stepan
bdabde9b58
+ Changed some files so that they can handle prior montecarlo.
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+ Changed names and calls.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2764 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 16:32:05 +00:00
stepan
e3043c4107
+ Changed dsge_simulated_theoretical_*.m files. They can be used to compute the prior distribution
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of second order moments and variance decompositions.
+ Changed calls to dsge_simulated_theoretical_* functions.
+ Fixed headers.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2759 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 14:39:52 +00:00
stepan
b04e65196f
Changed names of four functions (these functions will be used for posterior *and* prior sampling).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2758 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 13:22:52 +00:00
stepan
16de70de41
Changed header.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2757 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 12:59:04 +00:00
stepan
5ff813a1e6
Added a new function. This function tests if prior_sampler.m has to be called or if
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the second order moments have to be computed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2756 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:57:33 +00:00
stepan
faaac5e6c0
Added comments.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2755 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:33:30 +00:00
stepan
b71a7a83ed
Save prior structure (bayestopt_) in M_.dname/prior/definition.mat, if the prior is changed.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2754 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:30:26 +00:00
stepan
3533753c99
Bug fix (problem related to prior draw files indexing).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2752 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-10 14:29:24 +00:00
stepan
70202d0bb0
Bug fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2751 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-10 10:55:48 +00:00
stepan
36ecf9d6bd
Added prior 2nd order moments (still buggy).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2749 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 15:29:28 +00:00
stepan
271b16a879
+ Moved the definition of dr_.qz_criterium from dr1.m to global_initialization.m.
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+ dr1.m: Removed useless field declarations in dr1.m.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2748 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 15:06:21 +00:00
ratto
b0a093dab2
Minor change for new graph monitoring
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2747 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:04:19 +00:00
ratto
04b82bba12
Fixes for Octave compatibility.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2746 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:03:29 +00:00
ratto
787ee74238
- Provisions for Octave;
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- Nicer graph monitoring for Matlab;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2745 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:02:50 +00:00
ratto
886a3154c3
tic toc eliminated
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2744 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:01:21 +00:00
ratto
6c027cf660
Provisions for OCTAVE.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2743 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:00:43 +00:00
ratto
1bde350a77
mat extension in save instruction.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2742 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 09:59:12 +00:00
ratto
9eba4c4915
mat extension in save instruction
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2741 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 09:58:34 +00:00
ratto
9c9b1feb05
Patch allowing commands of the type delete('*.*') to be run successfully with Octave.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2740 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 07:23:38 +00:00
ratto
4b850c0db3
Use of filesep utility for compatibility with Octave for Windows.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2739 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 07:21:55 +00:00
sebastien
cd49809994
trunk: build system updates
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* version number set to "4.1-unstable" in the configure.ac file
* the configure script generates dynare_version.m
* the configure script generates windows/dynare-version.nsi, for the windows installer
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2735 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-08 16:43:24 +00:00
ferhat
6479edf5a7
- Correction of several bugs
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- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 14:45:23 +00:00
stepan
d67f1ecdb1
+ Added comments.
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+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2725 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 10:25:45 +00:00
stepan
a9d7088ced
Added new tool. When using the instruction get_prior_info(2) in the mod file (after the
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definition of the priors) Dynare tries to compute the prior mode using
Chris Sims' optimization routine.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2724 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 10:16:31 +00:00
stepan
7691c17b15
Added a new function to save all endogenous variables in matlab's base
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workspace.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2723 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 09:39:48 +00:00
stepan
2dee7d4c9e
Bug fix. The mode of the Inverted Gamma -- type 1 distribution was wrong.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2722 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 08:30:26 +00:00
stepan
38c7176206
Bug fix. Call to compute_prior_mode was buggy for gamma and beta
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densities (lower and upper bound were missing).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2721 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-04 13:15:11 +00:00
stepan
dedca98dba
Added Posterior distribution of the conditional variance
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decomposition (more tests are needed).
The results are saved in oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition.
Contrary to the asymptotic variance decomposition, we do not report
contribution shares but contribution levels of each structural shock.
LIMITATIONS:
* Won't work in a model with measurement errors.
* Won't work in a model with correlated shocks.
* The routines do not compute the covariance decompositions.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2719 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-03 14:50:02 +00:00
stepan
d35d790789
Bug fix. To be merged with branches/4.0.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2717 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-02 14:36:42 +00:00
michel
3260ba476e
4.1 correcting bug for large values of start and fixed constants in lik. Still need to be tested
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2715 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 18:14:07 +00:00
ratto
63232d540a
When parallel runs are local, bypass the use of ssh commands.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2710 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 07:56:27 +00:00
stepan
1db404680f
Added vech and unvech operators.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2709 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 22:34:08 +00:00
ratto
78dc6afc8a
sshfs mirror folder has to be specific for each remote process and remote CPU.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2708 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 16:31:45 +00:00
ratto
3000a1adcd
pause(1) before deleting batch file in unix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2707 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 16:31:06 +00:00
ratto
3a4b5eb8e1
parallelized version, working for win and unix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2706 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 16:30:30 +00:00
ratto
7532957c4d
unix: mount Master project folder using sshfs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2705 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 15:56:45 +00:00
ratto
ff22cece76
check for possible circular remote runs on the same local folder project
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2704 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 15:56:04 +00:00
michel
27387d5e10
4.1: changing handling of constants in Kalman filter
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2700 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:43:34 +00:00
ratto
111d0b0c2c
1) Full parallel structure passed to fmessage status;
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2) unix path syntax;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2699 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:29:23 +00:00
ratto
b181e6c0af
unix commands added.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2698 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:28:28 +00:00
ratto
ced9fc0d2a
unix commands for remote parallel runs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2697 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:28:04 +00:00
ratto
4fe32454f7
Unix commands for remote parallel runs.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2696 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:27:37 +00:00
ratto
5085a1785f
- Allow parallel runs with unix;
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- unix path syntax
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2695 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:26:45 +00:00
ratto
4c141a2044
- First unix platform fixes (working for parallel runs of the local machine; remote commands still to be implemented);
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- avoid use of ls and use dir instead (ls gives different results in win and unix);
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2693 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 06:57:18 +00:00
ratto
c68ea2110a
- Parallel info passed outside options_ structure;
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- optional use of remote Mh folder;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2692 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 06:50:07 +00:00
ratto
7c07a0dab5
Included check for existence of structure of Global variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2691 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 06:48:07 +00:00
ratto
490fc6a900
Single structure in output
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(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
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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
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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
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2681 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-19 08:57:07 +00:00