dfbd10a524
added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations.
2010-12-08 13:02:59 +01:00
ea86e8cefc
adding function evaluate_smoother that calls DsgeSmoother with a given type of parameter set
2010-12-08 13:02:59 +01:00
9b166fdb08
NaN parameters warning: remove \n, it is not interpreted in a warning context (at least under Octave)
2010-12-08 11:32:45 +01:00
03fac30723
remove get_innovation_contemporaneous_impact.m that isn't called by the preprocessor or by any other function
2010-12-07 13:43:17 +01:00
3af62c4ac9
Fixed bug in resid.m (order matters in "or" statement, because of short-circuit: "ind" is not defined if "istag" is false)
2010-12-06 18:24:08 +01:00
0d1fd700c7
Posterior distribution of conditional variance decomposition: storing the steps chosen by the user in a separate field.
2010-12-05 10:47:31 +01:00
53d391785d
corrected bug in get_name_of_the_last_mh_file.m
2010-12-01 09:57:08 +01:00
d4a908dda1
Removed useless input argument.
2010-11-30 10:02:37 +01:00
116bf69fbf
Seed: fix bug under Octave and MATLAB < 7.7
2010-11-29 11:23:59 +01:00
1fc8bbd6d3
bugs correction in computation of posterior moments for
...
-conditional variance decomposition
-hpdsup
-moments with no variance in their posterior distribution
modification of computation of conditional variance decomposition
2010-11-28 11:03:40 +01:00
73fb71b9c8
Removed references to options_.simul_seed.
2010-11-27 00:19:22 +01:00
04469ddce1
- Add variable input arguments
...
- Correct the error condition in A_times_B_kronecker_C
2010-11-26 17:46:02 +01:00
db54c2d76e
Added a routine for setting the random number generator and the seed, independantly of the version of matlab. Removed the calls to rand('state',x) in simult.m and added a test file. Still need to adapt the routines related to mcmc and swz.
2010-11-26 17:16:12 +01:00
618f72bc91
resid displays the name of the equations if they are specified in equations tags.
2010-11-25 17:31:11 +01:00
ffaec7ba89
- First elements needed for stochastic simulation of a block decomposed model
2010-11-25 16:11:27 +01:00
61a251535f
Correction of bugs in check command with block decomposition and
...
Add the missing dr_block m-file
2010-11-25 16:10:46 +01:00
b356c5e58e
add_auxiliary_variables_to_steadystate is compatible with bytecode option
...
+ minor corrections in steady_.m
2010-11-25 16:00:54 +01:00
1626b0aa76
Added specialized code for purely forward models.
2010-11-25 14:32:33 +01:00
1eccfb311a
Remove obsolete files
2010-11-25 13:10:10 +01:00
6c22d398e6
Perfect foresight simulation: clean up handling of warnings
2010-11-24 19:01:46 +01:00
9d4385da5d
Put back M_.maximum_lag.
2010-11-19 16:30:55 +01:00
ccf778e63a
Efficiency improvements in first order stochastic simulations (Simulate data in deviation to the steady state and then,
...
after the loop, add the steady state using bsxfun routine, which is parallelized in recent version of matlab). Removed
use of M_.maximum_lag.
2010-11-18 14:55:07 +01:00
e614227c3f
Added warning message when some of the deep parameters are not initialized.
2010-11-17 17:09:39 +01:00
d60c32e6a2
Fixed bug in dealing with _steadystate functions that modify deep parameters. See trac ticket #103 .
2010-11-15 14:35:21 +01:00
5c709e4733
Changed set_dynare_threads.m. The number of threads in parallelized mex files to be used if dynare is built with the openmp flag
...
(--with-openmp) is not passed by an environment variable anymore. The function set_dynare_threads changes the default value of the
number of threads (default is 1) in the options_.threads structure. Changed calls to sparse_hessian_times_B_kronecker_C and
A_times_B_kronecker_C dlls accordingly.
2010-11-15 13:06:39 +01:00
37f14e9bc9
Removed unused routines for (diffuse) kalman filter evaluations.
2010-11-12 17:20:02 +01:00
31b734e9b3
Do not print residuals of the static equations for the equations of the auxiliary variables.
2010-11-04 14:19:28 +01:00
88dc361ba1
unix info added
2010-10-29 12:30:41 +02:00
5763721a71
almost complete version of testing routine
2010-10-29 12:28:44 +02:00
23ba760c3b
Implement solve_algo=0 for Octave ( closes #144 )
2010-10-28 12:07:50 +02:00
67c28ea5f3
PosteriorIRF: added missing ".mat" extension (necessary for Octave)
2010-10-28 10:39:53 +02:00
0730213059
Fix end of line convention and copyright years
2010-10-27 18:35:42 +02:00
1aceb504fd
Check command is now compatible with block and bytecode options
2010-10-27 15:34:48 +02:00
9cebf270e5
- correction of informations displayed in Solve_one_boundary
2010-10-27 15:30:00 +02:00
58a8988ef3
Moved another parallel routine previously left out.
2010-10-27 11:27:10 +02:00
b5ebff4ff4
bug fix for parallel execution
2010-10-27 11:24:23 +02:00
7ef63899b1
add paralle_info input to Analize;
...
fix spelling of function names
2010-10-27 11:05:39 +02:00
5915f8a059
Fixed misspelled routines!
2010-10-27 11:03:21 +02:00
0a38f8ac3b
Initialize here default of MatlabOctavePath;
...
implies using global options_ in place of local argument
2010-10-25 09:53:09 +02:00
fe8724d26c
Merge remote branch 'ratto/master'
2010-10-22 17:22:37 +02:00
5059c48460
solve_algo=7 (GMRES) is forbidden under Octave
2010-10-22 16:52:02 +02:00
39718c8645
- extends steady algorithms to solve_algo=5, 6, 7 and 8 for a block decomposed model without bytcode
...
- solve_algo is reordered =
* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: bytecode own solver (use Gaussian elimination + sparse matrix)
* 6: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 7: GMRES
* 8: BiCGStab
2010-10-22 16:49:47 +02:00
f336a68ecc
Update tests for values of solve_algo and stack_solve_algo
2010-10-22 13:00:49 +02:00
a46969f9fb
Deleted buggy fclose instruction
2010-10-22 11:40:29 +02:00
d8121365dd
1) Renamed options according ti WiKi table;
...
2) get rid of MasterName and DyMo;
3) more comments;
2010-10-22 11:27:26 +02:00
f915cbe92f
- Minor corrections in wrapper to compute the steady-state
2010-10-22 11:08:47 +02:00
1a09426706
- Correction of several bugs with Octave
...
- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
2239d9f1cd
Fixed bug in diffuse filter
2010-10-21 15:43:30 +02:00
81823ad035
New oct-file for "ordschur": the diffuse filter now works under Octave
2010-10-21 15:43:13 +02:00
e8a193bbfb
Track #21 : Add partial information: Correcting bug stemming from the differences in QZ calculation under Octave and Matlab: modified PI_gensys to use C.Sims' Lapack zgges based qzcomplex() qz decomposition routine under Octave which gives nearly identical complex results to Matlab QZ (except for transpose of q matrix and few sign changes in the output matrices)
2010-10-20 11:50:06 +01:00
567c5bcb1f
Fixed bug in the initialization of the metropolis when mode_compute=6 was previously used (so that we have an optimal mh scale factor)
...
and option load_mh_file is used. After the (stochastic) optimization, the optimal value of the scale parameter is saved in a mat file.
2010-10-18 14:39:48 +02:00
de490e9e4a
delete remnants of previous Bayesian irf computations
2010-10-15 11:36:26 +02:00
c15508eae0
1) better display of remote errors;
...
2) fixed bug in sync of sequence of files sent to remote slaves;
2010-10-15 11:33:40 +02:00
6612a7f0bc
Trap introduced for windows was a bug for unix
2010-10-15 11:31:26 +02:00
6d2f9dc6d8
Added missing case in print_info
2010-10-14 12:03:36 +02:00
609293b398
dr1.m: move up error message for purely forward models, otherwise it is not displayed with k_order_perturbation
2010-10-14 11:36:13 +02:00
153f627dfe
Explicit error message for 2nd and 3rd order purely forward models
2010-10-13 18:52:13 +02:00
505ed643a1
Fix for computing 1st order irf of purely forward models
2010-10-13 18:52:07 +02:00
7a983a3105
sim1.m, bksup1.m: removed global variables, other minor cleanups
2010-10-13 18:51:56 +02:00
f30d6858e6
simk.m: minor cleanups
2010-10-13 18:40:21 +02:00
b4d11d399c
Resurrect simk.m for purely forward models
2010-10-13 18:38:09 +02:00
5f0dac24bf
Merge remote branch 'ferhat/master'
2010-10-12 11:40:39 +02:00
cc70913b7d
Properly close waitbar in serial computations.
2010-10-12 08:07:57 +02:00
f079411126
bug fix: precisely determine from which machine to get the output files
2010-10-11 20:17:03 +02:00
6a1826aa53
1) fixed bug introduced moving folders (parallel routines no longer on path!);
...
2) fixed bug with logic of islocal;
3) better cleanup of remnants;
4) fixed bug with sending and DELETING P*End.txt files;
2010-10-11 19:40:42 +02:00
badda23160
fixed bug when one slave is local and others are remote
2010-10-11 19:37:43 +02:00
8f36437662
- Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11 ). The new values for solve_algo are:
...
* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 6: GMRES
* 7: BiCGStab
* 8: bytecode own solver (use Gaussian elimination + sparse matrix)
- Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
2010-10-11 19:21:32 +02:00
75dd6f0d7b
Merge remote branch 'ratto/master'
2010-10-11 17:24:07 +02:00
a5b8819518
Partial information: added missing copyright notice
2010-10-11 17:16:52 +02:00
9abc57a195
added missing utility for identification
2010-10-11 17:14:49 +02:00
44b268ec67
Moved qzdiv.m and qzswitch.m to top-level (they are now used by both partial information code and mjdgges.m)
2010-10-11 17:14:33 +02:00
cf9f901ef8
Partial information: moved disclyap_fast to the partial_information subdir
2010-10-11 17:11:05 +02:00
8849dd2bc9
Partial info/Octave compatibility fix: ismember() does not work with char arrays under Octave
2010-10-11 16:48:16 +02:00
d6c035aaea
Partial info/Octave compatibility fix: operator "|" never short-circuit, use "||" instead
2010-10-11 16:47:36 +02:00
a3b30e885a
Move parallel routines to parallel folder
2010-10-11 15:15:40 +02:00
02a65d5bbd
Forecast: minor cleanup
2010-10-11 12:58:38 +02:00
2ebebd1d28
No longer crash when all variables selected with "stoch_simul" are
...
non-stationary
2010-10-11 12:58:38 +02:00
9d67555fc1
Fix bug in the output of stoch_simul: in the presence of non-stationary variables, and when selecting only a subset of variables for the output, the "NaN"s in the "mean" column where wrongly placed
2010-10-11 12:58:38 +02:00
eb8d0b29aa
bug fix the ls does not find the target file or folder
2010-10-11 12:33:08 +02:00
2ceca63b13
cosmetics
2010-10-08 19:45:16 +02:00
a886881fb4
bug fix for serial computation
2010-10-08 19:44:44 +02:00
9090a8f76b
Reverted adaptivity for plotting in parallel or not.
2010-10-08 19:44:10 +02:00
1a7fcd8066
Fixed bug with number of remote machines > 1
2010-10-08 19:12:55 +02:00
5c92543036
When remotes crash, loop for all slaves before stopping
2010-10-08 17:54:31 +02:00
50cdcfb037
Check that file exists before copying it
2010-10-08 17:53:31 +02:00
25230060e5
Cosmetic changes plus small bug fixes.
2010-10-08 16:19:03 +02:00
e846c5cda7
New parallel dynare:
...
1) safe management of remote folder;
2) shh scp (and windows equivalent) commands are concentrated in the master;
3) management of remote crashes;
4) begin building option to interrupt remote processes;
5) better parallel waitbar: pops up only at STARTUP (can be minimized subsequently); adaptive dimension;
2010-10-08 16:15:50 +02:00
f587e0f1d2
Added new parallel utilities in parallel subfolder;
...
Add parallel to dynare path;
2010-10-08 16:10:59 +02:00
c19df582e0
external_function: modified to pass functions as string names as opposed to function handles to reduce number of calls to mexCallMatlab when use_dll option is invoked
2010-10-07 16:49:36 +02:00
32bf5e9a0e
Diffuse smoother: bug correction when singularity occurs
2010-10-04 21:59:22 +02:00
4ad491b0a8
Partial Information: a minor makeup change to PCL_resol.m
2010-10-04 13:58:26 +01:00
1b2fbc895d
small bug fix (isunx in place of isunix)
2010-09-29 16:35:39 +02:00
1fc3d503ee
improved identification checks, using svd in place of eig.
2010-09-29 16:18:57 +02:00
70400e5e84
Modifications following meetings in Paris (not yet completed 100%):
...
1) new default option for prior_mc = 1;
2) new option: advanced (default=0). If advanced=0, simple messages and plots; advanced=1 shows all details about weak identification diagnostics;
3) new option: periods (default=300). Length of stochastic simulations to generate simulated moments for 'GMM type' analysis of strength of identification;
4) new option: replic (default = 100). Number of replicated simulated moments for 'GMM type' analysis of strength of identification;
5) new feature: allow local identification analysis WITHOUT defining priors, using parameter values as defined in the .mod file definition.
6) simplified graphical and tabular output.
2010-09-29 16:12:48 +02:00
0a637be94c
Display changes in line with meetings in Paris (not yet 100% completed):
...
- simplified;
- first rank deficiency;
- why rank deficiency;
- some info about weak identification (not completed);
2010-09-29 16:04:57 +02:00
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
47ca9b628d
replace deprecated Matlab function isstr with ischar
2010-09-27 16:05:52 +02:00
34b28b8043
replace deprecated Matlab function setstr with char
2010-09-27 16:05:52 +02:00
1a27ed9f38
OpenMP support:
...
- removed build_matlab_multithread.m and isopenmp MEX file
- introduced a new option "--enable-openmp" in configure script
- when openmp support is compiled in, the default is still one thread; the user can set the number of threads with "set_dynare_threads(n)"
- closes #68
2010-09-27 15:56:19 +02:00
ae14d0fc9e
replaced display() by disp() as display() is buggy in Octave
2010-09-25 14:45:28 +02:00
ad89d0f15d
Forecast with deterministic exogenous: removed duplicate forecast graph ( closes #103 )
2010-09-24 18:32:53 +02:00
df1b1e4ed0
- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137
2010-09-24 12:52:58 +02:00
45ebd1b3fb
Compatibility fix for Octave. In dr1, line 384, if w1 is a scalar, condest(w1) raises an error in octave. It is equal to 1 in matlab.
2010-09-23 11:33:54 +02:00
92cb073f3a
dynare_simul_: remove instances of mexErrMsgTxt
2010-09-23 10:45:35 +02:00
982b4d0491
gensylv: remove instances of mexErrMsgTxt
2010-09-23 10:45:27 +02:00
e57056ad14
sparse_hessian_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:18 +02:00
ca24c92ed7
A_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:08 +02:00
7b0d6da920
mjdgges: remove instances of mexErrMsgTxt
2010-09-23 10:44:59 +02:00
2c38a1913c
change element-wise OR (|) to short-circuit OR (||)
2010-09-23 10:44:48 +02:00
e32c8b1b76
k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt
2010-09-23 10:44:39 +02:00
1b05a5f276
SWZ: remove instances of mexErrMsgTxt
2010-09-23 10:43:58 +02:00
6631f2d1d0
Macro used to clean up after encountering an error in a mex file (previously handled by mexErrMsgTxt) and helper m file
2010-09-23 10:43:16 +02:00
750f92ace1
Cleanups related to the removal of leads and lags in deterministic model
...
(introduced in 60f7678669
2010-09-21 13:35:55 +02:00
25b3c84b40
RESID command is compatible now with block option and without bytecode option (closes ticket #45 )
2010-09-17 16:54:43 +02:00
c7eff4ba60
- Adding the relaxation method for block and/or bytecode options
...
- Changing the the stack_solve_algo option :
Previous version New version
1 : Sparse LU 0 : Sparse LU
2 : GMRES 1 : Relaxation
3 : BiCGStab 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver 4 : Sparse LU & Optimal Path
5 : bytecode own solver
2010-09-17 12:18:25 +02:00
0a3c8a4b0c
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
...
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
f268513ffb
correction of model_info's printouts
2010-09-17 12:13:39 +02:00
70fb16b8da
independent Metropolis: factorizing computation of covariance of proposal
2010-09-15 09:07:52 +02:00
243006b2d7
metropolis: factorizing computation of covariance of proposal
2010-09-15 08:59:51 +02:00
f6aace084b
corrected bug in the sequence of tasks in dynare_esitmation_1 introduced in 29f9bb9
2010-09-13 21:35:08 +02:00
41ff70e08c
Bugfix: when displaying decision rules, no longer crash if an EXPECTATION operator (in the past) appears as a state variable. Instead, display a (relatively uninformative) line.
2010-09-13 16:08:32 +02:00
c47b177577
Provisions for MATLAB R2010b (7.11)
2010-09-10 13:08:32 +02:00
49daa411f4
dynare_config.m: added path for SWZ
2010-09-08 21:08:20 +02:00
d1f548e7c5
Parallel: fix quoting issues on Unix
2010-09-07 11:38:50 +02:00
34fda83963
Parallel: the addpath for DYNARE path is given at the level of masterParallel.m
2010-09-06 17:24:16 +02:00
87c80f69b6
Minor change to preamble
2010-09-06 16:59:57 +02:00
58c4c483c5
Added MatlabPath to the Parallel structure
2010-09-06 14:50:55 +02:00
c214587686
Parallel system: add new option DynarePath to specify Dynare path on the slaves
2010-09-06 12:54:55 +02:00
bc155fd0df
Changed calling sequence of prior_draw.m.
2010-09-03 15:23:05 +02:00
b16c56b71c
Removed debugging informations display introduced in the previous commit.
2010-09-01 22:23:18 +02:00
29f9bb953e
Fixed bug related to the mh based approximation of the posterior covariance matrix (used
...
for the jumping distribution).
2010-09-01 22:15:47 +02:00
ded34f990b
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-09-01 22:14:32 +02:00
6870010e9a
Fixed bug related to the console mode (text waitbar).
2010-09-01 22:12:38 +02:00
18c9479176
SWZ: include in build system
2010-09-01 11:15:42 +02:00
137c4cf6b1
SWZ: make comments conform to ansi C standard
2010-09-01 11:15:28 +02:00
60a3c2cad4
SWZ: replace tabs with spaces
2010-09-01 11:07:32 +02:00
8b782e7b00
SWZ: replace matrix.h with swzmatrix.h
2010-09-01 11:04:49 +02:00
8cf788af44
SWZ: replace fprintf(stderr, with swz_fprintf_err(
2010-09-01 11:03:52 +02:00
94217de476
SWZ: replace exit with swzExit
2010-09-01 11:03:31 +02:00
820aca6683
SWZ: replace free with swzFree
2010-09-01 11:03:09 +02:00
12993a8108
SWZ: replace malloc with swzMalloc
2010-09-01 11:01:00 +02:00
3bbfc05634
SWZ: Change file ending type to unix
2010-09-01 11:00:44 +02:00
a5ed818758
SWZ: remove extra whitespace
2010-09-01 11:00:30 +02:00
248cc388af
SWZ: diffed and patched updated files from Dan
2010-09-01 10:45:55 +02:00
7808df0935
SWZ: original forecast.c, dw_histogram.c and dw_histogram.h from Dan
2010-08-30 17:32:43 +02:00
8589be3d4b
K-order DLL: cosmetic changes
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- remove unused argument of the DLL
- fix documentation inside source file
2010-08-30 17:11:58 +02:00
28a4e79cbe
OSR: minor cosmetic changes
2010-08-30 14:15:17 +02:00
d66eb3c6ae
SWZ: bug correction for attaching Markov Chains to some equations only
2010-08-25 20:53:06 +02:00
93ea89dffb
Bug fixes related to global variables in the base workspace for parallel sessions.
2010-08-25 15:18:58 +02:00
1704023419
1) Fixed problems related to global variables in the base workspace.
...
2) Minor bug in slaveparallel.m
2010-08-25 15:16:46 +02:00
5d9f6ef756
Fixed priordens needs to be properly initialized in remote, slave sessions.
2010-08-25 13:39:48 +02:00
3d2a698ab9
Minor fix: replace operator & by && in MATLAB conditionals (for better compatibility with Octave)
2010-08-23 17:39:46 +02:00
b842251c2c
Added missing copyright notice
2010-08-20 16:01:43 +02:00
b671e68f37
moments_varendo: fix an obvious missing initialization bug
...
(see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2678 )
2010-08-19 15:40:12 +02:00
a8fddd68ff
SWZ DLL: fix calls to Lapack routines for cross-platform compatibility
2010-08-13 18:50:22 +02:00
8420d82dea
bug correction in Posterior IRFs
2010-08-11 12:04:14 +02:00
e4986047ae
moments_varendo: compute variance decomposition only if there is more than one exogenous variable
2010-08-11 12:03:19 +02:00
d6fdf8fc7f
SWZ: added code for generating Markov Chain priors for more than 2 states
2010-08-09 11:13:36 +02:00
3db736f31d
corrected bugs in estimation of models with measurement errors
2010-08-06 17:54:56 +02:00
a0dc2ce4ee
SWZ: purging all intermediary files at the beginning of SWZ processing
2010-07-31 11:22:59 +02:00
201227ee0c
SWZ: added missing fclose() occurrences
2010-07-31 11:20:13 +02:00
15bd597f75
SWZ: adding missing fclose()
2010-07-30 23:08:00 +02:00
6b8dd7b89b
SWZ bug correction
2010-07-30 15:32:17 +02:00
61aca0c915
renamed csminwel() to csminwel1() to avoid name clash with a different version used in SWZ
2010-07-28 15:26:56 +02:00
abd558930e
add explicit error message for attempts to simulate a perfectly backward model
2010-07-23 11:02:03 +02:00
3d0420d220
corrected bug in dr1 when used for check of eigenvalues in a deterministic setup (simul and not stoch_simul)
2010-07-23 10:52:33 +02:00
42310f3825
swz: change default to use mex functions
2010-07-12 20:51:24 +02:00
ffaee8d4e9
SWZ: GPL copyright on code written by Dynare Team
2010-07-06 17:30:55 +02:00
e4de5c21a8
SWZ: misc code cleanup
2010-07-06 13:01:04 +02:00
1868cd7943
SWZ: replace exit with swzExit
2010-07-06 12:19:17 +02:00
7aeb61b0f8
SWZ: replace free with swzFree
2010-07-05 19:27:45 +02:00
bf38d85c04
SWZ: replace realloc with swzRealloc
2010-07-05 19:27:35 +02:00
571f430085
SWZ: replace calloc with swzCalloc
2010-07-05 19:27:21 +02:00
08f2b2b5c4
SWZ: replace malloc with swzMalloc
2010-07-05 18:40:19 +02:00
6a224e78a0
computes posterior distribution of conditional variance decomposition only if option conditional_variance_decomposition is specified in estimation
2010-06-26 15:51:12 +02:00
b400e97887
added missing initialization in kalman_smoother
2010-06-26 15:14:11 +02:00
c574544b16
adding a check to Metropolis Hasting initialization in order not to accept a penalized posterior value
2010-06-26 11:51:40 +02:00
be1e0f1b8a
Fixed bug for mode_compute=6 in Octave. Added an option to replace waitbar in matlab by
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textbar (as in Octave). The user has to set options_.console_mode before the
estimation command. Cosmetic changes in gmhmaxlik (mode_compute=6).
2010-06-25 15:03:04 +02:00
bb47d78611
Fixed bug in Kalman filter routines + Cosmetic changes.
2010-06-24 18:20:07 +02:00
706b68e7ef
Do not build plots of the posterior IRFs with Octave.
2010-06-24 18:11:08 +02:00
3aaccc59e3
Changes related to the new interface for the dsge-var models.
2010-06-24 12:53:10 +02:00
2aba780744
Removed two empty lines.
2010-06-24 12:52:28 +02:00
cc4c63f4d0
Fixed bug introduced with the parallelization of PosteriorIRF.m.
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Changes related to the new interface for dsge-var models.
2010-06-24 12:49:27 +02:00
ed03fe89c9
Bug fix.
2010-06-24 12:41:52 +02:00
9b5df05804
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
61e78763da
correcting bug in kalman filter when it reaches the steady state (multivariate diffuse Kalman filter, both versions, regular Kalman filter with missing observations)
2010-06-09 18:00:17 +02:00
a512b9b263
Bug fix. We don't have to check the convergence of the Kalman filter to its steady state if the
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covariance matrix F is singular.
2010-06-09 11:04:59 +02:00
1098fb4571
ramsey_policy: eliminating unnecessary leads and lags
2010-06-01 20:36:48 +02:00
039611223b
Author: Michel Juillard <michel.juillard@ens.fr>
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--- log message follows this line ---
ramsey_policy adding printing of steady state value of Lagrange multipliers
2010-06-01 20:35:27 +02:00
9318856a4e
SWZ: finalize build system for MEX by adding a test for GSL
2010-06-01 15:33:45 +02:00
53443fbd01
SWZ: modification for Octave, whose 'mexPrintf' has 'void' return type
2010-06-01 15:23:16 +02:00
359b90d4fc
use __APPLE__ as opposed to passing a MACOSX flag via make
2010-06-01 14:08:00 +02:00
aa625cc046
produce consistent output
2010-06-01 11:18:56 +02:00
762e703692
Allow the user to pass a constant seed
2010-06-01 11:18:55 +02:00
478cfee0e4
modified sz_prd to work both with standalone files and with mex
2010-06-01 11:18:55 +02:00
72ea2cc07c
when printing to stdout, use printf and return val
2010-06-01 11:18:55 +02:00
358640ba4f
Mex files / modifications for mex
2010-06-01 11:18:55 +02:00
601c087baa
conform to ANSI-C (C90) standard (for -ansi flag under Linux)
2010-06-01 11:18:55 +02:00
341e6a2924
remove trailing whitespace and replace tabs with spaces
2010-06-01 11:18:55 +02:00
bd626b07f9
replace DOS ending with UNIX,
2010-06-01 11:18:55 +02:00
d265fcba2d
if FILE * is stdout, replace fprintf(FILE *, with printf
2010-06-01 11:18:54 +02:00
1bc7bf7fbb
make blas and lapack functions work with matlab
2010-06-01 11:18:54 +02:00
14a081c0f5
add swz_fprintf_err to handle printing to stderr
2010-06-01 11:18:54 +02:00
c955ae6242
replace 'fprintf(stdout,' with 'printf('
2010-06-01 11:18:54 +02:00
49cfafce92
prepare modifications for mex
2010-06-01 11:18:54 +02:00
24e5ef8404
moved matrix.h to swzmatrix.h because of conflict with matrix.h provided by Matlab
2010-06-01 11:18:54 +02:00
ac0f324d6f
build swz standalone executables only against gsl
2010-06-01 11:18:54 +02:00
e5705ef0bf
1) first fixes in synchronization of remote clusters under linux;
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2) changes to header/comments
2010-05-31 11:57:19 +02:00
839b77d679
1) eliminated us of struct2local;
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2) changes to header/comments.
2010-05-31 11:55:25 +02:00
55764e667f
1) eliminated use of struct2local;
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2) changes to header/comments.
2010-05-31 11:54:22 +02:00
1021e43d47
1) eliminates use of struct2local;
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2) changes to header
2010-05-31 11:52:38 +02:00
26a78ba595
1) eliminate use of struct2local;
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2) fix bug with iterations equal to B+1 (in place of B);
3) changes to header/comments
2010-05-31 11:51:56 +02:00
befe661f34
1) minor fix for number of runs == B (they were B+1);
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2) changes to header/comments
2010-05-31 11:50:48 +02:00
36903ee8e1
1) eliminated the use of struct2local;
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2) better heading/comments
2010-05-31 11:49:24 +02:00
73c46ee9ce
Changes to header/comments.
2010-05-31 11:48:34 +02:00
88289ce751
1) eliminated use of struct2local;
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2) better header /commenting
2010-05-31 11:47:30 +02:00
e84c8dc1e0
Header/commenting changes
2010-05-31 11:46:38 +02:00
0450edda3b
Merged with masterParallelMan (which will be eliminated).
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Improved header/commenting;
2010-05-31 11:45:57 +02:00
77ee04ef37
use of struct2local is eliminated;
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Header is improved;
2010-05-31 11:45:04 +02:00
6625ca416e
Minor changes to header/commenting
2010-05-31 11:44:00 +02:00
cbf9739d90
Minor header changes.
2010-05-31 11:27:19 +02:00
d85fc06444
Bug fix.
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Header improvement.
2010-05-31 11:26:45 +02:00
40d38909ba
Improved header/commenting
2010-05-31 11:25:42 +02:00
7365e55b0c
Improved header
2010-05-31 11:24:55 +02:00
457cc27367
Improved header/commenting
2010-05-31 11:24:24 +02:00
e070be083a
Minor change in header
2010-05-31 11:23:38 +02:00
124a6c5c12
correct bug when <fname>_steadystate.m file changes the value of parameters + display steady state in Ramsey policy
2010-05-29 07:48:00 +02:00
bb583d6cf6
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-25 15:10:19 +02:00
945c434afe
(1) Added pruning algorithm for second order simulations (matlab code).
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(2) Speed improvement in second order simulations (replaced call to matlab's kron function by call to
A_times_B_kronecker_C).
(3) Removed useless globals.
(4) Cosmetic changes and corrections on headers.
2010-05-25 14:00:08 +02:00
7f74639cc1
ramsey_policy: dr1 returns with info(1)=20 and info(2) = resids'*resids if we can't find the steady state under Ramsey policy
2010-05-21 15:57:27 +02:00
56e4c35b39
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-21 11:51:34 +02:00
7e73744b13
osr: bug correction when there are auxiliary variables
2010-05-20 09:38:47 +02:00
7d94b012dd
Added (exogenous) homotopic steps in reversed extended path.
2010-05-12 17:56:37 +02:00
0889df6161
Completed the reversed extended path routines.
2010-05-12 16:52:26 +02:00
135e802f73
Added loop over t for computing the innovations (reversed extended path routine).
2010-05-11 22:43:10 +02:00
e69903f4ac
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-11 22:40:44 +02:00
6153673577
Tex Output: bug correction
2010-05-09 20:07:46 +02:00
c758e4d62e
cleaning-up mult_elimination.m and adding tests/mult_elimination_test.mod
2010-05-08 18:03:51 +02:00
f12c64cc84
optimal policy: bug correction in Lagrange multipliers elimination (mult_elimination.m)
2010-05-08 10:10:19 +02:00
79184b2ded
Added files for reversed extended path method.
2010-05-06 17:39:46 +02:00
a88bd230a8
Cosmetic change.
2010-05-06 17:25:32 +02:00
913ef20078
Changed the initialization of the persistent variables in perfect_foresight_simulation.
2010-05-05 16:25:28 +02:00
83521c384f
Turned warnings off in perfect_foresight_simulation.m.
2010-05-05 15:36:20 +02:00
f25371bf6a
Bug fix. Variables INFO or info may be matlab's structure (isnan cannot be applied on a structure).
2010-05-05 15:34:24 +02:00
f85b47e6ed
Moved homotopic_steps function from extended_path.m to dynare/matlab subdirectory.
2010-05-04 17:15:13 +02:00
6ef638a42d
datatomfile: if no second argument, then include all endogenous variables
2010-04-30 12:23:57 +02:00
956b42fdff
corrected bugs in shock_decomposition
2010-04-27 19:50:42 +02:00
a6ac64e5db
small bug fix
2010-04-20 10:37:08 +02:00
47037687d5
fixed persistent variable initialization
2010-04-19 16:40:28 +02:00
4bde063669
Kalman filters: fixing initialization of oldK to Inf instead of 0
2010-04-16 12:20:57 +02:00
Michel Juillard
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Ferhat Mihoubi
Marco Ratto
George Perendia
Houtan Bastani
Houtan Bastani
Pablo Winant
JUILLARD Michel