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1203 Commits (ae0c71bfd9f1d9d80a77f20143fe3855870be9bc)

Author SHA1 Message Date
michel 463b6f900f v4.1: adding parentheses to make it run faster 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2048 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-08 07:52:25 +00:00
sebastien 0ee09b5b07 v4.1: merged r2044, 2045 and 2046 changesets from 4.0 branch 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2047 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-05 16:48:39 +00:00
sebastien fa0a9f2784 v4.1: merged r2042 from 4.0 branch 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2043 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-05 15:03:03 +00:00
sebastien c3152b393e v4.1: merged r2039 from 4.0 branch 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2041 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-05 14:42:05 +00:00
sebastien a946f85a74 v4.0 v4.1: fixed buggy dynare_version.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2040 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-05 14:23:03 +00:00
sebastien 544dbe9ecb v4.1 matlab/AIM: added license notice 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2036 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-04 09:14:09 +00:00
sebastien 80c86e23ed v4.1 preprocessor: 
* refactored code for the standard normcdf()
* cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2035 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-04 08:10:42 +00:00
sebastien 6aab28794a v4.1: bump release number 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2034 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-04 08:02:27 +00:00
michel 7785819203 - updated dynare_m.exe (for old changes, unrelated to current modifications) 
- added missing smoother function (DiffuseKalmanSmootherH3corr_Z.m is still missing)
- added computation of updated variable in smoother functions
- used same names for variables computed by smoother when results are only for posterior mode or for all posterior distribution

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2032 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-04 01:25:02 +00:00
michel 70d8a84490 added updated variables (a_t|t) and reverted the change in name for filtered_variables 
various bug corrections for posterior statistics


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2031 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-04 01:16:50 +00:00
michel 3d2b9c7e7b added short cut for standardized cummulative normal distribution 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2030 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-04 01:01:36 +00:00
sebastien 5c26c762e9 v4 tests: fixed executable properties 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2029 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-03 16:42:36 +00:00
adjemian 2845115b5f + Removed global variables. 
+ Added try and catch to handle cases where oo_ is broken and (mh_replic==0 & load_mh_file==1).
+ Added computation of posterior moments for endogenous variables (triggered by moments_varendo option). First order moments are still missing.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2028 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-03 16:05:35 +00:00
adjemian 348345843b Bug correction (missing parenthesis). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2027 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-03 12:02:29 +00:00
george 2618c1a9ac Removed references to SPSparse, SPQZ and SPEigQZ as unused 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2026 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 21:28:11 +00:00
george 5613e7acb2 Removed SPQZ SPEigQZ and SPSSparse as unused 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2025 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 21:06:10 +00:00
george 57ad15fd7a Replaced SPSparse() with sparse() 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2024 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 21:03:40 +00:00
adjemian 0f24420d69 Added a test to warn the user when he tries to estimate a model with non zero steady state (for the observed endogenous variables) using demeaned data (ie prefilter=1). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2023 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 20:50:30 +00:00
george 786b12bc0b Corrected addpath for AIM 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2022 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 18:46:10 +00:00
sebastien 53aa9ce545 v4 preprocessor: allow option "order" in "estimation" statement 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2021 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 16:15:15 +00:00
adjemian a646281137 If var_list_ is empty the user is asked to confirm that he wants to obtain posterior statistics for all the endogenous variables of the model. The user can then choose between: 
[1] var_list_ is the set of all the endogenous variables,
[2] var_list_ is the set of all observed variables,
[3] Stop Dynare and edit the mod file (to add a list of variables after the estimation command).

   

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2020 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 15:52:55 +00:00
sebastien e884dd5272 v4 mex: recompiled all DLLs for Windows/32 with Matlab 7.5 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2019 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 15:48:28 +00:00
sebastien 0c23ac2b06 v4 matlab: 
* fixed various copyright headers
* added URL pointer to C. Sims' original files
* removed obsolete dgamma.m


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2018 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 15:18:05 +00:00
adjemian b4c04a27cc Added autocorrelogram for the posterior draws. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2017 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 10:16:44 +00:00
adjemian 25e20a2b5b Removed unused variable. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2016 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 10:00:15 +00:00
adjemian b5f0fa26ee Changed default value for options_.trace_plot_ma 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2015 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 09:09:36 +00:00
adjemian 9dbe4e9411 Added comments. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2014 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-01 14:45:26 +00:00
adjemian fb3899018e + Added trace plots. 
+ Correction of a bug related to ferhat's recent commits (options_.model_mode has to be declared somewhere).

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2013 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-01 11:44:26 +00:00
adjemian 7ab0fab21c Added missing semi colon. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2012 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-01 11:19:04 +00:00
adjemian 4580290dae Bug correction related to initialization of deterministic simulations (i forgot to commit this file). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2011 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-01 10:13:10 +00:00
ferhat 6a3d20452b Minor corrections: 
- Bug in check.m with model without sparse options
- Display in simulate.dll
- "Model_InfoStatement" renamed "Model_InfoStatement" in ComputingTasks

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2010 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-29 12:31:25 +00:00
adjemian a9be2e5f13 Added Independent Metropolis Hastings and multivariate student as an alternative to multivariate normal for the proposal distribution. The default posterior sampling algorithm is random walk metropolis with a gaussian proposal distribution. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2009 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-28 13:38:07 +00:00
ferhat 2bc10facd6 update of model used to test sparse model 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2008 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-28 13:23:17 +00:00
ferhat 3f047dab9c - Bugs and memory leak correction 
- implementation of model_info command

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2007 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-28 13:20:34 +00:00
ferhat 08688fd7f3 Check command compatible with sparse model 
- New version of dr1.m (dr1_sparse.m & dr11_sparse.m) to handling sparse model (dr1_sparse and dr11_sparse could replace dr1.m)
- model_info command to describe the block structure of the model 
- transition_matrix.m modified to be compatible with sparse model



git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2006 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-28 13:18:09 +00:00
michel fcfb2fb578 functions return E_t Y_t in atilde 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2005 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-26 12:18:00 +00:00
michel 999d95cb7e a is E_t Y_t and a1 is E_t Y_{t+1}; function returns a 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2004 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-26 12:17:16 +00:00
adjemian 0d01f1b3e1 Informations about the deterministic simulations (number of iterations, error,...) are saved in oo_ (usefull for homotopic approach). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2003 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 21:22:28 +00:00
adjemian 70acbdb89f Removed a useless global (dsge_prior_weight) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2002 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 21:17:25 +00:00
adjemian 469eb87f40 Cosmetic change for Junior. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2001 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 21:09:49 +00:00
michel 26038a6df7 fixing bugs in prior_posterior_statistics.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2000 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 19:59:46 +00:00
michel 842fc6631b fixing bug for ML estimation when no priors are available 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1999 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 19:59:08 +00:00
michel f6019fe5ab updating dynare_m.exe 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1998 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 19:58:30 +00:00
michel 662cdea02d add an upper bound to loops in VariableTable::computeDynJacobianCols() 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1997 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 19:57:21 +00:00
michel 36ad3d293b fixing bug related to exogenous deterministic variables in forecast 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1996 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 19:04:06 +00:00
sebastien 2a7ee3d056 v4 preprocessor: 
* DynareBison.yy: added missing declaration of MODEL_INFO as a token
* various cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1995 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 16:45:39 +00:00
ferhat f18859fef2 - Bugs corrections in deterministic simulation with sparse option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1994 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 15:09:01 +00:00
ferhat 3bcff08e87 - Bugs corrections in deterministic simulation with sparse option 
- Check allowed with sparse option
- New command "MODEL_INFO" providing informations about the block structure of the model
- Memory leak corrections

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1993 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-25 15:06:36 +00:00
michel 4f3d871b77 fixing posterior analysis output. filtered_vars and step_ahead_filter still don't work correctly 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1992 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-24 19:30:55 +00:00
michel 1a1281bd07 updating dynare_m.exe 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1991 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-24 15:14:31 +00:00