ab42518b2f
load_redform=0;
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git-svn-id: file:///home/sebastien/dynare/gsa_dyn@7 f1850c17-3b45-254b-b221-fcb05880fee1
2006-12-20 17:02:47 +00:00
04879d31f3
MH log file (metropolis.log)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1129 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-19 17:45:34 +00:00
682ef48fdd
Allow Dynare to recover a crashed mh.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1128 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-19 11:29:28 +00:00
022ddd81ba
v4 parser ParsingDriver: reintroduce check for existence of symbol in expressions
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1127 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-18 23:50:18 +00:00
5bbd779bab
v4 parser:
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* added planner_objective statement, which triggers the creation of filename_objective_static.m
* added computing pass
* added the possibility of writing the hessian in static output file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1126 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-18 23:28:52 +00:00
0f9ed33f7d
v4 parser: removed ModelParameters class, and moved its components to the relevant places
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1125 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-18 11:29:10 +00:00
927da0e42a
v4: added code for Ramsey policy
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1124 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-17 15:01:20 +00:00
d035175627
v4 parser: 'check' is also a computing task
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1123 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-17 14:59:39 +00:00
f3c3e6d71d
v4 dr1.m: use derivatives w.r. to exogenous variables only for the solution of models with exogenous variables and not for only computing the eigenvalues.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1122 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-16 08:59:09 +00:00
c445ce3a98
v4 parser:
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* added a computing pass
* ModelTree:
- separated checking pass, computing pass, and output writing
- reorganized static and dynamic model file output code
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1121 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-15 17:31:31 +00:00
73d3e17540
v4 parser:
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* added an embryonic checking pass after parsing
* modified the decision of which derivatives to compute:
- if a simul statement is present, compute the jacobian vs endogenous variables only, and no hessian
- if a stoch_simul/estimation/olr/osr statement is present, compute the jacobian vs all variables, plus the hessian
- if the two previous conditions are simultaneously fulfilled, abort with an error
- if none of these two conditions are fulfilled, abort with an error (nothing to compute)
* fixed a minor bug with the size of the jacobian matrix when computing it only vs endogenous variables
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1120 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-15 11:44:58 +00:00
47ae595059
Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF.
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Added : Posterior IRFs for BVAR-DSGE, conditional forecasts
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1119 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-15 11:37:24 +00:00
be18e12a43
v4 parser VariableTable:
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* cleaned and simplified the code
* incorporated VariableTable as a private member of DataTree/ModelTree
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1118 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-14 22:19:39 +00:00
4f9e8a6e27
v4 parser:
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* clearly separated the parsing process from the output writing, using an abstract intermediary representation of the mod file
* created the Statement class, and its derivatives, for that purpose
* fixed bug with "corr" statements in "shocks" blocks (variables indexes given to matlab were incorrect)
* fixed bug with "optim" option of "estimation" (this option was not passed to matlab)
* fixed bug with "dynatype" and "dynasave" (variable list was not passed correctly to matlab)
* fixed bug with "calib" and "calib_var" (they were unusable because of flex misspecification)
* fixed segmentation fault with "estimated_params_bound" and "estimation_params_init"
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1117 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-12 11:54:30 +00:00
9337cdef34
v4 dynare_estimation.m: corrected bug in bayestopt_.restrict_var_list_nonstationary
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1114 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-01 20:46:51 +00:00
09c165f386
v4 parser: fixed bug related to non-associativity of POWER operator
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1113 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-28 15:14:14 +00:00
f84feddb02
v4 parser: added missing tokens in DynareFlex.ll; added error message for unrecognized characters; fixed minor bugs in DynareBison.yy
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1112 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-28 14:26:06 +00:00
4e324b8410
v4 parser DynareFlex.ll: adding missing pound (#) token; removed catch-all rule
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1111 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-28 13:39:04 +00:00
d5ac5b1fbd
v4 parser: created ModFile class, which is the abstract representation of a mod file; removed all static variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1110 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-28 11:56:02 +00:00
705bcb1712
demo files
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git-svn-id: file:///home/sebastien/dynare/gsa_dyn@6 f1850c17-3b45-254b-b221-fcb05880fee1
2006-11-28 10:31:26 +00:00
442bf232b0
Fixed when one wants all the runs (no cut).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1109 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:45:12 +00:00
f19b66c4b2
Parsimonious initialisation of matrices used only in diffuse steps.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1108 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:44:03 +00:00
2141998a93
Initialised aK
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1107 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:38:57 +00:00
c37932d6f8
Shifted order of loops for nblock and files, to easily allow cumulated mean plots.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1106 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:24:29 +00:00
c9f297ba7f
Limit number of iterations to 1200.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1105 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:10:44 +00:00
11da7c6eb2
Needs persistent p1 and p2;
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global estim_params abd bayestopt_.
Debugged generalised beta prior.
index (i) missing somewhere
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1104 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:07:57 +00:00
b3bcbf79dc
Don't sort MC samples and let Reshape know which type of sample (prior, metropolis, GSA).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1103 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 13:53:53 +00:00
3ff4c65f6a
Added GSA options; ReshapeMatFiles needs to know if it is prior, metropolis, GSA.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1102 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 13:48:23 +00:00
2a63a0f0e8
v4 parser.src: Makefile for cross compilation on Linux with
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CROSS_WIN32=yes
Uses i586-mingw32msvc-g++
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1100 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 20:12:55 +00:00
d9e6129dc6
v4 parser.src: Makefile for cross compilaton
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1099 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 20:09:29 +00:00
f2b1f68e75
v4: prior_analysis, again
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1098 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 17:55:02 +00:00
de7e3fdfac
test
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1097 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 09:18:23 +00:00
a955e818b1
test
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1096 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 09:06:16 +00:00
f5d35c9737
v4: new set of graphs in forecast with prior uncertainty
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1095 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-25 08:54:17 +00:00
9ff865e84b
v4 parser NumericalConstants.{cc,hh}: optimization to avoid multiple IDs for the same constant
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1094 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-23 19:10:41 +00:00
56f54de49a
v4 parser: removed Objects class; fixed memory leaks associated to parsing
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1093 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-22 19:01:40 +00:00
7375a2c071
test
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1092 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-22 12:54:16 +00:00
554c3c09ed
re-organisation of folders to package separately GSA tools
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git-svn-id: file:///home/sebastien/dynare/gsa_dyn@5 f1850c17-3b45-254b-b221-fcb05880fee1
2006-11-22 08:20:49 +00:00
5fdf16bdcc
added missing function
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git-svn-id: file:///home/sebastien/dynare/gsa_dyn@4 f1850c17-3b45-254b-b221-fcb05880fee1
2006-11-21 17:02:40 +00:00
48d3edaf0b
added missing functions
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git-svn-id: file:///home/sebastien/dynare/gsa_dyn@3 f1850c17-3b45-254b-b221-fcb05880fee1
2006-11-21 17:01:06 +00:00
0ea491e678
changes around identification GSA
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git-svn-id: file:///home/sebastien/dynare/gsa_dyn@2 f1850c17-3b45-254b-b221-fcb05880fee1
2006-11-21 16:48:51 +00:00
14f6ba694a
added routines developed at JRC for dynare
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git-svn-id: file:///home/sebastien/dynare/gsa_dyn@1 f1850c17-3b45-254b-b221-fcb05880fee1
2006-11-21 16:46:08 +00:00
5b2053c347
improvements to the stochastic posterior mode optimization routine (mode_compute = 6)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1091 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-21 12:52:32 +00:00
b36a248d85
v4 parser: merged Makefiles for Linux and Windows; switched to level 3 optimization (-O3)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1086 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-20 15:04:51 +00:00
ce3a9a76ae
v4: bug around options_.replic
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1085 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-18 07:37:22 +00:00
6d18a704b0
v4 parser: removed ylmm, replaced by Bison C++ support
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1084 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-17 17:48:11 +00:00
1e1c111f1f
bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1083 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-17 16:27:33 +00:00
86e196c515
new function to select a subset of deep parameters.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1082 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-17 13:07:57 +00:00
ce51ccc7b3
new : get_posterior_parameters.m (translated from version 3)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1081 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-17 12:46:26 +00:00
7dd651f513
v4 osr.m: use stoch_simul for output
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1080 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-16 20:20:45 +00:00
rattoma
adjemian
sebastien
michel
ratto