Sébastien Villemot
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51f759c59f
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Fixed typo in error message
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2011-08-19 17:20:40 +02:00 |
Michel Juillard
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cee82819f3
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changed test for NaN and Inf in Jacobian, changed info error number, changed error message
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2011-08-18 22:22:23 +02:00 |
Sébastien Villemot
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d05d1f878b
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Merge remote-tracking branch 'houtanb/master'
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2011-08-17 15:55:24 +02:00 |
Sébastien Villemot
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1d67940ea6
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Merge commit 'remotes/ferhat/master~2'
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2011-08-17 14:18:05 +02:00 |
Houtan Bastani
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d71b9bd250
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MS-SBVAR: remove reinitialization of random number generator
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2011-08-16 14:26:32 +02:00 |
Michel Juillard
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7e29a03fad
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now adaptive Metropolis creates a sequence of adaptive_metropolis_proposal_NN.mat files keeping track of covariance updates. adaptive Metropolis can now be continued in subsequent runs
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2011-08-15 15:27:30 +02:00 |
Ferhat Mihoubi
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95671d8932
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A model can be solved with (block and/or bytecode) and linear options
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2011-08-11 14:15:50 +02:00 |
Ferhat Mihoubi
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b4b2f21695
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The theoretical autocovariances can be computed with block option
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2011-08-11 14:15:50 +02:00 |
Houtan Bastani
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c1ffa446e2
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add missing semicolons
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2011-08-10 18:23:08 +02:00 |
Houtan Bastani
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8ac06f9319
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MS-SBVAR: reinitialize options before calls to mssbvar functions
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2011-08-10 18:23:01 +02:00 |
Houtan Bastani
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0f001abbe4
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MS-SBVAR: input options that allow code to be called with previous output files
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2011-08-10 18:22:53 +02:00 |
Houtan Bastani
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676f201e5b
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MS-SBVAR: rework file cleaning
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2011-08-10 18:22:37 +02:00 |
Houtan Bastani
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99c657a619
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MS-SBVAR: use dynare seed
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2011-08-09 16:40:36 +02:00 |
Michel Juillard
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df58ef9552
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changin mh_drop behavior in adaptive_metropolis_hastings
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2011-08-05 10:55:28 +02:00 |
Michel Juillard
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a9a81f10eb
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adding metropolis_run_analysis. For now, this function plots the posterior and one chosen parameter during the Metropolis iterations
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2011-08-05 10:55:28 +02:00 |
Houtan Bastani
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7a83b09842
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MS-SBVAR: irf save bug fixes
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2011-08-04 00:39:16 +02:00 |
Michel Juillard
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54b813d3d7
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MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices.
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2011-08-02 10:49:50 +02:00 |
Michel Juillard
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6f406ffca1
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bug correction for exculsion_constants
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2011-08-01 10:50:07 +02:00 |
Michel Juillard
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ac93cd0897
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added possibility to do conditional forecast with a calibrated model + bug correction + new test file
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2011-07-30 20:19:15 +02:00 |
Michel Juillard
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5cd7ef323e
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adding "exclusion constants" to svar identification
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2011-07-29 18:11:50 +02:00 |
Michel Juillard
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a8c184a63d
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adding noprint also for empirical moments
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2011-07-26 13:51:00 +02:00 |
Michel Juillard
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4f3426552c
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adaptive_metropolis_hasting: lowering minimal jscale
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2011-07-24 23:04:13 +02:00 |
Michel Juillard
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cd1d6ae253
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adding mode_compute=prior, initializing variance of proposal at variance of priors
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2011-07-24 23:03:31 +02:00 |
Michel Juillard
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c40e5f3edf
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fixing intialization of output arguments
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2011-07-24 23:02:12 +02:00 |
Michel Juillard
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89e66dfd98
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fixing problem with bayestopt_.p5 (prior mode)
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2011-07-24 23:01:50 +02:00 |
Michel Juillard
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50c085e5a3
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using isequal while testing options_.mode_compute
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2011-07-24 23:00:32 +02:00 |
Michel Juillard
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2de9113889
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update to ramsey_policy
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2011-07-24 20:56:30 +02:00 |
Michel Juillard
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a6281ac9f9
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adding a first attempt for adaptive Metropolis Hastings
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2011-07-24 19:52:05 +02:00 |
Houtan Bastani
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509cc15191
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bug fix: getPowerDeriv not accessible from modfile.m
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2011-07-19 14:35:35 +02:00 |
Michel Juillard
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6662aa9e26
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expanded error message when initial values are incompatible with steady state equations
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2011-07-14 12:20:36 +02:00 |
Houtan Bastani
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b15bdb11d9
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MS-SBVAR: bug fix
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2011-07-12 14:43:10 +02:00 |
Michel Juillard
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0baa7d7ae9
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ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR
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2011-07-12 14:31:19 +02:00 |
Sébastien Villemot
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3eec808cee
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Merge remote-tracking branch 'houtanb/master'
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2011-07-07 16:13:01 +02:00 |
Houtan Bastani
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9b9eb4e078
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irf_shocks bug fix in stoch_simul (Thanks to J. Pfeifer for pointing this out)
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2011-07-07 16:04:02 +02:00 |
Marco Ratto
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80582b19bd
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Provisions for new options
pvalue_ks
pvalue_corr
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2011-07-07 09:48:06 +02:00 |
Marco Ratto
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0b1188c923
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Added copyright preamble
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2011-07-07 09:47:00 +02:00 |
Marco Ratto
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34e88fffc7
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utility providing critical value of the t-distribution
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2011-07-07 09:46:43 +02:00 |
Stéphane Adjemian (Charybdis)
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e097f7c8db
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Change options_.lik_init to default value if the fixed point of the Riccati equation cannot be found.
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2011-06-28 14:49:56 +02:00 |
Marco Ratto
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d83c5326f6
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check that theoretical moments are independent when evaluating simulated moments uncertainty
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2011-06-24 10:58:04 +02:00 |
Marco Ratto
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47787f6f20
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Fixed waitbar message from octave slave (matlab master)
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2011-06-24 10:57:25 +02:00 |
Marco Ratto
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1b2cab9b52
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Fixed check of number of cpu's chen unix master calls windows slave
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2011-06-24 10:56:07 +02:00 |
Stéphane Adjemian (Charybdis)
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fa9f6ac90b
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Added option lik_init=4. Initialization of the Kalman filter/smoother with the fixed point of the Riccati equation.
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2011-06-23 23:39:15 +02:00 |
Stéphane Adjemian (Charybdis)
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f0addc9e39
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Added routines from dynare-breaks branch.
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2011-06-23 21:46:41 +02:00 |
Stéphane Adjemian (Charybdis)
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4444a850b3
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Removed annoying display.
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2011-06-23 17:48:09 +02:00 |
Ferhat Mihoubi
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3262e6097c
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- use gensylv instead of sylvester3 to solve the Sylvester equation
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2011-06-23 17:44:24 +02:00 |
Ferhat Mihoubi
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99310d97d3
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gensylv.m and gensylv.mex work in the same way
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2011-06-23 17:44:23 +02:00 |
Stéphane Adjemian (Charybdis)
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929df4f070
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Renamed some files related to csminwel
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2011-06-23 15:57:06 +02:00 |
Houtan Bastani
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d4d25d82d9
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preprocessor: add identification option lik_init
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2011-06-23 11:13:35 +02:00 |
Michel Juillard
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219d6766b2
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Merge branch 'ramsey'
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2011-06-22 18:41:20 +02:00 |
Michel Juillard
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1617b6a410
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improving Ramsey policy
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2011-06-22 11:31:35 +02:00 |