michel
47c51d42cc
added option to compute covariance matrix of coefficient (default = 1)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2405 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 09:23:31 +00:00
michel
4d99d4521a
removed mode saving when no computation takes place (added in previous modification)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2404 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-08 09:16:33 +00:00
michel
73873d7b2c
estimation: save bayestopt_ in *_mode.mat file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2403 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-07 11:26:14 +00:00
sebastien
449baffb0a
trunk preprocessor/macro: allow empty arrays, and iteration over them in @#for loops (empty array can only be constructed through set difference for the moment)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2401 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-06 15:47:26 +00:00
sebastien
d4e10fdaa5
trunk preprocessor: fixed bug in the macro-processor, when the body of a @#for loop is empty
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2399 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-05 15:54:09 +00:00
sebastien
de5ed16ef1
trunk preprocessor: cosmetic change to Bison file, for consistency with other options
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2398 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-05 15:07:49 +00:00
sebastien
7cb97d5ac0
trunk preprocessor: allow one line comments behind @#else
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2396 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 23:42:48 +00:00
sebastien
783b1adfb6
trunk preprocessor: allow one line comments behind @#endif and @#endfor
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2394 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 23:24:16 +00:00
ratto
80c69b42f8
fixed bug when saving simulation with replic>1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2393 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 13:40:17 +00:00
stepan
1a9bc8c10d
v4.1::
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+ Removed useless call to check_list_of_variables in dynare_estimation_1.m
+ Removed bayestopt_ global structure from draw_prior_density.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2392 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-04 10:44:54 +00:00
michel
5f148e90f4
adding PLOT_PRIORS option, no plotting is the new default
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2391 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 14:10:16 +00:00
michel
25011b78f1
adjusting header and re-indenting file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2390 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 09:21:45 +00:00
michel
8ff680b03a
made it possible for data file name to contain a pathname
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2389 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 09:20:57 +00:00
george
c98d175e4b
Updates for prototype based on reading output mat file.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2388 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-02 12:57:07 +00:00
george
60feef4a0a
Prototype DR1 subset for running k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2387 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-02 12:55:13 +00:00
ferhat
eb4b2a50a0
- Correction of bugs in deterministic simulation with option sparse_dll
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- parallel programming (with openMP API, available since GCC 4.3.2) implemented in the symbolic gaussian elimination algorithm
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2386 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-30 11:36:15 +00:00
ferhat
6e4e80785c
All iterations are printed during the simulation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2385 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-30 11:06:28 +00:00
ferhat
851b5896c0
correction of the constants returned by functions ReadNum and ReadAlpha in the SimpleEleme virtual class
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2384 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-30 11:04:21 +00:00
stepan
5c18a68ac3
v4.1:: The reported residuals are rounded to zero if inferior to options_.dynatol/100.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2383 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-29 22:25:01 +00:00
sebastien
ae98231b23
trunk simk: use modfile basename for swap filename in order to allow simultaneous execution of several mod files in the same directory
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2381 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-29 13:57:43 +00:00
george
e247e3ef0b
Update: k_ord_dynare.cpp that prints the order when running ReorderDynareJacobianIndice
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and k_order_perturbation with MAT file printout
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2380 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-28 19:26:40 +00:00
george
88afe87f0c
Update: test main which writes MAT file too
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2379 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 19:48:53 +00:00
michel
ad1608c9af
correcting bug in forecast when data are prefiltered
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2377 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:11:19 +00:00
michel
bb838b30c5
correcting bug introduced by recursive code, when there is no recursive estimation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2376 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:10:49 +00:00
george
3165e2a6dc
Update, The exit from the walkstochsteady, i.e. the code in the main() following exit is not complete - it is there only for debugging up to that point.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2375 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:08:08 +00:00
michel
44a9cd73b8
added expression_or_empty token
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re-authorized empty expression between commas in estimated_parameters statements
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2374 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-25 09:50:21 +00:00
ferhat
56c0af0b7e
Find the temporary terms even in local model variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2373 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-23 14:09:24 +00:00
sebastien
723b260f9f
trunk preprocessor: automatic reindentation of all code with emacs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2372 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-23 10:59:37 +00:00
michel
867daedd40
adding tests for recursive estimation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2370 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 21:34:41 +00:00
michel
d5a1a025d9
redo code for recursive estimation
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corrected bugs with option prefilter, bayestopt_.mean_varobs is now a column vector
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2369 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 21:34:15 +00:00
sebastien
e98844dc61
trunk preprocessor: allow arbitrary expressions (and not just constants) in estimated_params, estimated_params_init and estimated_params_bounds blocks
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2368 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 15:05:38 +00:00
sebastien
50985b004e
trunk preprocessor: fixed bug with estimated_params_init and estimated_params_bounds in conjunction with correlation of endogenous variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2366 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 10:10:39 +00:00
stepan
3f36ec5b07
v4.1:
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+ Added option mode_compute=7 for fminsearch (the matlab optimization
toolbox is needed) a simplex based (gradient free) optimization
routine.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2365 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 16:42:34 +00:00
sebastien
2495aca72a
trunk:
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* updated copyright headers of all files modified since January 1st: the copyright notice now encompasses 2009
* fixed various other copyright header issues
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2364 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:39:24 +00:00
sebastien
4491f52b9e
trunk rplot:
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* in legends of multiple plots, no longer interpret an underscore in variable names as a subscripting command (like LaTeX does)
* updated header
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2362 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:33:14 +00:00
sebastien
c6761f79dd
trunk preprocessor: added option to remove @#line statements in output of macro-processor
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2361 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 13:45:44 +00:00
sebastien
8acb8f98e4
trunk preprocessor: no longer impose that extension be .dyn or .mod
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2360 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 12:08:11 +00:00
sebastien
bc384c2f5f
trunk preprocessor: removed unused header file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2359 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 11:37:02 +00:00
ferhat
4fe7e3e155
- SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate)
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- Correction in model_info.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-20 22:04:37 +00:00
michel
b1e3185592
separating lead and lag variables (m and P)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2357 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-14 20:35:25 +00:00
george
a39c2eb17f
Update: jacobian reordering methods and update of sparse tensor population. Also, test .cpp using new 1 lag 1 lead model derived from fs2000a.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2356 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-13 22:25:51 +00:00
george
a750cba621
This one is for testing fs2000k.mod model derived from fs2000a but with only 1 lead and 1 lag and auxiliary variables for C2(+1)=C(+2) and P2(+1)=P(+2) and uses npred=dr.npred-nboth. Still falling over, pending reordering of jacobian.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2355 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-06 16:35:43 +00:00
george
75e3717e64
Modified so that the memory space for the derivatives matrix is allocated higher in the calling chain, inside calcDerivatives. Also, changed to pointer based handling of the sparse tensor. Still not working and pending changes for auxiliary variables for test model.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2354 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-05 15:20:13 +00:00
michel
3a55016cf6
more speeding up changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2353 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-05 11:37:05 +00:00
michel
163b4461ec
adding parentheses for speed improvement
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code factorization
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2352 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-04 07:53:49 +00:00
ferhat
b18d8ae275
- forgotten files in the previous upload: MatlabFile.cc and MatlabFile.hh
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- temporary terms computed just before the equation where they appeared => important for "evaluated blocks" where temporary terms depend on endogenous computed in the block
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2351 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-02 13:00:43 +00:00
michel
1aac4e7e0a
fixing update issues for mode_compute=5,6
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2350 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-02 08:36:45 +00:00
ferhat
a0bbe27b95
Load_params_and_steady_state is now a dynare command -> needed to normalize the equations.
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-> MatlabFile.cc and MatlabFile.hh are added to dynare in order to read the Mat-File
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2349 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 19:29:17 +00:00
george
057beacc95
tests.cpp removed - it is not needed for the k-order library and interferes with the build
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2348 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 14:21:31 +00:00
george
814d15788d
Modifying instruction for Makefile in the extern/matlab so that it works without cweb and hweb files and create k_ord_lib.a
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2347 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 12:54:02 +00:00