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19 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Johannes Pfeifer a1222a1d1b Implement variance decomposition with measurement error 2017-10-05 11:33:17 +02:00
Johannes Pfeifer 8ab6c6ef98 Fix copy and past mistake in dsge_simulated_theoretical_variance_decomposition 
Prevented correct deletion of stale prior MC files
 2017-09-15 10:07:19 +02:00
Johannes Pfeifer 0b9244dc01 Posterior moments: fix bug that prevented updating decision rules for parameter vector, leading to wrong results/crashes when computing second moments 
When removing globals in 24cd423671 the call to set_parameters.m, which relies on M_ being global, was not removed. The problem arises

1. When computing second moments for big models with drsize*SampleSize>MaxMegaBytes (in which case decision rules dr were not saved, but recomputed)
2. When computing the conditional variance decomposition for all models regardless of size (dsge_simulated_theoretical_conditional_variance_decomposition.m relied on the wrong M_.Sigma_e in this case)
 2017-07-21 17:47:24 +02:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis) 88e1701289 Removed useless commas and semicolons. 2017-05-16 13:24:46 +02:00
MichelJuillard 4b3550efbc Merge pull request #691 from JohannesPfeifer/var_decomp_unit 
Fix dsge_simulated_theoretical_variance_decomposition.m for non-stationa...
 2015-07-20 14:03:22 +02:00
Johannes Pfeifer fa1f7794d5 Delete stale files from previous MCMC runs 
Closes #566. Also adds cosmetic changes to headers of affected routines
 2015-05-09 15:13:59 +02:00
Johannes Pfeifer fb17e0da36 Fix dsge_simulated_theoretical_variance_decomposition.m for non-stationary variables only 
If all variables contain unit roots, dsge_simulated_theoretical_variance_decomposition.m crashes because tmp is NaN. Instead, the first draw is now checked for a unit root and a warning is displayed.
 2014-07-16 16:52:02 +02:00
Michel Juillard bb6d3f539e fixing bug in writing variance decomposition files 2012-10-21 10:14:38 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Sébastien Villemot a50e65fb6c Rename set_stationary_variables_list to get_variables_list 
This function has nothing to do with stationary variables now that
unit_root_vars has been removed.

Closes: #218
 2012-06-06 12:27:46 +02:00
Michel Juillard 7408714ea1 added dname as argument to CheckPath function and changed all calls to 
this function. Suppressed use of globals in CheckPath.
 2011-12-15 17:35:27 +01:00
Stéphane Adjemian (Scylla) 24cd423671 Removed globals from resol.m (changed calling sequence). Added texinfo header. 
Removed trailing whitespace.
 2011-09-17 12:53:38 +02:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
stepan d6fe54dc18 + Bug fixes related to the computation of prior (and posterior) moments. 
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2791 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-26 10:21:30 +00:00
stepan f039875f60 + Various bug fixes related to prior sampling. 
+ Removed globals in set_stationary_variables_list.m.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2771 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-15 14:36:30 +00:00
stepan e3043c4107 + Changed dsge_simulated_theoretical_*.m files. They can be used to compute the prior distribution 
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). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2758 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 13:22:52 +00:00