stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
11,894 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

46 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Stéphane Adjemia (Scylla) 650c78f99d
Merge branch 'master' into ecb-master 2018-11-30 21:34:56 +01:00
Sébastien Villemot efec664667
Preprocessor update + corresponding change in parameters derivatives 
In the *_params_derivs.m files, in the "hp" matrix, the preprocessor now fully
outputs the symmetric elements, so getH needs to be adapted.

By the way, also clean up code for "rpp" and "gpp", were full symmetric
elements were also already present (and therefore do not need to be duplicated
in getH).
 2018-11-22 17:53:39 +01:00
Sébastien Villemot 7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
Stéphane Adjemian(Charybdis) 85a585c73e Merge branch 'master' into ecb-master+folder 
Fixed conflicts in:
	tests/block_bytecode/run_ls2003.m
 2018-07-10 10:18:55 +02:00
Sébastien Villemot b2c554623f Various fixes related to the new layout of generated files 2018-06-28 18:14:40 +02:00
Sébastien Villemot a1b8bd39b2 Move the location of various generated files on the filesystem 
- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
 2018-06-27 17:03:39 +02:00
Stéphane Adjemian (Charybdis) 7d373f0d7e Merge branch 'master' into ecb-master 2017-06-03 14:51:28 +02:00
Stéphane Adjemian (Charybdis) 99cb731112 Fixed indentation of matlab files. 2017-06-01 19:43:18 +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
Houtan Bastani 2a6b3caa34 when saving, use .mat file extension because Octave doesn’t support it by default 2016-09-26 11:00:41 +02:00
Marco Ratto d8fea3ff13 Correlations and measurement errors in identification: 
1) Filter out measurement errors with error message that suggests to explicitly write measurement errors in model definition
2) allow identification checks with correlations, by switching to numerical derivatives
 2016-05-22 23:10:01 +02:00
Stéphane Adjemian 056548ba76 Merge pull request #1152 from JohannesPfeifer/headers 
Cosmetic changes to various function headers
 2016-04-08 23:29:16 +02:00
Michel Juillard 70bcef4933 analytic derivation: cleaning up 2016-04-01 18:45:19 +02:00
Michel Juillard e446aaddb1 analytic derivation: use <fname>_static_params_deriv where needed 2016-04-01 18:45:19 +02:00
Johannes Pfeifer bf5a3ab6da Add headers to identification routines 2016-03-31 11:20:01 +02:00
Marco Ratto a39c26060e Fix bug for models with leads and legs in exo variables 2015-06-10 15:57:30 +02:00
Johannes Pfeifer 446b1f6dc1 Fix bug in identification when estimating only standard deviations 
Closes #945
 2015-06-05 18:22:45 +02:00
Marco Ratto dbbc8e66b7 Fix to compute derivatives with Kronecker products (just for testing). 2012-09-18 10:41:16 +02:00
Marco Ratto 9edce5414f bug fix for octave. 2012-08-24 16:40:24 +02:00
Marco Ratto 6b91301365 Reduce memory requirements for analytic Hessian. 
Tested with QUEST III (Ratto et al. 2009): 63 params and 59 state dimension.
 2012-08-21 16:00:55 +02:00
Marco Ratto 9fd8bf954e bug fix in formula for analytic Hessian. 2012-08-15 14:19:34 +02:00
Marco Ratto 3ddafb164b -) Added missing terms for analytic Hessian when steady state depends on estimated params; 
-) bug fixes;
(cherry picked from commit c84f70f6630f4988716dcb4ea59315180bbb36e7)
 2012-08-13 13:04:07 +02:00
Marco Ratto ed4d37341c Fix problem with models where steadystate files change parameter values. 
1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state +  analytic derivatives of all the rest;
3) bug fixes for 2nd order derivatives w.r.t. model parameters;
 2012-07-05 10:14:10 +02:00
Sébastien Villemot 129553579a Merge remote-tracking branch 'ratto/master' 2012-06-08 18:24:18 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Marco Ratto 45bc5c2459 Removed duplicate of the same function. 
Fixed call removing globals.
global options_ still needed
 2012-06-08 14:03:40 +02:00
Marco Ratto d4723038be 1) fixed infinite loop 
2) fixed names of sylvester functions
 2012-04-04 16:43:44 +02:00
Marco Ratto 76093094a6 Force precision in sylvester equation solution, particularly useful for different behaviour of the function schur under octave 2012-04-04 10:39:19 +02:00
Marco Ratto db61c7c144 Extended for second order derivatives and full Hessian. 2011-11-05 11:04:08 +01:00
Marco Ratto 8352873e06 Fixes to handle properly implicit derivation when STEADY_STATE syntax is applied 2011-03-18 10:54:09 +01:00
Michel Juillard 87e4125fa4 put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m 2011-03-14 11:40:40 +01:00
Houtan Bastani 8a0dabd07d use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot 757a9067c0 Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
Marco Ratto 38640c4af8 use of numerical Jacobian to check analytic results. 2010-03-09 10:05:13 +01:00
Marco Ratto 8a7bdefe2a small bug in Kronecker derivatives 2010-03-09 08:54:16 +01:00
Marco Ratto 38bb29fa11 1) fixed steady state derivatives for non-stationary models; 
2) fixed derivatives using kronecker products a la Iskrev
 2010-02-23 10:50:26 +01:00
michel ce7af53855 v4.2: changed vech functions names to avoid conflict with other toolboxes 
vech.m      -> dyn_vech.m
      unvech.m    -> dyn_unvech.m
      diag_vech.m -> dyn_diag_vech.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3375 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-23 16:55:28 +00:00
ratto 94d215d73e Modifications linked to previous commit: 
Added first order moments 
Added LRE analysis for trivial no-identification

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3361 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 09:58:09 +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
ratto 33f0f84f89 1) Added steady state to moments; 
2) use of oo_.dr.ys (always updated) in place of oo_.steady_state (not always updated).

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3030 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-09 08:18:39 +00:00
ratto b66a47c128 oo_, A and B are now inherited from main loop 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2980 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 17:13:58 +00:00
ratto 89a71d5596 copyright notices added 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2966 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 08:24:32 +00:00
ratto df921ce829 New identification routines. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2963 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 07:34:21 +00:00