Commit Graph

183 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Michel Juillard bd00dc11d8 removing 8th output argument of dynare_estimation_init and
corresponding seemingly useless code
2011-10-21 22:09:45 +02:00
Michel Juillard 7e3225680f fixing logic flaw in setting lik_init as a function of diffuse filter or kalman_algo 2011-10-21 14:21:40 +02:00
Sébastien Villemot ddc029394c Clean-up last remnants of unit_root_vars (Closes: #167) 2011-10-14 16:22:47 +02:00
Marco Ratto c6a9650d20 Adapt identification routines after new dynare estimation commits. 2011-09-28 20:48:47 +02:00
Stéphane Adjemian (Charybdis) f1ffeb29bb Correction of the previous commit (3412d5e20a). Set options_.lik_init=3 if lik_init==1 and unit_root_vars
keyword appears in the mod file.
2011-09-21 19:05:34 +02:00
Stéphane Adjemian (Charybdis) 3412d5e20a Bug fix. Do not override option lik_init (declared in the estimation command) if unit_root_vars
keyword is present in the mod file, by forcing options_.lik_init to be equal to 3 (diffuse kalman
filter).
2011-09-21 18:54:11 +02:00
Michel Juillard b04738b36f resetting options_.nobs following previous change 2011-09-18 14:49:43 +02:00
Michel Juillard 80c69c404b Revert "added default options_.nobs = []; reset options_.nobs after call to"
This reverts commit 8dc6b78dde.
2011-09-18 14:37:29 +02:00
Michel Juillard 8dc6b78dde added default options_.nobs = []; reset options_.nobs after call to
intialize_dataset()
2011-09-18 12:00:11 +02:00
Stéphane Adjemian (Scylla) e9764d0538 Use a structure for the dataset. Bug fixes. 2011-09-17 15:38:49 +02:00
Stéphane Adjemian (Charybdis) 322adb92a5 Removed global from prior_bounds. Added texinfo header. 2011-09-14 23:41:37 +02:00
Ferhat Mihoubi 1317e04c28 block option needs a specific index for the kalman smoother 2011-06-21 13:23:06 +02:00
Ferhat Mihoubi 3459b08c53 - Corrects the first order approximation of block-decomposed models
- The block-decomposed models can now be estimated
2011-06-18 17:43:45 +02:00
Michel Juillard 85989df0e1 estimation initialization: minor bug correction when filtered_vars is requested 2011-06-08 22:06:41 +02:00
Stéphane Adjemian (Sedna) 91eb466369 Added an error message when a variable is declared as oibserved more than once. 2011-05-06 15:54:40 +02:00
Marco Ratto 179662baca skipped useless call to initial checks when nargout>3. 2011-03-18 10:55:48 +01:00
Marco Ratto b7133ebeb5 Fixed bugs related to global sensitivity analysis. 2011-02-25 09:27:33 +01:00
ratto 8619ec7835 Fixed bug related to dname 2011-02-22 10:12:37 +01:00
Michel Juillard aafa328362 updating dynare_estimation_init.m and using it in dynare_estimation_1.m. Required for GSA. 2011-02-21 11:22:47 +01:00
Houtan Bastani 8a0dabd07d use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
Sébastien Villemot 55399a5dc5 Compatibility fix for Octave: under Octave, union() called on a column vector and a scalar returns a row vector, hence the need to add the 'rows' option 2011-01-24 15:34:02 -05:00
Stéphane Adjemian (Scylla) 3aaccc59e3 Changes related to the new interface for the dsge-var models. 2010-06-24 12:53:10 +02:00
sebastien 1be52aaa5f Beautification: removed tabulation characters which were left in previous beautification pass
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 10:46:10 +00:00
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 98ac3091c9 Added a vector of indices for the state variables in the restricted state vector (bayestopt_.mf0).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3132 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 14:03:50 +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
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
adjemian 70acbdb89f Removed a useless global (dsge_prior_weight)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2002 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:17:25 +00:00
sebastien 9f5beff89e v4 matlab: fixed remaining copyright headers (those files which are in the CR+LF endline convention)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1975 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 13:08:13 +00:00
michel d0b87d6c32 corrections to optimal policy code required by making M_, options_, oo_ and it_ local
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1914 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 07:42:50 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
ratto fa664b73c4 trap for sensitivity analysis and empty datafile
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1796 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:00:24 +00:00
michel 74fb4a04c5 v4: fixing initvalf
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1795 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 07:22:10 +00:00