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
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
890a7b8f0a
SWZ: removed reference to old function
2010-03-15 10:10:22 +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
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
2166d36cc1
Improved display for weak identification
2010-03-09 08:54:16 +01:00
24ddd6edb4
cheaper execution for pairwise correlations
2010-03-09 08:54:15 +01:00
d994ed35ff
Merge remote branch 'ratto/master'
2010-03-05 11:32:05 +01:00
3e573f1c35
semicolon missing.
2010-03-05 11:27:59 +01:00
24d41f66c8
fixed bug with tolerance for steady state kalman filter
2010-03-05 11:26:29 +01:00
07bbc15824
Changes related to SMM estimation.
...
(1) Bug fixes.
(2) SMM estimation use the estimated_params block (same usage as for ML estimator).
2010-03-04 17:24:01 +01:00
227d6f9140
Bug fix.
2010-03-04 16:40:02 +01:00
2a1889b508
Set penalty equal to minus infinity in mcmc (so that the probability of discarding vectors of
...
deep parameters such that the steady state does not exist, does not satisfy BK conditions,...
is one).
2010-03-04 16:15:27 +01:00
12c4a52ebc
Add support for external functions
2010-02-23 18:15:18 +01:00
38bb29fa11
1) fixed steady state derivatives for non-stationary models;
...
2) fixed derivatives using kronecker products a la Iskrev
2010-02-23 10:50:26 +01:00
bb06ec430a
1) relaxed schur_vec_tol
...
2) warning off divde by zero
3) better figure layout
2010-02-23 10:47:43 +01:00
e466748993
Bugs corrected: exogenous variable are read from and external file if oo_.exo_simul is not completely filled => allows for shocks.
2010-02-19 11:03:53 +01:00
e1db53caa0
dynare_config adds matlab/missing/bsxfun in the path if needed. bsxfun.m is a replacement for matlab's
...
built-in bsxfun function (missing in versions older than 7.4).
2010-02-19 00:31:43 +01:00
9754bc7afa
Fixed bug.
2010-02-19 00:31:43 +01:00
1fbe76b95d
Added function a clone of matlab's built in bsxfun (missing in versions prior to 7.4).
2010-02-19 00:31:43 +01:00
b762f010cd
Fix the inconsistency between mh_drop and the number of mh draws discarded
...
when computing the Brooks and Gelman convergence diagnostics.
2010-02-18 17:13:13 +01:00
1ae1b5ff20
Backporting bicgstab function from Octave 3.2 to Octave 3.0 ( closes #81 )
2010-02-17 18:40:52 +01:00
10e92a8673
Merge branch 'master' of stepan@kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-02-17 18:29:44 +01:00
de1ba423b5
Bug fixes.
2010-02-17 18:27:20 +01:00
cbfd0fd562
Added estimation of the variance of the SMM estimator.
2010-02-17 17:48:43 +01:00
b65178aadb
Added a function computing the gradient of a function (R^m -> R^n).
2010-02-17 17:33:52 +01:00
f1b07fb789
Added a function computing the gap between simulated and sample moments.
2010-02-17 16:53:04 +01:00
77570f40c7
Added mode options.optimization_routine==0 (no optimization, just read the optimization_path.mat file).
2010-02-17 16:20:37 +01:00
c1e7ade63e
get_variance_of_endogenous_variables.m: fixed error introduced in commit b9173a211f
2010-02-17 12:52:25 +01:00
9e2885d17f
Merge remote branch 'michel/master'
2010-02-17 12:51:20 +01:00
b9173a211f
get_variance_of_endogenous_variables.m:
...
* fixed bug when no unit root
* removed unused and never initialized second return argument
2010-02-17 12:02:17 +01:00
d6faa47807
Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates
2010-02-15 16:52:36 +01:00
9509a46497
corrected bug when all variables are stationary and u is empty
2010-02-15 14:17:02 +01:00
44623a1d3f
Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze.
2010-02-13 19:19:57 +01:00
be510a4b93
bug fixes for use with octave for windows
2010-02-12 19:31:39 +01:00
0d2448c375
bug fix for use with octave for windows (filesep in place of '/')
2010-02-12 19:31:05 +01:00
Michel Juillard
George Perendia
Sébastien Villemot
Houtan Bastani
Marco Ratto
Stéphane Adjemian (Gpm
Stéphane Adjemian (Karaba)
Ferhat Mihoubi
JUILLARD Michel