ratto
3ef53218b8
Impose always the same dimension for eigenvector matrix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3000 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 07:18:27 +00:00
ratto
3739a7a6d8
Fixed bugs with new morris options!
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2999 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 16:40:46 +00:00
ratto
430088cf42
Always initialize oo_.dr with dynare_resolve!
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2998 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 16:24:14 +00:00
ratto
106a48dd8a
Modified morris options to allows analytic derivatives a la Iskrev.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2997 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 14:56:51 +00:00
ratto
4cb2692e7d
-) Delete old files;
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-) commented work in progress
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2996 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 13:00:54 +00:00
ratto
869d054174
New version with
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-) more complete data saving on disk;
-) new output arguments;
-) new plots.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2995 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:11:47 +00:00
ratto
863dee7acd
Bug fix for the case of perfectly orthogonal pairs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2994 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:10:31 +00:00
ratto
163d893e2e
Bug fixed with useautocorr
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2993 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:09:57 +00:00
ratto
a0c021ef0c
Use correlations to compute linear combinations weakly identified.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2992 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:09:18 +00:00
michel
87e8cda64d
v4.1: corrected bug in shock_decomposition.m when lags on more than one period
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2989 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 12:55:44 +00:00
stepan
bc83fbd808
* Allow the use of a *_steadystate.m file with options block and bytecode.
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* Added the possibility to use resid when the the options block *and* bytecode
are used.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2986 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-25 16:20:19 +00:00
michel
6eba462caa
v4.1: fixing bug in 2nd order approximation when there are no variable appearing in the model at some intermediary lead or lag
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2984 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 20:06:28 +00:00
ratto
2645113760
stock parameters and small bug fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2983 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 17:25:31 +00:00
ratto
e9a017b3fb
new disp_pcorr option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2982 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 17:19:14 +00:00
ratto
290ea0d24e
Added iload option;
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A and B computed here
compute sensitivities
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2981 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 17:18:39 +00:00
ratto
b66a47c128
oo_, A and B are now inherited from main loop
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2980 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 17:13:58 +00:00
ratto
3f09d91873
minor bug fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2977 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 15:25:50 +00:00
ratto
531021acef
USe '/' for unix compatibility
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2976 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 15:25:19 +00:00
stepan
1e4a7c2c71
* Cosmetic changes.
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* Bug fix (with octave-3.2.2) in McMCDiagnostics.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2973 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:48:28 +00:00
stepan
897c5fb363
* Cosmetic change. Removed useless spaces in simul.m.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2970 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:48:19 +00:00
ratto
b8f5e80099
Matches new output list for
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missing_DiffuseKalmanSmoother3.m
and
DiffuseKalmanSmoother3.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2969 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:44:33 +00:00
sebastien
a3f639aba5
Moved vec.m under matlab/missing/vec, and add it into the path only under MATLAB (vec exists under Octave)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2967 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 08:34:57 +00:00
ratto
89a71d5596
copyright notices added
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2966 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 08:24:32 +00:00
ratto
6786e989b3
vec operator utility
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2965 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 08:13:49 +00:00
ratto
d8cf192c77
Try/catch to avoid crashes linked to errors in diffuselikelihood that are not trapped by cost_flag
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2964 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 07:45:59 +00:00
ratto
df921ce829
New identification routines.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2963 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 07:34:21 +00:00
ratto
e916b1380f
Solves multiple generalized Sylvester equations where only d is changing.
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Useful to speed up analytic derivatives in identification analysis.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2962 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 07:32:48 +00:00
sebastien
02640c3e43
k-order perturbation DLL:
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* removed existing build system
* reorganized source: separated test files from the rest, removed obsolete test files
* incorporated the DLL and the standalone test executable to the new build system
* minor fixes to ensure compilation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2959 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-23 13:14:05 +00:00
ratto
e6a59cd211
Parallelized version of independent MH.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2951 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 14:40:08 +00:00
stepan
bfbf218616
* Fixed the dimension of oo_.mean (see the trac ticket #34 ).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2909 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 14:14:28 +00:00
stepan
50ec80f1df
* Fixed buggy call to DsgeSmoother (two input arguments used to handle missing observations were missing).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2908 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 13:27:09 +00:00
sebastien
d97683c26e
Improve treatment of error messages in homotopy
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2895 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 16:22:50 +00:00
sebastien
85ac76b9ae
Add isempty to regexp to get a boolean answer for a 32-bit systems
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2894 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 16:10:41 +00:00
sebastien
e426a0214e
Added new directory "mex/2009a-64bit" for 64-bit platforms using MATLAB 7.8 (R2009a) (MEX binary compatibility has been broken in R2009a for 64-bit platforms)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2891 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 13:09:34 +00:00
stepan
4a0a0c1ab9
* Added an exit condition in DsgeLikelihood when the jacobian of the
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dynamic model (evaluated at the steady state) is complex.
* Added case 6 inf print_info (complex steady jacobian).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2890 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 11:39:06 +00:00
sebastien
71ba0d6433
Prevent use of "check" with "block" or "bytecode" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2889 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 10:11:36 +00:00
sebastien
579b5f509e
Cleanup "cutoff" and "mfs" options (the former is no longer in options_)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2888 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 10:10:06 +00:00
sebastien
74232e9ee5
* Added new option stack_solve_algo to simul
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* Added solve_algo=5 for steady
* Remove obsolete method option of simul
* Added various checks to avoid unimplemented combinations of bytecode/block/solve_algo/stack_solve_algo
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2882 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 16:34:48 +00:00
ferhat
9f45200924
simulate.dll has been replaced by bytecode.dll
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:40:54 +00:00
sebastien
a56de57637
Various cleanups related to new options "bytecode" and "block"
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 13:36:56 +00:00
ferhat
beade4bea1
References to model_mod option are ruled out of M-files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2878 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 13:07:59 +00:00
michel
3eb02c720d
updating SWZ sbvar code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2876 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-30 19:28:10 +00:00
michel
1802078154
updating SWZ sbvar code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2875 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-30 19:24:34 +00:00
ferhat
ed6cda0ca1
New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode ):
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- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-29 15:04:11 +00:00
stepan
3f924cc1de
* Fixed bug introduced in the previous commit (wrong value of Max_nruns).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2872 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-28 10:56:26 +00:00
stepan
aa3a6fe1a6
* Fixed bugs with mh_recover mode.
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* Added comments.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2871 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-28 10:55:22 +00:00
ferhat
305914b551
- bug fix when solve_algo = 4 is selected
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2870 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-27 13:26:29 +00:00
ferhat
d32dd99210
- extension of normalization of equations to nonlinear equations
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- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
mfs = 0 => all variables are considered as feedback variables (default value)
mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 09:43:01 +00:00
sebastien
2006e1f9be
Don't display any table if option "noprint" is used (thanks to Gianni Lombardo for pointing this)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2863 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-24 13:39:43 +00:00
sebastien
fec9486fb9
Change to option solve_algo=4 of steady:
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Even when the Jacobian is very badly conditioned, continue to use a Newton step
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2862 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-21 12:05:34 +00:00
sebastien
64361938bb
Added missing error catching
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2861 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-18 13:01:47 +00:00
ratto
bb271bb8ac
Eliminated double counting in constant: now result is identical to univariate algorithm.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2858 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-14 09:29:09 +00:00
ratto
d2b3beb3e7
Fixed bugs highlighted by Junior, occurring when some constraint is violated when computing gradients.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2857 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-13 06:59:36 +00:00
ferhat
1d9260251d
- sparse_dll option works fine with feedback variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2851 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-21 15:50:12 +00:00
michel
f5920bbc34
v4: correcting bug related to nonstationary variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2850 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-21 11:52:35 +00:00
michel
4f09fc89f0
v4: update of shock decomposition code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2847 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-17 05:38:19 +00:00
michel
9341a9bf54
v4: bug correction in computation of decomp
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2844 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-15 00:28:14 +00:00
sebastien
1db8b0d277
Homotopy:
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* fixed bug with Octave in modes 1 and 3
* enhanced tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2832 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 13:14:17 +00:00
sebastien
e8700bc046
Implemented MATLAB part of the block_mfs option to steady.
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(Still need to fix a bug)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2829 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-09 16:35:07 +00:00
stepan
a089e59f3c
dynare/trunk::
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+ Added a new option for likinit=2 used to define the numbers on the
initial diagonal Pstar matrix.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2828 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-09 15:41:11 +00:00
stepan
a4d01dc31d
dynare/trunk:: (dsge-var)
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+ Added support for xls files.
+ Fixed a bug appearing when the dafa file and the mod files are not
in the same directory.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2827 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-09 15:03:11 +00:00
george
c9d08951bf
DsgeLikelihood_hh.m lik calculation compatibility and consistency changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2825 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-08 16:38:24 +00:00
george
f4c3482acd
P convergence likelihood bug fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2824 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-08 12:20:21 +00:00
stepan
181b268699
+ Do not plot likelihood and posterior density if cost_flag = 0, put a
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red bullet on the abscissa instead.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2821 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-08 10:11:38 +00:00
ratto
c8966e2452
plot posterior and lik-kernel with the correct sign (i.e. with a maximum shape).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2817 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 12:07:40 +00:00
stepan
3692d5f99b
+ Added missing semicolon.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2813 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-06 12:34:57 +00:00
michel
05189497a5
changed handling of nonstationary variables:
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- oo_.mean, oo_.var, oo_.gamma_y contains all selected variables
- moments of non-stationary variables are set to NaN
options_.Schur_vec_tolerance lowered to 10^-11
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2810 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-04 14:11:51 +00:00
sebastien
e9a4e5e18f
Workaround for Octave 3.2.0:
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In Octave 3.2.0, the which() function doesn't accept filenames, but accepts function names.
This bug will be fixed in Octave 3.2.1, but this workaround solves the issue.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2807 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 10:36:11 +00:00
sebastien
37745150b5
Fixed header of dsge_posterior_kernel.m
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2806 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 10:22:22 +00:00
sebastien
4e9b23363a
Reorganized the way we deal with functions which exist under only some versions of MATLAB and/or some versions of Octave:
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* Created a directory matlab/missing to store them under subdirectories
* Add the needed subdirectories to the path from dynare_config.m
* Moved content of matlab/matlab/ and matlab/octave/ to matlab/missing/*/
* matlab/missing/ordeig/ordeig.m: new name of matlab/my_ordeig
* matlab/missing/ordschur/ordschur.m: fake replacement, displays an error message
* Removed old matlab/matlab/ and matlab/octave/ directories
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2805 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 10:20:42 +00:00
sebastien
5b06ad8ae5
Fixed bug with bvar_forecast under Octave (mkdir doesn't have the implicit "-p" option)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2800 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-01 13:17:44 +00:00
stepan
d6fe54dc18
+ Bug fixes related to the computation of prior (and posterior) moments.
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+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2791 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-26 10:21:30 +00:00
sebastien
8c143e29fc
trunk dr1.m: removed workaround for USE_DLL (no longer needed, since USE_DLL is now broken at order 2)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2789 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 12:13:42 +00:00
stepan
5f8de6f142
+ Added error messages related to the output of the steadystate file.
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+ Removed options_ from print_info.m
+ Removed some useless initializations of options_'s fields.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2786 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 08:30:27 +00:00
michel
4d7f60c803
v4.1: added 'file' to call to exist() function to avoid a bug when there exists a directory with the same name as the mex function
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2777 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-21 09:20:03 +00:00
ratto
5856731338
Updated version using p2 in place of pstdev
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2774 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-19 09:02:32 +00:00
ratto
27850744ba
New version with the shape of the likelihood kernel on the top of posterior shape;
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Use of one single loop, by merging the previous three cases, for easier parallelizing.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2773 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-19 08:54:40 +00:00
ratto
d10423ec19
Added mode_check_nolik option, with default = 0
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2772 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-19 08:44:08 +00:00
stepan
f039875f60
+ Various bug fixes related to prior sampling.
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+ Removed globals in set_stationary_variables_list.m.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2771 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-15 14:36:30 +00:00
stepan
2d314b32b9
Updated header.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2770 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-15 08:45:22 +00:00
stepan
cd81ed664e
Bug fix (dynare was crashing when the number of estimated parameters
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is changed).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2769 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-12 21:51:22 +00:00
stepan
4af1f415d4
Various bug fixes.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2768 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-12 10:08:25 +00:00
stepan
771a12c8ae
Bug fix (introduced in the previous commit).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2767 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-12 09:40:32 +00:00
stepan
1c5e2df2a0
+ Changed compute_moments_varendo so that it can handle prior montecarlo.
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+ Bug fix.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2766 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 23:09:19 +00:00
stepan
5695c1d528
+ Changed some files so that they can handle prior montecarlo.
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+ New version of prior_analysis.m.
+ Changed names and calls.
+ Bug fix.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2765 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 22:55:37 +00:00
stepan
bdabde9b58
+ Changed some files so that they can handle prior montecarlo.
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+ Changed names and calls.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2764 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 16:32:05 +00:00
stepan
e3043c4107
+ Changed dsge_simulated_theoretical_*.m files. They can be used to compute the prior distribution
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of second order moments and variance decompositions.
+ Changed calls to dsge_simulated_theoretical_* functions.
+ Fixed headers.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2759 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 14:39:52 +00:00
stepan
b04e65196f
Changed names of four functions (these functions will be used for posterior *and* prior sampling).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2758 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 13:22:52 +00:00
stepan
16de70de41
Changed header.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2757 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 12:59:04 +00:00
stepan
5ff813a1e6
Added a new function. This function tests if prior_sampler.m has to be called or if
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the second order moments have to be computed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2756 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:57:33 +00:00
stepan
faaac5e6c0
Added comments.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2755 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:33:30 +00:00
stepan
b71a7a83ed
Save prior structure (bayestopt_) in M_.dname/prior/definition.mat, if the prior is changed.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2754 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:30:26 +00:00
stepan
3533753c99
Bug fix (problem related to prior draw files indexing).
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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
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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).
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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.
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+ 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
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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.
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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;
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- 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
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2744 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:01:21 +00:00