Commit Graph

1369 Commits (cbfd0fd562126b17deac0117654683ae87f851e2)

Author SHA1 Message Date
Stéphane Adjemian (Gpm) cbfd0fd562 Added estimation of the variance of the SMM estimator. 2010-02-17 17:48:43 +01:00
Stéphane Adjemian (Gpm) b65178aadb Added a function computing the gradient of a function (R^m -> R^n). 2010-02-17 17:33:52 +01:00
Stéphane Adjemian (Gpm) f1b07fb789 Added a function computing the gap between simulated and sample moments. 2010-02-17 16:53:04 +01:00
Stéphane Adjemian (Gpm) 77570f40c7 Added mode options.optimization_routine==0 (no optimization, just read the optimization_path.mat file). 2010-02-17 16:20:37 +01:00
Sébastien Villemot b9173a211f get_variance_of_endogenous_variables.m:
* fixed bug when no unit root
* removed unused and never initialized second return argument
2010-02-17 12:02:17 +01:00
Sébastien Villemot d6faa47807 Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
Stéphane Adjemian (Karaba) 44623a1d3f Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze. 2010-02-13 19:19:57 +01:00
Marco Ratto be510a4b93 bug fixes for use with octave for windows 2010-02-12 19:31:39 +01:00
Marco Ratto 0d2448c375 bug fix for use with octave for windows (filesep in place of '/') 2010-02-12 19:31:05 +01:00
Marco Ratto c8568a7fb8 fixed bug: transpose after squeeze 2010-02-12 19:30:27 +01:00
Marco Ratto cfda6bf6bb added global variables needed 2010-02-12 18:01:53 +01:00
Marco Ratto fd31489982 simplified screen output for parallel runs in octave 2010-02-12 18:00:16 +01:00
Marco Ratto c4a6c47588 1) moved waitbar instances to core
2) new input argument parallel_info for masterparallel
3) force not closing slave (consecutive pm3 calls)
2010-02-12 17:54:52 +01:00
Marco Ratto 187e55739c provisions for octave and small fixed bug 2010-02-12 17:53:43 +01:00
Marco Ratto 4b6d5f3357 provisions for octave 2010-02-12 17:46:12 +01:00
Marco Ratto b9ae99d367 Several fixes:
1) moved all waitbar instances to core routines;
2) added IRUN argument for core1
3) added global variables for core2 and removed wrong definitions for local ones
2010-02-12 17:41:38 +01:00
Marco Ratto 1e31815805 New option parallel_info 2010-02-12 17:38:47 +01:00
Marco Ratto 7581960fb2 use of parallel info to redirect to masterParallelman when requested by the user 2010-02-12 17:38:15 +01:00
Marco Ratto cb5fcdef10 New input parallel_info for masterparallel 2010-02-12 17:37:28 +01:00
Marco Ratto e1b64eae1d Unix new line format 2010-02-12 17:35:53 +01:00
Marco Ratto bc4c342e6a debugged nvar wrongly put in local vars for core 2010-02-12 17:27:29 +01:00
Marco Ratto 0764c03001 New utility to close remote slaves when using the options of leaving slaves open after finishing a job. 2010-02-12 17:25:58 +01:00
Marco Ratto 5bb4ff02bc Added parallel_info argument to masterparallel 2010-02-12 17:24:24 +01:00
Marco Ratto d6027ad50f Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare-ratto 2010-02-12 17:17:42 +01:00
Stéphane Adjemian (Charybdis) a83c0e68c7 Bug fix and efficiency changes in smoothing routines. 2010-02-12 12:31:32 +01:00
Stéphane Adjemian (Karaba) a828c3d2c1 Do not compute the harmonic mean estimator of the marginal density and various posterior
statistics if options_.mh_replic==0.
2010-02-11 14:26:30 +01:00
Marco Ratto 3cecfb0f22 More comments and traps 2010-02-10 18:53:16 +01:00
Marco Ratto c76c0744ff If only one chain, don't go parallel 2010-02-10 18:52:16 +01:00
Marco Ratto 060e36da1a parallel version. 2010-02-10 18:51:07 +01:00
Marco Ratto 837399182c parallelized pm3. 2010-02-10 18:47:20 +01:00
Marco Ratto e2c38b4028 Parallel version of PosteriorIRF.m 2010-02-10 18:46:24 +01:00
Marco Ratto c566613d6d Bug fix: 'initialize' was always empty ... 2010-02-10 18:45:04 +01:00
Marco Ratto e4afa02054 Use of new utility distributeJobs 2010-02-10 18:43:29 +01:00
Marco Ratto f9bc14f02c Utility to distribute jobs, used by masterparallel 2010-02-10 18:42:15 +01:00
Marco Ratto 184ca19317 Utility to get the number of CPU's in a computer 2010-02-10 18:41:08 +01:00
Marco Ratto d62cd457ac Utility to check that cluster works properly and can run a remote matlab session. 2010-02-10 18:39:16 +01:00
Stéphane Adjemian (Charybdis) dcf49d606f Added the possibility of computing hp-filtered simulated moments. 2010-02-10 14:20:28 +01:00
Michel Juillard 7019b382d7 added initialization of priodens.m in global_initialization.m 2010-02-08 11:15:14 +01:00
Michel Juillard 84aae713a6 explicit initialization of persistent variables in priordens.m 2010-02-06 14:43:16 +01:00
Stéphane Adjemian (Charybdis) cc06f60ab2 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-02-05 23:21:10 +01:00
Stéphane Adjemian (Charybdis) 3f1fad9cd2 Added trap for cases where diffuse filters fail (replaced error messages by warning messages). 2010-02-05 23:18:08 +01:00
Sébastien Villemot d244278adf Fixed bug in dynasave (thanks to P. M. Lafourcade for reporting) 2010-02-05 16:54:00 +01:00
Stéphane Adjemian (Charybdis) 55c210ef47 Bug fix (fval is give by DsgeVarLikelihood if a dsge-var model is estimated) and cosmetic
changes (removed trap).
2010-02-04 21:36:21 +01:00
Michel Juillard 0c26e187b3 Merge branch 'master' of http://www.dynare.org/git/dynare 2010-02-04 16:34:53 +01:00
Michel Juillard 2e53bb0807 bug correction in mode_check when incomplete last page of plots 2010-02-04 16:30:19 +01:00
Stéphane Adjemian (Charybdis) 8878c10a75 Added a warning if the user put order>1 as an option in the estimation command. 2010-02-04 10:30:45 +01:00
stepan@charybdis bfde3d2beb Removed non linear kalman filter files. 2010-02-03 12:37:46 +01:00
ratto c666b79001 trap for NaN's in mm and MM
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3390 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 14:03:28 +00:00
ratto 7a743a9594 Added partial correlation plots for reduced form model and moments;
warning of for the loop of  normalized sensitivities;

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3389 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 14:02:56 +00:00
sebastien c44452d820 Fast deterministic simulations:
* when using "bytecode" without "block", enforce "stack_solve_algo=5"
* added a test for "bytecode" without "block" option


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3388 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 10:13:14 +00:00