c5cf610fdf
Removed persistent variable. Don't know if persistent variables are working as expected
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with recursively called functions.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3354 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 10:14:55 +00:00
366ee2212c
Fix omitted words in license file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3352 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-12 11:34:34 +00:00
007534b401
Update license file to better fit the standard
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3350 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-12 11:27:49 +00:00
92e60d612d
Update license file to new version of the spec
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3348 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-12 11:06:54 +00:00
1b37985435
Added a generated mat file keeping track of the estimated parameters' values.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3347 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 16:36:36 +00:00
5f42e79bfc
Changed the code so that if we are not able to solve for the deterministic equilibrium path
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at time t (even with the homotopic steps) then the size of the structural innovations is
reduced (at time t *only*). The advantage of this trick is that the seed of the random
number generator is not affected. The problem is that the structural innovations are now
heteroscedastic. Should add something to evaluate the importance of this heteroscedasticity problem.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3346 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 16:29:50 +00:00
77eec32811
Replaced disp() by error(). This condition (master running a job) is mandatory.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3345 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:58:45 +00:00
3ad3372f76
Correction of a bug introduced in the previous commit (3343).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3344 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:53:57 +00:00
868ef77d89
Tests if master is running a job. Master has to run a job, otherwise we
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cannot define a time limit for the evaluation of the objective function.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3343 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:49:31 +00:00
da8638ccc7
* Added the possibility to use the matlab's simplex routine for
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minimizing the objective function.
* Added a test for the platform (parellelized version of SMM is
only implemented for linux).
* Added upper and lower bounds for the estimated parameters. A
penalty is defined when a vector of parameters does not satisfy
the upper and lower bounds.
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3342 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:33:23 +00:00
5dbb4fa131
Reference manual: mention the need to install something for compiling MEX files with Octave/Linux
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3340 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 10:49:52 +00:00
6d7c31de9b
The second output argument has to be non empty. flag is equal to zero if, for some reason,
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the evaluation of the objective function failed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3339 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 23:27:43 +00:00
2fdc41ab36
Removed printed gradient.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3338 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 23:23:57 +00:00
2d8945939d
Commit 3335 was incomplete.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3337 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 23:10:14 +00:00
2377c18e13
Fixed a bug introduced in commit 3319 (trunk). If my understanding is correct, some parenthesis
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were missing in the IF condition (causing a preprocessor error).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3336 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 21:35:32 +00:00
696e8ee140
Added a new input argument (epsilon) in gradient routines and csminwel.m. This parameter defines the length of the steps considered
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by numgrad routines to compute the gradient. The default value (defined in global_initialization.m) for this parameter is 1e-6. The
value of epsilon is stored in options_.gradient_epsilon.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3335 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 16:51:33 +00:00
3c4d69ace2
* Efficiency change in numgrad (two, three and five points formulas) files. Do not evaluate the objective function at x, this is already
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done in csminwel.m or in csminit.m.
* Fixed bug in the calling sequence of numgrad5.m (five points formula) in csminwel.m.
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3334 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 14:36:45 +00:00
139491219b
* Bug fixes.
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* Simulated moments (computed by the slaves) are saved in ascii files instead of mat files.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3333 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 13:49:18 +00:00
b52ab3efcf
Build system fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3331 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 10:59:02 +00:00
8c89170cf6
Bug fixes and cosmmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3330 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-09 15:46:55 +00:00
4beedc8f85
* Replaced file system matlab commands by unix commands.
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* Added (missing) call to dynare_config for each slave.
* Other bug fixes.
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3329 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-09 00:40:10 +00:00
c2e3aa8f58
Bug fix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3328 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:42:38 +00:00
6a9624a78b
* Added missing definition of the hostname in smm_objective.m.
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* Fixed bug related to the name of the remote computer in smm_objective.m.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3327 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:39:10 +00:00
f8dc2e4c0a
Fixed a bug related to the number of slaves per remote computer.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3326 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:33:31 +00:00
0787ea0201
Fixed bug related to the default seed on the slaves.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3325 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:30:44 +00:00
76c736275c
Fixed ssh forwarding of the authentication key (added -A option).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3324 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:20:08 +00:00
7c17ab9cca
Added parallelized Simulated Moments Method (to be tested).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3323 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:14:50 +00:00
c5968dd0e1
Reference manual: added new 'no_static' option, bumped version number to 4.2
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3322 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 15:56:18 +00:00
34012243d5
Fixes for Cygwin 1.7 (which has gcc/g++ version 4 by default)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3320 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 12:15:16 +00:00
46e144ad80
Add new model option no_static : avoid to compute the static model. Useful for models without steady-state.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 11:06:25 +00:00
16794e4ec9
Updated version following new revision of dsgelikelihood.m
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3318 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 10:06:21 +00:00
e7adf28fbd
A few more copyright fixes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3316 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 09:54:43 +00:00
129b6fe060
Fixed a few copyright dates
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3315 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 09:48:23 +00:00
e1ac48414c
Fixed RMSE in bvar_forecast
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3313 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 09:31:57 +00:00
d8f13d4dae
SIS = standard particular filter
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_2 = variation around mat var-cov calculations
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3312 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 08:21:57 +00:00
301c840ace
Adapted csminwel calling sequence to match the previous commit.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3311 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 14:54:27 +00:00
961b539dfd
Removed dataset from the inputs (only one field of this structure was used).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3310 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 14:49:31 +00:00
1b3dce7d1b
Added files for SMM estimation.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3309 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 14:38:32 +00:00
c3aaa9b105
Added info vector as an output (needed to compute penalty for the smm objective function).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3308 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 14:06:41 +00:00
0520d44f8e
Changed copyright date.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3307 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 13:56:02 +00:00
9dff2ba6cd
* Added missing dummy output argument (result is equal to one if BK conditions are satisfied).
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* Removed useless definition of options_.qz_criterium
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3306 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 13:53:47 +00:00
1d64cb1ef9
build_matlab.m: activate POSIX threads on Linux and Mac OS
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3304 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 09:40:45 +00:00
a54a6cfbfa
4.2: adding function header
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3303 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 15:06:45 +00:00
9ef426c3a9
4.2: added evaluate_planner_objective.m
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modified ramsey_policy to display objective function
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3302 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 14:59:49 +00:00
1be52aaa5f
Beautification: removed tabulation characters which were left in previous beautification pass
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 10:46:10 +00:00
a86149657e
* Changed verbose mode in extended_path.m
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* Fixed the evaluation of the distance to the deterministic steady
state in perfect_foresight_simulation.m (when options_.terminal_condition==2).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3299 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-04 10:35:11 +00:00
9b3718b50f
4.2: corrected bugs for terminal_condition == 2
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3298 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-02 11:08:32 +00:00
2a75491196
Added functions to estimate the long run (co)variance of a
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multivariate stochastic process. Still needs routines to compute the
optimal bandwidth parameter.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3297 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-31 10:20:32 +00:00
21aefdaa5e
Added a function to compute order k (centered if k>1) moments of time series.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3296 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-30 13:41:48 +00:00
9d77d667e7
* Added initialization of the newton steps (for the extended path
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algorithm) with the solution of the linearized model.
* Bug fixes
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3295 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-29 16:33:08 +00:00
stepan
sebastien
ferhat
ratto
fred
michel