8fa461b978
Added a test on the first input argument. If func is a function handle, then str2func should not be used.
2011-09-20 10:21:40 +02:00
d56d35f12b
Added missing initialization of diffusion_periods (when the diffuse filter is not used).
2011-09-20 10:13:01 +02:00
6e340c2ce8
Fixed typos in headers and cosmetic changes.
2011-09-19 23:20:33 +02:00
568cc83633
Changed dynare_estimation_1 conformably with changes in DsgeLikelihood.
2011-09-19 18:10:29 +02:00
7fd6b3efc0
Fixed typo.
2011-09-19 17:51:03 +02:00
fc96f6523e
Initialization of the output arguments before the declaration of the persistent variable (matlab crashes otherwise).
2011-09-19 17:50:23 +02:00
ebc08c6d6a
Fixed bug related to the names of the matlab's structures.
2011-09-19 17:18:40 +02:00
f2ca6d0ad9
Changed kalman filter routines to allow for arbitrary initial conditions (needed for the introduction of breaks on the estimated
...
parameters and also for the estimation of the initial states).
Added specialized routines for steady state kalman filter.
Completed header of DsgeLikelihood (missing refs to the routines called by DsgeLikelihood).
2011-09-19 17:01:24 +02:00
9c22fc1bde
Removed globals from DsgeLikelihood. Still broken.
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Added texinfo header in DsgeLikelihood.
2011-09-19 16:41:53 +02:00
9c0e559e30
Added a test for the number of variables in the data file.
2011-09-19 16:41:53 +02:00
c111fc1847
solve_one_boundary: make the case solve_algo=0 work under Octave
2011-09-19 16:41:53 +02:00
0155b6832e
Remove extra argument (in solve_algo=0 under Octave)
2011-09-19 16:41:53 +02:00
c07a915d6e
Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated)
2011-09-19 16:41:53 +02:00
013c599ec9
Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
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Added texinfo header to dynare_resolve.
2011-09-19 16:41:53 +02:00
7c95c82bfa
solve_one_boundary: make the case solve_algo=0 work under Octave
2011-09-19 12:37:17 +02:00
afe800f32d
Remove extra argument (in solve_algo=0 under Octave)
2011-09-19 12:36:37 +02:00
eabca4c4fd
Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated)
2011-09-19 12:23:27 +02:00
b04738b36f
resetting options_.nobs following previous change
2011-09-18 14:49:43 +02:00
80c69c404b
Revert "added default options_.nobs = []; reset options_.nobs after call to"
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This reverts commit 8dc6b78dde
2011-09-18 14:37:29 +02:00
bdac9c9bec
changed calling sequence for all (two additional) occurences of describe_missing_data
2011-09-18 13:45:46 +02:00
a6a5306ada
estimation: fixed bug in dsge_var branch of the code
2011-09-18 12:08:33 +02:00
8dc6b78dde
added default options_.nobs = []; reset options_.nobs after call to
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intialize_dataset()
2011-09-18 12:00:11 +02:00
3079b7b1f8
reinstated call to describe_missing_data: data_tree is needed for
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univariate Kalman filter
2011-09-18 10:44:05 +02:00
306137bd2b
Reverted commit 3bf482ae5c. Added missing routine nanmean (computes the mean of the columns of a matrix
...
with some NaNs).
2011-09-17 23:58:20 +02:00
3bf482ae5c
temporary commenting of a line triggering errors in test suite
2011-09-17 21:36:40 +02:00
e9764d0538
Use a structure for the dataset. Bug fixes.
2011-09-17 15:38:49 +02:00
e3bf749826
Fixed bug introduced while removing variables from resol.m.
2011-09-17 15:24:04 +02:00
d76273f7c0
Fixed bug introduced while removing globals from resol.m.
2011-09-17 15:19:52 +02:00
88b941c7db
Fixed bug (related to globals delaration.
2011-09-17 14:49:09 +02:00
53a0418e1f
Fixed typo.
2011-09-17 14:09:48 +02:00
d6268cf720
Fixed bugs.
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(1) Wrong calling sequence for resol routine in check.m.
(2) Replaced steady_state_0 by oo.steady_state in resol.m.
2011-09-17 13:33:57 +02:00
24cd423671
Removed globals from resol.m (changed calling sequence). Added texinfo header.
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Removed trailing whitespace.
2011-09-17 12:53:38 +02:00
d81fd1b55b
Removed globals from check routine. Added texinfo header.
2011-09-17 12:53:38 +02:00
3c818378fe
Corrects a bug related to the number of arguments passed to the static m-files
2011-09-16 17:48:23 +02:00
9ab9288b9f
Merge remote-tracking branch 'ferhat/master'
2011-09-16 17:42:04 +02:00
4d74d57886
Corrects a bug with model_info under Octave
2011-09-16 17:24:11 +02:00
1dc5df3411
ms-sbvar: minor esthetic change
2011-09-16 14:32:11 +02:00
ee8da2b1c9
MS-SBVAR: add specification option
2011-09-15 18:03:39 -04:00
b62c50bc0f
aesthetic fix
2011-09-15 18:03:30 -04:00
7d0a55cbf7
MS-SBVAR: change syntax for proposal_type option
2011-09-15 18:03:22 -04:00
5592d2ffc1
MS-SBVAR bugfix: remove datafile from options_ and not options_.ms
2011-09-15 18:03:04 -04:00
ab7003f8c8
MS-SBVAR: change default for drop option
2011-09-15 18:02:48 -04:00
3136fe4272
MS-SBVAR: freq only supports monthly and quarterly data
2011-09-15 18:02:23 -04:00
322adb92a5
Removed global from prior_bounds. Added texinfo header.
2011-09-14 23:41:37 +02:00
fe55f6a506
Added field for nonlinear filters (initialized as an empty matrix).
2011-09-14 23:41:37 +02:00
e2d98b9f32
+ Removed globals from get_the_name routine. Added texinfo header.
2011-09-14 23:41:37 +02:00
d033956c52
remove unused option
2011-09-14 12:04:47 -04:00
a911e5fef6
MS-SBVAR: add file that was not being cleaned
2011-09-14 11:53:45 -04:00
8747d91d98
MS-SBVAR: fix processing for ms_estimation
2011-09-14 11:53:45 -04:00
d115a1124e
MS-SBVAR: remove unused option
2011-09-14 11:53:45 -04:00
d9ede95ffa
Fix problem with load_mh_file option under Octave/MinGW
2011-09-14 17:40:41 +02:00
40f3f71348
Merge remote-tracking branch 'remotes/ferhat/master'
2011-09-13 18:08:11 +02:00
83b83f200a
remove unused file
2011-09-13 11:46:25 -04:00
da8fabf43c
remove upper/lower_cholesky options from ms_estimation and sbvar
2011-09-13 11:45:42 -04:00
381a2f8977
aesthetic fix
2011-09-13 11:44:31 -04:00
1fa54aef27
remove outdated addpath directives
2011-09-13 11:44:28 -04:00
1467bec712
Removed internal documentation an unitary test options from the dynare command. Created instead
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a specific command named internals.
The internal documentation of a matlab routine can be displayed on screen using the following
syntax:
internals --info <PATH AND NAME OF THE MATLAB ROUTINE>
The unitary tests (if any) associated to a matlab routine are triggered as follows:
internals --test <PATH AND NAME OF THE MATLAB ROUTINE>
+Cosmetic changes in the headers.
2011-09-12 11:46:14 +02:00
62d6d71cc7
Code simplification using dynTime class.
2011-09-12 11:46:14 +02:00
8127048d81
Changed headers.
2011-09-12 11:46:14 +02:00
29cfb00e13
Changed headers.
2011-09-12 11:46:14 +02:00
a1913d8a99
Removed (useless) private method.
2011-09-12 11:46:14 +02:00
0bd5d17ccf
Completed the overloaded subsref method. Give access to the Time member, which is an object instantiated by @dynTime/dynTime.
2011-09-12 11:46:14 +02:00
791dfd9313
Completed the overloaded subsref method. Access to the time member using a syntax like x(1:3) or x(:).
2011-09-12 11:46:14 +02:00
5ee5b1a8f0
Added an alternative calling sequence (with two inputs instead of three).
2011-09-12 11:46:14 +02:00
0f8e05fcd6
Completed @dynDates/plus method. Added test section.
2011-09-12 11:46:14 +02:00
a4b299879d
Removed useless debugging info.
2011-09-12 11:46:14 +02:00
43e2163bac
fixing typo
2011-09-11 20:07:53 +02:00
151922e96e
Adds an option ('incidence') to model_info in order to print out the gross and the reordered incidence matrices
2011-09-11 14:48:09 +02:00
e51d8f7a56
Correct bugs in dr_block:
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- the index of lead_lag_incidence for forward looking blocks
- the block type index
2011-09-11 14:37:06 +02:00
beade927a3
sbvar: add missing copyright/license
2011-09-09 13:27:01 -04:00
3b772622e6
MS-SBVAR: move files only used for checking work
2011-09-09 13:27:00 -04:00
0c72764932
Added missing comma
2011-09-09 17:24:03 +02:00
8323010394
Fix function name in header
2011-09-09 14:46:05 +02:00
ff7792a728
The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the
...
solution implemented consists of adding one extra observation in the presample
used to compute the prior; as a consequence, the numerical results for all
estimations will be slightly different in future releases (thanks to Marek
Jarociński for spotting this)
2011-09-08 18:09:21 +02:00
1b4dcdd7f1
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
ef26fe0034
Removed obsolete help message
2011-09-08 16:12:31 +02:00
bf40c11a35
Removed spurious file
2011-09-08 16:07:59 +02:00
1e04330fe8
Added dynDates class.
2011-09-05 18:57:42 +02:00
b923ccd4e8
Added dynTime class.
2011-09-05 18:57:42 +02:00
ada3eec81b
Added matlab routine to iterate on the state equation approximated at order 2 (needed for nonlinear filters).
2011-09-05 18:57:42 +02:00
a792f3f0b3
Updated internal documentation (new format).
2011-09-05 18:57:42 +02:00
c0faa2ccb8
Fixed bug.
2011-09-05 18:57:42 +02:00
f3652af938
Changed constructor by calling other classes (not yet commited).
2011-09-05 18:57:42 +02:00
a730224031
Added public member.
2011-09-05 18:57:42 +02:00
560800bcc5
Changed the order of the output arguments in kronecker product related mex routines.
2011-09-05 18:57:42 +02:00
9b9fb7df3a
Fixed bug.
2011-09-05 18:57:42 +02:00
3545be0226
Added particle subfolder.
2011-09-05 18:57:42 +02:00
a2b1ce977f
Added documentation
2011-09-05 18:57:42 +02:00
d0fe3c8ae4
New version of the overloaded subsref method (with tests). Still need to be documented.
2011-09-05 18:57:42 +02:00
2c8b71ae05
Fixed bug. The initial date, when not specified by the user, had wrong format.
2011-09-05 18:57:42 +02:00
ff98f65cf6
Changed the name of the third output (conflict with the neperian logarithm function).
2011-09-05 18:57:42 +02:00
8982d49539
Removed subsasgn.m.old
2011-09-05 18:57:42 +02:00
31c6f1c998
Allow horizontal concatenation of an arbitrary number of dynSeries objects.
2011-09-05 18:57:42 +02:00
237744fe7e
Added dynare class for time series.
2011-09-05 18:57:42 +02:00
467c60c51e
Removed trailing spaces.
2011-09-05 18:57:42 +02:00
85e0ca379a
Cosmetic change.
2011-09-05 18:57:42 +02:00
e905ff77c0
Added two new modes for displaying documentation or testing matlab/octave routines.
...
Examples:
dynare --doc <NAME_OF_A_MATLAB_ROUTINE> will display internal documentation of the routine.
dynare --test <NAME_OF_MATLAB_ROUTINE> ... will test the routine(s)
Note that for displaying the internal documentation texinfo must be installed on the system,
because dynare calls makeinfo with --plaintext option.
2011-09-05 18:57:42 +02:00
fe59061e91
Added routine for tests.
2011-09-05 18:57:42 +02:00
5efcf7527d
Added matlab/utilities/tests subfolder.
2011-09-05 18:57:42 +02:00
b9c35234e1
Cosmetic change.
2011-09-05 18:57:42 +02:00
948594c35f
Changed path according to last change in 9ccd794b637309e6f0548228b513689d8543f5c2.
2011-09-05 18:57:41 +02:00
4323653f08
Moved doc subfolder into utilities.
2011-09-05 18:57:41 +02:00
8c49e99ee8
Added internal documentation.
2011-09-05 18:57:41 +02:00
316e16edc2
Changed path for internal documentation routines. Added verbose option (default is verbose==1).
2011-09-05 18:57:41 +02:00
8c4e24769b
Moved some of the routines for internal documentation.
2011-09-05 18:57:41 +02:00
9b00852e25
Added routines for generating internal documentation.
2011-09-05 18:57:41 +02:00
0c61ddc63a
Changed name of the test function for matlab's routines.
2011-09-05 18:57:41 +02:00
555c519474
Fix typo in header
2011-09-05 15:16:05 +02:00
044d19c5d2
fixed bug in detection of near 0/0 eigenvalues
2011-09-04 14:59:48 +02:00
d91c4ac1a9
Merge remote-tracking branch 'ratto/master'
2011-09-01 17:03:52 +02:00
3c0ebb4cc5
added error for near 0/0 on diagonal of Real Generalized Schur decomposition (info=7) and corrected error in test for singular w1 submatrix, introduced in Sept. 2010.
2011-09-01 11:37:40 +02:00
e3485e8929
Changes around normalizing Jacobians:
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-) never use normalization for SVD and brute force covariance checks;
-) Jacobians are normalized for checking the rank condition: this should allow for more uniformity in results across models.
2011-09-01 11:18:24 +02:00
884ecb6d6c
Fine tuning of checks of the rank condition
2011-09-01 11:16:42 +02:00
d7c06ead1e
ms-sbvar bugfix: replace shocks with shocks_per_parameter
2011-08-30 16:12:00 +02:00
d22b86c2d8
clarify error message
2011-08-30 16:11:59 +02:00
df0edeecf0
Theoretical moments: handle nicely the case where all variables are either constant or non stationary
2011-08-29 17:35:35 +02:00
1f4ea5aaa5
Small bug fixes:
...
thanks to Jesper Linde and Malin Adolfson
2011-08-23 23:20:48 +02:00
06f363da5b
ms-sbvar bugfix: support median option
2011-08-23 13:43:24 +02:00
383b12df0e
ms-sbvar bugfix: change the way options are passed to irf, forecast and variance decomposition mex functions
2011-08-23 13:43:24 +02:00
4e8dcc1a27
ms-sbvar bugfix: changed option to match the option searched for in the mex file
2011-08-23 13:43:24 +02:00
51f759c59f
Fixed typo in error message
2011-08-19 17:20:40 +02:00
cee82819f3
changed test for NaN and Inf in Jacobian, changed info error number, changed error message
2011-08-18 22:22:23 +02:00
d05d1f878b
Merge remote-tracking branch 'houtanb/master'
2011-08-17 15:55:24 +02:00
1d67940ea6
Merge commit 'remotes/ferhat/master~2'
2011-08-17 14:18:05 +02:00
d71b9bd250
MS-SBVAR: remove reinitialization of random number generator
2011-08-16 14:26:32 +02:00
7e29a03fad
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
2011-08-15 15:27:30 +02:00
95671d8932
A model can be solved with (block and/or bytecode) and linear options
2011-08-11 14:15:50 +02:00
b4b2f21695
The theoretical autocovariances can be computed with block option
2011-08-11 14:15:50 +02:00
c1ffa446e2
add missing semicolons
2011-08-10 18:23:08 +02:00
8ac06f9319
MS-SBVAR: reinitialize options before calls to mssbvar functions
2011-08-10 18:23:01 +02:00
0f001abbe4
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
676f201e5b
MS-SBVAR: rework file cleaning
2011-08-10 18:22:37 +02:00
99c657a619
MS-SBVAR: use dynare seed
2011-08-09 16:40:36 +02:00
df58ef9552
changin mh_drop behavior in adaptive_metropolis_hastings
2011-08-05 10:55:28 +02:00
a9a81f10eb
adding metropolis_run_analysis. For now, this function plots the posterior and one chosen parameter during the Metropolis iterations
2011-08-05 10:55:28 +02:00
7a83b09842
MS-SBVAR: irf save bug fixes
2011-08-04 00:39:16 +02:00
54b813d3d7
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.
2011-08-02 10:49:50 +02:00
6f406ffca1
bug correction for exculsion_constants
2011-08-01 10:50:07 +02:00
ac93cd0897
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
5cd7ef323e
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
a8c184a63d
adding noprint also for empirical moments
2011-07-26 13:51:00 +02:00
4f3426552c
adaptive_metropolis_hasting: lowering minimal jscale
2011-07-24 23:04:13 +02:00
cd1d6ae253
adding mode_compute=prior, initializing variance of proposal at variance of priors
2011-07-24 23:03:31 +02:00
c40e5f3edf
fixing intialization of output arguments
2011-07-24 23:02:12 +02:00
89e66dfd98
fixing problem with bayestopt_.p5 (prior mode)
2011-07-24 23:01:50 +02:00
50c085e5a3
using isequal while testing options_.mode_compute
2011-07-24 23:00:32 +02:00
2de9113889
update to ramsey_policy
2011-07-24 20:56:30 +02:00
a6281ac9f9
adding a first attempt for adaptive Metropolis Hastings
2011-07-24 19:52:05 +02:00
509cc15191
bug fix: getPowerDeriv not accessible from modfile.m
2011-07-19 14:35:35 +02:00
6662aa9e26
expanded error message when initial values are incompatible with steady state equations
2011-07-14 12:20:36 +02:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Michel Juillard
Michel Juillard
Ferhat Mihoubi
Houtan Bastani
Marco Ratto
Michel Juillard
Michel Juillard