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remove outdated addpath directives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
...
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:
...
- 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:
...
-) 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
b15bdb11d9
MS-SBVAR: bug fix
2011-07-12 14:43:10 +02:00
0baa7d7ae9
ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR
2011-07-12 14:31:19 +02:00
3eec808cee
Merge remote-tracking branch 'houtanb/master'
2011-07-07 16:13:01 +02:00
9b9eb4e078
irf_shocks bug fix in stoch_simul (Thanks to J. Pfeifer for pointing this out)
2011-07-07 16:04:02 +02:00
80582b19bd
Provisions for new options
...
pvalue_ks
pvalue_corr
2011-07-07 09:48:06 +02:00
0b1188c923
Added copyright preamble
2011-07-07 09:47:00 +02:00
34e88fffc7
utility providing critical value of the t-distribution
2011-07-07 09:46:43 +02:00
e097f7c8db
Change options_.lik_init to default value if the fixed point of the Riccati equation cannot be found.
2011-06-28 14:49:56 +02:00
d83c5326f6
check that theoretical moments are independent when evaluating simulated moments uncertainty
2011-06-24 10:58:04 +02:00
47787f6f20
Fixed waitbar message from octave slave (matlab master)
2011-06-24 10:57:25 +02:00
1b2cab9b52
Fixed check of number of cpu's chen unix master calls windows slave
2011-06-24 10:56:07 +02:00
fa9f6ac90b
Added option lik_init=4. Initialization of the Kalman filter/smoother with the fixed point of the Riccati equation.
2011-06-23 23:39:15 +02:00
f0addc9e39
Added routines from dynare-breaks branch.
2011-06-23 21:46:41 +02:00
4444a850b3
Removed annoying display.
2011-06-23 17:48:09 +02:00
3262e6097c
- use gensylv instead of sylvester3 to solve the Sylvester equation
2011-06-23 17:44:24 +02:00
99310d97d3
gensylv.m and gensylv.mex work in the same way
2011-06-23 17:44:23 +02:00
929df4f070
Renamed some files related to csminwel
2011-06-23 15:57:06 +02:00
d4d25d82d9
preprocessor: add identification option lik_init
2011-06-23 11:13:35 +02:00
219d6766b2
Merge branch 'ramsey'
2011-06-22 18:41:20 +02:00
1617b6a410
improving Ramsey policy
2011-06-22 11:31:35 +02:00
1317e04c28
block option needs a specific index for the kalman smoother
2011-06-21 13:23:06 +02:00
bf6853339d
dr.order_var is equivalent to M_.block_structure.variable_reordered
2011-06-21 13:20:51 +02:00
a96bad899d
Fixed bug of ~ in output list for non recent versions of matlab.
2011-06-21 09:43:24 +02:00
3459b08c53
- Corrects the first order approximation of block-decomposed models
...
- The block-decomposed models can now be estimated
2011-06-18 17:43:45 +02:00
838c0cd865
provisions in testing routines for hybrid unix/win clusters
2011-06-17 17:17:01 +02:00
64e6de59f3
last provisions for hybrid unix <-> win clusters
2011-06-17 17:16:32 +02:00
1527408023
captured output from system commands
2011-06-17 17:15:36 +02:00
e48445fe4b
added plot utility of gsa samples
2011-06-16 01:08:39 +02:00
7c9233daa9
provisions for new option neighborhood_width
2011-06-15 23:49:14 +02:00
756594fdc4
changed default ar=1 and perform automatic increase of ar if this is not sufficient
2011-06-15 23:47:27 +02:00
01d19720da
MS-SBVAR: correcting bug in previous commit
2011-06-15 15:15:33 +02:00
b8e50635a8
MS-SBVAR: adding IRF plots by regime
2011-06-15 12:04:15 +02:00
abd5a62a07
updated and corrected list of errors in print_info
2011-06-13 18:42:03 +02:00
aa8d5f9dc7
Homotopy mode 1: alleviate the requirement that old values must be different from new ones
2011-06-13 18:05:52 +02:00
85989df0e1
estimation initialization: minor bug correction when filtered_vars is requested
2011-06-08 22:06:41 +02:00
e5c3decbc1
trap for too many parameters to be estimated w.r.t. affected moments.
2011-06-06 16:36:39 +02:00
664d17ba24
Fixes related to ML syntax (no prior definition).
2011-06-06 16:09:55 +02:00
0605396815
Force options_.nomoments=0; to be sure moments analysis is performed properly. Thanks to Johannes Pfeifer.
2011-06-06 15:28:46 +02:00
2c977073d2
Bug fix: thanks to Johannes Pfeifer
2011-06-06 15:21:59 +02:00
4b85444b18
Fixes related to hybrid clusters with unix master and windows slaves.
2011-06-06 15:21:26 +02:00
96384e630d
metropolis: fixing bug (thanks to J. Pfeifer)
2011-06-03 15:23:25 +02:00
797b387f12
fixing header (thanks to J. Pfeifer)
2011-06-03 14:20:41 +02:00
250c32bfb5
estimation: fixing logic for calling mode_check (thanks to J. Pfeifer)
2011-06-03 14:20:27 +02:00
47f4794aa5
updating list of errors
2011-06-03 06:42:00 +02:00
5ceb3eb72e
fix typo
2011-06-01 14:43:42 +02:00
9523d81e12
update comments
2011-06-01 11:28:50 +02:00
b9045cf61f
MS-SBVAR: update initializations
2011-06-01 10:44:10 +02:00
85ff8a9f79
MS-SBVAR: remove timing from files
2011-05-31 17:14:28 +02:00
d7a5bc5654
clean up ms sbvar code
2011-05-31 17:09:39 +02:00
09df8bcf77
clean up sbvar code
2011-05-31 16:07:05 +02:00
796c98fc16
header update
2011-05-31 13:01:13 +02:00
89e2858e7a
MS-SBVAR: option 'Orientation' for 'legend' is unknown to Octave
2011-05-31 11:52:50 +02:00
de2c2e2bc6
MS-SBVAR: bug correction
2011-05-30 20:30:39 +02:00
1487147ba0
removed extraneous flag
2011-05-30 17:46:35 +02:00
e3a3cebff8
set ms-sbvar paths in dynare_config
2011-05-30 17:46:31 +02:00
2b2de22956
bug fix: add sbvar options back to global_initialization
2011-05-30 17:46:11 +02:00
f5b6142f04
add option 'file' to exist function
2011-05-30 16:31:56 +02:00
82600953f1
MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
2011-05-30 15:54:46 +02:00
7f9fa6c15b
Small mug fix + changed calls to plotting utility.
2011-05-30 14:39:27 +02:00
338fdf216c
1) Detailed Sensitivity plots moved under the advanced option;
...
2) Fixes around saving figures;
2011-05-30 14:38:43 +02:00
58dc9557d9
Fixes around point-estimate of sensitivity and identification strength
2011-05-30 14:36:48 +02:00
1e5e214503
Fixes about computing pair-wise and multi-correlations for the Hessian case.
2011-05-30 14:34:19 +02:00
574f94eafa
MS_SBVAR: correcting printing format of Markov file to allow for floating point
2011-05-27 22:09:54 +02:00
6f1c02769e
fixing evaluation of objective function under optimal policy
2011-05-24 16:02:42 +02:00
ae56c42b96
cleaning dyn_ramsey_static_.m
2011-05-24 16:02:42 +02:00
557ee2c004
removing options_.discount_factor that is replaced by parameter optimal_policy_discount_factor
2011-05-24 16:02:42 +02:00
2cc8e061e6
preprocessor: added dynare_sensitivity option
2011-05-23 11:20:24 +02:00
7f374f491f
SWZ: updates for irf, forecast and variance decomposition mex calls
2011-05-20 14:34:26 +02:00
88d58a3cfc
MS-SBVAR: adding back restriction_fname 'exclusions' for user defined exclusion identifying restrictions
2011-05-19 09:39:21 +02:00
e8d40906d9
Bug fix. Added new exceptions (steady state with NaNs, M_.params with NaNs or complex numbers) in DsgeLikelihood.
2011-05-18 12:22:15 +02:00
074b6acb7d
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
da43f3d0f5
Adding Mex Functionality to work with new MS-SBVAR Code, includes Forecasting,IRF,Variance Decomposition, Plotting and new global settings
2011-05-13 15:13:02 +02:00
ea103ecb84
Do not compute marginal density (Laplace approximation) if options_.cova_compute==1.
2011-05-13 14:56:03 +02:00
26a4a011d0
Bug fix related to cova_compute==0 (The reported posterior mode was the prior mode in this case).
2011-05-13 14:35:51 +02:00
6302abd7bd
Allow empty hessian in mode_check routine (options_.cova_compute==0)
2011-05-13 12:46:55 +02:00
bd012c458f
Fixed bug with option cova_compute.
2011-05-13 12:34:27 +02:00
f9f83232a0
bug fix
2011-05-12 18:29:29 +02:00
f956ef4057
fixed Ramsey Policy when steadystate.m file is available
2011-05-11 08:18:51 +02:00
254e6e3948
improve output of mult_elimination
2011-05-11 08:16:27 +02:00
6a45f0a97e
osr: added penalty for complex values in model Jacobian
2011-05-11 07:32:00 +02:00
1f236dca66
Added new simplex optimization routine (mode_compute=8).
2011-05-10 14:18:23 +02:00
25b730e7fc
Small bug fix for printed output
2011-05-10 10:13:21 +02:00
e5d2055950
Added MC identification patterns + cosmetic changes.
2011-05-10 10:12:19 +02:00
a45533caca
Added SVD for J matrix as output identification info.
2011-05-10 10:11:25 +02:00
d31b2218ff
Added extended info for advanced identification analysis with Monte Carlo.
2011-05-10 10:10:42 +02:00
ea57a8dc02
traps for mixed matlab/octave clusters
2011-05-10 10:09:31 +02:00
e94ca34e70
some comments and cosmethics
2011-05-10 10:08:29 +02:00
37ebb654c5
Prepare parallel structure such that machines are sorted according to decreasing weight.
2011-05-10 10:07:59 +02:00
8cd482589f
small cosmethic changes
2011-05-10 10:07:18 +02:00
46ccc7e4c2
Fixed bug when only name of file without dir info is fed to the routine.
2011-05-10 10:06:49 +02:00
816773fcff
cleanup after changes to manage weights for machines.
2011-05-10 10:06:16 +02:00
91eb466369
Added an error message when a variable is declared as oibserved more than once.
2011-05-06 15:54:40 +02:00
690607c08c
Fixed bug introduced in previous commit (4783f9118848abec7e947dc9fabbca12a3e217b0): missing transposition for xparam1.
2011-05-06 15:10:42 +02:00
ecb0131771
Cosmetic change.
2011-05-06 14:39:00 +02:00
50e9422c34
Added the possibility to initialize the estimated parameters to the prior mode instead of the (default) prior mean.
2011-05-06 14:39:00 +02:00
6ea8dd4935
Fixed bug.
2011-05-05 17:51:40 +02:00
ad2fe012b1
Minor improvements to printed and plotted output.
2011-05-04 10:40:09 +02:00
7ae824b184
Fixes related to new options: gsa_sample_file and parameter_set + minor changes.
2011-05-04 10:39:30 +02:00
09cb81b163
minor change to printed output
2011-05-04 10:38:02 +02:00
b5a6e6ba75
Changes and fixes related to:
...
1) runtime retrieve of remote files;
2) mixed cluster matlab/octave;
3) master windows calling remote unix slaves;
2011-05-04 10:36:24 +02:00
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Scylla)
Michel Juillard
Ferhat Mihoubi
Marco Ratto
Michel Juillard
Michel Juillard
Michel Juillard
Jacob Smith