55206
2010-12-22 09:40:39 +01:00
8c0fb55206
- added a test an a penalty in estimation (DsgeLikelihood.m) if, in a stationary model (lik_init==1), a particular parameter set generates unit roots.
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- modified lyapunov_symm to return absolute value of unit roots in a third argument
2010-12-21 21:26:57 +01:00
ef56f87796
- fix for Octave printf
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- missing semicolon
2010-12-20 15:55:46 +01:00
55e553f6dc
Missing semi-colons
2010-12-20 15:49:55 +01:00
ac0c0a935e
Cosmethics
2010-12-17 09:22:12 +01:00
b186eb7e84
Fixes for console mode in serial and parallel execution
2010-12-17 09:21:30 +01:00
191de78310
Introduced console mode monitoring of parallel runs;
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Minor changes
2010-12-17 09:20:30 +01:00
916caf2e4b
Almost entirely rewritten:
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1) got rid of recursive form;
2) better help
3) simplified structure and split between errors and warnings.
2010-12-17 09:16:30 +01:00
c2f0037e55
small addendum to help
2010-12-17 09:14:35 +01:00
d17faaf876
cosmethics
2010-12-17 09:12:54 +01:00
41c59778cd
For slave processes on the local machine, impose the same dynare path as the master.
2010-12-17 09:11:11 +01:00
c0cb3dd4fb
Compatibility fix for Octave: under Octave, union() called on a column vector and a scalar returns a row vector, hence the need to add the 'rows' option
2010-12-16 16:14:23 +01:00
b63590712c
fixed bug in argument number check and removed unused variable
2010-12-14 18:42:29 +01:00
e04a07c771
changed variable name to make clear that, for multinormal variables, we are using the Cholesky decomposition of the covariance matrix.
2010-12-11 18:09:01 +01:00
c1cb452e3d
correcting headers of all Kalman filter functions: returns MINUS loglikelihood
2010-12-10 22:31:30 +01:00
7a09356423
DsgeLikelihood.m header correction: the function returns MINUS log posterior
2010-12-10 22:28:06 +01:00
dfbd10a524
added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations.
2010-12-08 13:02:59 +01:00
ea86e8cefc
adding function evaluate_smoother that calls DsgeSmoother with a given type of parameter set
2010-12-08 13:02:59 +01:00
9b166fdb08
NaN parameters warning: remove \n, it is not interpreted in a warning context (at least under Octave)
2010-12-08 11:32:45 +01:00
03fac30723
remove get_innovation_contemporaneous_impact.m that isn't called by the preprocessor or by any other function
2010-12-07 13:43:17 +01:00
3af62c4ac9
Fixed bug in resid.m (order matters in "or" statement, because of short-circuit: "ind" is not defined if "istag" is false)
2010-12-06 18:24:08 +01:00
0d1fd700c7
Posterior distribution of conditional variance decomposition: storing the steps chosen by the user in a separate field.
2010-12-05 10:47:31 +01:00
53d391785d
corrected bug in get_name_of_the_last_mh_file.m
2010-12-01 09:57:08 +01:00
d4a908dda1
Removed useless input argument.
2010-11-30 10:02:37 +01:00
116bf69fbf
Seed: fix bug under Octave and MATLAB < 7.7
2010-11-29 11:23:59 +01:00
1fc8bbd6d3
bugs correction in computation of posterior moments for
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-conditional variance decomposition
-hpdsup
-moments with no variance in their posterior distribution
modification of computation of conditional variance decomposition
2010-11-28 11:03:40 +01:00
73fb71b9c8
Removed references to options_.simul_seed.
2010-11-27 00:19:22 +01:00
04469ddce1
- Add variable input arguments
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- Correct the error condition in A_times_B_kronecker_C
2010-11-26 17:46:02 +01:00
db54c2d76e
Added a routine for setting the random number generator and the seed, independantly of the version of matlab. Removed the calls to rand('state',x) in simult.m and added a test file. Still need to adapt the routines related to mcmc and swz.
2010-11-26 17:16:12 +01:00
618f72bc91
resid displays the name of the equations if they are specified in equations tags.
2010-11-25 17:31:11 +01:00
ffaec7ba89
- First elements needed for stochastic simulation of a block decomposed model
2010-11-25 16:11:27 +01:00
61a251535f
Correction of bugs in check command with block decomposition and
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Add the missing dr_block m-file
2010-11-25 16:10:46 +01:00
b356c5e58e
add_auxiliary_variables_to_steadystate is compatible with bytecode option
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+ minor corrections in steady_.m
2010-11-25 16:00:54 +01:00
1626b0aa76
Added specialized code for purely forward models.
2010-11-25 14:32:33 +01:00
1eccfb311a
Remove obsolete files
2010-11-25 13:10:10 +01:00
6c22d398e6
Perfect foresight simulation: clean up handling of warnings
2010-11-24 19:01:46 +01:00
9d4385da5d
Put back M_.maximum_lag.
2010-11-19 16:30:55 +01:00
ccf778e63a
Efficiency improvements in first order stochastic simulations (Simulate data in deviation to the steady state and then,
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after the loop, add the steady state using bsxfun routine, which is parallelized in recent version of matlab). Removed
use of M_.maximum_lag.
2010-11-18 14:55:07 +01:00
e614227c3f
Added warning message when some of the deep parameters are not initialized.
2010-11-17 17:09:39 +01:00
d60c32e6a2
Fixed bug in dealing with _steadystate functions that modify deep parameters. See trac ticket #103 .
2010-11-15 14:35:21 +01:00
5c709e4733
Changed set_dynare_threads.m. The number of threads in parallelized mex files to be used if dynare is built with the openmp flag
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(--with-openmp) is not passed by an environment variable anymore. The function set_dynare_threads changes the default value of the
number of threads (default is 1) in the options_.threads structure. Changed calls to sparse_hessian_times_B_kronecker_C and
A_times_B_kronecker_C dlls accordingly.
2010-11-15 13:06:39 +01:00
37f14e9bc9
Removed unused routines for (diffuse) kalman filter evaluations.
2010-11-12 17:20:02 +01:00
31b734e9b3
Do not print residuals of the static equations for the equations of the auxiliary variables.
2010-11-04 14:19:28 +01:00
88dc361ba1
unix info added
2010-10-29 12:30:41 +02:00
5763721a71
almost complete version of testing routine
2010-10-29 12:28:44 +02:00
23ba760c3b
Implement solve_algo=0 for Octave ( closes #144 )
2010-10-28 12:07:50 +02:00
67c28ea5f3
PosteriorIRF: added missing ".mat" extension (necessary for Octave)
2010-10-28 10:39:53 +02:00
0730213059
Fix end of line convention and copyright years
2010-10-27 18:35:42 +02:00
1aceb504fd
Check command is now compatible with block and bytecode options
2010-10-27 15:34:48 +02:00
9cebf270e5
- correction of informations displayed in Solve_one_boundary
2010-10-27 15:30:00 +02:00
58a8988ef3
Moved another parallel routine previously left out.
2010-10-27 11:27:10 +02:00
b5ebff4ff4
bug fix for parallel execution
2010-10-27 11:24:23 +02:00
7ef63899b1
add paralle_info input to Analize;
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fix spelling of function names
2010-10-27 11:05:39 +02:00
5915f8a059
Fixed misspelled routines!
2010-10-27 11:03:21 +02:00
0a38f8ac3b
Initialize here default of MatlabOctavePath;
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implies using global options_ in place of local argument
2010-10-25 09:53:09 +02:00
fe8724d26c
Merge remote branch 'ratto/master'
2010-10-22 17:22:37 +02:00
5059c48460
solve_algo=7 (GMRES) is forbidden under Octave
2010-10-22 16:52:02 +02:00
39718c8645
- extends steady algorithms to solve_algo=5, 6, 7 and 8 for a block decomposed model without bytcode
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- solve_algo is reordered =
* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: bytecode own solver (use Gaussian elimination + sparse matrix)
* 6: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 7: GMRES
* 8: BiCGStab
2010-10-22 16:49:47 +02:00
f336a68ecc
Update tests for values of solve_algo and stack_solve_algo
2010-10-22 13:00:49 +02:00
a46969f9fb
Deleted buggy fclose instruction
2010-10-22 11:40:29 +02:00
d8121365dd
1) Renamed options according ti WiKi table;
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2) get rid of MasterName and DyMo;
3) more comments;
2010-10-22 11:27:26 +02:00
f915cbe92f
- Minor corrections in wrapper to compute the steady-state
2010-10-22 11:08:47 +02:00
1a09426706
- Correction of several bugs with Octave
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- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
2239d9f1cd
Fixed bug in diffuse filter
2010-10-21 15:43:30 +02:00
81823ad035
New oct-file for "ordschur": the diffuse filter now works under Octave
2010-10-21 15:43:13 +02:00
e8a193bbfb
Track #21 : Add partial information: Correcting bug stemming from the differences in QZ calculation under Octave and Matlab: modified PI_gensys to use C.Sims' Lapack zgges based qzcomplex() qz decomposition routine under Octave which gives nearly identical complex results to Matlab QZ (except for transpose of q matrix and few sign changes in the output matrices)
2010-10-20 11:50:06 +01:00
567c5bcb1f
Fixed bug in the initialization of the metropolis when mode_compute=6 was previously used (so that we have an optimal mh scale factor)
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and option load_mh_file is used. After the (stochastic) optimization, the optimal value of the scale parameter is saved in a mat file.
2010-10-18 14:39:48 +02:00
de490e9e4a
delete remnants of previous Bayesian irf computations
2010-10-15 11:36:26 +02:00
c15508eae0
1) better display of remote errors;
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2) fixed bug in sync of sequence of files sent to remote slaves;
2010-10-15 11:33:40 +02:00
6612a7f0bc
Trap introduced for windows was a bug for unix
2010-10-15 11:31:26 +02:00
6d2f9dc6d8
Added missing case in print_info
2010-10-14 12:03:36 +02:00
609293b398
dr1.m: move up error message for purely forward models, otherwise it is not displayed with k_order_perturbation
2010-10-14 11:36:13 +02:00
153f627dfe
Explicit error message for 2nd and 3rd order purely forward models
2010-10-13 18:52:13 +02:00
505ed643a1
Fix for computing 1st order irf of purely forward models
2010-10-13 18:52:07 +02:00
7a983a3105
sim1.m, bksup1.m: removed global variables, other minor cleanups
2010-10-13 18:51:56 +02:00
f30d6858e6
simk.m: minor cleanups
2010-10-13 18:40:21 +02:00
b4d11d399c
Resurrect simk.m for purely forward models
2010-10-13 18:38:09 +02:00
5f0dac24bf
Merge remote branch 'ferhat/master'
2010-10-12 11:40:39 +02:00
cc70913b7d
Properly close waitbar in serial computations.
2010-10-12 08:07:57 +02:00
f079411126
bug fix: precisely determine from which machine to get the output files
2010-10-11 20:17:03 +02:00
Marco Ratto
Sébastien Villemot
Stéphane Adjemian (Gpm)
Michel Juillard
Stéphane Adjemian (Scylla)
Houtan Bastani
Ferhat Mihoubi
Jacob Smith
Michel Juillard
George Perendia