3f8bc2b2a1
Added steady state to derivatives of LRE form.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3387 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 16:48:45 +00:00
234cc8ef7a
header
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3381 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 14:11:15 +00:00
966a1b4896
boxplot utility, used in identification.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3380 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 14:10:17 +00:00
a02dd60d1e
Modified version of parallel routines, with more sophisticated management of slave processes, which are not closed after the completion of each job but can stay in stand-by until a new job is assigned to them.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3379 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 13:18:15 +00:00
0378c80427
deleted a bit still linked to sshfs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3378 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 13:11:17 +00:00
f06b4e180a
4.2: fixed bug in k_order_pert.m for order == 1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3376 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-25 14:52:48 +00:00
ce7af53855
v4.2: changed vech functions names to avoid conflict with other toolboxes
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vech.m -> dyn_vech.m
unvech.m -> dyn_unvech.m
diag_vech.m -> dyn_diag_vech.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3375 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-23 16:55:28 +00:00
0efd5b1621
"bytecode" option can be used without "block" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
29fc9354ef
Adapted SMM for the estimation of variances.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3370 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-21 10:56:32 +00:00
397d531990
Bug fix. Variable use_dll_flag is not defined if remote computers are not used. Don't need to compile the
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(dynamic model) mex file in this case.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3366 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-16 10:28:09 +00:00
46cf2ea243
* Bug fixes and cosmetic files in parallelized SMM.
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* Bug fix in extended_path.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3365 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 15:45:07 +00:00
f8f8434977
removed useless comments
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3364 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 10:02:22 +00:00
f1795cb909
1) added ismac for MATLAB >= 7.4
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2) some commenting added;
3) eliminated sshfs mounting
4) eliminate use of ifconfig, use hostname utility of linux/unix instead (still may not work for solaris environments?)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3363 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 10:01:21 +00:00
414ea4daf0
forced order=1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3362 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:58:38 +00:00
94d215d73e
Modifications linked to previous commit:
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Added first order moments
Added LRE analysis for trivial no-identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3361 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:58:09 +00:00
cda0f571b4
Added first order moments
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Added LRE analysis for trivial no-identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3360 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:57:05 +00:00
a018e231de
distinguishing between noprint and nomoments/nocorr options
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3359 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:55:05 +00:00
c5cf610fdf
Removed persistent variable. Don't know if persistent variables are working as expected
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with recursively called functions.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3354 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 10:14:55 +00:00
1b37985435
Added a generated mat file keeping track of the estimated parameters' values.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3347 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 16:36:36 +00:00
5f42e79bfc
Changed the code so that if we are not able to solve for the deterministic equilibrium path
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at time t (even with the homotopic steps) then the size of the structural innovations is
reduced (at time t *only*). The advantage of this trick is that the seed of the random
number generator is not affected. The problem is that the structural innovations are now
heteroscedastic. Should add something to evaluate the importance of this heteroscedasticity problem.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3346 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 16:29:50 +00:00
77eec32811
Replaced disp() by error(). This condition (master running a job) is mandatory.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3345 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:58:45 +00:00
3ad3372f76
Correction of a bug introduced in the previous commit (3343).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3344 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:53:57 +00:00
868ef77d89
Tests if master is running a job. Master has to run a job, otherwise we
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cannot define a time limit for the evaluation of the objective function.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3343 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:49:31 +00:00
da8638ccc7
* Added the possibility to use the matlab's simplex routine for
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minimizing the objective function.
* Added a test for the platform (parellelized version of SMM is
only implemented for linux).
* Added upper and lower bounds for the estimated parameters. A
penalty is defined when a vector of parameters does not satisfy
the upper and lower bounds.
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3342 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:33:23 +00:00
6d7c31de9b
The second output argument has to be non empty. flag is equal to zero if, for some reason,
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the evaluation of the objective function failed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3339 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 23:27:43 +00:00
2fdc41ab36
Removed printed gradient.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3338 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 23:23:57 +00:00
2d8945939d
Commit 3335 was incomplete.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3337 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 23:10:14 +00:00
696e8ee140
Added a new input argument (epsilon) in gradient routines and csminwel.m. This parameter defines the length of the steps considered
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by numgrad routines to compute the gradient. The default value (defined in global_initialization.m) for this parameter is 1e-6. The
value of epsilon is stored in options_.gradient_epsilon.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3335 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 16:51:33 +00:00
3c4d69ace2
* Efficiency change in numgrad (two, three and five points formulas) files. Do not evaluate the objective function at x, this is already
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done in csminwel.m or in csminit.m.
* Fixed bug in the calling sequence of numgrad5.m (five points formula) in csminwel.m.
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3334 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 14:36:45 +00:00
139491219b
* Bug fixes.
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* Simulated moments (computed by the slaves) are saved in ascii files instead of mat files.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3333 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 13:49:18 +00:00
8c89170cf6
Bug fixes and cosmmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3330 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-09 15:46:55 +00:00
4beedc8f85
* Replaced file system matlab commands by unix commands.
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* Added (missing) call to dynare_config for each slave.
* Other bug fixes.
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3329 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-09 00:40:10 +00:00
c2e3aa8f58
Bug fix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3328 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:42:38 +00:00
6a9624a78b
* Added missing definition of the hostname in smm_objective.m.
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* Fixed bug related to the name of the remote computer in smm_objective.m.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3327 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:39:10 +00:00
f8dc2e4c0a
Fixed a bug related to the number of slaves per remote computer.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3326 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:33:31 +00:00
0787ea0201
Fixed bug related to the default seed on the slaves.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3325 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:30:44 +00:00
76c736275c
Fixed ssh forwarding of the authentication key (added -A option).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3324 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:20:08 +00:00
7c17ab9cca
Added parallelized Simulated Moments Method (to be tested).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3323 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:14:50 +00:00
16794e4ec9
Updated version following new revision of dsgelikelihood.m
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3318 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 10:06:21 +00:00
e7adf28fbd
A few more copyright fixes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3316 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 09:54:43 +00:00
129b6fe060
Fixed a few copyright dates
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3315 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 09:48:23 +00:00
e1ac48414c
Fixed RMSE in bvar_forecast
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3313 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 09:31:57 +00:00
d8f13d4dae
SIS = standard particular filter
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_2 = variation around mat var-cov calculations
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3312 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 08:21:57 +00:00
301c840ace
Adapted csminwel calling sequence to match the previous commit.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3311 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 14:54:27 +00:00
961b539dfd
Removed dataset from the inputs (only one field of this structure was used).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3310 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 14:49:31 +00:00
1b3dce7d1b
Added files for SMM estimation.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3309 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 14:38:32 +00:00
c3aaa9b105
Added info vector as an output (needed to compute penalty for the smm objective function).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3308 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 14:06:41 +00:00
0520d44f8e
Changed copyright date.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3307 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 13:56:02 +00:00
9dff2ba6cd
* Added missing dummy output argument (result is equal to one if BK conditions are satisfied).
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* Removed useless definition of options_.qz_criterium
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3306 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 13:53:47 +00:00
a54a6cfbfa
4.2: adding function header
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3303 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 15:06:45 +00:00
9ef426c3a9
4.2: added evaluate_planner_objective.m
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modified ramsey_policy to display objective function
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3302 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 14:59:49 +00:00
1be52aaa5f
Beautification: removed tabulation characters which were left in previous beautification pass
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 10:46:10 +00:00
a86149657e
* Changed verbose mode in extended_path.m
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* Fixed the evaluation of the distance to the deterministic steady
state in perfect_foresight_simulation.m (when options_.terminal_condition==2).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3299 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-04 10:35:11 +00:00
9b3718b50f
4.2: corrected bugs for terminal_condition == 2
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3298 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-02 11:08:32 +00:00
2a75491196
Added functions to estimate the long run (co)variance of a
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multivariate stochastic process. Still needs routines to compute the
optimal bandwidth parameter.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3297 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-31 10:20:32 +00:00
21aefdaa5e
Added a function to compute order k (centered if k>1) moments of time series.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3296 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-30 13:41:48 +00:00
9d77d667e7
* Added initialization of the newton steps (for the extended path
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algorithm) with the solution of the linearized model.
* Bug fixes
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3295 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-29 16:33:08 +00:00
2d0fff0292
* Bug fixes.
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* Added two new initializations for the perfect foresight equilibrium paths.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3294 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-29 15:34:05 +00:00
ec6c70443a
* Bug fixes.
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* Removed local copy of endo_simul.
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3293 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-29 10:55:52 +00:00
e6a1916577
Theoretical autocovariances:
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* at order 2 with non-stationary variables, fixed 2nd order mean correction
* when HP filtering (whether at order 1 or 2), consider all variables as stationary (closes #52 )
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3288 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-23 11:34:44 +00:00
c0c0d48fed
Fix gamrnd.m: for big integer values of parameter a, the gaussian approximation was incorrect ( closes #67 )
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3281 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 11:08:59 +00:00
0011678cb5
Changes by Ferhat:
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* fix options stack_solve_algo={2,3,4} (closes #68 )
* fix crashes for singular normalizations (closes #44 ) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 10:29:21 +00:00
3885bddd6d
trunk: implemented more efficient formulas for smoother
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3276 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-19 22:43:23 +00:00
2b5e551ad2
trunk: added error message for 2nd or 3rd order approximation of purely backward models (to be merged in 4.1)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3275 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-19 15:37:56 +00:00
f7ff186c63
trunk: fixed bug in sim1.m for options_.terminal_condition == 1 (to be merged in 4.1)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3274 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-19 15:25:19 +00:00
f9a7dfc5f4
Fix crash of rplot with models with no lags ( fixed #71 )
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3267 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 09:39:53 +00:00
982ffa4996
Detection of MEX files: avoid confusion with directories of the same name than MEX files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3263 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-17 14:20:14 +00:00
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
c01a3c134b
Reindented the reference manual (using Emacs' nXml mode, except for <programlisting> tags which are messed up by the autoindent)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3248 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 15:35:53 +00:00
aa23ed73e9
preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
9f57f73d74
4.1: shortcircuit simplified code for backward models when order > 1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3243 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-15 15:07:48 +00:00
28f5c66f5d
4.1: fixing bug in estimating backward models with loglinear option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3242 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-15 14:12:53 +00:00
0cf6180bb8
4.1: removed commented out code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3241 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-15 13:33:03 +00:00
cf77c3f245
* Fix USE_DLL option at order 2 ( closes #64 )
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* Added a corresponding test
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 11:06:29 +00:00
c5e0868db8
simultxdet.m: fixed bug when var_list is not equal to the set of all endogenous
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3234 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 09:17:55 +00:00
90f5ab741b
* Added number of particles (10;-) when calling monte_carlo_gaussian_particle_filter from particle/DsgeLiklihood.
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* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3233 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 22:25:56 +00:00
b8db5a23a1
latest version ; still buggy
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3232 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 17:12:49 +00:00
ae72c409d6
first try for particular filter
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3222 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 11:49:02 +00:00
74a8acc29c
4.1 adding instruments option to ramsey_policy; ramsey_policy can now use a *_steadystate.m file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 14:59:32 +00:00
728fb07d34
mjdgges.m: improve warning message
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3215 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 09:36:54 +00:00
20d4107493
qz/mjdgges.m: under Octave, warn users if some eigenvalues are > 1.0 but <= qz_criterium in modulus (Octave can't change the criterium)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3206 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 09:36:03 +00:00
cf933608d0
4.1: solution for QZ in Octave (to be tested)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3202 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 12:25:24 +00:00
c402bd8969
qz/mjdgges.m: fail under Octave, since Octave can't compute a complex QZ
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3201 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 11:34:54 +00:00
a5dad180ca
opt taken out
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3193 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-03 09:58:58 +00:00
95f36d5d68
yss error taken out
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3192 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-03 09:37:06 +00:00
aa6cf78250
Adding loglinear correction and the 2nd output argument for the 1st order as there must be 1+order output variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3191 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-03 08:14:10 +00:00
ee3ceb7db6
M-files and preprocessor:
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* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
59ca45e4f4
Removed last remnants of "ct_" global variable
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3187 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 16:30:56 +00:00
9d977e720b
SWZ: updating SWZ test file tests/swz/test1.mod
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removing useless function
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3184 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 14:05:41 +00:00
d37763635b
SWZ: adding identification/upper_cholesky.m
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cleaning up code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3183 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 13:52:52 +00:00
48dad3e37a
4.1: add preprocessor interface for k_order_solver
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rename use_k_order to k_order_solver in Matlab procedures
fix tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 19:54:45 +00:00
9a23cee31c
* Changed name of ct_ --> options_.terminal_condition. The default value is zero
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(the terminal condition is y_{T} = y^{\star}), other possible values
are 1 (terminal condition is y_{T+1}=y_{T}) and 2 (terminal
condition is y_{T+1}=TransitionMatrix*y_{T}, where TransitionMatrix
is given by the first order approximation of the reduced form model).
* Added mode options_.terminal_condition=2 in perfect_foresight_simulation.m.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3176 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 16:24:57 +00:00
d2b1765c48
v4.1: changing Matlab routines for results display and simulation at order = 3
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3173 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 21:05:16 +00:00
1820b3a4fb
v4.1: remove matlab/kordpert not need anymore
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3172 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 21:02:52 +00:00
a715408698
v4.1: Matlab routines for k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3171 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 21:01:40 +00:00
e8b6a04e97
* Cosmetic changes.
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* Do not compute B if not needed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3167 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 12:05:31 +00:00
a2cef7009d
Fixes for ticket #57
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preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"
M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 10:22:39 +00:00
6e8cc2e8db
forecast_graphs: force creation of subdirectory for storing graphs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3165 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 09:52:54 +00:00
5616f1f2a8
homotopy mode 2: replaced use of strtrim() by deblank(), for compatibility with older MATLAB
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3164 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-24 11:30:08 +00:00
dbff434fc1
dynare_config.m: reflect the fact that 64-bit DLLs need to be recompiled between 7.2 and 7.3
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3163 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-23 15:16:43 +00:00
ratto
michel
ferhat
stepan
sebastien
fred
george