6f55900bb9
preprocessor: always compute the Dynamic hessian when "identification" keyword is present
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3003 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 08:03:40 +00:00
97cb944831
preprocessor:
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* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process)
* Information about these variables is in structure M_.aux_vars
* Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 15:10:31 +00:00
081cdf3cb0
Cleaner comments of work in progress ...
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3001 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 13:28:47 +00:00
3ef53218b8
Impose always the same dimension for eigenvector matrix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3000 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 07:18:27 +00:00
3739a7a6d8
Fixed bugs with new morris options!
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2999 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 16:40:46 +00:00
430088cf42
Always initialize oo_.dr with dynare_resolve!
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2998 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 16:24:14 +00:00
106a48dd8a
Modified morris options to allows analytic derivatives a la Iskrev.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2997 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 14:56:51 +00:00
4cb2692e7d
-) Delete old files;
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-) commented work in progress
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2996 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 13:00:54 +00:00
869d054174
New version with
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-) more complete data saving on disk;
-) new output arguments;
-) new plots.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2995 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:11:47 +00:00
863dee7acd
Bug fix for the case of perfectly orthogonal pairs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2994 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:10:31 +00:00
163d893e2e
Bug fixed with useautocorr
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2993 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:09:57 +00:00
a0c021ef0c
Use correlations to compute linear combinations weakly identified.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2992 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:09:18 +00:00
643551ce22
preprocessor: symbol names that are also option names (alpha, beta, ...) are now case consistent
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2991 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 19:29:13 +00:00
18a5146082
preprocessor, StaticDllModel: removed useless method
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2990 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 13:31:00 +00:00
87e8cda64d
v4.1: corrected bug in shock_decomposition.m when lags on more than one period
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2989 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 12:55:44 +00:00
ab512a39eb
dynare++: reverting last commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2988 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 11:41:07 +00:00
b26a3a4d63
include matlab_versions_compatibility.h in dynare++ cblass.h
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2987 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-27 07:43:09 +00:00
bc83fbd808
* Allow the use of a *_steadystate.m file with options block and bytecode.
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* Added the possibility to use resid when the the options block *and* bytecode
are used.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2986 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-25 16:20:19 +00:00
033c321b58
restore the mshocks command
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2985 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-25 12:48:09 +00:00
6eba462caa
v4.1: fixing bug in 2nd order approximation when there are no variable appearing in the model at some intermediary lead or lag
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2984 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 20:06:28 +00:00
2645113760
stock parameters and small bug fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2983 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 17:25:31 +00:00
e9a017b3fb
new disp_pcorr option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2982 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 17:19:14 +00:00
290ea0d24e
Added iload option;
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A and B computed here
compute sensitivities
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2981 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 17:18:39 +00:00
b66a47c128
oo_, A and B are now inherited from main loop
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2980 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 17:13:58 +00:00
5d52ded375
Build system: minor fix for PDF files documenting Dynare++ src code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2979 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 16:40:14 +00:00
86f866a39e
Build system: update for MATLAB MEX files under MacOS X
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2978 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 16:23:29 +00:00
3f09d91873
minor bug fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2977 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 15:25:50 +00:00
531021acef
USe '/' for unix compatibility
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2976 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 15:25:19 +00:00
85ed3d346a
preprocessor: adding new options for Marlov Switching
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2975 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 13:13:57 +00:00
6a9485b4f0
Build system:
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* disable building of k-order pert DLL for the moment
* rollback on the -fPIC flags for Dynare++: we can't use the same binary objects for standalone dynare++ and k-order DLL
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2974 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:58:53 +00:00
1e4a7c2c71
* Cosmetic changes.
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* Bug fix (with octave-3.2.2) in McMCDiagnostics.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2973 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:48:28 +00:00
79125b8990
* Added files to exclude in .gitignore.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2972 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:48:25 +00:00
2755ab07fe
* Added .gitignore file (copy of git svn show-ignore).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2971 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:48:23 +00:00
897c5fb363
* Cosmetic change. Removed useless spaces in simul.m.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2970 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:48:19 +00:00
b8f5e80099
Matches new output list for
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missing_DiffuseKalmanSmoother3.m
and
DiffuseKalmanSmoother3.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2969 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:44:33 +00:00
edea5b303b
Build system: fixes for creation of the tarball
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2968 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 10:15:59 +00:00
a3f639aba5
Moved vec.m under matlab/missing/vec, and add it into the path only under MATLAB (vec exists under Octave)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2967 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 08:34:57 +00:00
89a71d5596
copyright notices added
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2966 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 08:24:32 +00:00
6786e989b3
vec operator utility
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2965 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 08:13:49 +00:00
d8cf192c77
Try/catch to avoid crashes linked to errors in diffuselikelihood that are not trapped by cost_flag
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2964 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 07:45:59 +00:00
df921ce829
New identification routines.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2963 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 07:34:21 +00:00
e916b1380f
Solves multiple generalized Sylvester equations where only d is changing.
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Useful to speed up analytic derivatives in identification analysis.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2962 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 07:32:48 +00:00
f7a390264c
k-order DLL: added files omitted in commit r2959
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2961 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-23 13:26:04 +00:00
89fe26d267
Added missing ignore properties in dynare++ tree
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2960 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-23 13:20:30 +00:00
02640c3e43
k-order perturbation DLL:
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* removed existing build system
* reorganized source: separated test files from the rest, removed obsolete test files
* incorporated the DLL and the standalone test executable to the new build system
* minor fixes to ensure compilation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2959 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-23 13:14:05 +00:00
45acc68b8b
Preprocessor: fix for static model with block+bytecode option and model local variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2958 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-23 12:31:00 +00:00
de61a65029
Build system: fixed typo affecting MacOS
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2957 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-23 07:52:26 +00:00
d5ab7b5748
Build system: added MEX for MATLAB options for MacOS
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2956 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-22 08:11:46 +00:00
598d60a0c2
Build system: added test for beamer
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2955 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-21 10:30:04 +00:00
254253e097
Build system: fix for FlexLexer.h
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2954 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-21 10:00:47 +00:00
sebastien
ratto
michel
stepan
ferhat