27886047cf
* Changed numgrad.m. If fcn(x+h) is not well defined (for instance cost_flag=0 because of BK conditions) we compute the gradient using (fcn(x)-fcn(x-h))/h instead of the original formula (fcn(x+h)-fcn(x))/h.
...
* Added function numgrad3.m. This new function uses a three point formula to compute the gradient. By default Dynare uses the two point formula. By setting options_.gradient_method=3 Dynare switches to the three point formula. Note that an input argument has been added to csminwel.
* Added automatic detection of needed constant in dsge-var model (may be problematic is some cases)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1935 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 12:58:13 +00:00
7f927eff00
Changed penalties.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1934 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 12:31:51 +00:00
de66e31008
v4 qbeta.m: quick fix for Octave
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1932 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:37:01 +00:00
4993de5e95
v4 read_variables.m: more explicit error message if datafile does not exist
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1931 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:27:21 +00:00
6fa483bd3f
v4 prior_posterior_statistics.m: Octave compatibility issues:
...
* added missing .mat extensions
* use text waiting bar instead of waitbar()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1930 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:20:49 +00:00
3ac7bab6f0
Replaced | by || in conditional statements.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1929 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:50:08 +00:00
6827fc7c28
Replaced & by && (compatibility with octave issue).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1928 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:41:01 +00:00
4553ceca01
Bug correction (MAX_error replaced by MAX_nerro, for models with measurement errors).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1927 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:21:52 +00:00
e9be36f6ad
v4 octave: fixed a problem with infinite eigenvalues in dr1.m
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1926 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 09:57:01 +00:00
b1c4c4537b
added missing ';'
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1925 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-03 11:23:32 +00:00
fe54c7ca07
adding functions and fixing bugs for diffuse filter
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1924 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 12:53:24 +00:00
5ba344d75c
bug correction
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1923 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:49:19 +00:00
2c8a9d2f60
cleaning diffuse algorithms
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1922 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:48:14 +00:00
bfe76b3c4b
updating dynare_m.exe
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1921 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:46:51 +00:00
f91d9dbf7c
adding back DsgeLikelihood_hh.m
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1920 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:39:58 +00:00
a148c0a3f1
undoing changes
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1919 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:38:44 +00:00
36f264a1ca
put back DsgeLikelihood_hh.m that is used by option 5 of the optimizer
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1918 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:15:19 +00:00
9074fdba91
updating dynare_m.exe
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1917 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 09:34:22 +00:00
333915e07a
removing unused function DsgeLikelihood_hh.m
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1915 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 08:17:12 +00:00
d0b87d6c32
corrections to optimal policy code required by making M_, options_, oo_ and it_ local
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1914 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 07:42:50 +00:00
cc66aebdb8
v4 pm3.m: disabled PDF and FIG output for Octave
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1912 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-01 11:17:00 +00:00
c86ba80007
Added posterior multivariate auto-correlation analysis
...
+ Changed load instruction in selec_posterior_draws for octave compatibility.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1911 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-01 11:03:23 +00:00
adb5f730f5
Bug correction.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1910 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-01 09:37:52 +00:00
b8736dc337
Changed \Plots\ to /Output/
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1909 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-01 09:36:58 +00:00
703d0fb542
v4 matlab: updated preprocessor binary for win32
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1907 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-29 20:32:46 +00:00
e08cad8265
v4: merged Octave branch into trunk
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
f12c2f4ed6
Bug corrections and cosmetic changes.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1897 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 17:13:36 +00:00
67d98a4a7b
v4 matlab: removed useless asamin.m and added an error message for mode_compute=2
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1893 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-23 10:58:32 +00:00
69f3a0b28a
corrected bug in filter shock decomposition when kalman_algo = 4
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1891 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-21 16:17:57 +00:00
341adad2e9
Added new functions for posterior distribution processing (second order moments) + Removed global variables.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1890 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-21 08:33:31 +00:00
2dab221499
Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1881 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-19 09:45:28 +00:00
8ba344b786
Cosmetic change in var_sample_moments + Removed one global.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1880 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-17 21:44:00 +00:00
2a632d2efc
Computation of 2nd order posterior moments (depending on the size of the model the posterior distribution of dr is saved on disk).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1879 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-17 21:23:02 +00:00
120d412152
v4: dropped Scilab support
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1878 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 16:33:28 +00:00
dfc1f3c90f
dynare_v4: exploitation of posterior distribution (unfinished)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1877 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 10:38:36 +00:00
a38bec0c18
v4 homotopy2.m: removed incorrect executable property
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1876 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 07:51:15 +00:00
87c27433f6
v4 kernel_density_estimate.m: replaced calls to inline() by anonymous functions (much faster)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1871 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 14:42:16 +00:00
7c807afd65
filled SmoothedShocks field when
...
mode_compute=0 and and mode_file=0;
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1867 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 10:10:50 +00:00
b45d5ac3e0
v4 dynare_estimation.m: fixed bug in saving pindx
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1864 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 16:01:49 +00:00
13f3157243
v4 McMCDiagnostics.m: fixed incorrect function name
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1863 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 10:40:48 +00:00
e4be1577cc
v4 dynare_estimation.m: added missing semicolon
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1862 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 09:57:05 +00:00
8dd27bdcef
v4 matlab+octave: updated preprocessor binaries for Windows
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1861 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 08:07:07 +00:00
75fb140b5c
v4 matlab+preprocessor:
...
* removed global variables from "static" and "dynamic" files (in standard and USE_DLL modes only)
* added extra arguments when those functions are called from M-files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1859 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-06 14:01:02 +00:00
21c98f8b1c
v4 matlab:
...
* moved qzdiv.m and qzswitch.m to qz/
* fixed typo in qz/mjdgges.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1858 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-06 12:50:47 +00:00
49b00b976d
Fixed bug when actual parameter value is NULL.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1857 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-29 15:15:32 +00:00
b87a453c7e
v4 matlab:
...
* removed sylvester3.m and sylvester3a.m (have been moved to gensylv/ subdir)
* display an error message when dynare called without argument
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1852 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-27 09:46:44 +00:00
a31789dcb5
v4 matlab:
...
* replaced obsolete isstr() by ischar()
* fixed typo in erase_compiled_function()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1844 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-23 14:45:37 +00:00
13af9eb18f
Idem 1836
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1837 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-19 13:27:17 +00:00
de48d0b3ee
Changed posterior_moments (global variable options_ is not needed anymore, mh_conf_sig is a new input argument) + Cosmetic changes.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1836 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-19 13:22:57 +00:00
f85752893e
Changed header text.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1829 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 16:10:30 +00:00
0f1e8c8137
Cosmetic changes and factorization of a division.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1828 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 15:59:41 +00:00
c61d46e1f6
Cosmetic change.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1827 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 08:22:46 +00:00
e85af5dc11
Added a dynare configuration routine and bug corrections.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1826 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 08:18:37 +00:00
45268c43b4
Bug (typo) correction.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1823 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-13 08:34:09 +00:00
568789b3ac
v4 homotopy3: fixed bug
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1822 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-06 17:18:58 +00:00
353fce6bfa
v4 get_posterior_parameters.m: bug correction
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1821 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 18:37:05 +00:00
ffc6c8fdef
v4: fixed bugs for dynasave
...
updated dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1819 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 13:54:59 +00:00
8b841cda0b
v4: corrected bug in prior_draw.m (inv-gamma2)
...
reindented priordens.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1816 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 04:55:06 +00:00
1e096f3dee
v4: adding forcst2.m
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1815 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 04:49:44 +00:00
6352e90b26
v4: fixed bug concerning handling of filter decomposition (decomp) in DiffuseKalmanSmoother1_Z. and DsgeSmoother.m
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1814 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 15:41:15 +00:00
b99d608b7e
v4 adding dynare_version.m
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1813 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 13:34:14 +00:00
1fc2c7a9f1
v4: added forecast, updated dynare_m.exe
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1812 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 12:04:48 +00:00
e6a060d64e
New matlab functions to be used if a dll is missing.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1810 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-25 12:47:30 +00:00
7eb6fa3ed1
v4 preprocessor: fixed bug with "order" option
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1809 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-24 10:55:26 +00:00
0c45802387
v4: added trans_ident option for GSA
...
updated matlab/dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1807 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-20 05:56:21 +00:00
e59b3c134f
v4 diffuse smoother: added initialization d=0
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1804 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-16 14:27:50 +00:00
f4eda9e12f
v4 preprocessor: added mode_file to dynare_sensitivity options
...
corrected threshold_redform option
threshold_redform option accepts float and (-)Inf
split value (puts NaN for no value) and value1 (doesn't accept no value)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1803 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 20:22:42 +00:00
4e889a9eed
Impose redform=1 when morris=1;
...
Change checks for existence of the toolboxes.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1802 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 14:31:45 +00:00
442a212d28
Added empty case for filter_step_ahead;
...
Fixed bug with bounds, when prior bounds are outside from lb and ub specified manually by the user;
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1801 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 10:17:31 +00:00
460267525b
Moved position for mode_file option.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1800 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:50:46 +00:00
9f8deb4fdd
v4 preprocessor/macro: added a difference operator on macro arrays
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1799 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:19:01 +00:00
6b6598914f
Default empty list of names and use of ':' for all names;
...
Use of empty datafile;
Extended use of various data options:
nobs, first_obs, prefilter, presample, loglinear, nograph;
Prepared for available mode_file option n dynare_sensitivity.m;
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1797 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:14:37 +00:00
fa664b73c4
trap for sensitivity analysis and empty datafile
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1796 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:00:24 +00:00
74fb4a04c5
v4: fixing initvalf
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1795 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 07:22:10 +00:00
9330ff1786
v4 preprocessor: added some estimation options for dynare_sensitivity
...
updated matlab/dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1794 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-13 12:58:44 +00:00
40a049c359
v4 preprocessor: corrected bug with initval_file
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1793 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-11 19:24:19 +00:00
48166a9c96
v4 preprocessor: added syntax (:) for all variables in
...
option_lists
updated matlab/dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1792 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-11 14:41:52 +00:00
284560a79c
update of GSA code
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1791 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 09:55:28 +00:00
1a7990cf5d
functions related to dynare_sensitivity deleted
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1790 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 09:45:11 +00:00
524159c5bb
The dimension of the last saved stock matrix has to be variable, not fixed.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1789 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 08:53:36 +00:00
1618d9533f
v4 preprocessor: added provision for local options; used by dynare_sensitivity.m
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1784 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-05 10:52:58 +00:00
0efeef2486
v4 dynare_sensitivity.m: options_gsa are now local and nonsticky
...
automatic addition of gsa path if it exists
otherwise error message
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1783 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-05 10:49:59 +00:00
0cd82d3923
v4: updating dynare_m.exe
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1782 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-04 18:43:16 +00:00
dc57439e43
v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1779 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-03 16:22:52 +00:00
6ca15f8a95
v4 mex+preprocessor: binary update
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1777 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-03 07:56:49 +00:00
c72e6ff02e
v4 matlab+preprocessor: fix display of preprocessor error message (was truncated by Matlab if too long)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1774 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 15:01:52 +00:00
4a481eaff0
v4 matlab: display preprocessor output even in case of success
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1773 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 14:41:56 +00:00
367948e4db
v4 matlab+preprocessor: the three homotopy modes should now work
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1769 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-31 16:19:16 +00:00
06b6429b04
bug correction
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1757 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 09:58:47 +00:00
5e1745ada7
v4 random_walk_metropolis_hastings.m: changed initializationo of InitSizeArray to avoid
...
uncomplete files when load_mh_files
suppressed confusing reinitialization of
InitSizeArray at the end of a chain
put back the report on average acceptation rate
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1756 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 09:31:06 +00:00
b67c5f596a
v4 : dynare_estimation.m: corrected bug with load_mh_file
...
simplified calls to random_walk_metropolis_hastings()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1755 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 08:33:59 +00:00
7d66de73f7
v4 th_autocovariances.m: corrected bug in case of multiple unit roots
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1754 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-29 08:52:00 +00:00
18e617c95b
v4: adding 2 homotopy functions out of 3 initially planned
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1750 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-28 12:41:02 +00:00
be833e1e03
Bug correction.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1746 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-27 09:19:38 +00:00
59c30113c1
v4: added options for homotopy
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1745 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-24 08:56:48 +00:00
2aaf214c09
Correction of bug in the definition of the dsge-var prior.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1744 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-18 10:28:53 +00:00
8917d41046
Added multivariate student as a proposal distribution for the metropolis hastings.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1743 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-13 08:27:55 +00:00
d6e004e91d
v4 ramsey_dynamic.m: added missing semi-colons
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1742 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-12 16:46:51 +00:00
ab375b6f4e
Factorization of the initialization of the metropolis hastings (implementation of the independent metropolis hastings).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1741 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-11 20:55:16 +00:00
ea1f4abaed
Added a function returning the prior and posterior densities of a dsge-var model, given the deep parameters and the dsge_prior_weight parameter.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1740 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-10 16:08:02 +00:00
adjemian
sebastien
michel
ratto
assia