michel
21f989819e
v4: reduced state space for likelihood computation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@781 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-03 19:45:05 +00:00
michel
ac5a09a233
v4: cleanup unused function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@780 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-02 07:42:00 +00:00
adjemian
757a5f4af2
Added theoretical spectral density (in stoch_simul.m)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@778 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-24 16:46:32 +00:00
adjemian
b41e93a3c1
Plot the priors if and only if mode_compute>0
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@777 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:47:07 +00:00
adjemian
02a051047b
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@776 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:44:02 +00:00
adjemian
86c84dd919
missing ;
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@775 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:42:56 +00:00
michel
dcc7c7e1f0
3 v4: chnaged lyapunov_symm.m to work with 6.5 except with unit roots
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@740 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-08 14:51:06 +00:00
ratto
01754a4446
1) changed directory structure;
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2) added plots for prior/likelihood/posterior int he filtered samples
3) added plots of densities for conflicts
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@738 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:06:57 +00:00
ratto
fe5af81556
changed directory structure
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@737 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:04:36 +00:00
ratto
55ae0e7dc0
added dirname as input;
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changed title: d statistics is used and not prob.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@736 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:02:18 +00:00
ratto
c9d263a3a0
set figure visible before saving when nograph=1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@735 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:00:29 +00:00
ratto
fa8bf384a8
check for indeterminacy, instability;
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corrected bugs with storage of T matrix
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@734 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:59:30 +00:00
ratto
e3c3a878cc
stock parameter values, steady state values and log-posterior values for sensitivity analysis purposes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@733 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:57:37 +00:00
ratto
282204481d
1) mcfiles structure does not work when number of MH files is > 9;
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2) set figures visible before saving as .fig.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@732 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:55:49 +00:00
ratto
90c2ca6e62
Allow to retrieve logposterior values for MH runs,
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not only parameter values.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@731 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:52:43 +00:00
ratto
72ea3ac220
1) stock parameters for sensitivity analysis purposes;
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2) corrected bugs in saving figures
(fignumber in figure names; and check for subplotnum>0)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@730 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:49:44 +00:00
michel
f873b4e28f
v4 irf.m: corrected bug for 2nd order approximation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@729 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 20:15:58 +00:00
michel
e10e3c7517
v4 PosteriorIRF.m: changed ifil into NumberOfIRFfiles
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@728 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 17:23:51 +00:00
michel
c3af16b444
v4 dynare_estimation.m: changed default of options_.irf to 40
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@727 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 17:06:24 +00:00
michel
4f032c79ff
v4 parser.src: added mshocks (untested)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@726 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:42:50 +00:00
michel
7d0b4fa90e
v4 set_shocks.m: added M_.maximum_lag to the periods index
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@725 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:40:35 +00:00
michel
eca3df3338
v4 parser.src: made rplottype an option
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@724 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:29:41 +00:00
michel
2ae6df4b22
v4 parser.src: updated svn:ignore property
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@723 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 13:40:32 +00:00
michel
4e180bd3a1
v4 parser.src: added deterministic shocks
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@722 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 13:38:12 +00:00
michel
475372a52f
v4 irf.m, simult_.m: corrected problems with lags > 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@721 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 09:43:21 +00:00
michel
c85730c108
v4: ported changes for computing variance in unit root models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@720 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-20 09:08:25 +00:00
michel
161753429a
v4: added global_initialization.m and changed parser accordingly
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@718 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-20 08:53:28 +00:00
ratto
24670522c8
added outputdirectory; ishock debugged
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@716 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 13:03:46 +00:00
ratto
dc6e40df99
eliminated marginals; output directory added; ischock debugged
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@715 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 13:02:46 +00:00
ratto
6db1db53c5
print pdf and eps; ishock debugged
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@714 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 13:01:52 +00:00
ratto
76fd18af8b
output directory
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@713 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 12:59:09 +00:00
ratto
ca3d913db7
in MCF analysis, separated marginal and cumulative (Smirnov) plots.
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This is the marginal function
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@712 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-12 10:02:34 +00:00
ratto
378523f736
bug fixed for lptau with np>30
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@711 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-11 15:33:16 +00:00
ratto
2500f71f2d
posterior option in SA
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@710 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-11 15:32:22 +00:00
ratto
3476711051
posterior option in SA
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@709 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-11 15:31:45 +00:00
ratto
91fa502406
corrected bug in load prev. file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@703 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-03 14:36:24 +00:00
michel
91f8b693fc
v4 parser: set up # statements
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@702 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-03 08:33:57 +00:00
michel
bb10c1d82e
v4 parser: added SymbolType eLocalParameter
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@701 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-31 14:24:29 +00:00
michel
d5b79d36ee
v4 parser: corrected bug in coments
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@700 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-30 19:47:00 +00:00
michel
403ee85836
v4 metropolis.m: corrected bug on MhDirectoryName
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@699 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-30 19:29:20 +00:00
michel
13ab8e03c5
v4 dynare_solve.m: corrected bug in one of the calls to solve1()
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@698 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-29 11:33:20 +00:00
ratto
d503506333
changed file names to more clear meaning; changed unstable to non-acceptable notation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@697 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 16:29:46 +00:00
ratto
3f0657bf0d
added sensitivity of the fit
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@696 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 16:27:56 +00:00
ratto
e2728b9447
added prior option to save for glue; changed names of files: _stab to _prior.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@695 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 16:27:29 +00:00
ratto
5aaf0df595
Added quick and dirty engine for smoother and filter using prior samples.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@694 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 16:26:11 +00:00
michel
52590d6a65
v4 dynare.m: looking automatically for .dyn and .mod files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@693 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 12:47:38 +00:00
ratto
4da4c9933c
metropolis_draw already initialised in dynare_estimation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@692 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 13:26:18 +00:00
ratto
7ccc5b41b4
added option for lptau;
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load correct mode file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@691 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 13:16:36 +00:00
ratto
3b0f302e9c
added
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@690 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 13:14:47 +00:00
ratto
682ff004d9
corrected bug with options_filtered_step_ahead
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@689 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-23 13:10:32 +00:00