Commit Graph

131 Commits (943db6fb24d9e4b01f31d084696bb8aec9010ff4)

Author SHA1 Message Date
Houtan Bastani f5043e11b0 update reporting path 2015-10-16 15:37:39 +02:00
Stéphane Adjemian (Charybdis) 23ff65d15a Updated dynare_config routine (initialization of the dseries and dates classes). 2015-06-24 19:02:42 +02:00
Stéphane Adjemian (Hermes) ccd4e40b49 Merge branch 'master' into rewrite-nonlinear-filters
Conflicts:
	.gitmodules
	tests/particle/dsge_base2.mod
2015-05-27 12:18:33 +02:00
Stéphane Adjemian (Charybdis) 0e1dd779b9 Check that Dynare's routines are not overridden by other routines.
By default Dynare will temporarly change Matlab/Octave's path. Added an
option to force Dynare to keep the current path. Also check that the user
did not put dynare/matlab directory with all the subfolders in the path.

With this patch, we do not need to prefix Dynare routines with dyn_ or
dynare_ anymore.
2015-03-30 15:04:59 +02:00
Sébastien Villemot 80f512b90b ilu function has been implemented in Octave 4.0. 2015-03-18 16:03:41 +01:00
Houtan Bastani 1a3d8d0b26 Provisions for MATLAB 8.5 (R2015a) 2015-03-16 14:44:06 +01:00
Stéphane Adjemian (Charybdis) 73cdaa3091 Replaced get_prior_info routine by prior routine.
This new routine gives the possibility to obtain a description of the
prior from the command line.

>> prior table

will display a table with the prior mean, prior mode, prior std, prior
bounds and prior HPD interval.

>> prior plot

will plot the prior densities.

>> prior optimize

will trigger the maximization of the prior density and display the
results (often, because of BK conditions or other issues, Dynare is even
not able to get the prior mode).

>> prior moments

will display the moments of the endogenous variables at the prior mode.

>> prior simulate

will run a Monte-Carlo, by sampling from the prior and discarding vector
of parameters such that the steady state does not exist or the BK
conditions are not met, and return an estimate of the effective prior
mass.
2015-02-27 17:12:04 +01:00
Stéphane Adjemian (Charybdis) 0bb413e8fa Merge branch 'experimental-optimizers' 2015-02-24 20:44:39 +01:00
Houtan Bastani e19f03b420 replace reporting code with submodule. closes #811 2015-02-24 16:38:36 +01:00
Stéphane Adjemian (Charybdis) beb7826376 Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
Houtan Bastani ca83397d95 update copyright dates for files changed in 2015 2015-02-16 09:08:02 +01:00
Stéphane Adjemian (Charybdis) bcc68ff15c Updated dseries submodule and dynare_config().
Routines used for loading data are now located in the dseries submodule.
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis) df4ee4b983 Moved files related to perfect foresight models in a subfolder. 2015-02-12 15:30:26 +01:00
Stéphane Adjemian (Charybdis) 092455419b Merge branch 'master' into rewrite-nonlinear-filters
Conflicts:
	.gitmodules
	matlab/particle/online_auxiliary_filter.m
	matlab/particle/solve_model_for_online_filter.m
2014-12-12 16:22:06 +01:00
Stéphane Adjemian (Charybdis) 7764d07343 Updated date submodule. 2014-12-01 17:35:09 +01:00
Stéphane Adjemian (Charybdis) a3c139cb38 Updated dynare_config routine. 2014-11-28 18:35:19 +01:00
Stéphane Adjemian (Charybdis) 686289cd01 Updated dynare_config routine. 2014-11-28 18:26:42 +01:00
Stéphane Adjemian (Charybdis) 593adcd5e9 Updated dynare_config routine (new path for the dates class and related routines). 2014-11-27 23:19:53 +01:00
Stéphane Adjemian (Charybdis) a00f026f54 Removed matlab/@dates (class for dates) and matlab/utilities/dates folders. 2014-11-27 22:52:10 +01:00
Houtan Bastani 103788bb5b gsa: add corrcoef from octave forge nan package. closes #796 2014-11-24 17:28:38 +01:00
Stéphane Adjemian (Telemachus) 5699a4899c Removed local_state_space_iterations_2 routine from particles module. 2014-11-13 15:53:26 +01:00
Stéphane Adjemian (Telemachus) e143f8ef2e Replaced particle folder by a Git submodule (particles). Adapted path in dynare_config. 2014-11-12 17:55:18 +01:00
Stéphane Adjemian (Telemachus) 479189ef47 Updated path in dynare_config.
For m-unit-tests module.
2014-11-07 22:41:25 +01:00
Houtan Bastani f4f7a02fd7 Provisions for MATLAB 8.4 (R2014b) 2014-10-10 10:41:04 +02:00
Stéphane Adjemian (Charybdis) 6aee567382 Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
dates('initialization');
dseries('initialization');

create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Charybdis) 0206792c12 Save empty dates and dseries objects on disk (in dynareroot), to reduce the time needed to instantiate new objects. 2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla) 4dad18b222 Added new function from.
Allows the follwing syntax

FROM d1 TO d2 DO y(t)=f(y(t-1),e(t),e(t+1),e(t-1))

where d1 and d2 are @dates objects (d1<d2), y is a @dseries object
defined over d1-1:d2, and e is a @dseries object defined over
d1-1:d2+1.
2014-06-11 12:22:30 +02:00
Michel Juillard 653e275de3 updating dynare_config 2014-05-18 21:49:52 +02:00
Sébastien Villemot a459a3440b Provisions for MATLAB 8.3 (R2014a). 2014-03-18 14:59:08 +01:00
Houtan Bastani 24df481dc7 remove matlab2tikz requirement 2014-02-13 18:20:01 +01:00
Sébastien Villemot 5308da2cad Upgrade the minimum requirement to MATLAB 7.5 (R2007b). 2014-02-03 15:52:54 +01:00
Sébastien Villemot 66d48f5917 Compatibility fixes for Octave 3.8.
- no longer use OCTAVE_QUIT in MEX files; this seems now only possible in
  oct-files. (Ref #304)
- do not build linsolve.oct on Octave >= 3.8, it is available natively.
- do not add strjoin.m to the patch on Octave >= 3.8, it is available natively.
- default_save_options has been renamed save_default_options.
2014-01-03 11:05:39 +01:00
Stéphane Adjemian (Charybdis) ddd95361ba Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
Sébastien Villemot b3d835bd48 Provisions for MATLAB 8.2 (R2013b) 2013-09-25 16:00:07 +02:00
Stéphane Adjemian (Charybdis) 4052d4ccaf Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
Houtan Bastani d4891ba0b5 bug fix: matlab2tikz path 2013-06-25 12:27:44 +02:00
Sébastien Villemot fa4ad71185 Under Debian/Octave, matlab2tikz.m is already in the path, so don't add it twice 2013-06-24 12:23:46 +02:00
Houtan Bastani 0b50587f9c matlab2tikz: linux: add directory for package installation; os x and windows add dynare/contrib/matlab2tikz if it exists; (only on os x) if it doesn't add package installation dir 2013-06-24 12:07:11 +02:00
Houtan Bastani e786fa8627 the last 32bit release of matlab for osx was 7.11 (R2010b) 2013-04-18 11:12:33 +02:00
Houtan Bastani 1f9e6dea8d add strjoin to missing 2013-04-04 11:35:45 +02:00
Sébastien Villemot 3025a14ed9 Adapt for removal of luinc in MATLAB R2013a 2013-03-25 12:05:56 +01:00
Sébastien Villemot 3bbdbf8387 Provisions for MATLAB 8.1 (R2013a) 2013-03-21 18:26:04 +01:00
Houtan Bastani fe5f61db61 reporting (WIP) 2013-02-12 14:53:36 +01:00
Stéphane Adjemian (Charybdis) 7f10bccf4a Moved isweekly, ismonthly, isquaterly and isyearly routines from matlab/@dynSeries/private to matlab/utilities/dates. Adapted dynare_config conformably to these changes. 2012-12-03 16:15:36 +01:00
Sébastien Villemot 7de6be31e6 Upgrade the minimum requirement to MATLAB 7.3 (R2006b) 2012-09-18 11:54:40 +02:00
Sébastien Villemot c74b1d1bdc Provisions for MATLAB 8.0 (R2012b) 2012-09-14 11:10:47 +02:00
Sébastien Villemot c65ff9d988 Fix crash with MATLAB 7.1 and 7.2 under Windows
Closes: #277
2012-09-11 12:32:27 +02:00
Sébastien Villemot db62e3d7a0 issquare exists under Octave and returns the matrix dim if it is square 2012-08-06 18:26:16 +02:00
Sébastien Villemot 2e65a9ab96 Provide a better implementation of linsolve for Octave
Closes: #273
2012-08-06 18:26:16 +02:00
Michel Juillard d32e076b77 adding missing function linsolve for Octave (inefficient and minimal implementation
for current needs)
2012-07-22 22:18:32 +02:00