Commit Graph

25 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
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
Marco Ratto 25120e54f5 added check for singular values whose eigenvectors contains only ONE column 2016-06-19 11:08:37 +02:00
Marco Ratto 61d6e49dfd Fix rank condition check, using default MATLAB tolerance (thanks to Jesper Linde and Malin Adolfson) 2015-10-13 10:45:35 +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 d969a8129c Trap the case where only one parameter is estimated and only one non-constant row is available in Jacobian: (1) do not use vnorm; (2) do not use advanced option.
(cherry picked from commit d9856879ea4d9a7d9e954cc9392d1f0e98634cda)
2013-12-06 08:21:10 +01:00
Marco Ratto 884ecb6d6c Fine tuning of checks of the rank condition 2011-09-01 11:16:42 +02:00
Marco Ratto 1e5e214503 Fixes about computing pair-wise and multi-correlations for the Hessian case. 2011-05-30 14:34:19 +02:00
Marco Ratto c51066d76d Complete re-writing to make the function modular (the input being either J or H or Hess etc.). 2011-05-02 11:12:39 +02:00
Marco Ratto 8aeb76fee6 -) small change to tolerance for eigenvector elements
-) cosmetic fix to header
2011-04-15 15:26:04 +02:00
Marco Ratto 917b8e5285 Fixed bugs, clean-up and some more commenting of identification routines 2011-02-28 16:55:21 +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 1fc3d503ee improved identification checks, using svd in place of eig. 2010-09-29 16:18:57 +02:00
Marco Ratto e66b7b5ee2 Quicker with partial correlations. 2010-03-09 08:54:16 +01:00
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 54c6dbd708 Use of the JJ and H to compute condition number.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3029 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:17:34 +00:00
ratto 3ef53218b8 Impose always the same dimension for eigenvector matrix.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3000 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 07:18:27 +00:00
ratto a0c021ef0c Use correlations to compute linear combinations weakly identified.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2992 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:09:18 +00:00
ratto 3f09d91873 minor bug fix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2977 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 15:25:50 +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