9af2e461c3
New release of deterministic simulation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1292 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-01 11:43:49 +00:00
56da813fec
v4 dynare.m: make it foolproof for directory names with spaces
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1291 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-25 19:18:14 +00:00
708f2b992b
v4 dynare_estimation.m: parameters must be set before computing the steady state
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1290 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 09:21:15 +00:00
117b9d3bf9
userguide: added models directory for examples
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1289 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 08:34:56 +00:00
fae587c119
userguide: added modifications of version 2
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1288 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 08:29:31 +00:00
0826fe1b72
bug correction: an underscore was missing.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1287 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 06:55:40 +00:00
fc4e25adec
M_ is saved with oo_ in _results.mat
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1286 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:58:55 +00:00
e1385d2cd5
More efficient code using recursive approach to compute the mean and covariance matrix.
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The posterior mode, obtained from the metropolis-hastings, and the inverse of the estimated covariance matrix are saved in <NAME_OF_THE_MOD_FILE>_mh_mode.mat.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1285 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:54:39 +00:00
243484b387
offset is updated after each call.
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Documentation of the function.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1284 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:50:20 +00:00
6e4e16a378
v4 ReshapeMatFiles.m: fixed bug introduced in r1103 when there is only one stored file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1276 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-14 08:56:39 +00:00
8fb8b0ff99
v4 parser:
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* added pre-computing of numerical constants (i.e. 1+1 is replaced by 2)
* removed appending of ".0" for integer constants
* refactoring of NumericalConstants
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1255 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-08 19:16:35 +00:00
3f6a51bfd4
v4 parser: fixed problem with C code compilation (+ beautification of the code)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1254 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-30 14:49:08 +00:00
9f33835d6a
v4 parser:
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* implemented handling of mod file local variables (eModFileLocalVariable)
* renamed "local parameters" to model local variables (eModelLocalVariables)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1253 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-30 12:09:05 +00:00
5ad7e3b4a1
xparam1 as a column vector for posterior mean.
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This eliminates error in loading _mean file.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1252 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-30 07:14:34 +00:00
8ee3650ac3
v3+4 parser: reverted wrong correction to histval a few months ago
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1251 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-16 15:59:29 +00:00
a57ca32ce8
Enabled PosteriorSmoother.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1250 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-16 15:47:28 +00:00
e7a65da202
DsgeSmoother() returns the state equation + documentation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1249 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 14:21:11 +00:00
cec9b756dc
Do not print the steady state flag!
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1248 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:58:18 +00:00
be4be64408
Prior densities are also saved in oo_ (new field).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1247 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:54:35 +00:00
1c2d99c935
typo correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1246 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:52:50 +00:00
431a1d258a
Unit root variables have to be declared before any call to steady_ (steady).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1245 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:49:13 +00:00
5115f8430d
v4 resol.m: correcting bug with linear models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1244 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-14 16:50:31 +00:00
4271844ffe
v4 parser: M_.params initialized with Nan rather than zeros
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1243 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-14 16:49:41 +00:00
bc703117ac
sensitivity toolbox: interpreter none for legends in rmse analysis;
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bug when post mean not available
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1242 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 13:26:40 +00:00
5b019261bb
modified rmse plots
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1241 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 11:51:33 +00:00
4b4c48adce
updated for newrat using new dsgelikelihood
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1240 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 09:59:58 +00:00
daa8057161
v4: new function set_param_value to set parameter values. Usefull when mixing Dynare and Matlab
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1239 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-05 10:25:01 +00:00
6218d28bb8
bug with ksstat initialization for screening
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1238 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-05 09:25:15 +00:00
7d2fdbd595
Fixed bug with sensitivity analysis samples.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1237 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-04 08:30:50 +00:00
6d6e3020b3
_static file name defined also when _steadystate file is available
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1236 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-04 08:23:14 +00:00
28da4a09c5
Updated sensitivity package !!!
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1235 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-04 08:19:51 +00:00
663fdccdec
bug in last term of my_ordeig
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1234 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-23 09:44:58 +00:00
fbe123b88a
A call to dr1 was missing.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1231 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-20 16:56:16 +00:00
83bb7940cf
Update M_ with parameters at the posterior mode or mean.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1230 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-20 16:41:42 +00:00
f26e954bd1
A new fonction that will be used for structural shock identification in BVARs.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1229 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-20 16:40:33 +00:00
59f3fa5185
v4 parser: when ramseypolicy instruction is present one must compute derivatives
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to one order more than the order of approximation of the solution
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1206 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-10 20:41:35 +00:00
c188e1e1be
v4 parser: removed OperatorTable (no longer needed)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1205 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-10 08:44:18 +00:00
573227a044
v4 parser:
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* removed Expression class; the "ExprNode" class is therefore now used everywhere
* removed interprete class, and replaced it by a method in ExprNode and an global evaluation context in ModFile
* fixed breakage of SparseDLL / Block decomposition code introduced in previous revision
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1204 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-09 17:27:46 +00:00
30c70a35e3
v4 parser:
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* reorganised code in ModelTree so that block decomposition and SparseDLL code is clearly separated
* replaced DataTree::offset by ModelTree::mode, using an enumeration of the three modes which is more explicit
* reorganised ExprNode::writeOutput method by using a sixfold enumeration type (ExprNodeOutputType) corresponding to the 6 different contexts in which an expression can be written
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1203 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-06 17:14:35 +00:00
c65351ad6c
v4: adding doc/userguide
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1201 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-02 21:01:02 +00:00
68c57ae019
v4 parser: no temporary terms in local parameters declaration
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1200 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-28 10:21:20 +00:00
cf200ccd4c
v4 parser: updating DynareBison.cc/hh
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1199 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:22:02 +00:00
aa6e833462
v4 parser: bug correction in ModelTree.cc
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1198 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:21:08 +00:00
eb5ab33a71
v4 parser: reverting DataTree.cc to revision 1190
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1197 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:20:23 +00:00
f4d669f3e3
v4 parser: write local parameters before temporary terms in ModelTree
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1196 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:04:03 +00:00
abd3b96583
v4 parser: added initialization of node_counter in DataTree
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1195 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:02:07 +00:00
d36702b67a
v4 tests/ferhat: removed spurious file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1194 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:33:05 +00:00
c8d0ea4f60
v4 tests: added Ferhat's test files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1192 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:29:01 +00:00
5c285d6fa0
v4 erase_compiled_function.m: merged Ferhat's changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1191 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:28:38 +00:00
feec20209d
v4 parser: merged Fehrat's changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1190 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:28:16 +00:00
ferhat
michel
adjemian
sebastien
ratto
tommaso