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1131 Commits (b92b48c58ed16ff47bcc78d9031723d0f81c2fc5)

Author SHA1 Message Date
ratto 490fc6a900 Single structure in output 
(OutputFileName included in the structure).

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2690 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 06:46:47 +00:00
michel 02c7b204d8 4.1: allow smoother computation when mode_compute=0 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2685 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-23 15:49:00 +00:00
michel 10f712268e v4.1: header + reindent 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2684 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-20 16:28:46 +00:00
sebastien 6f5d4b3c95 trunk: fixed several copyright headers 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2681 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-19 08:57:07 +00:00
michel 12cf9afce4 4.1: header, indentation, Unix format 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2679 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-16 07:37:30 +00:00
ratto 2d846f0da7 1) Fixed problems in file exchange when multiple computers are used at the same time; 
2) contains traps for unix, with commented instructions to be `translated' appropriately for the unix environment.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2677 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-15 16:38:18 +00:00
ratto 7243a36938 Parallelized version with main and core routine. 
1) Contains a trap such that for unix systems no parallel computation is done, for the moment.
2) _core routine uses and stores independent seeds for each chain;
3) Seeds for each chain are stored in record.
4) when no parallel option is chosen, usual serial functionality is kept.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2676 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-15 16:36:51 +00:00
ratto c8329915b2 Seeds are always initialized and stored for each chain independently 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2675 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-15 16:33:20 +00:00
michel 58e512dd49 4.1: correcting a rarely occuring bug 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2672 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-13 19:58:28 +00:00
michel 2eed8a5fb2 4.1: corrected bug in initialization of horizon for case: 'simul' 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2669 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-12 20:34:23 +00:00
stepan ec4b45cc7c Bug correction (condition info==19 was not used in DsgeLikelihood and DsgeVarLikelihood). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2667 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-12 11:38:06 +00:00
ratto 74a2ffcd95 Implements new features: 
-) defines globals;
-) passes local variables as argument to the core function;
-) retrieves output structure and passes to the MasterThread.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2666 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-08 15:25:33 +00:00
ratto 41f59bfb51 Initialize parallel structure at 0. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2665 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-08 15:23:51 +00:00
ratto e13b3917fb Utility converting structure fields in local variables with the same name as fields 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2664 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-08 15:23:18 +00:00
ratto b9eb917797 Message passing utility for parallel computing. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2663 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-08 15:22:32 +00:00
stepan 3dc04fba5f Save intermediary results of the MH-based optimization routine. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2662 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-07 15:20:08 +00:00
george 1b2b16db13 Extracting ghs2 from g_0 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2657 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-05 20:19:45 +00:00
michel 1b7df60410 4.1: initializing M_.params = [] for the case where there are no parameters declared in the model 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2656 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-04 19:31:48 +00:00
sebastien e9f59ebd51 trunk read_variables.m: fixed Octave compatibility problem 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2651 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-29 13:22:06 +00:00
sebastien 008fbff5c0 trunk dynare_config.m: 
* fixed bug with Octave (under Octave, exist() return 2 instead of 3 if given the FULL path of a MEX)
* remove the path to MEX files if no MEX detected


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2648 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-29 11:35:05 +00:00
stepan 349630ba85 If option mode_file is used in the estimation command, replace the covariance of the 
jumping distribution by an identity matrix when the covariance matrix obtained with 
a previous call to another optimization routine is not positive definite.  



git-svn-id: https://www.dynare.org/svn/dynare/trunk@2646 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-28 22:38:38 +00:00
george afb3cba759 Rationalised loops 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2644 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-28 17:03:54 +00:00
michel 76c426b76a 4.1: kordpert: renamed dr1_k_order.m to dr1.m in order to switch to k_order_perturbation by changing Matlab path 
fixed bugs in reordering in kordpert/dr1.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2639 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-27 19:15:13 +00:00
michel 90e38a4e8b 4.1: simplication of sorting code for returning ghxx ghxu ghuu and ghs2 to Dynare 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2633 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-25 16:26:02 +00:00
michel 057e9b157a 4.1: renamed functions ramsey_static. -> dyn_ramsey_static_.m 
ramsey_dynamic. -> dyn_ramsey_dynamic_.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2630 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-25 08:42:29 +00:00
george 4e9ec4602c Update: completed algorithm for unpacking g_2 into ghxx/xu/uu seems to works ok now 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2629 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-25 08:23:02 +00:00
sebastien 096b2f2541 trunk: 
* created a directory "matlab/matlab", for functions missing under Matlab (but existing under Octave)
* created a directory "matlab/octave", for functions missing under Octave (but existing under Matlab)
* moved "mex/octave/rcond.m" to "matlab/octave/"
* moved "matlab/rows.m" to "matlab/matlab/rows.m" (Octave has builtin "rows")
* renamed "matlab/cols.m" to "matlab/matlab/columns.m" (Octave has builtin "columns")
* moved "matlab/distributions/toolbox" to "matlab/matlab/stats"
* adapted "dynare_config.m" to reflect these changes


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2628 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-24 16:08:27 +00:00
sebastien da6e5e6712 trunk: fix header of stoch_simul_sparse.m 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2626 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-24 15:15:50 +00:00
sebastien a47232a0f7 trunk: renamed table.m to dyntable.m (name clash with Octave's table) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2625 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-24 15:15:18 +00:00
george d0f72fd5cf Update of, not yet complete algorithm for unpacking g_2 into ghxx/xu/uu; works ok for ghxu and ghs2 but still not yet completely for ghxx and ghuu 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2624 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-24 07:59:27 +00:00
george 2053243f78 Update of, not yet complete algorithm for unpacking g_2 into ghxx/xu/uu; added logic for 2nd order derivative symmetry and some other improvements but still not finished yet 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2623 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-24 01:20:21 +00:00
george d7b8c64d8b Not yet working implementation of new MJ's Algorithm for unpacking g_2 into ghxx/xu/uu 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2622 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-23 17:00:39 +00:00
george e6324245be Minor update to retrieve 2nd order rule from perturbation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2620 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-23 14:27:27 +00:00
michel 08baf6dca5 v4.1: fixing bugs in table for posterior mean 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2615 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-22 21:34:45 +00:00
ratto 398f0af5f7 Generic engines for parallel coding in MATLAB. 
Isolated functions so far.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2612 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-20 12:15:34 +00:00
ratto 38ba90e004 Traps for bad x values in optimizer. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2611 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-20 12:09:44 +00:00
george f4d21cfdcf minor update 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2609 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-19 10:46:04 +00:00
sebastien db2bcba968 trunk: reverted r2572 changeset 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2601 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-18 14:07:57 +00:00
sebastien 6dc870727d trunk preprocessor: 
* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model)
* for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel)
* removed sparse static file (to be later replaced by new algorithm for steady state computation on large models)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-14 14:39:53 +00:00
ferhat ca974cdf48 The sparse option in model is now compatible with homotopy => matlab commit 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2589 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-10 16:57:37 +00:00
michel d8c19044d2 4.1: sets natural boundaries when options_.prior_trunc == 0 (to be merged in 4.0) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2585 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 18:19:03 +00:00
sebastien af7bacdf94 trunk: adapted erase_compiled_function to deal with all possible MEX extensions 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2583 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 15:37:57 +00:00
michel e45bf380fa 4.1: modified csminwel.m to make sure to choose always the lowest point, even if it was reached before the last traversing 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2582 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 15:35:07 +00:00
sebastien c00e5ac992 trunk: fixed bug with USE_DLL and second order (Hessian matrix was not sparse) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2572 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 10:07:37 +00:00
sebastien 695a638f09 trunk: fixed bug with USE_DLL (stoch_simul was calling stoch_simul_sparse, because of wrong handling of options_.model_mode) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2571 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 10:02:45 +00:00
michel aa843c739d 4.1: corrected estimation results tables with long parameter names 
added function row_header_width.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2570 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-08 20:04:19 +00:00
stepan 48b4d50f09 Removed the printed value of indx. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2568 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 22:12:50 +00:00
stepan 6cb41e0252 * Added info=19 in resol.m (problem in the steady state file). 
* Bug fix in prior_sampler.
* Print  more informations  (BK conditions,  steadys state  or mjdgges
* problems...) when running get_prior_info.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2567 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 22:08:39 +00:00
george c497540e06 correction for hessian: the one from compiled <mod>_dynamic.dll is not sparse but 
the one from the matlab version <mod>_dynamic.m is so we sparse it anyway to be able to pass it to sparse_hessian_times_B_kronecker_C


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2564 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 12:50:40 +00:00
stepan 4663cb473d Do not print the content of NumberOfElementsPerFile. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2563 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 11:17:56 +00:00
stepan ff38cbdd5d Bug fix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2562 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 11:13:43 +00:00
michel 76080af7ec 4.1: dynare_estmation_1: 
-removed saving of bayestopt_ in *_mode.mat
-added hooks for Gianni Lombardo's optimization routines

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2561 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 16:36:08 +00:00
michel cff38c00cf v4.1: initialize_from_mode doesn't need bayestopt_ anymore 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2560 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 16:33:42 +00:00
stepan 2083b59072 More robust version of get_name_of_the_last_mh_file.m. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2558 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 14:58:44 +00:00
stepan 2b0f2d5fd1 Do not print the message "The most negative..." if the hessian of 
minus the posterior kernel is positive definite.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2557 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 14:48:30 +00:00
stepan aa31417a05 Efficiency & Cosmetic changes related to the design of bayestopt_ and 
the computation of the prior density.

bayestopt_.p1 is always the prior mean
bayestopt_.p2 is always the prior standard deviation
bayestopt_.p3 is unchanged
bayestopt_.p4 is unchanged
bayestopt_.p5 [new field] is the prior mode
bayestopt_.p6 [new field] is the first hyper-parameter of the prior density
bayestopt_.p7 [new field] is the second hyper-parameter of the prior density
 
These fields are defined in  set_prior and are never changed after. In
the previous version of Dynare,  the hyper parameters of the densities
were  updated at  each iteration  of the  optimization routine  or the
metropolis.

Removed fields pmean and pstdev.

Vectorized the code in priordens.

Fixed the bug mentionned by Gianni. If a (logged) density is evaluated
outside the  prior domain, the  output of priordens if  minus infinity
(instead of a complex number).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2556 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 14:38:37 +00:00
stepan f02ea822ec Removed useless global. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2555 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 10:34:49 +00:00
stepan c42f33ff47 Bug fix + Cosmetic change. Do not compute the likelihood if the steady 
state is complex.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2554 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 22:23:46 +00:00
stepan 22452f016e Speed up successive calls to lyapunov_symm by factorizing tests 
(persistent variables are used).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2553 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 21:14:50 +00:00
stepan d9ba762623 Changes related to the multithreaded mex files (part III') Oups. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2552 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:13:42 +00:00
stepan 91a25ebead Changes related to the multithreaded mex files (part III). Moved 
set_dynare_threads  in ./matlab/thread/multi (the  user has  no access
to this function if mex files are compiled without the openmp flag).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2551 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:12:21 +00:00
stepan 8ab8d2f067 Changes related to the multithreaded mex files (part II). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2550 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:07:19 +00:00
stepan fe7c01675a Changes related to the multithreaded mex files (part I). 
* Removed from build_matlab.m the compilation of mex files with openmp.
* Added build_matlab_multithread.m (where openmp is used if availabe).
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2549 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:01:55 +00:00
michel 4a3baea105 v4.1: added check and penalty for complex steady state 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2548 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-02 13:40:56 +00:00
stepan 91fb6ee044 Use check (the second output of the steady state file) to pass a 
penalty defined in the steady state file.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2547 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-02 13:24:41 +00:00
michel 9720af3354 4.1: model_diagnostics: added a test for singular Jacobian of the static model 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2546 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-02 13:22:41 +00:00
stepan c9d422972d Cosmetic change. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2544 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-01 10:08:03 +00:00
stepan af9d1fbb6a Bug fix. The DsgeSmoother was crashing when M_.exo_nbr=1. Added a new function that generalizes the matlab's squeeze 
function (the problem is that squeeze does not affect 2D arrays).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2543 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-01 10:04:53 +00:00
stepan ec4cc46845 Bug fix. This version can be used in the estimated_params block. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2538 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-28 22:43:38 +00:00
stepan 448be1e6f2 Added new function. This function computes the mean of a prior 
distribution (gamma, inverse  gamma 1 and 2, beta)  given the mode and
the variance.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2535 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 17:28:32 +00:00
sebastien f892795a54 trunk: fixed copyright headers in new files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2532 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 14:39:26 +00:00
michel f7e2d17635 new function 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2528 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 16:33:24 +00:00
george bab59b7972 The block using bespoke eigs() is commented out because eigs() intermitently returns different rts 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2527 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 14:51:47 +00:00
michel d542e8610c v4.1: added functions for shock_decomposition consistent with smoother 
Dynare interface is missing
      need to add mechanism for aggregating shocks


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2525 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:52:00 +00:00
michel 9e2f1bdc70 v4.1: started a diagnostics routine that performs tests that are too expansive 
to run systematically


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2524 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:34:40 +00:00
michel 558dd91156 v4.1: removed error when a variable isn't present at the current period in the model 
modified header


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2523 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:32:58 +00:00
michel ff473fedfd v4.1: adding penalty when Jacobian is complex 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2522 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:03:08 +00:00
sebastien b953c5cf31 trunk: removed useless global variable in sim1.m and simk.m (doesn't seem to affect performance) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2518 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-24 16:53:29 +00:00
sebastien 5ee346e4fd trunk: {load,save}_params_and_steady_state now use a text file for communicating (instead of a MAT-file) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2517 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-24 16:29:58 +00:00
michel 7d854cec94 4.1: fixed problem in AIM implementation when some lagged variables are present in the model but with zero coefficient. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2516 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-24 13:28:45 +00:00
michel e9d3793891 4.1: replacing 'message' by msg and initializing it 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2510 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-23 09:30:59 +00:00
ratto c198c52fbc fix when k-step ahead predictions are stored, with k>1, and one-step-ahead predictions have to be filled in stock1. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2509 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-23 09:29:11 +00:00
michel 67b89e7078 4.1: bug correction in Kalman smoother with missing observations 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2506 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-23 06:33:23 +00:00
stepan 4db8d566e3 Bug fix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2505 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-22 10:27:38 +00:00
stepan be73652a97 If a dsge-var is estimated, the posterior IRFs are computed for all 
observed endogenous variables. Merge Needed.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2503 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-21 22:36:18 +00:00
michel 6732f6e235 4.1: fixing bug: ri is a now a column vector, not a matrix anymore. [Needs to be merged in 4.0] 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2501 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-21 18:07:45 +00:00
stepan b1da38a542 Bug correction (reported by bigbigben). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2474 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-16 20:45:47 +00:00
michel 48d00e3a93 v4.1: Ondra's changes to make smoothing faster in large models. Still needs to be ported to other smoother routines 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2466 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-14 11:06:34 +00:00
stepan 43d3aebbc4 v4.1: Added a test for the existence of isopenmp mex file (this file 
does not exist if the user did not run buil_matlab.m in ./mex/sources).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2457 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-13 13:28:24 +00:00
sebastien 0787228a9d trunk dynare.m: completed help message 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2456 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-12 11:20:49 +00:00
stepan 47a4550144 v4.1: "dynare help" issues dynare command synopsis and a description of the options. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2454 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-12 10:27:06 +00:00
stepan c8a86252c7 v4.1: Added the possibility of multithreading for some mex files 
(OpenMp is used).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2453 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-11 14:57:34 +00:00
stepan 54f7a0376a v4.1:: Cosmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2451 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-06 16:09:35 +00:00
stepan fd251e6bf7 v4.1:: Added a new function. Computes the autoregressive parameters of 
an AR(p) stochastic process from an autocorrelation function. This
function is used  to define a prior over  the autocorrelation function
and variance of an autoregressive exogenous variable (productivity,...)
instead of  defining a prior over  the variance of  the innovation and
the autoregressive parameters. This can be done in the steady state file.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2450 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-06 16:08:15 +00:00
sebastien 161ff7483d trunk pm3.m: removed useless empty plot (thanks to Jamie Hall for reporting this) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2448 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-05 10:52:14 +00:00
george 7ac5750ac4 added options_.use_k_order=1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2447 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-03 12:00:46 +00:00
george 68535ae212 passes mexext to k_order and reads and unpacks data passed back 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2446 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-03 11:14:36 +00:00
sebastien 7107df448c trunk pm3.m: fixed typo (thanks to Jamie Hall for reporting this) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2439 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-26 11:13:04 +00:00
sebastien 4d48c68913 trunk: added GPL header to describe_missing_data.m 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2435 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-20 16:58:47 +00:00
sebastien e287be53ca trunk: changed to GPL headers in Marco Ratto's files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2433 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-20 16:53:09 +00:00
stepan 52458e94ff v4.1:: Removed the test for complex matrices E and D. Added a test for 
complex numbers in the jacobian matrix.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2432 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-19 17:49:28 +00:00
stepan 0bb00c71eb v4.1:: 
+ Added new file for prior sampling (prior_sample.m). 
+ Undo previous change on prior_draw.m (transposition of pdraw).
+ Bug correction in prior_draw.m.
+ Added field in options_: the default number of mc simulations in the
prior distribution.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2431 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-19 16:27:04 +00:00
stepan 5f02e69a67 v4.1:: Added a test for complex numbers in matrices E and D before the 
call to mjdgges.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2430 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-19 15:37:55 +00:00
stepan 476e2d847f v4.1:: Transposition of the output argument. pdraw is a column vector. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2429 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-18 11:19:29 +00:00
stepan 474fc0bd61 v4.1:: Removed useless global declaration. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2428 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 22:01:20 +00:00
stepan 7ceecc51b6 v4.1:: Changed header. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2427 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 20:17:52 +00:00
stepan 95b5c69c35 v4.1:: 
+ Removed input arguments 2 and 3.
+ Removed the prior bounds.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2426 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 20:07:37 +00:00
stepan 060f47c79c v4.1:: Added default domain for the gamma and inverted gamma 
distributed random variables (instead of NaNs).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2425 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 17:23:07 +00:00
stepan 74c8e53140 v4.1:: Vectorization of the prior sampling algorithm. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2424 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 17:21:05 +00:00
stepan d082bc09b1 v4.1:: Added bounds to the uniform distribution (consistently with 
the other prior distributions).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2423 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 17:19:47 +00:00
stepan 01ba142329 v4.1:: Changes related to the gamma variate generator. 
+ Changed headers.
+ Allows vector of coefficients when calling the Beta random generator.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2422 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 16:00:40 +00:00
stepan a05b5e9481 v4.1:: Changes related to the gamma variate generator. 
+ Added algorithms from Devroye (1986, chapter 9).
+ Now we can generate independent gamma variates (and, as a consequence, beta)
with parameter a  <= 0.5. This was not possible  with the algorithm of
the previous version.
+ Algorithms are specialized depending on fix(a)=a, a<1 or a>1.
+ This new version can handle  vectors for a and b (same length).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2421 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 15:22:58 +00:00
michel dc0f0934ce corrected bug in moments_varendo 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2420 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-16 22:19:23 +00:00
stepan 81af16d314 v4.1:: Added a function to test if a variable is integer. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2419 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-16 11:12:24 +00:00
stepan e1b8fb9bc4 v4.1:: Reparametrization of the exponential distribution. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2418 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-16 10:31:50 +00:00
stepan bce9aba538 v4.1:: Added a random number generator for the exponential distribution. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2417 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-16 09:55:30 +00:00
stepan e75b7f97ab v4.1:: Added an error message when minus the hessian matrix at the posterior 
"mode" is not positive definite.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2416 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-12 17:40:26 +00:00
stepan ba080ab910 v4.1:: Changes related to lyapunov_symm. 
+ Fixed a bug introduced in the previous commit.
+ Added a threshold parameter for the complex blocks in the upper
triangular matrix T in lyapunov_symm.m (new field in options_)
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2414 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-12 14:16:10 +00:00
stepan fe418672cd v4.1: Changes related to (posterior) 2nd order moments. 
+ Efficiency changes:
++ Do not compute the variance decomposition if not needed.
++ Do not apply the Schur decomposition for each shock in case of a variance decomposition.
+ Bug corrections and cosmetic changes.
+ Corrections of some headers.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2411 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-10 21:10:11 +00:00
michel b0ea237ae3 another correction linked to cova_compute 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2408 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-08 16:53:40 +00:00
michel 6d3de73433 adding new function to initialize parameters from mode file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2407 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-08 15:23:09 +00:00
michel c231868f5b corrected bug in handling of cova_compute 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2406 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-08 15:14:48 +00:00
michel 47c51d42cc added option to compute covariance matrix of coefficient (default = 1) 
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) 
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 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2403 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-07 11:26:14 +00:00
ratto 80c69b42f8 fixed bug when saving simulation with replic>1 
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:: 
+ 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 
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 
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 
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 60feef4a0a Prototype DR1 subset for running k_order_perturbation 
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 6e4e80785c All iterations are printed during the simulation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2385 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-30 11:06:28 +00:00
stepan 5c18a68ac3 v4.1:: The reported residuals are rounded to zero if inferior to options_.dynatol/100. 
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 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2381 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-29 13:57:43 +00:00
michel ad1608c9af correcting bug in forecast when data are prefiltered 
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 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2376 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-26 18:10:49 +00:00
michel d5a1a025d9 redo code for recursive estimation 
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
stepan 3f36ec5b07 v4.1: 
+ 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: 
* 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: 
* 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
ferhat 4fe7e3e155 - SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate) 
- 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 3a55016cf6 more speeding up changes 
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 
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
michel 1aac4e7e0a fixing update issues for mode_compute=5,6 
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. 
-> 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
ferhat 881d2819a3 - Jacobian matrix stored only for blocks -> jacobian matrix only as output argument 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2342 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-24 16:29:51 +00:00
michel 613bfc8f4a removed empty parentheses for compatibility with earlier Matlab versions 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2338 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-22 21:41:55 +00:00
stepan 9fe2556b01 v4.1: Dynare displays the residuals of the static equations of the model when the values of the endogenous variables supplied by 
*_steadystate.m are wrong.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@2336 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-19 21:34:44 +00:00
sebastien 8d21e0f882 trunk: updated header of simult_.m 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2335 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-19 16:49:52 +00:00
ferhat 29ca49f885 - Correction of several bugs in sparse_dll 
- Pound expressions accepted with sparse option


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2329 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-19 10:24:31 +00:00