Ferhat MIHOUBI
f7ac31b58a
Improves the global convergence of Newton method for static model
2010-02-05 18:33:34 +01:00
Sébastien Villemot
d244278adf
Fixed bug in dynasave (thanks to P. M. Lafourcade for reporting)
2010-02-05 16:54:00 +01:00
Ferhat MIHOUBI
4a33777ef7
Adds exceptions management on floating point operations using cfenv.h from gcc
2010-02-05 12:07:46 +01:00
Stéphane Adjemian (Charybdis)
55c210ef47
Bug fix (fval is give by DsgeVarLikelihood if a dsge-var model is estimated) and cosmetic
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changes (removed trap).
2010-02-04 21:36:21 +01:00
Michel Juillard
0c26e187b3
Merge branch 'master' of http://www.dynare.org/git/dynare
2010-02-04 16:34:53 +01:00
Michel Juillard
2e53bb0807
bug correction in mode_check when incomplete last page of plots
2010-02-04 16:30:19 +01:00
Stéphane Adjemian (Charybdis)
8878c10a75
Added a warning if the user put order>1 as an option in the estimation command.
2010-02-04 10:30:45 +01:00
Stéphane Adjemian (Charybdis)
926d5f83c9
Added *.fig files and temporary files.
2010-02-03 21:53:50 +01:00
stepan@charybdis
bfde3d2beb
Removed non linear kalman filter files.
2010-02-03 12:37:46 +01:00
Sébastien Villemot
ef521882cc
Fixed 4.2 version numbers
2010-02-02 18:23:31 +01:00
Sébastien Villemot
0e5dc7bf06
Up-to-date .gitignore files
2010-02-02 17:22:19 +01:00
Michel Juillard
facbb4b647
manual: clarifying effect of repeated varobs statements
2010-02-01 12:44:23 +01:00
Sébastien Villemot
00c73845e0
Build system: further fixes for possibly empty directories (needed because of Git migration)
2010-02-01 10:50:29 +01:00
Ferhat MIHOUBI
cb1cc4049b
convergence error message changed in bytecode
2010-01-29 17:51:39 +01:00
Sébastien Villemot
d6aa4f1329
Build system: create empty directories (needed because of Git migration)
2010-01-29 15:13:34 +01:00
sebastien
f8f57d8d8c
preprocessor: added missing header
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3391 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-28 14:18:40 +00:00
ratto
c666b79001
trap for NaN's in mm and MM
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3390 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 14:03:28 +00:00
ratto
7a743a9594
Added partial correlation plots for reduced form model and moments;
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warning of for the loop of normalized sensitivities;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3389 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 14:02:56 +00:00
sebastien
c44452d820
Fast deterministic simulations:
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* when using "bytecode" without "block", enforce "stack_solve_algo=5"
* added a test for "bytecode" without "block" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3388 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 10:13:14 +00:00
ratto
3f8bc2b2a1
Added steady state to derivatives of LRE form.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3387 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 16:48:45 +00:00
ratto
234cc8ef7a
header
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3381 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 14:11:15 +00:00
ratto
966a1b4896
boxplot utility, used in identification.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3380 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 14:10:17 +00:00
ratto
a02dd60d1e
Modified version of parallel routines, with more sophisticated management of slave processes, which are not closed after the completion of each job but can stay in stand-by until a new job is assigned to them.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3379 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 13:18:15 +00:00
ratto
0378c80427
deleted a bit still linked to sshfs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3378 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 13:11:17 +00:00
michel
f06b4e180a
4.2: fixed bug in k_order_pert.m for order == 1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3376 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-25 14:52:48 +00:00
michel
ce7af53855
v4.2: changed vech functions names to avoid conflict with other toolboxes
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vech.m -> dyn_vech.m
unvech.m -> dyn_unvech.m
diag_vech.m -> dyn_diag_vech.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3375 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-23 16:55:28 +00:00
ferhat
b5727e0658
Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00
ferhat
0efd5b1621
"bytecode" option can be used without "block" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
sebastien
98de32dfcb
build_matlab: fix for 64-bit Mac (thanks to Jacob Smith for reporting)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3371 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 09:14:09 +00:00
stepan
29fc9354ef
Adapted SMM for the estimation of variances.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3370 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-21 10:56:32 +00:00
sebastien
cda4f57a7c
build_matlab.m: add support for 64-bit Mac Intel
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3368 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-19 11:21:58 +00:00
houtanb
77897d691e
expectation conditional on a restricted information set
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-18 22:08:44 +00:00
stepan
397d531990
Bug fix. Variable use_dll_flag is not defined if remote computers are not used. Don't need to compile the
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(dynamic model) mex file in this case.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3366 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-16 10:28:09 +00:00
stepan
46cf2ea243
* Bug fixes and cosmetic files in parallelized SMM.
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* Bug fix in extended_path.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3365 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 15:45:07 +00:00
ratto
f8f8434977
removed useless comments
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3364 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 10:02:22 +00:00
ratto
f1795cb909
1) added ismac for MATLAB >= 7.4
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2) some commenting added;
3) eliminated sshfs mounting
4) eliminate use of ifconfig, use hostname utility of linux/unix instead (still may not work for solaris environments?)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3363 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 10:01:21 +00:00
ratto
414ea4daf0
forced order=1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3362 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:58:38 +00:00
ratto
94d215d73e
Modifications linked to previous commit:
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Added first order moments
Added LRE analysis for trivial no-identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3361 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:58:09 +00:00
ratto
cda0f571b4
Added first order moments
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Added LRE analysis for trivial no-identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3360 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:57:05 +00:00
ratto
a018e231de
distinguishing between noprint and nomoments/nocorr options
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3359 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:55:05 +00:00
sebastien
4a3709da09
Minor fixes to build system and license notices
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3356 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:59 +00:00
sebastien
4d50db71dd
Fix example test file: it fails with Netlib BLAS (but succeeds with ATLAS), because of a near-singularity
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3355 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:30 +00:00
stepan
c5cf610fdf
Removed persistent variable. Don't know if persistent variables are working as expected
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with recursively called functions.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3354 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 10:14:55 +00:00
sebastien
366ee2212c
Fix omitted words in license file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3352 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-12 11:34:34 +00:00
sebastien
007534b401
Update license file to better fit the standard
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3350 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-12 11:27:49 +00:00
sebastien
92e60d612d
Update license file to new version of the spec
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3348 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-12 11:06:54 +00:00
stepan
1b37985435
Added a generated mat file keeping track of the estimated parameters' values.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3347 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 16:36:36 +00:00
stepan
5f42e79bfc
Changed the code so that if we are not able to solve for the deterministic equilibrium path
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at time t (even with the homotopic steps) then the size of the structural innovations is
reduced (at time t *only*). The advantage of this trick is that the seed of the random
number generator is not affected. The problem is that the structural innovations are now
heteroscedastic. Should add something to evaluate the importance of this heteroscedasticity problem.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3346 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 16:29:50 +00:00
stepan
77eec32811
Replaced disp() by error(). This condition (master running a job) is mandatory.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3345 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:58:45 +00:00
stepan
3ad3372f76
Correction of a bug introduced in the previous commit (3343).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3344 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:53:57 +00:00