Sébastien Villemot
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acf5451c1f
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Build system: rename 'loglikelihood' to 'logposterior'
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2010-07-09 12:48:08 +02:00 |
George Perendia
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50c1e0a8ec
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C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc
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2010-07-08 09:56:19 +01:00 |
George Perendia
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5c01144793
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C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc
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2010-07-08 09:56:18 +01:00 |
Houtan Bastani
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ffaee8d4e9
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SWZ: GPL copyright on code written by Dynare Team
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2010-07-06 17:30:55 +02:00 |
Houtan Bastani
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e4de5c21a8
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SWZ: misc code cleanup
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2010-07-06 13:01:04 +02:00 |
Houtan Bastani
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1868cd7943
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SWZ: replace exit with swzExit
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2010-07-06 12:19:17 +02:00 |
Houtan Bastani
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7aeb61b0f8
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SWZ: replace free with swzFree
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2010-07-05 19:27:45 +02:00 |
Houtan Bastani
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bf38d85c04
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SWZ: replace realloc with swzRealloc
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2010-07-05 19:27:35 +02:00 |
Houtan Bastani
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571f430085
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SWZ: replace calloc with swzCalloc
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2010-07-05 19:27:21 +02:00 |
Houtan Bastani
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08f2b2b5c4
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SWZ: replace malloc with swzMalloc
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2010-07-05 18:40:19 +02:00 |
Sébastien Villemot
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a7f5b6f557
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Reference manual: fix the definition of 4th prior parameter (not used for generalized gamma distribution)
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2010-07-05 18:25:46 +02:00 |
Stéphane Adjemian (Scylla)
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df5f28c08f
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Rewrote the DSGE-VAR entry in the manual.
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2010-07-05 15:23:17 +02:00 |
Houtan Bastani
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298506d730
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DSGE-VAR: add entry in manual
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2010-07-01 15:28:08 +02:00 |
Sébastien Villemot
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e7d3b5acee
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Updates to macroprocessor slides
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2010-07-01 15:21:41 +02:00 |
Houtan Bastani
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ad28c2054d
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Add boost/math and boost/random to configure script for mex build system
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2010-07-01 14:15:08 +02:00 |
Michel Juillard
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6a224e78a0
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computes posterior distribution of conditional variance decomposition only if option conditional_variance_decomposition is specified in estimation
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2010-06-26 15:51:12 +02:00 |
Michel Juillard
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34828e4110
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added conditional variance decomposition to estimation options
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2010-06-26 15:39:25 +02:00 |
Michel Juillard
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b400e97887
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added missing initialization in kalman_smoother
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2010-06-26 15:14:11 +02:00 |
Michel Juillard
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c574544b16
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adding a check to Metropolis Hasting initialization in order not to accept a penalized posterior value
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2010-06-26 11:51:40 +02:00 |
Sébastien Villemot
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40403e9e40
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Fix for Windows packaging
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2010-06-25 18:50:26 +02:00 |
Sébastien Villemot
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f34c31307b
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K-order: minor fix for order of initialization of data members
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2010-06-25 15:40:36 +02:00 |
Sébastien Villemot
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9dca888366
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Updated .gitignore
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2010-06-25 15:40:03 +02:00 |
Stéphane Adjemian (Scylla)
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be1e0f1b8a
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Fixed bug for mode_compute=6 in Octave. Added an option to replace waitbar in matlab by
textbar (as in Octave). The user has to set options_.console_mode before the
estimation command. Cosmetic changes in gmhmaxlik (mode_compute=6).
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2010-06-25 15:03:04 +02:00 |
Sébastien Villemot
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8b614d3079
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Userguide: updating date to year 2010
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2010-06-25 10:33:48 +02:00 |
Houtan Bastani
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7b59c012b9
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Update userguide .mod files: reconcile text with updated .mod files
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2010-06-24 19:42:39 +02:00 |
Houtan Bastani
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e02e3b8a85
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Update userguide .mod files: replace $\hat{}$ and $\widehat{}$ with \textasciicircum
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2010-06-24 19:42:39 +02:00 |
Houtan Bastani
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15d4e8b88f
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Update userguide .mod files: add comment to match text of userguide
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2010-06-24 19:42:39 +02:00 |
Houtan Bastani
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631ef3d0d4
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Update userguide .mod files: remove extraneous spaces, characters and commands from .mod files
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2010-06-24 19:42:38 +02:00 |
Houtan Bastani
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d95ee41f72
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Update userguide .mod files: remove double declaration of beta
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2010-06-24 19:42:38 +02:00 |
Houtan Bastani
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4ec5016e5f
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Update userguide .mod files: set mode_compute=6, following fixes on dynare forum
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2010-06-24 19:42:38 +02:00 |
Houtan Bastani
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441ecaee30
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Update userguide .mod files: change to unix-type line ending and remove extra spaces
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2010-06-24 19:42:38 +02:00 |
Houtan Bastani
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b5baf45f36
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move validation check from constructor to checkpass
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2010-06-24 19:42:38 +02:00 |
Stéphane Adjemian (Scylla)
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bb47d78611
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Fixed bug in Kalman filter routines + Cosmetic changes.
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2010-06-24 18:20:07 +02:00 |
Stéphane Adjemian (Scylla)
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706b68e7ef
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Do not build plots of the posterior IRFs with Octave.
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2010-06-24 18:11:08 +02:00 |
Stéphane Adjemian (Scylla)
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32a3fe11f4
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Added mod files in the test suite (for dsge-var models).
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2010-06-24 16:03:17 +02:00 |
Houtan Bastani
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bc62662fcf
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DSGE-Var: bug fix. Add init param statement at the before the estimation statement
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2010-06-24 15:08:23 +02:00 |
Stéphane Adjemian (Scylla)
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3aaccc59e3
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Changes related to the new interface for the dsge-var models.
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2010-06-24 12:53:10 +02:00 |
Stéphane Adjemian (Scylla)
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2aba780744
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Removed two empty lines.
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2010-06-24 12:52:28 +02:00 |
Stéphane Adjemian (Scylla)
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cc4c63f4d0
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Fixed bug introduced with the parallelization of PosteriorIRF.m.
Changes related to the new interface for dsge-var models.
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2010-06-24 12:49:27 +02:00 |
Stéphane Adjemian (Scylla)
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ed03fe89c9
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Bug fix.
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2010-06-24 12:41:52 +02:00 |
Houtan Bastani
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bab490fc7f
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DSGE-VAR: support deprecated way of declaring dsge_prior_weight
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2010-06-22 10:38:54 +02:00 |
Houtan Bastani
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9b5df05804
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DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
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2010-06-22 10:38:43 +02:00 |
Houtan Bastani
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b5a3cb227c
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add native matlab statements with comments to test suite
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2010-06-22 10:38:18 +02:00 |
Houtan Bastani
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6582341799
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enable multi-line native matlab statements
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2010-06-21 13:08:42 +02:00 |
Houtan Bastani
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a0cd4b33ae
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remove comments that are placed on the same line as native Matlab code in a .mod file
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2010-06-18 16:21:28 +02:00 |
Houtan Bastani
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8b7d4d590b
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fix typo
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2010-06-18 16:21:28 +02:00 |
Sébastien Villemot
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f1abbe724f
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Preprocessor: cosmetic changes related to 'size_t'
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2010-06-18 15:48:46 +02:00 |
Sébastien Villemot
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c4ef68b293
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Preprocessor: fixed bug (substitution was incorrectly done with leads on exogenous)
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2010-06-11 19:21:03 +02:00 |
Sébastien Villemot
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04905660b8
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Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
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2010-06-11 19:18:16 +02:00 |
Sébastien Villemot
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7410094588
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Estimation DLL: various minor changes
|
2010-06-11 19:16:03 +02:00 |