Commit Graph

11894 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
michel d19eb2f7ce dynare_v4 parser: steady doensn't set solve_algo=0 anymore
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@808 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-02 09:49:53 +00:00
adjemian 07d09ed858 Correction of bugs related to the steady state computation for estimation. Added a new optimization routine (mode_compute = 6).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@806 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-28 17:35:05 +00:00
michel e424c799ce adding dynare_v4/matlab/doc with m2html documentation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@805 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-27 19:46:58 +00:00
adjemian a6db1acda7 Changed the output of resid.m (the number of each equation is printed on screen followed by the residual).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@804 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-21 16:51:25 +00:00
ratto 2a93e2d5f7 nspred debugged
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@803 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-20 14:59:37 +00:00
ratto 21d955a94a MCF of likelihood and prior
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@802 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-20 14:58:43 +00:00
ratto fe818c6c73 opt_gsa updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@801 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-20 14:57:08 +00:00
michel d570639320 v3,v4: corrected lyapunov_symm.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@800 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-17 11:46:18 +00:00
michel 21f989819e v4: reduced state space for likelihood computation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@781 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-03 19:45:05 +00:00
michel ac5a09a233 v4: cleanup unused function
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@780 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-02 07:42:00 +00:00
adjemian 757a5f4af2 Added theoretical spectral density (in stoch_simul.m)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@778 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-24 16:46:32 +00:00
adjemian b41e93a3c1 Plot the priors if and only if mode_compute>0
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@777 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:47:07 +00:00
adjemian 02a051047b git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@776 ac1d8469-bf42-47a9-8791-bf33cf982152 2006-05-23 19:44:02 +00:00
adjemian 86c84dd919 missing ;
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@775 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:42:56 +00:00
michel dcc7c7e1f0 3 v4: chnaged lyapunov_symm.m to work with 6.5 except with unit roots
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@740 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-08 14:51:06 +00:00
ratto 01754a4446 1) changed directory structure;
2) added plots for prior/likelihood/posterior int he filtered samples
3) added plots of densities for conflicts


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@738 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:06:57 +00:00
ratto fe5af81556 changed directory structure
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@737 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:04:36 +00:00
ratto 55ae0e7dc0 added dirname as input;
changed title: d statistics is used and not prob.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@736 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:02:18 +00:00
ratto c9d263a3a0 set figure visible before saving when nograph=1
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@735 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 09:00:29 +00:00
ratto fa8bf384a8 check for indeterminacy, instability;
corrected bugs with storage of T matrix

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@734 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:59:30 +00:00
ratto e3c3a878cc stock parameter values, steady state values and log-posterior values for sensitivity analysis purposes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@733 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:57:37 +00:00
ratto 282204481d 1) mcfiles structure does not work when number of MH files is > 9;
2) set figures visible before saving as .fig.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@732 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:55:49 +00:00
ratto 90c2ca6e62 Allow to retrieve logposterior values for MH runs,
not only parameter values.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@731 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:52:43 +00:00
ratto 72ea3ac220 1) stock parameters for sensitivity analysis purposes;
2) corrected bugs in saving figures 
(fignumber in figure names; and check for subplotnum>0)

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@730 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:49:44 +00:00
michel f873b4e28f v4 irf.m: corrected bug for 2nd order approximation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@729 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 20:15:58 +00:00
michel e10e3c7517 v4 PosteriorIRF.m: changed ifil into NumberOfIRFfiles
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@728 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 17:23:51 +00:00
michel c3af16b444 v4 dynare_estimation.m: changed default of options_.irf to 40
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@727 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 17:06:24 +00:00
michel 4f032c79ff v4 parser.src: added mshocks (untested)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@726 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:42:50 +00:00
michel 7d0b4fa90e v4 set_shocks.m: added M_.maximum_lag to the periods index
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@725 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:40:35 +00:00
michel eca3df3338 v4 parser.src: made rplottype an option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@724 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:29:41 +00:00
michel 2ae6df4b22 v4 parser.src: updated svn:ignore property
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@723 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 13:40:32 +00:00
michel 4e180bd3a1 v4 parser.src: added deterministic shocks
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@722 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 13:38:12 +00:00
michel 475372a52f v4 irf.m, simult_.m: corrected problems with lags > 1
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@721 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 09:43:21 +00:00
michel c85730c108 v4: ported changes for computing variance in unit root models
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@720 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-20 09:08:25 +00:00
michel 161753429a v4: added global_initialization.m and changed parser accordingly
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@718 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-20 08:53:28 +00:00
ratto 24670522c8 added outputdirectory; ishock debugged
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@716 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 13:03:46 +00:00
ratto dc6e40df99 eliminated marginals; output directory added; ischock debugged
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@715 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 13:02:46 +00:00
ratto 6db1db53c5 print pdf and eps; ishock debugged
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@714 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 13:01:52 +00:00
ratto 76fd18af8b output directory
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@713 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-13 12:59:09 +00:00
ratto ca3d913db7 in MCF analysis, separated marginal and cumulative (Smirnov) plots.
This is the marginal function

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@712 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-12 10:02:34 +00:00
ratto 378523f736 bug fixed for lptau with np>30
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@711 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-11 15:33:16 +00:00
ratto 2500f71f2d posterior option in SA
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@710 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-11 15:32:22 +00:00
ratto 3476711051 posterior option in SA
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@709 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-11 15:31:45 +00:00
ratto 91fa502406 corrected bug in load prev. file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@703 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-03 14:36:24 +00:00
michel 91f8b693fc v4 parser: set up # statements
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@702 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-03 08:33:57 +00:00
michel bb10c1d82e v4 parser: added SymbolType eLocalParameter
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@701 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-31 14:24:29 +00:00
michel d5b79d36ee v4 parser: corrected bug in coments
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@700 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-30 19:47:00 +00:00
michel 403ee85836 v4 metropolis.m: corrected bug on MhDirectoryName
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@699 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-30 19:29:20 +00:00
michel 13ab8e03c5 v4 dynare_solve.m: corrected bug in one of the calls to solve1()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@698 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-29 11:33:20 +00:00
ratto d503506333 changed file names to more clear meaning; changed unstable to non-acceptable notation.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@697 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-24 16:29:46 +00:00