9ab04f3323
Renamed kordepert to k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3070 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 09:07:47 +00:00
3a673134fe
Added missing copyright notice
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3069 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 08:15:32 +00:00
3fb3430e91
New Matlab functions emulation routines: Assign by vector indices (a(k,l)=b(m,n)) , repmat, multiply elements (.*)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3068 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 08:08:53 +00:00
21d58eac91
* Bug fix.
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* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 15:56:32 +00:00
e9ca5705d2
preprocessor: fixed bug in "plot_conditional_forecast"
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3066 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 14:42:12 +00:00
a9f18121bd
Changed the files performing conditional forecasts (to match the output of the preprocessor).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3065 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 13:03:30 +00:00
98b3747312
Utility to check the definitions of the parallel cluster.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3064 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 09:20:37 +00:00
df7bc34379
Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:55:31 +00:00
6799dc4301
preprocessor: remove unnecessary stuff ("forecast" has not the same rank than "stoch_simul/estimation/osr/ramsey_policy")
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3062 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:17:27 +00:00
c96d6767a1
Changed the place where priordens' persistent variables are saved (suite).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3061 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:47:36 +00:00
f13cf45741
Changed the place where priordens' persistent variables are cleared.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3060 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:47:33 +00:00
aa6ff983a9
AIM solver:
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* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00
217462afe1
Fixed bug in the evaluation of the posterior kernel. The persistent variables declared in
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priordens.m have to be cleared before calling evaluate_likelihood().
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3058 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:33:54 +00:00
b863a6d6fc
Added new identification options introduced in the preprocessor.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3057 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:13:47 +00:00
b8bc96c8e6
Adapted to follow preprocessor syntax.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3056 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:13:15 +00:00
1e3115e759
Workaround for bug in Octave 3.2, numbered #550823 in Debian BTS, see http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=550823
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3055 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 12:58:17 +00:00
05773e5edf
CheckPath: another fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3054 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 12:57:22 +00:00
9540db6bf4
CheckPath: use a better technique to avoid a file with the same name than the dir we are creating
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3053 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 12:43:15 +00:00
e1f17fa9e5
- adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved.
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- corrects some mod files.
- In steady command, get check argument from bytecode dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-18 15:18:16 +00:00
d87129ebf6
Added three functions used to evaluate the prior density, the posterior kernel and the likelihood.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3050 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 21:01:52 +00:00
dbc9e0996d
* Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
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* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 17:23:57 +00:00
3c2d944cfc
- use of classes to describe the bytecode tags
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- use static option for bytecode instead of steady_state option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 16:34:27 +00:00
154eef8dbb
Reference manual: on the road to 4.1...
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* added new commands: "identification", "write_latex_dynamic_model", "write_latex_static_model", "shock_decomposition"
* updated "{load,save}_params_and_steady_state"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3047 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-15 16:32:19 +00:00
dc49fbffdc
Preprocessor:
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* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 16:16:43 +00:00
bef0eb0e02
New license file:
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* details the copyright and license of all sources files
* follows the machine-readable format proposed to become the new standard for debian/copyright files, see http://dep.debian.net/deps/dep5/
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3045 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 13:13:28 +00:00
bab7c9236b
Added some missing copyright headers
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3044 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 10:04:06 +00:00
096336f249
dynare++: fixed failure to build PDF doc of Tensor Library
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3043 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 09:32:48 +00:00
4bb040a234
Preprocessor: fixed grammar for "mode_file" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3042 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:15:21 +00:00
e4b20637e4
Reference manual: completely remove index
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3041 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:15:02 +00:00
53fbb07f61
Reference manual: updates for the 4.1 release
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* added Houtan to the list of developers, moved Ondra to the list of past contributors
* updated installation instructions
* options of "dynare" command: added "nolinemacro" and "onlymacro", updated "savemacro"
* mention the possibility of specifying LaTeX names for "var", "varexo", "varexo_det", "parameters"
* mention that now leads/lags can be used on exogenous variables
* mention that arbitrary expressions can now be specified in the "estimated_params" family of commands
* added new commands: "change_type", "model_comparison"
* capitalize "MATLAB" throughout the manual
* remove obsolete index and quasi-empty chapter pointing to Collard's guide
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3040 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:09:49 +00:00
ddfd61c95b
Reference manual: remove workarounds for old versions of dblatex
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3039 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 17:03:02 +00:00
69daebf441
Reference manual: fixed problems of conformance to DocBook 4.5 spec
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3038 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 13:08:05 +00:00
5f247b32c4
CheckPath.m: give more informative error message when trying to create a subdirectory, when a file with the same name already exists
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3037 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-12 16:32:10 +00:00
80b1e63cdc
preprocessor: implement third-order derivatives in USE_DLL mode
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3036 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-12 16:09:16 +00:00
4268f2f7a6
topological sort implemented after the block decomposition for dynamic models
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3035 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 10:13:14 +00:00
afb0c75744
Avoid the use of inv.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3034 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:25:34 +00:00
6e25472ad9
1) save output plots;
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2) modified burnin_iteraton for pdraw0 in input;
3) minor changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3033 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:22:01 +00:00
173ce64d7e
1) added H to numerical derivative switch;
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2) added steady state derivatives in output;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3032 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:20:32 +00:00
a2d9e2af1d
Display message when rank condition on J and H is always OK.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3031 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:19:19 +00:00
33f0f84f89
1) Added steady state to moments;
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2) use of oo_.dr.ys (always updated) in place of oo_.steady_state (not always updated).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3030 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:18:39 +00:00
54c6dbd708
Use of the JJ and H to compute condition number.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3029 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:17:34 +00:00
20a469cfcf
Fixed to allow truncated priors.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3028 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:10:52 +00:00
9a673167f8
preprocessor:
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* fixed substitution of endogenous with leads >= 2: take into account exogenous with leads in non-linear terms
* fixed substitution of exogenous with leads: take into account other variables with leads in non-linear terms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3027 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 16:34:42 +00:00
c84df1aace
preprocessor: in stochastic mode, create auxiliary variables for exogenous with non-zero lead/lag
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3026 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 14:07:13 +00:00
f7d69ff58c
avoid useless iteration in simulation of simple equations
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3025 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 09:31:58 +00:00
fb7ae67d09
v4.1: added trends to imcforecast
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3024 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:41:56 +00:00
add652918e
added possibility to call user defined optimizing routine with mode_compute option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3023 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:40:49 +00:00
ce5c510d06
v4.1: add provision for <modfile>_steady_state.m and auxiliary variables for leads on more than 1 period
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3022 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:37:23 +00:00
ed5bad62c3
preprocessor: always trigger creation of *_dynamic.m file when "identification" is present
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3021 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 08:56:02 +00:00
b765264621
fixes global oo_ declaration for steady state operator as discussed on 14 Sep
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3020 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 18:36:07 +00:00
sebastien
george
stepan
ratto
ferhat
michel
houtanb