even if there is a single shock. In that case variance decomposition
is one. It is better if Gamma_y has always the expected
size. disp_th_moments.m only displays variance decomposition if there
is more than one shock.
Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
When the aggregate variance differs from the shock of the sum of the effects of individual shocks by more than 0.01% a warning is displayed.
This behaviour is documented in the reference manual.
* at order 2 with non-stationary variables, fixed 2nd order mean correction
* when HP filtering (whether at order 1 or 2), consider all variables as stationary (closes#52)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3288 ac1d8469-bf42-47a9-8791-bf33cf982152
- oo_.mean, oo_.var, oo_.gamma_y contains all selected variables
- moments of non-stationary variables are set to NaN
options_.Schur_vec_tolerance lowered to 10^-11
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2810 ac1d8469-bf42-47a9-8791-bf33cf982152
+ Fixed a bug introduced in the previous commit.
+ Added a threshold parameter for the complex blocks in the upper
triangular matrix T in lyapunov_symm.m (new field in options_)
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2414 ac1d8469-bf42-47a9-8791-bf33cf982152
+ Efficiency changes:
++ Do not compute the variance decomposition if not needed.
++ Do not apply the Schur decomposition for each shock in case of a variance decomposition.
+ Bug corrections and cosmetic changes.
+ Corrections of some headers.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2411 ac1d8469-bf42-47a9-8791-bf33cf982152
* added a function matlab_ver_less_than() for testing Matlab version
* updated dynare_config.m and build_matlab.m accordingly
* removed tests to check whether we are older than Matlab 6.5 (R13), since we don't support those old versions anymore
* removed a few unnecessary uses of eval()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1936 ac1d8469-bf42-47a9-8791-bf33cf982152