tommaso
c65351ad6c
v4: adding doc/userguide
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1201 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-02 21:01:02 +00:00
sebastien
68c57ae019
v4 parser: no temporary terms in local parameters declaration
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1200 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-28 10:21:20 +00:00
michel
cf200ccd4c
v4 parser: updating DynareBison.cc/hh
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1199 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:22:02 +00:00
michel
aa6e833462
v4 parser: bug correction in ModelTree.cc
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1198 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:21:08 +00:00
michel
eb5ab33a71
v4 parser: reverting DataTree.cc to revision 1190
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1197 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:20:23 +00:00
michel
f4d669f3e3
v4 parser: write local parameters before temporary terms in ModelTree
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1196 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:04:03 +00:00
michel
abd3b96583
v4 parser: added initialization of node_counter in DataTree
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1195 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-24 15:02:07 +00:00
sebastien
d36702b67a
v4 tests/ferhat: removed spurious file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1194 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:33:05 +00:00
sebastien
c8d0ea4f60
v4 tests: added Ferhat's test files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1192 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:29:01 +00:00
sebastien
5c285d6fa0
v4 erase_compiled_function.m: merged Ferhat's changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1191 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:28:38 +00:00
sebastien
feec20209d
v4 parser: merged Fehrat's changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1190 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:28:16 +00:00
michel
4cf7281291
v4: bug correction in initialization of engodnous variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1189 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-15 11:24:34 +00:00
adjemian
9f0ce4ac18
Estimation of BVAR models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1188 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-13 16:38:51 +00:00
michel
c19e59857f
v4: added provision for calibrated measurement errors;
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correction of bugs in smoother;
there are still problems in diffuse initialization of univariate smoother
this applies to previous revisions
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1186 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 13:04:17 +00:00
michel
18bd0d8eaf
v4: added provision for calibrated measurement errors;
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correction of bugs in smoother;
there are still problems in diffuse initialization of univariate smoother
this applies to previous revisions
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1185 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 13:03:13 +00:00
michel
86cac39227
v4 adding test for kalman filter and smoother
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1184 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 13:02:29 +00:00
michel
4e1122f014
v4: merge changes to dynare_estimation.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1183 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 12:48:41 +00:00
michel
5fa4cb9eac
v4 mult_elimination: bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1182 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 12:45:55 +00:00
adjemian
0448da2649
Bug fixes (BVAR-DSGE)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1181 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-09 16:30:47 +00:00
sebastien
934f5f21a7
v4 parser:
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* added third order derivatives in dynamic file (triggered by order=3 option of stoch_simul/olr/osr/ramsey_policy)
* don't output hessian in dynamic file if order=1 is specified
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1180 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-08 11:56:46 +00:00
sebastien
c3d114a7a1
v4 parser:
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* declared ExprNode::cost as const
* Makefile: removed DynareBison.{cc,hh} from "clean" rule. Added a "distclean" rule for that purpose
* various minor changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1179 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-05 09:55:41 +00:00
michel
ba57343ac3
v4 parser: adding position.hh for people who have an old bison
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1177 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-01 20:05:36 +00:00
michel
4bc9ebeeb6
v4 parser: adding location.hh for people who have an old bison
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1176 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-01 20:04:31 +00:00
michel
b514885d99
v4 parser: adding stack.hh for people who have an old bison
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1175 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-01 20:03:09 +00:00
michel
6c31af64cc
v4 parser: adding DynareBison.cc .hh for people who have an old bison
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1174 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-01 20:00:44 +00:00
michel
b9c7cff8fb
v4: ramsey_dynamic.m bug correction;
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dr1.m: save jacobian on options_.debug == 1
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1168 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-30 15:50:22 +00:00
adjemian
44093cbbb9
BVAR-DSGE with constant (not yet ready)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1167 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 14:50:30 +00:00
adjemian
6c7fcaa567
correction of a bug related to the names of the shocks and measurement errors when mh_replic = 0 and load_mh_file = 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1166 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 09:03:41 +00:00
adjemian
ee75bf6a58
load oo_ from _results.mat if mh_replic = 0 and load_mh_file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1165 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 08:58:07 +00:00
adjemian
863680fb4d
yet another bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1164 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-24 13:29:14 +00:00
adjemian
ee4ced27b0
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1163 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 18:58:37 +00:00
adjemian
eed9b1b335
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1162 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 18:11:34 +00:00
adjemian
f9d57f9389
Initialization of options_ in global_initialization (dynare_estimation+stoch_simul)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1161 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:34:54 +00:00
adjemian
a5b243b32c
Bug correction related to the case where mh_replic=0 and load_mh_file=1 (oo_ is saved after marginal_density.m and GetPosteriorParametersStatistcs.m)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1160 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:32:36 +00:00
adjemian
8de9d8b5cb
initialization of options_ in global_initialization.m.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1159 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:22:29 +00:00
adjemian
bc90be074a
qr2.m was missing !
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1158 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:40:05 +00:00
adjemian
bcedf81d59
do not compute posterior moment and densities when mh_replic = 0 and load_mh_file = 1.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1157 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:34:44 +00:00
adjemian
c5b8c596f2
do not compute the marginal density (harmonic mean estimator) when mh_replic = 0 and load_mh_file = 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1156 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:33:59 +00:00
adjemian
a4670516c5
Correction of a bug related to the number of lines per mh file.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1155 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 20:34:45 +00:00
adjemian
5275ba88e0
correction of a bug related to metropolis.log.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1154 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 13:53:31 +00:00
michel
6e4577326d
v4: union function exists in Matlab
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1153 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 13:10:28 +00:00
michel
5b17081b2b
v4 parser.src: corrected bug in EstimatedParamStatement::WriteOutput
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1151 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-13 21:10:16 +00:00
michel
4afa566652
v4 dr1.m: bug correction in unrolling kron
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1150 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-11 09:22:22 +00:00
sebastien
0c16f52806
v4 parser:
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* reshaped DataTree/ModelTree using a more object-oriented approach
* improved expression sharing algorithm (temporary terms in output files), resulting in smaller output files for big models
* optimized performance (both in computing time and memory consumption)
* bugfix: the expressions stored in local parameters of models (pound expressions) are now derived
* bugfix: cosh(0) = 1
* removed some useless parentheses in output
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1148 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-09 19:00:05 +00:00
michel
7417d18014
v4 dr1.m: bug correction to kron unrolling
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1144 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-08 11:00:02 +00:00
michel
de3460760f
v4 dr1.m: checking size of all call to kron (except deterministic shock part);
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unrolling kron() in each case when necessary
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1143 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-08 10:14:30 +00:00
michel
348bfca62b
v4 resol.m: bug fixing
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1142 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 16:21:15 +00:00
michel
f67d00cd34
v4 parser: corrected Hessian when declared exogenous variables aren't all present in the model;
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add VariableTable::get_dyn_var_nbr()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1141 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 11:29:32 +00:00
michel
20ac65e1fe
v4 resol.m: ..._steadystate.m takes prioru\ity even for a linear model
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1140 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 11:04:30 +00:00
michel
85a34d8046
v4 resol.m: changed options_.olr in options_.ramsey_policy
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1139 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 10:37:22 +00:00