Commit Graph

6917 Commits (8dcb36b9e2dd925b1142f1b24b89e0f178e767fc)

Author SHA1 Message Date
ratto f19b66c4b2 Parsimonious initialisation of matrices used only in diffuse steps.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1108 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:44:03 +00:00
ratto 2141998a93 Initialised aK
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1107 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:38:57 +00:00
ratto c37932d6f8 Shifted order of loops for nblock and files, to easily allow cumulated mean plots.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1106 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:24:29 +00:00
ratto c9f297ba7f Limit number of iterations to 1200.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1105 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:10:44 +00:00
ratto 11da7c6eb2 Needs persistent p1 and p2;
global estim_params abd bayestopt_.
Debugged generalised beta prior.
index (i) missing somewhere


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1104 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:07:57 +00:00
ratto b3bcbf79dc Don't sort MC samples and let Reshape know which type of sample (prior, metropolis, GSA).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1103 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 13:53:53 +00:00
ratto 3ff4c65f6a Added GSA options; ReshapeMatFiles needs to know if it is prior, metropolis, GSA.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1102 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 13:48:23 +00:00
michel 2a63a0f0e8 v4 parser.src: Makefile for cross compilation on Linux with
CROSS_WIN32=yes
	       Uses i586-mingw32msvc-g++


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1100 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 20:12:55 +00:00
michel d9e6129dc6 v4 parser.src: Makefile for cross compilaton
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1099 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 20:09:29 +00:00
michel f2b1f68e75 v4: prior_analysis, again
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1098 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 17:55:02 +00:00
michel de7e3fdfac test
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1097 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 09:18:23 +00:00
michel a955e818b1 test
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1096 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 09:06:16 +00:00
michel f5d35c9737 v4: new set of graphs in forecast with prior uncertainty
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1095 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 08:54:17 +00:00
sebastien 9ff865e84b v4 parser NumericalConstants.{cc,hh}: optimization to avoid multiple IDs for the same constant
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1094 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-23 19:10:41 +00:00
sebastien 56f54de49a v4 parser: removed Objects class; fixed memory leaks associated to parsing
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1093 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-22 19:01:40 +00:00
michel 7375a2c071 test
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1092 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-22 12:54:16 +00:00
rattoma 554c3c09ed re-organisation of folders to package separately GSA tools
git-svn-id: file:///home/sebastien/dynare/gsa_dyn@5 f1850c17-3b45-254b-b221-fcb05880fee1
2006-11-22 08:20:49 +00:00
rattoma 5fdf16bdcc added missing function
git-svn-id: file:///home/sebastien/dynare/gsa_dyn@4 f1850c17-3b45-254b-b221-fcb05880fee1
2006-11-21 17:02:40 +00:00
rattoma 48d3edaf0b added missing functions
git-svn-id: file:///home/sebastien/dynare/gsa_dyn@3 f1850c17-3b45-254b-b221-fcb05880fee1
2006-11-21 17:01:06 +00:00
rattoma 0ea491e678 changes around identification GSA
git-svn-id: file:///home/sebastien/dynare/gsa_dyn@2 f1850c17-3b45-254b-b221-fcb05880fee1
2006-11-21 16:48:51 +00:00
rattoma 14f6ba694a added routines developed at JRC for dynare
git-svn-id: file:///home/sebastien/dynare/gsa_dyn@1 f1850c17-3b45-254b-b221-fcb05880fee1
2006-11-21 16:46:08 +00:00
adjemian 5b2053c347 improvements to the stochastic posterior mode optimization routine (mode_compute = 6)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1091 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-21 12:52:32 +00:00
sebastien b36a248d85 v4 parser: merged Makefiles for Linux and Windows; switched to level 3 optimization (-O3)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1086 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-20 15:04:51 +00:00
michel ce3a9a76ae v4: bug around options_.replic
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1085 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-18 07:37:22 +00:00
sebastien 6d18a704b0 v4 parser: removed ylmm, replaced by Bison C++ support
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1084 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-17 17:48:11 +00:00
adjemian 1e1c111f1f bug correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1083 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-17 16:27:33 +00:00
adjemian 86e196c515 new function to select a subset of deep parameters.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1082 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-17 13:07:57 +00:00
adjemian ce51ccc7b3 new : get_posterior_parameters.m (translated from version 3)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1081 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-17 12:46:26 +00:00
michel 7dd651f513 v4 osr.m: use stoch_simul for output
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1080 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-16 20:20:45 +00:00
sebastien d26b0a49b1 v4 parser: removed factorial, because its logic is not implemented
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1079 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-15 22:48:32 +00:00
sebastien 9edb14ae04 v4 parser DataTree.hh: fixed bug (wrong operators used at several places)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1078 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-15 22:44:37 +00:00
sebastien 05d0931fdd v4 parser: removed LN token, replaced by LOG
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1077 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-15 22:37:51 +00:00
michel 2c5668e9bc v4 dynare_estimation: remaining bug with options_.forecast
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1076 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-15 15:23:19 +00:00
sebastien 211a839339 v4 parser: fixed minor doxygen issues
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1075 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-15 12:05:16 +00:00
sebastien f551a446b5 v4 parser: removed unused eLoopIndex type
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1074 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-15 11:40:27 +00:00
ratto c2a568cb22 Updates and management of memory.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1073 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-15 08:21:34 +00:00
michel 501814b441 v4: adding prior_analysis. Only forecasts for the time being
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1072 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-14 20:57:32 +00:00
michel f34a6fa016 v4: removed forecast option group
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1071 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-14 20:26:38 +00:00
michel 36e122bbdd v4: synch dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1068 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-12 17:37:24 +00:00
michel 0d6355b95b v4 parser: allowing for unused exogenous variables
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1067 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-12 17:35:53 +00:00
michel 4233d25da3 v4: added Chris Sims solver solve_algo=3
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1066 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-12 16:02:29 +00:00
michel 2de08e1599 v4: resync dynare_m.exe with parser
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
michel 09ec39757f v4 parser.src: suppressed removal on unused symbols in a model
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1064 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-12 15:57:48 +00:00
michel da545a2e34 v4 parser: corrected error message
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1063 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-12 15:50:57 +00:00
sebastien 105b544101 v4 parser: added flags for valgrind in Makefile.linux
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1062 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-11 16:53:27 +00:00
michel 97c4ec9643 v4: making options_ group for forecasting
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
sebastien 39884c2d48 v4 parser: removed call to mModelTree.size() (very inefficient since mModelTree is a list)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1060 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-10 23:07:13 +00:00
sebastien f5f295ba7b v4 parser: new algorithm for detection of null derivatives
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1059 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-10 23:04:22 +00:00
sebastien 8f48a7fed1 v4 parser: use lexicographic order of MToken(s) in DataTree::mIndexOfTokens
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1056 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-09 23:32:12 +00:00
sebastien 4930f0669b v4 parser ModelTypes.hh: removed unused stuff
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1055 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-09 23:24:58 +00:00