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1070 Commits (cbbaf112e34f5c73459bf0cabb58ddcb007fffdc)

Author SHA1 Message Date
stepan 3533753c99 Bug fix (problem related to prior draw files indexing). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2752 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-10 14:29:24 +00:00
stepan 70202d0bb0 Bug fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2751 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-10 10:55:48 +00:00
stepan 36ecf9d6bd Added prior 2nd order moments (still buggy). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2749 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 15:29:28 +00:00
stepan 271b16a879 + Moved the definition of dr_.qz_criterium from dr1.m to global_initialization.m. 
+ dr1.m: Removed useless field declarations in dr1.m.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2748 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 15:06:21 +00:00
ratto b0a093dab2 Minor change for new graph monitoring 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2747 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:04:19 +00:00
ratto 04b82bba12 Fixes for Octave compatibility. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2746 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:03:29 +00:00
ratto 787ee74238 - Provisions for Octave; 
- Nicer graph monitoring for Matlab;

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2745 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:02:50 +00:00
ratto 886a3154c3 tic toc eliminated 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2744 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:01:21 +00:00
ratto 6c027cf660 Provisions for OCTAVE. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2743 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 10:00:43 +00:00
ratto 1bde350a77 mat extension in save instruction. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2742 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 09:59:12 +00:00
ratto 9eba4c4915 mat extension in save instruction 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2741 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 09:58:34 +00:00
ratto 9c9b1feb05 Patch allowing commands of the type delete('*.*') to be run successfully with Octave. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2740 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 07:23:38 +00:00
ratto 4b850c0db3 Use of filesep utility for compatibility with Octave for Windows. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2739 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 07:21:55 +00:00
sebastien cd49809994 trunk: build system updates 
* version number set to "4.1-unstable" in the configure.ac file
* the configure script generates dynare_version.m
* the configure script generates windows/dynare-version.nsi, for the windows installer


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2735 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-08 16:43:24 +00:00
ferhat 6479edf5a7 - Correction of several bugs 
- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 14:45:23 +00:00
stepan d67f1ecdb1 + Added comments. 
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2725 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 10:25:45 +00:00
stepan a9d7088ced Added new tool. When using the instruction get_prior_info(2) in the mod file (after the 
definition of the priors) Dynare tries to compute the prior mode using
Chris Sims' optimization routine.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2724 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 10:16:31 +00:00
stepan 7691c17b15 Added a new function to save all endogenous variables in matlab's base 
workspace.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2723 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 09:39:48 +00:00
stepan 2dee7d4c9e Bug fix. The mode of the Inverted Gamma -- type 1 distribution was wrong. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2722 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 08:30:26 +00:00
stepan 38c7176206 Bug fix. Call to compute_prior_mode was buggy for gamma and beta 
densities (lower and upper bound were missing).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2721 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-04 13:15:11 +00:00
stepan dedca98dba Added Posterior distribution of the conditional variance 
decomposition (more tests are needed). 

The results are saved in oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition. 

Contrary to the asymptotic variance decomposition, we do not report
contribution shares but contribution levels of each structural shock.

LIMITATIONS: 
* Won't work in a model with measurement errors.
* Won't work in a model with correlated shocks.
* The routines do not compute the covariance decompositions.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2719 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-03 14:50:02 +00:00
stepan d35d790789 Bug fix. To be merged with branches/4.0. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2717 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-02 14:36:42 +00:00
michel 3260ba476e 4.1 correcting bug for large values of start and fixed constants in lik. Still need to be tested 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2715 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-28 18:14:07 +00:00
ratto 63232d540a When parallel runs are local, bypass the use of ssh commands. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2710 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-28 07:56:27 +00:00
stepan 1db404680f Added vech and unvech operators. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2709 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 22:34:08 +00:00
ratto 78dc6afc8a sshfs mirror folder has to be specific for each remote process and remote CPU. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2708 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 16:31:45 +00:00
ratto 3000a1adcd pause(1) before deleting batch file in unix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2707 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 16:31:06 +00:00
ratto 3a4b5eb8e1 parallelized version, working for win and unix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2706 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 16:30:30 +00:00
ratto 7532957c4d unix: mount Master project folder using sshfs 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2705 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 15:56:45 +00:00
ratto ff22cece76 check for possible circular remote runs on the same local folder project 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2704 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 15:56:04 +00:00
michel 27387d5e10 4.1: changing handling of constants in Kalman filter 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2700 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:43:34 +00:00
ratto 111d0b0c2c 1) Full parallel structure passed to fmessage status; 
2) unix path  syntax;


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2699 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:29:23 +00:00
ratto b181e6c0af unix commands added. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2698 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:28:28 +00:00
ratto ced9fc0d2a unix commands for remote parallel runs 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2697 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:28:04 +00:00
ratto 4fe32454f7 Unix commands for remote parallel runs. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2696 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:27:37 +00:00
ratto 5085a1785f - Allow parallel runs with unix; 
- unix path syntax

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2695 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 10:26:45 +00:00
ratto 4c141a2044 - First unix platform fixes (working for parallel runs of the local machine; remote commands still to be implemented); 
- avoid use of ls and  use dir instead (ls gives different results in win and unix);

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2693 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 06:57:18 +00:00
ratto c68ea2110a - Parallel info passed outside options_ structure; 
- optional use of remote Mh folder;

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2692 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 06:50:07 +00:00
ratto 7c07a0dab5 Included check for existence of structure of Global variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2691 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 06:48:07 +00:00
ratto 490fc6a900 Single structure in output 
(OutputFileName included in the structure).

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2690 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 06:46:47 +00:00
michel 02c7b204d8 4.1: allow smoother computation when mode_compute=0 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2685 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-23 15:49:00 +00:00
michel 10f712268e v4.1: header + reindent 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2684 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-20 16:28:46 +00:00
sebastien 6f5d4b3c95 trunk: fixed several copyright headers 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2681 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-19 08:57:07 +00:00
michel 12cf9afce4 4.1: header, indentation, Unix format 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2679 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-16 07:37:30 +00:00
ratto 2d846f0da7 1) Fixed problems in file exchange when multiple computers are used at the same time; 
2) contains traps for unix, with commented instructions to be `translated' appropriately for the unix environment.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2677 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-15 16:38:18 +00:00
ratto 7243a36938 Parallelized version with main and core routine. 
1) Contains a trap such that for unix systems no parallel computation is done, for the moment.
2) _core routine uses and stores independent seeds for each chain;
3) Seeds for each chain are stored in record.
4) when no parallel option is chosen, usual serial functionality is kept.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2676 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-15 16:36:51 +00:00
ratto c8329915b2 Seeds are always initialized and stored for each chain independently 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2675 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-15 16:33:20 +00:00
michel 58e512dd49 4.1: correcting a rarely occuring bug 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2672 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-13 19:58:28 +00:00
michel 2eed8a5fb2 4.1: corrected bug in initialization of horizon for case: 'simul' 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2669 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-12 20:34:23 +00:00
stepan ec4b45cc7c Bug correction (condition info==19 was not used in DsgeLikelihood and DsgeVarLikelihood). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2667 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-12 11:38:06 +00:00