Marco Ratto
8bd963de64
Fill in posterior_mode with info from posterior samples.
2016-05-19 14:34:09 +02:00
Johannes Pfeifer
5d775d3d76
marginal_density.m: Rely on already computed inverse of SIGMA
2015-07-23 18:18:31 +02:00
Johannes Pfeifer
4202dff6c9
marginal_density.m: only compute determinant once
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Uses log(det(SIGMA*increase))=log(increase^npar*det(SIGMA))=npar*log(increase)+log(det(SIGMA))
2015-07-23 18:13:15 +02:00
Johannes Pfeifer
9e3f89fd3b
marginal_density.m: move inversion out of loop
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Related to #270
2015-07-23 17:54:46 +02:00
Stéphane Adjemian (Scylla)
d52a0d2c89
Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes.
2013-11-20 18:03:12 +01:00
Stéphane Adjemian (Charybdis)
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
Johannes Pfeifer
e8ed4c1f67
Bunch of cosmetic changes
2013-06-13 14:24:17 +02:00
Michel Juillard
7408714ea1
added dname as argument to CheckPath function and changed all calls to
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this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
Houtan Bastani
43479f6ef3
use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time)
2011-02-10 15:54:23 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
adjemian
6d08e65071
v4.1: Code factorization and cosmetic changes, the marginal density use a recursive approach to compute the posterior mean and covariance.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2083 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-18 16:28:57 +00:00
adjemian
2845115b5f
+ Removed global variables.
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+ Added try and catch to handle cases where oo_ is broken and (mh_replic==0 & load_mh_file==1).
+ Added computation of posterior moments for endogenous variables (triggered by moments_varendo option). First order moments are still missing.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2028 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-03 16:05:35 +00:00
sebastien
7c25303258
v4 matlab:
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* replaced CDF, PDF, quantile functions of the gamma by a GPL'd one
* replaced quantile function of the chi-square by a GPL'd one
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1981 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:40:36 +00:00
sebastien
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
sebastien
e08cad8265
v4: merged Octave branch into trunk
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
assia
9beaa50d39
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1604 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-17 14:53:48 +00:00
ratto
5ad7e3b4a1
xparam1 as a column vector for posterior mean.
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This eliminates error in loading _mean file.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1252 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-30 07:14:34 +00:00
adjemian
9e266024f8
Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@911 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-13 12:39:23 +00:00
adjemian
5752b399d7
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@662 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-08 17:27:09 +00:00
michel
751c382ddc
v4: replaced \ by / in directory names
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@600 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-16 08:20:11 +00:00
michel
4e33c3c53f
v4, marginal_density.m: various small corrections
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@475 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-01 19:07:57 +00:00
adjemian
21f4445d2e
New version with equal length mh files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@443 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-10 10:04:22 +00:00
michel
9a9872fd33
dynare_v4 from CVS
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00