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1633 Commits (cbbaf112e34f5c73459bf0cabb58ddcb007fffdc)

Author SHA1 Message Date
sebastien 025fb5aea1 trunk manual: 
* fixed synopsis and options of estimation command
* version number equal to 4.0.3.1 (for immediate release)
* various cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2590 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-10 18:29:11 +00:00
ferhat ca974cdf48 The sparse option in model is now compatible with homotopy => matlab commit 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2589 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-10 16:57:37 +00:00
ferhat ee64d9abac The sparse option in model is now compatible with homotopy => preprocessor commit 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2588 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-10 16:56:27 +00:00
michel d52020c5c8 4.1: updated manual, corrected order of variables and other minor changes 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2587 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-10 12:26:25 +00:00
michel d8c19044d2 4.1: sets natural boundaries when options_.prior_trunc == 0 (to be merged in 4.0) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2585 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 18:19:03 +00:00
sebastien af7bacdf94 trunk: adapted erase_compiled_function to deal with all possible MEX extensions 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2583 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 15:37:57 +00:00
michel e45bf380fa 4.1: modified csminwel.m to make sure to choose always the lowest point, even if it was reached before the last traversing 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2582 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 15:35:07 +00:00
sebastien eb2544b2a2 trunk preprocessor: use different tokens for inv_gamma_pdf and inv_gamma1_pdf (for more explicit error messages and for consistency with ln and log) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2580 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 14:47:45 +00:00
sebastien bdd9c40203 trunk manual: 
* fixed synopsis and explanations for varobs, observation_trends, estimated_params, estimated_params_init, estimated_params_bounds
* various cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2579 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 14:40:28 +00:00
stepan 52b48c10d4 Bug fix (output path for the generated mexglx). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2578 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 14:03:28 +00:00
michel 9fa3457791 4.1: fixing again compatibility for Matlab 7.8 
adding matlab_versions_compatibility.h to start factorizing necessary code

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2577 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 13:36:06 +00:00
michel 9992fc7d98 undoing r2575 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2576 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 13:28:28 +00:00
stepan 60abe9c0c2 Ouups! Complete previous commit. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2575 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 13:09:29 +00:00
stepan 5e1074bdab Added a mex file for computing Sobol quasi monte carlo sequences (in 
an hypercube of max dimension 1111).

Because of a fortran 77 source  compiled with gfortran (g77 is no more
available on recent  debian system), we have to  override the gfortran
library shipped with matlab. This can be done using the LD_PRELOAD
environment  variable  in  the  .bashrc *or*  removing  the  libraries
distributed with  matlab *or*  modifying the script  .matlab7rc.sh. We
may provide  a (python or whatever)  script to do this  when dynare is
installed.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2574 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 13:03:41 +00:00
sebastien c00e5ac992 trunk: fixed bug with USE_DLL and second order (Hessian matrix was not sparse) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2572 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 10:07:37 +00:00
sebastien 695a638f09 trunk: fixed bug with USE_DLL (stoch_simul was calling stoch_simul_sparse, because of wrong handling of options_.model_mode) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2571 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 10:02:45 +00:00
michel aa843c739d 4.1: corrected estimation results tables with long parameter names 
added function row_header_width.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2570 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-08 20:04:19 +00:00
stepan 02681122f1 Added the modification by michel on build_matlab.m (r2565) for mwSignedIndex. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2569 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-08 13:46:47 +00:00
stepan 48b4d50f09 Removed the printed value of indx. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2568 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 22:12:50 +00:00
stepan 6cb41e0252 * Added info=19 in resol.m (problem in the steady state file). 
* Bug fix in prior_sampler.
* Print  more informations  (BK conditions,  steadys state  or mjdgges
* problems...) when running get_prior_info.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2567 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 22:08:39 +00:00
michel 25aa38f9c4 4.1: fixed problem with mwSignedIndex. Despite the fact that mwSignedIndex appeared 
in Matlab version 7.3, Matlab Lapack library only uses it from version 7.8
     (needs to be merged in 4.0)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2565 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 21:13:05 +00:00
george c497540e06 correction for hessian: the one from compiled <mod>_dynamic.dll is not sparse but 
the one from the matlab version <mod>_dynamic.m is so we sparse it anyway to be able to pass it to sparse_hessian_times_B_kronecker_C


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2564 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 12:50:40 +00:00
stepan 4663cb473d Do not print the content of NumberOfElementsPerFile. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2563 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 11:17:56 +00:00
stepan ff38cbdd5d Bug fix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2562 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 11:13:43 +00:00
michel 76080af7ec 4.1: dynare_estmation_1: 
-removed saving of bayestopt_ in *_mode.mat
-added hooks for Gianni Lombardo's optimization routines

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2561 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 16:36:08 +00:00
michel cff38c00cf v4.1: initialize_from_mode doesn't need bayestopt_ anymore 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2560 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 16:33:42 +00:00
stepan adc1e77514 Changed the description of the available optimization routines for 
estimation.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2559 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 15:49:12 +00:00
stepan 2083b59072 More robust version of get_name_of_the_last_mh_file.m. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2558 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 14:58:44 +00:00
stepan 2b0f2d5fd1 Do not print the message "The most negative..." if the hessian of 
minus the posterior kernel is positive definite.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2557 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 14:48:30 +00:00
stepan aa31417a05 Efficiency & Cosmetic changes related to the design of bayestopt_ and 
the computation of the prior density.

bayestopt_.p1 is always the prior mean
bayestopt_.p2 is always the prior standard deviation
bayestopt_.p3 is unchanged
bayestopt_.p4 is unchanged
bayestopt_.p5 [new field] is the prior mode
bayestopt_.p6 [new field] is the first hyper-parameter of the prior density
bayestopt_.p7 [new field] is the second hyper-parameter of the prior density
 
These fields are defined in  set_prior and are never changed after. In
the previous version of Dynare,  the hyper parameters of the densities
were  updated at  each iteration  of the  optimization routine  or the
metropolis.

Removed fields pmean and pstdev.

Vectorized the code in priordens.

Fixed the bug mentionned by Gianni. If a (logged) density is evaluated
outside the  prior domain, the  output of priordens if  minus infinity
(instead of a complex number).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2556 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 14:38:37 +00:00
stepan f02ea822ec Removed useless global. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2555 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 10:34:49 +00:00
stepan c42f33ff47 Bug fix + Cosmetic change. Do not compute the likelihood if the steady 
state is complex.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2554 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 22:23:46 +00:00
stepan 22452f016e Speed up successive calls to lyapunov_symm by factorizing tests 
(persistent variables are used).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2553 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 21:14:50 +00:00
stepan d9ba762623 Changes related to the multithreaded mex files (part III') Oups. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2552 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:13:42 +00:00
stepan 91a25ebead Changes related to the multithreaded mex files (part III). Moved 
set_dynare_threads  in ./matlab/thread/multi (the  user has  no access
to this function if mex files are compiled without the openmp flag).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2551 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:12:21 +00:00
stepan 8ab8d2f067 Changes related to the multithreaded mex files (part II). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2550 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:07:19 +00:00
stepan fe7c01675a Changes related to the multithreaded mex files (part I). 
* Removed from build_matlab.m the compilation of mex files with openmp.
* Added build_matlab_multithread.m (where openmp is used if availabe).
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2549 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:01:55 +00:00
michel 4a3baea105 v4.1: added check and penalty for complex steady state 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2548 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-02 13:40:56 +00:00
stepan 91fb6ee044 Use check (the second output of the steady state file) to pass a 
penalty defined in the steady state file.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2547 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-02 13:24:41 +00:00
michel 9720af3354 4.1: model_diagnostics: added a test for singular Jacobian of the static model 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2546 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-02 13:22:41 +00:00
stepan c9d422972d Cosmetic change. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2544 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-01 10:08:03 +00:00
stepan af9d1fbb6a Bug fix. The DsgeSmoother was crashing when M_.exo_nbr=1. Added a new function that generalizes the matlab's squeeze 
function (the problem is that squeeze does not affect 2D arrays).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2543 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-01 10:04:53 +00:00
sebastien 604f465992 trunk mjdgges.c: Octave doesn't define mwSignedIndex (but it does for mwSize and mwIndex...) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2541 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-31 08:58:57 +00:00
sebastien 535274d3ad trunk: 
- build_matlab.m: mwSignedIndex actually appeared in Matlab 7.3 (like mwSize and mwIndex)
- mjdgges.c: use a typedef instead of a #define for mwSignedIndex


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2540 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-31 08:49:36 +00:00
michel adc5d60e23 v4.1: fixed build_matlab.m and mjdgges.c for Matlab (7.8) r2009a 
added new macro NWSIGNEDINDEX_NOT_DEFINED (necessary in 64bit environments)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2539 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-30 20:13:22 +00:00
stepan ec4cc46845 Bug fix. This version can be used in the estimated_params block. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2538 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-28 22:43:38 +00:00
sebastien 4bbf29ac1b trunk: removed some bashisms in Makefiles (merge needed) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2536 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 17:47:30 +00:00
stepan 448be1e6f2 Added new function. This function computes the mean of a prior 
distribution (gamma, inverse  gamma 1 and 2, beta)  given the mode and
the variance.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2535 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 17:28:32 +00:00
george 7735da1fb0 Changing tolerance check from 1e-12 to 1e-10 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2533 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 15:19:07 +00:00
sebastien f892795a54 trunk: fixed copyright headers in new files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2532 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 14:39:26 +00:00