a98a5106e1
In MATLAB >= 7.7, don't display a warning if we use deprecated interface to set seed of random number generators
2010-04-06 16:52:05 +02:00
6f200a1d7c
Build system: add support for R2010a
2010-04-06 14:12:00 +02:00
992dc1fb5d
Ref. manual: document the new selected_variables_only command
2010-04-06 11:54:30 +02:00
7c01486b84
Preprocessor: minor fix in header inclusion
2010-04-06 11:07:19 +02:00
c2f7f0a555
computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance.
...
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.
2010-04-03 11:27:49 +02:00
f85049e9a6
removed oo_.smoother.integration_order
...
removed integration_order (d) from the output arguments of DsgeSmoother. It is still computed by a few Kalman smoother routines. I don't change them now as they need to be rewritten soon.
2010-04-03 08:00:22 +02:00
c1b3627896
correction swz/c-code/Makefile: sbvar_estimation was left from a previous experiment
...
correcting swz/bin/.gitignore
2010-04-03 07:50:48 +02:00
b80f5d0f52
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-04-02 21:41:28 +02:00
6a2d2a7b46
smoother deals with all variables in M_.endo_names unless option SELECTED_VARIABLES_ONLY is used
2010-04-02 21:40:50 +02:00
e54a505159
bug correction
2010-04-02 21:38:05 +02:00
2679e190e8
bug correction. It seems that struct2local can create problems with Matlab r2010a: if run_smoother exists as function name, 'if run_smoother' calls run_smoother rather than evaluate local variable run_smoother.
2010-04-02 21:37:43 +02:00
b8bf1794ca
Minor fix in prototype of LAPACK dgees
2010-04-02 14:53:14 +02:00
f07c807702
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-04-02 11:59:04 +02:00
d6835338a5
adding option SELECTED_VARIABLES_ONLY
2010-04-02 11:51:21 +02:00
fcb315dccd
Merge remote branch 'george/master'
2010-04-02 10:19:24 +02:00
aef46cf78e
Fixed bug. The declared paths for the constrained variables have to be centered (Users declare constrained variables in *levels*,
...
imcforecasts centers the paths and adds the trend in the end).
(cherry picked from commit 4cb664a5089bc25bba7dfe63c2f0bdb743c4d5a7)
2010-04-01 15:41:36 +02:00
f0fc974b9e
!st draft Kalman Filter main, auxiliary an test routines for C++ estimation
2010-04-01 13:36:58 +01:00
db73d4020d
Ref. manual: for 'ramsey_policy', mention oo_.planner_objective_value
2010-03-29 15:01:29 +02:00
b8b3491a29
Preprocessor: removed spurious warnings
2010-03-29 12:52:29 +02:00
1dd9ca8e3f
Activate warning backtrace even for Octave
2010-03-29 12:44:56 +02:00
7f5f99b43e
stoch_simul: force order=1 with partial_information
2010-03-29 12:44:38 +02:00
e3be730a46
Preprocessor: fixed bug with warnings (they were all disabled)
2010-03-29 12:44:20 +02:00
307911b461
removing DOS end of lines
2010-03-25 12:28:48 +01:00
e405f17c8a
additional fixe to partial information:
...
- partial_information is a LOCAL option that must be repeated in all instructions
- when VAROBS is empty, one assumes full information (all endogenous variables are observed)
- allusion to SIMULATED variables is removed from the title of the tables
2010-03-25 11:20:34 +01:00
0be001d194
Tidying up Partial information extension to stoch_simul, PCL_Part_info_irf.m and PCL_Part_info_moments.m
2010-03-24 23:26:05 +00:00
667d5ac262
var_listindices.m: fix for Octave
2010-03-24 12:54:18 +01:00
6bb4ec4d9b
Fixed bug in stoch_simul related to the variable list
2010-03-24 12:54:02 +01:00
60ad78b095
Partial information: fixed copyright notices
2010-03-24 12:21:02 +01:00
45efcd61dd
Partial information: converted files to UNIX EOL convention
2010-03-24 12:14:41 +01:00
0af39dca5d
Ref. manual: fixed XML errors
2010-03-24 12:11:23 +01:00
ea03a64398
partial information: cleaning-up tests
2010-03-24 10:53:47 +01:00
a9ce1ef2b4
bug correction in partial_information
2010-03-24 10:35:30 +01:00
7668bc4a11
-new smoother function kalman/smoother/kalman_smoother.m
...
-fixing bugs in dynare_estimation_1.m
2010-03-23 18:17:15 +01:00
b261eb0ba2
integration of partial information in stoch_simul (thanks to George, Joe and Paul)
2010-03-23 11:09:59 +01:00
436fdf97c6
modified varlist_indices
2010-03-23 06:38:39 +01:00
c5bc424dd4
added new Partial Inforamtion code sent by G. Perendia
2010-03-23 05:47:13 +01:00
9b20ae958c
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
c963fb6c91
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-19 20:41:04 +01:00
40f1ab7548
computing smoother only for listed variables (start)
2010-03-19 20:40:49 +01:00
5efb7a7ddf
added clause in dynare_estimation_1.m to avoid use of kalman smoother and diagnostics if options_.partial_information == 1
2010-03-19 19:17:38 +00:00
41343575a7
Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements
2010-03-18 14:56:22 +01:00
127e5ca05a
Minor data initiation bug fix in testInitKalman.cc
2010-03-16 16:54:28 +00:00
b1e90e59af
Estimation DLL: added testInitKalman to the build system, and modify it to accept the dynamic DLL as argument
2010-03-16 15:57:10 +01:00
d93a5af70b
Estimation DLL, DynamicDLL class: removed dependency on MEX header, unnecessary and makes the compilation of test files more complicated
2010-03-16 15:55:37 +01:00
35377ff303
Estimation DLL, InitializeKalmanFilter: removed unknown header
2010-03-16 15:55:08 +01:00
f62dce714e
Minor modification of types
2010-03-16 13:52:00 +00:00
c738941044
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-16 13:27:29 +00:00
881b1168fe
Adding InitializeKalmanFilter.cc/hh, its supporting files: DetrendData.cc/hh (a basic one), libmat/DiscLyapFast.cc, a test driver routine and a minor amendment to ModelSolution.hh.
2010-03-16 13:26:05 +00:00
fd3c35937b
Estimation DLL, dynamic DLL loading: minor changes to testModelSolution (now takes the full name of the dynamic DLL in argument)
2010-03-16 10:27:58 +01:00
3c8bfc5ef0
Estimation DLL, dynamic DLL loading: fixed memory leaks
2010-03-16 10:27:58 +01:00
Sébastien Villemot
Michel Juillard
Stéphane Adjemian (Ithaque)
George Perendia