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1131 Commits (b92b48c58ed16ff47bcc78d9031723d0f81c2fc5)

Author SHA1 Message Date
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
michel 3bc44e55fb corrected bug with error msg 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2312 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 16:18:04 +00:00
michel d44ee7fe6d corrected bug for backward models with lags on more than one period 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2311 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 16:17:23 +00:00
sebastien 9eb07ace8d trunk: reverted r2309 changeset 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2310 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 15:43:14 +00:00
kamenik 49c3d0c10e Added directory [dynareroot '/distributions/toolbox'] on the path. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2309 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 15:31:32 +00:00
ratto 0118791757 Modified help and messages concerning the sequence of univariate steps. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2308 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 07:44:05 +00:00
ratto ee21ad44b8 refined the search of x increments for gradients when the parameters are near to boundaries. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2307 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 07:40:28 +00:00
ratto 697edeb109 updated in compliance with new version of dsgelikelihood. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2306 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 07:39:03 +00:00
sebastien 6017007f4f trunk: fixed dsample command (was broken until now) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2301 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-08 16:19:59 +00:00
kamenik 4d9b1869c2 Added empty initialization for the case if estim_params_ is empty. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2297 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-07 09:58:16 +00:00
sebastien 2134146033 trunk: 
* removed obsolete global variables "endval_" and "rplottype_"
* removed duplicate initialization of options_.replic


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2295 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-05 15:34:26 +00:00
michel a6bd42218c diminished tolerance in computation of steady state for linear models. This corrects a bug in estimation of constants in linear models. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2283 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-03 10:12:52 +00:00
michel bf65cb4f10 various bug fixes for filter and smoother with missing observations 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2282 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-03 07:30:26 +00:00
michel 5bf9ed894c removing dynare_m.exe from SVN 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2281 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-03 07:29:48 +00:00
ferhat 26ae037863 - factorization of simulation methods for static m-file 
- correction of bugs in resid.m

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2280 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-02 21:29:43 +00:00
michel 706651641f adding missing data smoother + small corrections 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2278 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-01 12:50:53 +00:00
michel 6a1c5fbd70 adding report at the end of Lagrange multipliers elimination 
testing shows a mistake in the procedure

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2277 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-01 12:49:17 +00:00
michel 1b7171a11a update OSR 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2275 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-25 17:34:21 +00:00
michel eba6164cae fixing bugs around missing observations and starting to add smoother with missing observations 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2274 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-25 17:31:37 +00:00
michel dd73be5b7b added arguments passed to child functions 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2273 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-25 17:29:12 +00:00
ferhat 23de7b250a - factorization of simulation methods in dynamic m-file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2266 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-21 17:40:52 +00:00
adjemian 3026575522 v4.1: Bug correction related to the mh_recover mode (needs more tests). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2264 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-20 09:12:12 +00:00
ferhat f904a1a19d - new Incidence_Matrix class 
- lead and lag on exogenous variables
- corrections in dr1_sparse and dr11_sparse
- minor corrections in simulate

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-14 16:07:47 +00:00
ratto a02e66e12c Updated the call to set_prior with M_ and options_ inputs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2254 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-12 13:13:24 +00:00
sebastien b65e92c11d trunk: 
* fixed displaying of subtitles when HP filter is present
* fail if HP filter required on empirical simulations (not yet implemented)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2237 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-04 11:00:54 +00:00
adjemian 00d46f89f9 v4.1: Added calls to new kalman filter routines. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2231 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-29 15:46:16 +00:00
adjemian 6929164339 v4.1: Added univariate approach for the diffuse kalman filter (with correlated measurement errors). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2230 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-29 15:38:34 +00:00
adjemian 6eadbe0005 v4.1: Added univariate approach of the diffuse kalman filter (missing observations and uncorrelated 
measurement errors are allowed).



git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2225 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-29 14:18:18 +00:00
michel 3d410b9b8b v4.1: corrected DsgeSmoother.m for unobserved trends 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2219 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-27 19:47:22 +00:00
adjemian fbeab98711 v4.1 Added calls to new diffuse kalman filter routines (when kalman_algo==3). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2217 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-27 17:24:10 +00:00
adjemian 5618fea33b v4.1: Added two routines for diffuse kalman filtering (with or without missing observations). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2216 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-27 17:12:44 +00:00
adjemian 76000f99e4 v4.1: Added a new version of DsgeLikelihood.m (to be used for tests). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2215 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-27 17:08:20 +00:00
adjemian 42e69283cb v4.1: Cosmetic changes + Added call to univariate kalman filter routine when F is singular and different 
from zero.



git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2214 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-27 17:04:10 +00:00
michel ae0c71bfd9 correcting bugs in Kalman Smoother 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2198 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-26 20:10:58 +00:00
ferhat 7c6ed357b6 Bugs correction in check command with sparse option in model command 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2196 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-24 16:35:06 +00:00
adjemian dcc37a681a v4.1: Correction of the previous commit. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2192 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-24 15:38:34 +00:00
adjemian b1e1ab4853 v4.1: Bug correction related to Laplace approximation of the data marginal density. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2191 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-24 15:12:35 +00:00
adjemian 38b2eb42cb v4.1: Added calls to new filter routines. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2187 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-21 16:31:13 +00:00
adjemian eb1e60e59b v4.1: Errors associated to the simulated deterministic paths (for all periods and endogenous variables) 
are saved in oo_.



git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2186 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-21 15:33:51 +00:00
adjemian 42bdc2726c v4.1: Added a new m file for the univariate kalman filter allowing for missing observations and 
correlated measurement errors. Tests show that there is a "significant" discrepancy between the 
univariate filter and the standard filter in presence of correlated measurement errors... 

 


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2185 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-21 15:29:33 +00:00
adjemian 9da509936c v4.1: Added ./matlab/kalman in the path. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2181 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-20 14:46:00 +00:00
adjemian 616f47377f v4.1: Bug corrections. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2180 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-20 12:58:08 +00:00
ferhat f59bba3ddc - Adding SOLVE_FORWARD_COMPLETE and SOLVE_BACKWARD_COMPLETE simulation type for sparse model option 
- Adding dyn2vec at the end of a deterministic simulation with sparse or sparse_dll option

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2178 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-19 15:44:08 +00:00
adjemian ccf0c4b9f9 v4.1: Factorization of missing data related part of dynare_estimation.m. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2169 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 12:51:06 +00:00
adjemian c5e73fcbaf v4.1: Added subfolders in ./matlab/kalman. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2162 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-16 21:15:07 +00:00
adjemian 8c030e7eb0 v4.1: Changed header. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2161 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-16 18:04:43 +00:00
adjemian d0e8345536 v4.1: Changes related to kalman filter with missing observations. 
* Changed header of missing_observations_kalman_filter
 * Added the univariate approach. This file handles the cases with measurement errors and/or missing data.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2160 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-16 18:03:33 +00:00
adjemian 09a808bd4f v4.1: Changed calls to optimization routines. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2159 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-16 15:42:29 +00:00
adjemian c57a8c4776 v4.1: Removed hessian_sparse.m (unused function). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2158 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-16 14:34:15 +00:00
adjemian b820667698 v4.1: Changes related to kalman filter with missing observations. 
* Adapted mode_check.m and hessian.m
 * Removed global from hessian.m
 * Changed call to metropolis
 * Changed the test deciding between KF and KF with missing observations in DsgeLikelihood

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2157 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-16 14:24:35 +00:00
adjemian 09e32240bd v4.1 Changes related to the kalman filter (for evaluation of the likelihood) with missing observations. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2155 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-16 13:40:40 +00:00
michel 63f5008305 v 4.0.2: simpler solution to problem with unobserved stochastic trends 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2149 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-13 20:08:13 +00:00
adjemian f58cdcf676 v4.1: Files related to kalman filter (likelihood evaluation of a state space model with or without missing observations). 
* Added a new tolerance parameter specific to the iteration on the riccati equation.
 * Added a kalman filter routine allowing for missing observations.
 * I do not distinguish anymore models with and without measurement errors (the same m file is used for both models to evaluate the likelihood). For a model without measurement errors H hat to be set to 0 scalar.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2148 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-13 18:54:42 +00:00
sebastien 73c513802f trunk: 
* DynareBison.yy: use "filename" rule for initval_file, dynasave, dynatype and datafile option
* DynareBison.yy: removed some spurious syntaxes for dynatype and dynasave
* ComputingTasks.cc: bugfix for dynatype
* cosmetic changes to dynatype.m and dynasave.m


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2145 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-13 16:06:07 +00:00
sebastien 68f9ca256e trunk: added information message on the presence/absence of simulate.dll 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2144 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-13 15:20:43 +00:00
sebastien 26288f2ab1 trunk irf.m: added missing documentation for parameter 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2143 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-13 15:20:13 +00:00
ratto 2ff703ca40 Fixes to avoid error on non-stationary variables not observed. 
This works on a rather complex model, with 4 RW trends and 80 equations (QUEST III). Hopefully ...

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2141 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-09 07:21:43 +00:00
ratto b3c8df4aec Use economy-size option for qr. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2137 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-06 14:28:10 +00:00
adjemian f51ba0bd93 v4.1: Removed globals. Removed call to generalized Cholesky. Added handling of datasets with missing observations (NaN), not yet ready. Changed the covariance matrix of the jumping distribution when the posterior mode is not computed (or used). Changed call to dynare_estimation. Removed pindx in dynare_estimation. + Cosmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2135 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-04 21:22:08 +00:00
michel 7a93a8cda8 correcting r2131 for saving additional variables in oo_ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2133 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-03 09:09:22 +00:00
michel 57240cf01e modified computation of log(det(invhess)) to solve cases in large models where det(invhess) is smaller than machine precision 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2132 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-03 08:43:28 +00:00
michel f4e7a003eb corrected bug related to saving oo_.FilteredVariablesKStepAheadVariances and oo_.FilteredVariablesShockDecomposition 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2131 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-02 14:36:12 +00:00
michel 2a8a507b3f tentative bug correction in DsgeLikelihood when stochastic trends are unobservable (QR instead of SVN) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2122 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-29 13:57:34 +00:00
sebastien 81ada88de2 trunk: fixed copyright header of generalized_cholesky?.m files 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2119 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:55:26 +00:00
sebastien 2af294a5e6 trunk: removed remnants of dr_algo option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2118 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:49:51 +00:00
sebastien 928fa74a2f trunk: removed bicgstab.m because of name collision (and there is already a copy of this file called bicgstab_.m which had been created by Ferhat) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2117 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:29:31 +00:00
sebastien 26adb11ae0 trunk: renamed sec2hms.m to dynsec2hms.m (name collision with Matlab package) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2116 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:26:21 +00:00
sebastien 919c2af259 trunk: 
* added back model_comparison logic
* added QUOTED_STRING token in lexer
* added filename rule in parser (filename is NAME or QUOTED_STRING)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2115 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:24:13 +00:00
michel 18c74cc295 added missing ';' 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2113 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 05:39:02 +00:00
sebastien a03af050af undoing r2110 and r2111 changesets 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-25 12:29:35 +00:00
michel 464e29706f reverted r2010 because of problem with FILENAME token 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2111 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-25 12:10:12 +00:00
adjemian 20bc1b1401 v4.1: Added Model comparison. Not yet ready but can be used. The preprocessor, surprisingly, seems to sort the compared models (listed after the model_comparison command) by decreasing order of the model names (including path and extension). 
TODO: 
+ Add an option to define the benchmark model (bayes ratio).
+ Add comparison to estimated BVAR models.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2110 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-24 21:52:11 +00:00
sebastien 1d4f437499 trunk: merged 2106 changeset from 4.0 branch (typo in dynare_estimation.m) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2109 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-24 20:00:07 +00:00
sebastien 108030d2a6 trunk: merged 2105 changeset from 4.0 branch (Octave graphics compatibility issues) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2108 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-24 19:59:28 +00:00
michel fc4b201e79 correcting typo in writing estim_params_ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2103 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-24 10:09:26 +00:00
michel dc5904dc1e removed character put by mistake at the top of the file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2093 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-23 04:50:52 +00:00
sebastien d4e2d6c27f trunk dynare_solve.m: 
* fail if solve_algo=0 and we don't have the optimization toolbox (or under Octave); the previous behavior was to fallback on solve_algo=1
* fail if solve_algo is not between 0 and 4


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2090 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-22 13:13:04 +00:00
sebastien ae68da82ff trunk: added new solve_algo=4 in dynare_solve.m; this mode is the same than solve_algo=2, except that the solver behaves differently when the Jacobian is badly scaled or nearly singular (see header of solve2.m) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2089 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-22 12:52:17 +00:00
adjemian 082e7e3292 v4.1: Added SquareRoot mode for the decomposition of the covariance matrix (Cholesky is the default). Results are saved in oo_. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2088 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-19 16:04:08 +00:00
sebastien 772e3be8b3 trunk: fixed bugs in homotopy mode 3 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2084 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-18 16:59:20 +00:00
adjemian 6d08e65071 v4.1: Code factorization and cosmetic changes, the marginal density use a recursive approach to compute the posterior mean and covariance. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2083 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-18 16:28:57 +00:00
sebastien dd7dcca15e trunk: increased verbosity of homotopy modes 1,2,3 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2079 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-16 17:25:42 +00:00
sebastien e9c7351aee trunk dynare_solve.m: for solve_algo = 2: 
* when solve1() fails on a block, immediately return with info=1 instead of trying to solve subsequent blocks
* added debug messages


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2078 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-16 17:24:11 +00:00
sebastien 4fd7ad4b62 trunk: merged r2071 and r2072 changesets from 4.0 branch 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2075 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-15 12:29:19 +00:00
sebastien ee392aba3f v4.1 simultxdet.m: 
* fixed function name
* fixed copyright header


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2068 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-14 21:06:38 +00:00
michel ec53cae4d0 bugs correction for exo_det 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2067 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-14 16:36:58 +00:00
michel ea271e7e84 added missing function 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2066 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-14 15:38:23 +00:00
michel 68d00f20d9 bugs correction in diffuse filter 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2064 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-14 12:14:31 +00:00
michel dbe69c1942 bug correction in diffuse filter/smoother 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2060 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-12 18:15:20 +00:00
adjemian eb0ccd8f5b v4.1: Added posterior IRFs for bvar a la Sims (not yet ready. Results are not saved in oo_, more general identification conditions should be allowed, and the code has to be tested). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2059 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-12 10:14:36 +00:00
adjemian 4da95da54c v4.1: Posterior forecasts plots of bvar à la Sims report the median instead of the mean (because the median is less affected by the posterior draws such that the eigenvalues of the companion matrix are outside the unit circle). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2057 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-10 15:40:31 +00:00
adjemian ee67508c0f Correction of the last commit. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2056 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-10 08:41:53 +00:00
adjemian 7aadec0ec5 v4.1: 
+ Moved functions located in ./distribution to ./distributions/toolbox
+ Moved distribution related functions to ./distributions

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2055 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-09 21:47:13 +00:00
sebastien 652c48069e v4.1: added new {save,load}_params_and_steady_state functions (along with their documentation in the manual) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2052 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-09 10:53:10 +00:00
sebastien 8e6bca8228 v4.1: merged r2050 changeset from 4.0 branch 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2051 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-09 10:46:46 +00:00
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 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 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