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
eb4efa59ac
second derivatives of model equations w.r.t. parameters.
2010-03-16 10:15:19 +01:00
b291f4fcf7
small fix to implementation of second derivatives of jacobian w.r.t. parameters
2010-03-15 17:23:55 +01:00
19c4f7426c
second derivatives of jacobian w.r.t. parameters
2010-03-15 16:02:07 +01:00
2c1af4dc3b
bug fix: missing break in switch statement
2010-03-15 15:59:54 +01:00
882ea0ed75
Amending assertions in BlasBindings.hh
2010-03-15 12:12:43 +00:00
195fdece71
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-15 12:05:33 +01:00
6d4b0ecab7
SWZ:
...
- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
2010-03-15 12:03:37 +01:00
4eefafef8a
bug fix: prevent vars with leads/lags from being used outside of the model block.
2010-03-15 10:47:44 +01:00
890a7b8f0a
SWZ: removed reference to old function
2010-03-15 10:10:22 +01:00
ad31f7388e
derivative of hessian w.r.t. params.
2010-03-11 16:51:07 +01:00
380ced7673
minor code cleanup.
2010-03-11 12:04:06 +01:00
1c3f7b83e5
Added erf as an internally supported function and updated manual.
2010-03-11 12:00:37 +01:00
5d45bf947d
Added normpdf as an internally supported function and updated manual.
2010-03-11 10:16:40 +01:00
83b16ad9bb
Updates to Windows packaging
2010-03-10 18:45:03 +01:00
afc94953e9
Add provisions for MATLAB 7.10 (R2010a)
2010-03-10 18:44:46 +01:00
5b1ebc821c
SWZ: adding new tests and identification/exclusions.m
2010-03-10 08:40:52 +01:00
591e426110
- reversed ordering for lower and upper Cholesky
...
- added tests
- fixed various bugs
- modified initial values
Still unfinished
2010-03-10 08:32:51 +01:00
f4b7840739
corrected bug for decompostion (nargout > 7) in missing_DiffuseKalmanSmoother3.m
2010-03-09 18:43:50 +01:00
4ec9652f9e
Estimation DLL: added test for repmat in .gitignore
2010-03-09 18:30:23 +01:00
2449a4365c
K-order DLL, DynareNameList class: removed memory leaks
2010-03-09 18:30:23 +01:00
d95b0cf6d7
K-order DLL, KordpDynare class: removed memory leaks
2010-03-09 18:30:23 +01:00
bb3675e75c
K-order DLL, DynamicDLL class: removed memory leaks
2010-03-09 18:30:23 +01:00
1b3bc4a825
K-order DLL: removed useless stuff
2010-03-09 18:30:23 +01:00
3b1debf90b
updated authors in manual.xml
2010-03-09 16:55:31 +01:00
5f3cd9894e
fixed spacing
2010-03-09 16:40:52 +01:00
9451c56d3d
Modified manual for external functions
2010-03-09 16:39:48 +01:00
35a20551a6
Preprocessor: minor refactoring and documentation of ExprNode::writeOutput() methods
2010-03-09 12:16:32 +01:00
30ea396a08
Allow temporary terms to work with external functions
2010-03-09 11:21:14 +01:00
38640c4af8
use of numerical Jacobian to check analytic results.
2010-03-09 10:05:13 +01:00
ed4fee93fb
Utility for numerical derivatives in identification (to check analytic results)
2010-03-09 10:03:05 +01:00
e66b7b5ee2
Quicker with partial correlations.
2010-03-09 08:54:16 +01:00
8a7bdefe2a
small bug in Kronecker derivatives
2010-03-09 08:54:16 +01:00
52e9e9aef7
1) fix of boxplots when two nparams =2;
...
2) default useautocorr = 0;
3) new option prior_range;
4) normalized Jacobian for weak identification;
5) more complete options load_ident_files.
2010-03-09 08:54:16 +01:00
Michel Juillard
George Perendia
Sébastien Villemot
Houtan Bastani
Marco Ratto