Michel Juillard
ae14d0fc9e
replaced display() by disp() as display() is buggy in Octave
2010-09-25 14:45:28 +02:00
Sébastien Villemot
ad89d0f15d
Forecast with deterministic exogenous: removed duplicate forecast graph ( closes #103 )
2010-09-24 18:32:53 +02:00
Ferhat Mihoubi
df1b1e4ed0
- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137
2010-09-24 12:52:58 +02:00
Pablo Winant
45ebd1b3fb
Compatibility fix for Octave. In dr1, line 384, if w1 is a scalar, condest(w1) raises an error in octave. It is equal to 1 in matlab.
2010-09-23 11:33:54 +02:00
Houtan Bastani
92cb073f3a
dynare_simul_: remove instances of mexErrMsgTxt
2010-09-23 10:45:35 +02:00
Houtan Bastani
982b4d0491
gensylv: remove instances of mexErrMsgTxt
2010-09-23 10:45:27 +02:00
Houtan Bastani
e57056ad14
sparse_hessian_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:18 +02:00
Houtan Bastani
ca24c92ed7
A_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:08 +02:00
Houtan Bastani
7b0d6da920
mjdgges: remove instances of mexErrMsgTxt
2010-09-23 10:44:59 +02:00
Houtan Bastani
2c38a1913c
change element-wise OR (|) to short-circuit OR (||)
2010-09-23 10:44:48 +02:00
Houtan Bastani
e32c8b1b76
k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt
2010-09-23 10:44:39 +02:00
Houtan Bastani
1b05a5f276
SWZ: remove instances of mexErrMsgTxt
2010-09-23 10:43:58 +02:00
Houtan Bastani
6631f2d1d0
Macro used to clean up after encountering an error in a mex file (previously handled by mexErrMsgTxt) and helper m file
2010-09-23 10:43:16 +02:00
Sébastien Villemot
750f92ace1
Cleanups related to the removal of leads and lags in deterministic model
...
(introduced in 60f7678669
)
- remove simk.m and clean simul.m
- document the change in the reference manual
2010-09-21 13:35:55 +02:00
Ferhat Mihoubi
25b3c84b40
RESID command is compatible now with block option and without bytecode option (closes ticket #45 )
2010-09-17 16:54:43 +02:00
Ferhat Mihoubi
c7eff4ba60
- Adding the relaxation method for block and/or bytecode options
...
- Changing the the stack_solve_algo option :
Previous version New version
1 : Sparse LU 0 : Sparse LU
2 : GMRES 1 : Relaxation
3 : BiCGStab 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver 4 : Sparse LU & Optimal Path
5 : bytecode own solver
2010-09-17 12:18:25 +02:00
Ferhat Mihoubi
0a3c8a4b0c
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
...
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
Ferhat Mihoubi
f268513ffb
correction of model_info's printouts
2010-09-17 12:13:39 +02:00
JUILLARD Michel
70fb16b8da
independent Metropolis: factorizing computation of covariance of proposal
2010-09-15 09:07:52 +02:00
JUILLARD Michel
243006b2d7
metropolis: factorizing computation of covariance of proposal
2010-09-15 08:59:51 +02:00
Michel Juillard
f6aace084b
corrected bug in the sequence of tasks in dynare_esitmation_1 introduced in 29f9bb9
2010-09-13 21:35:08 +02:00
Sébastien Villemot
41ff70e08c
Bugfix: when displaying decision rules, no longer crash if an EXPECTATION operator (in the past) appears as a state variable. Instead, display a (relatively uninformative) line.
2010-09-13 16:08:32 +02:00
Sébastien Villemot
c47b177577
Provisions for MATLAB R2010b (7.11)
2010-09-10 13:08:32 +02:00
Michel Juillard
49daa411f4
dynare_config.m: added path for SWZ
2010-09-08 21:08:20 +02:00
Sébastien Villemot
d1f548e7c5
Parallel: fix quoting issues on Unix
2010-09-07 11:38:50 +02:00
Marco Ratto
34fda83963
Parallel: the addpath for DYNARE path is given at the level of masterParallel.m
2010-09-06 17:24:16 +02:00
Marco Ratto
87c80f69b6
Minor change to preamble
2010-09-06 16:59:57 +02:00
Marco Ratto
58c4c483c5
Added MatlabPath to the Parallel structure
2010-09-06 14:50:55 +02:00
Sébastien Villemot
c214587686
Parallel system: add new option DynarePath to specify Dynare path on the slaves
2010-09-06 12:54:55 +02:00
Stéphane Adjemian (Scylla)
bc155fd0df
Changed calling sequence of prior_draw.m.
2010-09-03 15:23:05 +02:00
Stéphane Adjemian (Scylla)
b16c56b71c
Removed debugging informations display introduced in the previous commit.
2010-09-01 22:23:18 +02:00
Stéphane Adjemian (Scylla)
29f9bb953e
Fixed bug related to the mh based approximation of the posterior covariance matrix (used
...
for the jumping distribution).
2010-09-01 22:15:47 +02:00
Stéphane Adjemian (Scylla)
ded34f990b
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-09-01 22:14:32 +02:00
Stéphane Adjemian (Scylla)
6870010e9a
Fixed bug related to the console mode (text waitbar).
2010-09-01 22:12:38 +02:00
Houtan Bastani
18c9479176
SWZ: include in build system
2010-09-01 11:15:42 +02:00
Houtan Bastani
137c4cf6b1
SWZ: make comments conform to ansi C standard
2010-09-01 11:15:28 +02:00
Houtan Bastani
60a3c2cad4
SWZ: replace tabs with spaces
2010-09-01 11:07:32 +02:00
Houtan Bastani
8b782e7b00
SWZ: replace matrix.h with swzmatrix.h
2010-09-01 11:04:49 +02:00
Houtan Bastani
8cf788af44
SWZ: replace fprintf(stderr, with swz_fprintf_err(
2010-09-01 11:03:52 +02:00
Houtan Bastani
94217de476
SWZ: replace exit with swzExit
2010-09-01 11:03:31 +02:00
Houtan Bastani
820aca6683
SWZ: replace free with swzFree
2010-09-01 11:03:09 +02:00
Houtan Bastani
12993a8108
SWZ: replace malloc with swzMalloc
2010-09-01 11:01:00 +02:00
Houtan Bastani
3bbfc05634
SWZ: Change file ending type to unix
2010-09-01 11:00:44 +02:00
Houtan Bastani
a5ed818758
SWZ: remove extra whitespace
2010-09-01 11:00:30 +02:00
Houtan Bastani
248cc388af
SWZ: diffed and patched updated files from Dan
2010-09-01 10:45:55 +02:00
Houtan Bastani
7808df0935
SWZ: original forecast.c, dw_histogram.c and dw_histogram.h from Dan
2010-08-30 17:32:43 +02:00
Sébastien Villemot
8589be3d4b
K-order DLL: cosmetic changes
...
- remove unused argument of the DLL
- fix documentation inside source file
2010-08-30 17:11:58 +02:00
Sébastien Villemot
28a4e79cbe
OSR: minor cosmetic changes
2010-08-30 14:15:17 +02:00
Michel Juillard
d66eb3c6ae
SWZ: bug correction for attaching Markov Chains to some equations only
2010-08-25 20:53:06 +02:00
Marco Ratto
93ea89dffb
Bug fixes related to global variables in the base workspace for parallel sessions.
2010-08-25 15:18:58 +02:00
Marco Ratto
1704023419
1) Fixed problems related to global variables in the base workspace.
...
2) Minor bug in slaveparallel.m
2010-08-25 15:16:46 +02:00
Marco Ratto
5d9f6ef756
Fixed priordens needs to be properly initialized in remote, slave sessions.
2010-08-25 13:39:48 +02:00
Sébastien Villemot
3d2a698ab9
Minor fix: replace operator & by && in MATLAB conditionals (for better compatibility with Octave)
2010-08-23 17:39:46 +02:00
Sébastien Villemot
b842251c2c
Added missing copyright notice
2010-08-20 16:01:43 +02:00
Sébastien Villemot
b671e68f37
moments_varendo: fix an obvious missing initialization bug
...
(see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2678 )
2010-08-19 15:40:12 +02:00
Sébastien Villemot
a8fddd68ff
SWZ DLL: fix calls to Lapack routines for cross-platform compatibility
2010-08-13 18:50:22 +02:00
Michel Juillard
8420d82dea
bug correction in Posterior IRFs
2010-08-11 12:04:14 +02:00
Michel Juillard
e4986047ae
moments_varendo: compute variance decomposition only if there is more than one exogenous variable
2010-08-11 12:03:19 +02:00
Michel Juillard
d6fdf8fc7f
SWZ: added code for generating Markov Chain priors for more than 2 states
2010-08-09 11:13:36 +02:00
Michel Juillard
3db736f31d
corrected bugs in estimation of models with measurement errors
2010-08-06 17:54:56 +02:00
Michel Juillard
a0dc2ce4ee
SWZ: purging all intermediary files at the beginning of SWZ processing
2010-07-31 11:22:59 +02:00
Michel Juillard
201227ee0c
SWZ: added missing fclose() occurrences
2010-07-31 11:20:13 +02:00
Michel Juillard
15bd597f75
SWZ: adding missing fclose()
2010-07-30 23:08:00 +02:00
Michel Juillard
6b8dd7b89b
SWZ bug correction
2010-07-30 15:32:17 +02:00
Michel Juillard
61aca0c915
renamed csminwel() to csminwel1() to avoid name clash with a different version used in SWZ
2010-07-28 15:26:56 +02:00
Michel Juillard
abd558930e
add explicit error message for attempts to simulate a perfectly backward model
2010-07-23 11:02:03 +02:00
Michel Juillard
3d0420d220
corrected bug in dr1 when used for check of eigenvalues in a deterministic setup (simul and not stoch_simul)
2010-07-23 10:52:33 +02:00
Michel Juillard
42310f3825
swz: change default to use mex functions
2010-07-12 20:51:24 +02:00
Houtan Bastani
ffaee8d4e9
SWZ: GPL copyright on code written by Dynare Team
2010-07-06 17:30:55 +02:00
Houtan Bastani
e4de5c21a8
SWZ: misc code cleanup
2010-07-06 13:01:04 +02:00
Houtan Bastani
1868cd7943
SWZ: replace exit with swzExit
2010-07-06 12:19:17 +02:00
Houtan Bastani
7aeb61b0f8
SWZ: replace free with swzFree
2010-07-05 19:27:45 +02:00
Houtan Bastani
bf38d85c04
SWZ: replace realloc with swzRealloc
2010-07-05 19:27:35 +02:00
Houtan Bastani
571f430085
SWZ: replace calloc with swzCalloc
2010-07-05 19:27:21 +02:00
Houtan Bastani
08f2b2b5c4
SWZ: replace malloc with swzMalloc
2010-07-05 18:40:19 +02:00
Michel Juillard
6a224e78a0
computes posterior distribution of conditional variance decomposition only if option conditional_variance_decomposition is specified in estimation
2010-06-26 15:51:12 +02:00
Michel Juillard
b400e97887
added missing initialization in kalman_smoother
2010-06-26 15:14:11 +02:00
Michel Juillard
c574544b16
adding a check to Metropolis Hasting initialization in order not to accept a penalized posterior value
2010-06-26 11:51:40 +02:00
Stéphane Adjemian (Scylla)
be1e0f1b8a
Fixed bug for mode_compute=6 in Octave. Added an option to replace waitbar in matlab by
...
textbar (as in Octave). The user has to set options_.console_mode before the
estimation command. Cosmetic changes in gmhmaxlik (mode_compute=6).
2010-06-25 15:03:04 +02:00
Stéphane Adjemian (Scylla)
bb47d78611
Fixed bug in Kalman filter routines + Cosmetic changes.
2010-06-24 18:20:07 +02:00
Stéphane Adjemian (Scylla)
706b68e7ef
Do not build plots of the posterior IRFs with Octave.
2010-06-24 18:11:08 +02:00
Stéphane Adjemian (Scylla)
3aaccc59e3
Changes related to the new interface for the dsge-var models.
2010-06-24 12:53:10 +02:00
Stéphane Adjemian (Scylla)
2aba780744
Removed two empty lines.
2010-06-24 12:52:28 +02:00
Stéphane Adjemian (Scylla)
cc4c63f4d0
Fixed bug introduced with the parallelization of PosteriorIRF.m.
...
Changes related to the new interface for dsge-var models.
2010-06-24 12:49:27 +02:00
Stéphane Adjemian (Scylla)
ed03fe89c9
Bug fix.
2010-06-24 12:41:52 +02:00
Houtan Bastani
9b5df05804
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
Michel Juillard
61e78763da
correcting bug in kalman filter when it reaches the steady state (multivariate diffuse Kalman filter, both versions, regular Kalman filter with missing observations)
2010-06-09 18:00:17 +02:00
Stéphane Adjemian (Scylla)
a512b9b263
Bug fix. We don't have to check the convergence of the Kalman filter to its steady state if the
...
covariance matrix F is singular.
2010-06-09 11:04:59 +02:00
Michel Juillard
1098fb4571
ramsey_policy: eliminating unnecessary leads and lags
2010-06-01 20:36:48 +02:00
Michel Juillard
039611223b
Author: Michel Juillard <michel.juillard@ens.fr>
...
--- log message follows this line ---
ramsey_policy adding printing of steady state value of Lagrange multipliers
2010-06-01 20:35:27 +02:00
Sébastien Villemot
9318856a4e
SWZ: finalize build system for MEX by adding a test for GSL
2010-06-01 15:33:45 +02:00
Sébastien Villemot
53443fbd01
SWZ: modification for Octave, whose 'mexPrintf' has 'void' return type
2010-06-01 15:23:16 +02:00
Houtan Bastani
359b90d4fc
use __APPLE__ as opposed to passing a MACOSX flag via make
2010-06-01 14:08:00 +02:00
Houtan Bastani
aa625cc046
produce consistent output
2010-06-01 11:18:56 +02:00
Houtan Bastani
762e703692
Allow the user to pass a constant seed
2010-06-01 11:18:55 +02:00
Houtan Bastani
478cfee0e4
modified sz_prd to work both with standalone files and with mex
2010-06-01 11:18:55 +02:00
Houtan Bastani
72ea2cc07c
when printing to stdout, use printf and return val
2010-06-01 11:18:55 +02:00
Houtan Bastani
358640ba4f
Mex files / modifications for mex
2010-06-01 11:18:55 +02:00
Houtan Bastani
601c087baa
conform to ANSI-C (C90) standard (for -ansi flag under Linux)
2010-06-01 11:18:55 +02:00
Houtan Bastani
341e6a2924
remove trailing whitespace and replace tabs with spaces
2010-06-01 11:18:55 +02:00
Houtan Bastani
bd626b07f9
replace DOS ending with UNIX,
2010-06-01 11:18:55 +02:00
Houtan Bastani
d265fcba2d
if FILE * is stdout, replace fprintf(FILE *, with printf
2010-06-01 11:18:54 +02:00
Houtan Bastani
1bc7bf7fbb
make blas and lapack functions work with matlab
2010-06-01 11:18:54 +02:00
Houtan Bastani
14a081c0f5
add swz_fprintf_err to handle printing to stderr
2010-06-01 11:18:54 +02:00
Houtan Bastani
c955ae6242
replace 'fprintf(stdout,' with 'printf('
2010-06-01 11:18:54 +02:00
Houtan Bastani
49cfafce92
prepare modifications for mex
2010-06-01 11:18:54 +02:00
Houtan Bastani
24e5ef8404
moved matrix.h to swzmatrix.h because of conflict with matrix.h provided by Matlab
2010-06-01 11:18:54 +02:00
Houtan Bastani
ac0f324d6f
build swz standalone executables only against gsl
2010-06-01 11:18:54 +02:00
Marco Ratto
e5705ef0bf
1) first fixes in synchronization of remote clusters under linux;
...
2) changes to header/comments
2010-05-31 11:57:19 +02:00
Marco Ratto
839b77d679
1) eliminated us of struct2local;
...
2) changes to header/comments.
2010-05-31 11:55:25 +02:00
Marco Ratto
55764e667f
1) eliminated use of struct2local;
...
2) changes to header/comments.
2010-05-31 11:54:22 +02:00
Marco Ratto
1021e43d47
1) eliminates use of struct2local;
...
2) changes to header
2010-05-31 11:52:38 +02:00
Marco Ratto
26a78ba595
1) eliminate use of struct2local;
...
2) fix bug with iterations equal to B+1 (in place of B);
3) changes to header/comments
2010-05-31 11:51:56 +02:00
Marco Ratto
befe661f34
1) minor fix for number of runs == B (they were B+1);
...
2) changes to header/comments
2010-05-31 11:50:48 +02:00
Marco Ratto
36903ee8e1
1) eliminated the use of struct2local;
...
2) better heading/comments
2010-05-31 11:49:24 +02:00
Marco Ratto
73c46ee9ce
Changes to header/comments.
2010-05-31 11:48:34 +02:00
Marco Ratto
88289ce751
1) eliminated use of struct2local;
...
2) better header /commenting
2010-05-31 11:47:30 +02:00
Marco Ratto
e84c8dc1e0
Header/commenting changes
2010-05-31 11:46:38 +02:00
Marco Ratto
0450edda3b
Merged with masterParallelMan (which will be eliminated).
...
Improved header/commenting;
2010-05-31 11:45:57 +02:00
Marco Ratto
77ee04ef37
use of struct2local is eliminated;
...
Header is improved;
2010-05-31 11:45:04 +02:00
Marco Ratto
6625ca416e
Minor changes to header/commenting
2010-05-31 11:44:00 +02:00
Marco Ratto
cbf9739d90
Minor header changes.
2010-05-31 11:27:19 +02:00
Marco Ratto
d85fc06444
Bug fix.
...
Header improvement.
2010-05-31 11:26:45 +02:00
Marco Ratto
40d38909ba
Improved header/commenting
2010-05-31 11:25:42 +02:00
Marco Ratto
7365e55b0c
Improved header
2010-05-31 11:24:55 +02:00
Marco Ratto
457cc27367
Improved header/commenting
2010-05-31 11:24:24 +02:00
Marco Ratto
e070be083a
Minor change in header
2010-05-31 11:23:38 +02:00
Michel Juillard
124a6c5c12
correct bug when <fname>_steadystate.m file changes the value of parameters + display steady state in Ramsey policy
2010-05-29 07:48:00 +02:00
Stéphane Adjemian (Charybdis)
bb583d6cf6
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-25 15:10:19 +02:00
Stéphane Adjemian (Charybdis)
945c434afe
(1) Added pruning algorithm for second order simulations (matlab code).
...
(2) Speed improvement in second order simulations (replaced call to matlab's kron function by call to
A_times_B_kronecker_C).
(3) Removed useless globals.
(4) Cosmetic changes and corrections on headers.
2010-05-25 14:00:08 +02:00
Michel Juillard
7f74639cc1
ramsey_policy: dr1 returns with info(1)=20 and info(2) = resids'*resids if we can't find the steady state under Ramsey policy
2010-05-21 15:57:27 +02:00
Stéphane Adjemian (Charybdis)
56e4c35b39
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-21 11:51:34 +02:00
Michel Juillard
7e73744b13
osr: bug correction when there are auxiliary variables
2010-05-20 09:38:47 +02:00
Stéphane Adjemian (Scylla)
7d94b012dd
Added (exogenous) homotopic steps in reversed extended path.
2010-05-12 17:56:37 +02:00
Stéphane Adjemian (Scylla)
0889df6161
Completed the reversed extended path routines.
2010-05-12 16:52:26 +02:00
Stéphane Adjemian (Charybdis)
135e802f73
Added loop over t for computing the innovations (reversed extended path routine).
2010-05-11 22:43:10 +02:00
Stéphane Adjemian (Charybdis)
e69903f4ac
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-11 22:40:44 +02:00
Michel Juillard
6153673577
Tex Output: bug correction
2010-05-09 20:07:46 +02:00
Michel Juillard
c758e4d62e
cleaning-up mult_elimination.m and adding tests/mult_elimination_test.mod
2010-05-08 18:03:51 +02:00
Michel Juillard
f12c64cc84
optimal policy: bug correction in Lagrange multipliers elimination (mult_elimination.m)
2010-05-08 10:10:19 +02:00
Stéphane Adjemian (Scylla)
79184b2ded
Added files for reversed extended path method.
2010-05-06 17:39:46 +02:00
Stéphane Adjemian (Scylla)
a88bd230a8
Cosmetic change.
2010-05-06 17:25:32 +02:00
Stéphane Adjemian (Charybdis)
913ef20078
Changed the initialization of the persistent variables in perfect_foresight_simulation.
2010-05-05 16:25:28 +02:00
Stéphane Adjemian (Charybdis)
83521c384f
Turned warnings off in perfect_foresight_simulation.m.
2010-05-05 15:36:20 +02:00
Stéphane Adjemian (Charybdis)
f25371bf6a
Bug fix. Variables INFO or info may be matlab's structure (isnan cannot be applied on a structure).
2010-05-05 15:34:24 +02:00
Stéphane Adjemian (Charybdis)
f85b47e6ed
Moved homotopic_steps function from extended_path.m to dynare/matlab subdirectory.
2010-05-04 17:15:13 +02:00
Sébastien Villemot
6ef638a42d
datatomfile: if no second argument, then include all endogenous variables
2010-04-30 12:23:57 +02:00
Michel Juillard
956b42fdff
corrected bugs in shock_decomposition
2010-04-27 19:50:42 +02:00
Marco Ratto
a6ac64e5db
small bug fix
2010-04-20 10:37:08 +02:00
Marco Ratto
47037687d5
fixed persistent variable initialization
2010-04-19 16:40:28 +02:00
Michel Juillard
4bde063669
Kalman filters: fixing initialization of oldK to Inf instead of 0
2010-04-16 12:20:57 +02:00
Sébastien Villemot
5b851c8c76
Merge remote branch 'ratto/master'
2010-04-15 16:13:38 +02:00
Michel Juillard
07748100ff
adding to diagnoosticks check of rank of Jacobian of static model when steady state computation fails
2010-04-14 20:58:54 +02:00
Marco Ratto
b6ad0a61ed
bug fix for empty global variables
2010-04-14 17:29:12 +02:00
Marco Ratto
2d21729598
bug fix for non-existing remote sub-folders
2010-04-14 17:23:26 +02:00
Marco Ratto
47eac6ac88
1) copy metropolis files
...
2) bug fix with mh_drop
2010-04-14 17:20:29 +02:00
Marco Ratto
1fc0fbc2c7
Extended remote delete, to clean everything after completion of jobs on remote machines.
2010-04-14 17:19:55 +02:00
Marco Ratto
0e98d4266c
1) Several bug fixes for making the remote threads work properly under the Always/Open mode;
...
2) small cosmethics;
2010-04-14 17:19:21 +02:00
Marco Ratto
f743f0375d
small bug fix for remote slave processes;
2010-04-14 17:18:22 +02:00
Marco Ratto
5e7d9d39e5
1) removed redundant loop defining x;
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2) bug fix for remote slave sessions;
2010-04-14 17:17:22 +02:00
Sébastien Villemot
da74e53204
Preprocessor:
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* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Marco Ratto
0f06026c85
1) No exception for mode_compute=5 when computing hessian;
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2) bug fix;
2010-04-08 17:04:08 +02:00
Sébastien Villemot
a98a5106e1
In MATLAB >= 7.7, don't display a warning if we use deprecated interface to set seed of random number generators
2010-04-06 16:52:05 +02:00
Michel Juillard
c2f7f0a555
computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance.
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When the aggregate variance differs from the shock of the sum of the effects of individual shocks by more than 0.01% a warning is displayed.
This behaviour is documented in the reference manual.
2010-04-03 11:27:49 +02:00
Michel Juillard
f85049e9a6
removed oo_.smoother.integration_order
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removed integration_order (d) from the output arguments of DsgeSmoother. It is still computed by a few Kalman smoother routines. I don't change them now as they need to be rewritten soon.
2010-04-03 08:00:22 +02:00
Michel Juillard
c1b3627896
correction swz/c-code/Makefile: sbvar_estimation was left from a previous experiment
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correcting swz/bin/.gitignore
2010-04-03 07:50:48 +02:00
Michel Juillard
6a2d2a7b46
smoother deals with all variables in M_.endo_names unless option SELECTED_VARIABLES_ONLY is used
2010-04-02 21:40:50 +02:00
Michel Juillard
e54a505159
bug correction
2010-04-02 21:38:05 +02:00
Michel Juillard
2679e190e8
bug correction. It seems that struct2local can create problems with Matlab r2010a: if run_smoother exists as function name, 'if run_smoother' calls run_smoother rather than evaluate local variable run_smoother.
2010-04-02 21:37:43 +02:00
Stéphane Adjemian (Ithaque)
aef46cf78e
Fixed bug. The declared paths for the constrained variables have to be centered (Users declare constrained variables in *levels*,
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imcforecasts centers the paths and adds the trend in the end).
(cherry picked from commit 4cb664a5089bc25bba7dfe63c2f0bdb743c4d5a7)
2010-04-01 15:41:36 +02:00
Sébastien Villemot
1dd9ca8e3f
Activate warning backtrace even for Octave
2010-03-29 12:44:56 +02:00
Sébastien Villemot
7f5f99b43e
stoch_simul: force order=1 with partial_information
2010-03-29 12:44:38 +02:00
Michel Juillard
307911b461
removing DOS end of lines
2010-03-25 12:28:48 +01:00
Michel Juillard
e405f17c8a
additional fixe to partial information:
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- partial_information is a LOCAL option that must be repeated in all instructions
- when VAROBS is empty, one assumes full information (all endogenous variables are observed)
- allusion to SIMULATED variables is removed from the title of the tables
2010-03-25 11:20:34 +01:00
George Perendia
0be001d194
Tidying up Partial information extension to stoch_simul, PCL_Part_info_irf.m and PCL_Part_info_moments.m
2010-03-24 23:26:05 +00:00
Sébastien Villemot
667d5ac262
var_listindices.m: fix for Octave
2010-03-24 12:54:18 +01:00
Sébastien Villemot
6bb4ec4d9b
Fixed bug in stoch_simul related to the variable list
2010-03-24 12:54:02 +01:00
Sébastien Villemot
60ad78b095
Partial information: fixed copyright notices
2010-03-24 12:21:02 +01:00
Sébastien Villemot
45efcd61dd
Partial information: converted files to UNIX EOL convention
2010-03-24 12:14:41 +01:00
Michel Juillard
a9ce1ef2b4
bug correction in partial_information
2010-03-24 10:35:30 +01:00
Michel Juillard
7668bc4a11
-new smoother function kalman/smoother/kalman_smoother.m
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-fixing bugs in dynare_estimation_1.m
2010-03-23 18:17:15 +01:00
Michel Juillard
b261eb0ba2
integration of partial information in stoch_simul (thanks to George, Joe and Paul)
2010-03-23 11:09:59 +01:00
Michel Juillard
436fdf97c6
modified varlist_indices
2010-03-23 06:38:39 +01:00
Michel Juillard
c5bc424dd4
added new Partial Inforamtion code sent by G. Perendia
2010-03-23 05:47:13 +01:00
Michel Juillard
9b20ae958c
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
Michel Juillard
c963fb6c91
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-19 20:41:04 +01:00
Michel Juillard
40f1ab7548
computing smoother only for listed variables (start)
2010-03-19 20:40:49 +01:00
George Perendia
5efb7a7ddf
added clause in dynare_estimation_1.m to avoid use of kalman smoother and diagnostics if options_.partial_information == 1
2010-03-19 19:17:38 +00:00
Michel Juillard
6d4b0ecab7
SWZ:
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- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
2010-03-15 12:03:37 +01:00
Michel Juillard
890a7b8f0a
SWZ: removed reference to old function
2010-03-15 10:10:22 +01:00
Sébastien Villemot
afc94953e9
Add provisions for MATLAB 7.10 (R2010a)
2010-03-10 18:44:46 +01:00
Michel Juillard
5b1ebc821c
SWZ: adding new tests and identification/exclusions.m
2010-03-10 08:40:52 +01:00
Michel Juillard
591e426110
- reversed ordering for lower and upper Cholesky
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- added tests
- fixed various bugs
- modified initial values
Still unfinished
2010-03-10 08:32:51 +01:00
Michel Juillard
f4b7840739
corrected bug for decompostion (nargout > 7) in missing_DiffuseKalmanSmoother3.m
2010-03-09 18:43:50 +01:00
Houtan Bastani
30ea396a08
Allow temporary terms to work with external functions
2010-03-09 11:21:14 +01:00
Marco Ratto
38640c4af8
use of numerical Jacobian to check analytic results.
2010-03-09 10:05:13 +01:00
Marco Ratto
ed4fee93fb
Utility for numerical derivatives in identification (to check analytic results)
2010-03-09 10:03:05 +01:00
Marco Ratto
e66b7b5ee2
Quicker with partial correlations.
2010-03-09 08:54:16 +01:00
Marco Ratto
8a7bdefe2a
small bug in Kronecker derivatives
2010-03-09 08:54:16 +01:00
Marco Ratto
52e9e9aef7
1) fix of boxplots when two nparams =2;
...
2) default useautocorr = 0;
3) new option prior_range;
4) normalized Jacobian for weak identification;
5) more complete options load_ident_files.
2010-03-09 08:54:16 +01:00
Marco Ratto
2166d36cc1
Improved display for weak identification
2010-03-09 08:54:16 +01:00
Marco Ratto
24ddd6edb4
cheaper execution for pairwise correlations
2010-03-09 08:54:15 +01:00
Sébastien Villemot
d994ed35ff
Merge remote branch 'ratto/master'
2010-03-05 11:32:05 +01:00
Marco Ratto
3e573f1c35
semicolon missing.
2010-03-05 11:27:59 +01:00
Marco Ratto
24d41f66c8
fixed bug with tolerance for steady state kalman filter
2010-03-05 11:26:29 +01:00
Stéphane Adjemian (Gpm
07bbc15824
Changes related to SMM estimation.
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(1) Bug fixes.
(2) SMM estimation use the estimated_params block (same usage as for ML estimator).
2010-03-04 17:24:01 +01:00
Stéphane Adjemian (Karaba)
227d6f9140
Bug fix.
2010-03-04 16:40:02 +01:00
Stéphane Adjemian (Karaba)
2a1889b508
Set penalty equal to minus infinity in mcmc (so that the probability of discarding vectors of
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deep parameters such that the steady state does not exist, does not satisfy BK conditions,...
is one).
2010-03-04 16:15:27 +01:00
Houtan Bastani
12c4a52ebc
Add support for external functions
2010-02-23 18:15:18 +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
Marco Ratto
bb06ec430a
1) relaxed schur_vec_tol
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2) warning off divde by zero
3) better figure layout
2010-02-23 10:47:43 +01:00
Ferhat Mihoubi
e466748993
Bugs corrected: exogenous variable are read from and external file if oo_.exo_simul is not completely filled => allows for shocks.
2010-02-19 11:03:53 +01:00
Stéphane Adjemian (Charybdis)
e1db53caa0
dynare_config adds matlab/missing/bsxfun in the path if needed. bsxfun.m is a replacement for matlab's
...
built-in bsxfun function (missing in versions older than 7.4).
2010-02-19 00:31:43 +01:00
Stéphane Adjemian (Charybdis)
9754bc7afa
Fixed bug.
2010-02-19 00:31:43 +01:00
Stéphane Adjemian (Charybdis)
1fbe76b95d
Added function a clone of matlab's built in bsxfun (missing in versions prior to 7.4).
2010-02-19 00:31:43 +01:00
Stéphane Adjemian (Charybdis)
b762f010cd
Fix the inconsistency between mh_drop and the number of mh draws discarded
...
when computing the Brooks and Gelman convergence diagnostics.
2010-02-18 17:13:13 +01:00
Sébastien Villemot
1ae1b5ff20
Backporting bicgstab function from Octave 3.2 to Octave 3.0 ( closes #81 )
2010-02-17 18:40:52 +01:00
Stéphane Adjemian (Gpm)
10e92a8673
Merge branch 'master' of stepan@kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-02-17 18:29:44 +01:00
Stéphane Adjemian (Gpm)
de1ba423b5
Bug fixes.
2010-02-17 18:27:20 +01:00
Stéphane Adjemian (Gpm)
cbfd0fd562
Added estimation of the variance of the SMM estimator.
2010-02-17 17:48:43 +01:00
Stéphane Adjemian (Gpm)
b65178aadb
Added a function computing the gradient of a function (R^m -> R^n).
2010-02-17 17:33:52 +01:00
Stéphane Adjemian (Gpm)
f1b07fb789
Added a function computing the gap between simulated and sample moments.
2010-02-17 16:53:04 +01:00
Stéphane Adjemian (Gpm)
77570f40c7
Added mode options.optimization_routine==0 (no optimization, just read the optimization_path.mat file).
2010-02-17 16:20:37 +01:00
Sébastien Villemot
c1e7ade63e
get_variance_of_endogenous_variables.m: fixed error introduced in commit b9173a211f
2010-02-17 12:52:25 +01:00
Sébastien Villemot
9e2885d17f
Merge remote branch 'michel/master'
2010-02-17 12:51:20 +01:00
Sébastien Villemot
b9173a211f
get_variance_of_endogenous_variables.m:
...
* fixed bug when no unit root
* removed unused and never initialized second return argument
2010-02-17 12:02:17 +01:00
Sébastien Villemot
d6faa47807
Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates
2010-02-15 16:52:36 +01:00
JUILLARD Michel
9509a46497
corrected bug when all variables are stationary and u is empty
2010-02-15 14:17:02 +01:00
Stéphane Adjemian (Karaba)
44623a1d3f
Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze.
2010-02-13 19:19:57 +01:00
Marco Ratto
be510a4b93
bug fixes for use with octave for windows
2010-02-12 19:31:39 +01:00
Marco Ratto
0d2448c375
bug fix for use with octave for windows (filesep in place of '/')
2010-02-12 19:31:05 +01:00
Marco Ratto
c8568a7fb8
fixed bug: transpose after squeeze
2010-02-12 19:30:27 +01:00
Marco Ratto
cfda6bf6bb
added global variables needed
2010-02-12 18:01:53 +01:00
Marco Ratto
fd31489982
simplified screen output for parallel runs in octave
2010-02-12 18:00:16 +01:00
Marco Ratto
c4a6c47588
1) moved waitbar instances to core
...
2) new input argument parallel_info for masterparallel
3) force not closing slave (consecutive pm3 calls)
2010-02-12 17:54:52 +01:00
Marco Ratto
187e55739c
provisions for octave and small fixed bug
2010-02-12 17:53:43 +01:00
Marco Ratto
4b6d5f3357
provisions for octave
2010-02-12 17:46:12 +01:00
Marco Ratto
b9ae99d367
Several fixes:
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1) moved all waitbar instances to core routines;
2) added IRUN argument for core1
3) added global variables for core2 and removed wrong definitions for local ones
2010-02-12 17:41:38 +01:00
Marco Ratto
1e31815805
New option parallel_info
2010-02-12 17:38:47 +01:00
Marco Ratto
7581960fb2
use of parallel info to redirect to masterParallelman when requested by the user
2010-02-12 17:38:15 +01:00
Marco Ratto
cb5fcdef10
New input parallel_info for masterparallel
2010-02-12 17:37:28 +01:00
Marco Ratto
e1b64eae1d
Unix new line format
2010-02-12 17:35:53 +01:00
Marco Ratto
bc4c342e6a
debugged nvar wrongly put in local vars for core
2010-02-12 17:27:29 +01:00
Marco Ratto
0764c03001
New utility to close remote slaves when using the options of leaving slaves open after finishing a job.
2010-02-12 17:25:58 +01:00
Marco Ratto
5bb4ff02bc
Added parallel_info argument to masterparallel
2010-02-12 17:24:24 +01:00
Marco Ratto
d6027ad50f
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare-ratto
2010-02-12 17:17:42 +01:00
Stéphane Adjemian (Charybdis)
a83c0e68c7
Bug fix and efficiency changes in smoothing routines.
2010-02-12 12:31:32 +01:00
Stéphane Adjemian (Karaba)
a828c3d2c1
Do not compute the harmonic mean estimator of the marginal density and various posterior
...
statistics if options_.mh_replic==0.
2010-02-11 14:26:30 +01:00
Marco Ratto
3cecfb0f22
More comments and traps
2010-02-10 18:53:16 +01:00
Marco Ratto
c76c0744ff
If only one chain, don't go parallel
2010-02-10 18:52:16 +01:00