50137ebfb3
documentation update.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1318 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-16 08:59:31 +00:00
0fa73bb1f3
Set the parameters to the posterior mean after a metropolis.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1317 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-16 08:52:53 +00:00
b566d29bd7
beta version of UG for web
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1316 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-13 15:19:43 +00:00
1af967a313
UG: new pdf
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1315 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-13 07:28:55 +00:00
5d9c00ccf4
Correction of bugs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1314 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-11 19:56:31 +00:00
de75d3a682
v4: put back dynare_m.exe: users expect it
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1313 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-11 18:39:43 +00:00
2aef3f5e9d
v4: resurrecting ramsey_dynamic.m and ramsey_static.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1312 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-10 16:00:47 +00:00
188a128446
v4 dynare_MC.m: options_.filter_step_ahead is now empty by default
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1311 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-09 07:49:55 +00:00
51d6ff2d85
v4 dynare_MC.m: options_.filter_step_ahead is now empty by default
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1310 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-09 07:45:38 +00:00
85ea921bc1
v4: changed initialization for steady state solver tolerances
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1309 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-08 16:35:05 +00:00
fc69acc2ec
v4: removing dynare_m.exe from the archive
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1308 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-08 16:27:06 +00:00
5167246461
v4 state_space.m: tried to protect the code against the fact that in some version of Matlab the union of 2 scalars is a column vector and in others a row vector ....
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1307 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-08 12:37:39 +00:00
38c173f3be
v4 parser: touched Makefile to test SVN messages
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1306 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-07 12:38:25 +00:00
564cf13c2d
options_.mh_recover was not declared (default value is 0)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1305 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 12:45:37 +00:00
1a0e8b5114
v4 : removed ramsey_dynamic.m and ramsey_static.m that shouldn't be there
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1304 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 12:39:36 +00:00
eec90d413f
Correction of a bug related to option mh_recover
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1303 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 10:41:44 +00:00
95a3c08799
v4 parser: cosmetic changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1302 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 10:17:27 +00:00
6eec6211fe
v4 parser: fixed several problems with USE_DLL option:
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* in the .m file, corrected "if exist" and "mex" lines
* in the .c files, fixed problem with model local variables
* reverted Fehrat's change: power operator in C is pow(), not pow1()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1301 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 09:58:45 +00:00
34004449df
Error messages during compilation corrected
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1300 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 08:35:22 +00:00
1a4ca385a3
Dynare saves only the (posterior) IRFs associated to endogenous variables declared in options_.varlist (the default is the subset of observed variables). This allows to run bayesian_irf with (very) big models.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1299 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-04 14:26:49 +00:00
77d6a24cf7
Adding Markowitz criteria in the linear solver (new option in simul: "Markowitz=val" - with val a strictly positive real)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1298 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-03 22:35:30 +00:00
500727c0cb
v4 PosteriorIRF.M: matched function name with filename
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1297 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-03 08:59:27 +00:00
53db8e44e4
userguide: modifications
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1296 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-02 17:08:30 +00:00
e8ac70487f
userguide: removing mistaken files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1295 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-02 10:29:50 +00:00
9edf217598
userguide: adding modifications
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1294 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-02 10:18:07 +00:00
2101ecf15f
userguide: adding new images
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1293 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-02 10:16:06 +00:00
9af2e461c3
New release of deterministic simulation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1292 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-01 11:43:49 +00:00
56da813fec
v4 dynare.m: make it foolproof for directory names with spaces
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1291 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-25 19:18:14 +00:00
708f2b992b
v4 dynare_estimation.m: parameters must be set before computing the steady state
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1290 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 09:21:15 +00:00
117b9d3bf9
userguide: added models directory for examples
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1289 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 08:34:56 +00:00
fae587c119
userguide: added modifications of version 2
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1288 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 08:29:31 +00:00
0826fe1b72
bug correction: an underscore was missing.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1287 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 06:55:40 +00:00
fc4e25adec
M_ is saved with oo_ in _results.mat
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1286 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:58:55 +00:00
e1385d2cd5
More efficient code using recursive approach to compute the mean and covariance matrix.
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The posterior mode, obtained from the metropolis-hastings, and the inverse of the estimated covariance matrix are saved in <NAME_OF_THE_MOD_FILE>_mh_mode.mat.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1285 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:54:39 +00:00
243484b387
offset is updated after each call.
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Documentation of the function.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1284 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:50:20 +00:00
6e4e16a378
v4 ReshapeMatFiles.m: fixed bug introduced in r1103 when there is only one stored file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1276 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-14 08:56:39 +00:00
8fb8b0ff99
v4 parser:
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* added pre-computing of numerical constants (i.e. 1+1 is replaced by 2)
* removed appending of ".0" for integer constants
* refactoring of NumericalConstants
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1255 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-08 19:16:35 +00:00
3f6a51bfd4
v4 parser: fixed problem with C code compilation (+ beautification of the code)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1254 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-30 14:49:08 +00:00
9f33835d6a
v4 parser:
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* implemented handling of mod file local variables (eModFileLocalVariable)
* renamed "local parameters" to model local variables (eModelLocalVariables)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1253 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-30 12:09:05 +00:00
5ad7e3b4a1
xparam1 as a column vector for posterior mean.
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This eliminates error in loading _mean file.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1252 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-30 07:14:34 +00:00
8ee3650ac3
v3+4 parser: reverted wrong correction to histval a few months ago
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1251 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-16 15:59:29 +00:00
a57ca32ce8
Enabled PosteriorSmoother.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1250 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-16 15:47:28 +00:00
e7a65da202
DsgeSmoother() returns the state equation + documentation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1249 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 14:21:11 +00:00
cec9b756dc
Do not print the steady state flag!
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1248 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:58:18 +00:00
be4be64408
Prior densities are also saved in oo_ (new field).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1247 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:54:35 +00:00
1c2d99c935
typo correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1246 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:52:50 +00:00
431a1d258a
Unit root variables have to be declared before any call to steady_ (steady).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1245 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:49:13 +00:00
5115f8430d
v4 resol.m: correcting bug with linear models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1244 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-14 16:50:31 +00:00
4271844ffe
v4 parser: M_.params initialized with Nan rather than zeros
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1243 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-14 16:49:41 +00:00
bc703117ac
sensitivity toolbox: interpreter none for legends in rmse analysis;
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bug when post mean not available
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1242 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 13:26:40 +00:00
adjemian
tommaso
michel
sebastien
ferhat
ratto