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
ratto
6c027cf660
Provisions for OCTAVE.
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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.
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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
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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.
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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.
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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
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* 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
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- 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.
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+ 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
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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
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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.
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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
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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
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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.
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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
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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.
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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.
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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.
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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.
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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.
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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
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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
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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
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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;
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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.
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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
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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.
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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;
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- 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);
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- 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;
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- 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
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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
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(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
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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
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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
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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
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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;
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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.
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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
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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
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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'
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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).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2667 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 11:38:06 +00:00
ratto
74a2ffcd95
Implements new features:
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-) defines globals;
-) passes local variables as argument to the core function;
-) retrieves output structure and passes to the MasterThread.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2666 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:25:33 +00:00
ratto
41f59bfb51
Initialize parallel structure at 0.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2665 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:23:51 +00:00
ratto
e13b3917fb
Utility converting structure fields in local variables with the same name as fields
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2664 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:23:18 +00:00
ratto
b9eb917797
Message passing utility for parallel computing.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2663 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:22:32 +00:00
stepan
3dc04fba5f
Save intermediary results of the MH-based optimization routine.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2662 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-07 15:20:08 +00:00
george
1b2b16db13
Extracting ghs2 from g_0
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2657 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-05 20:19:45 +00:00
michel
1b7df60410
4.1: initializing M_.params = [] for the case where there are no parameters declared in the model
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2656 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-04 19:31:48 +00:00
sebastien
e9f59ebd51
trunk read_variables.m: fixed Octave compatibility problem
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2651 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 13:22:06 +00:00
sebastien
008fbff5c0
trunk dynare_config.m:
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* fixed bug with Octave (under Octave, exist() return 2 instead of 3 if given the FULL path of a MEX)
* remove the path to MEX files if no MEX detected
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2648 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:35:05 +00:00
stepan
349630ba85
If option mode_file is used in the estimation command, replace the covariance of the
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jumping distribution by an identity matrix when the covariance matrix obtained with
a previous call to another optimization routine is not positive definite.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2646 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 22:38:38 +00:00
george
afb3cba759
Rationalised loops
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2644 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 17:03:54 +00:00
michel
76c426b76a
4.1: kordpert: renamed dr1_k_order.m to dr1.m in order to switch to k_order_perturbation by changing Matlab path
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fixed bugs in reordering in kordpert/dr1.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2639 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-27 19:15:13 +00:00
michel
90e38a4e8b
4.1: simplication of sorting code for returning ghxx ghxu ghuu and ghs2 to Dynare
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2633 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 16:26:02 +00:00
michel
057e9b157a
4.1: renamed functions ramsey_static. -> dyn_ramsey_static_.m
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ramsey_dynamic. -> dyn_ramsey_dynamic_.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2630 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 08:42:29 +00:00
george
4e9ec4602c
Update: completed algorithm for unpacking g_2 into ghxx/xu/uu seems to works ok now
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2629 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 08:23:02 +00:00
sebastien
096b2f2541
trunk:
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* created a directory "matlab/matlab", for functions missing under Matlab (but existing under Octave)
* created a directory "matlab/octave", for functions missing under Octave (but existing under Matlab)
* moved "mex/octave/rcond.m" to "matlab/octave/"
* moved "matlab/rows.m" to "matlab/matlab/rows.m" (Octave has builtin "rows")
* renamed "matlab/cols.m" to "matlab/matlab/columns.m" (Octave has builtin "columns")
* moved "matlab/distributions/toolbox" to "matlab/matlab/stats"
* adapted "dynare_config.m" to reflect these changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2628 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 16:08:27 +00:00
sebastien
da6e5e6712
trunk: fix header of stoch_simul_sparse.m
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2626 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 15:15:50 +00:00
sebastien
a47232a0f7
trunk: renamed table.m to dyntable.m (name clash with Octave's table)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2625 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 15:15:18 +00:00
george
d0f72fd5cf
Update of, not yet complete algorithm for unpacking g_2 into ghxx/xu/uu; works ok for ghxu and ghs2 but still not yet completely for ghxx and ghuu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2624 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 07:59:27 +00:00
george
2053243f78
Update of, not yet complete algorithm for unpacking g_2 into ghxx/xu/uu; added logic for 2nd order derivative symmetry and some other improvements but still not finished yet
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2623 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 01:20:21 +00:00
george
d7b8c64d8b
Not yet working implementation of new MJ's Algorithm for unpacking g_2 into ghxx/xu/uu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2622 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 17:00:39 +00:00
george
e6324245be
Minor update to retrieve 2nd order rule from perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2620 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 14:27:27 +00:00
michel
08baf6dca5
v4.1: fixing bugs in table for posterior mean
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2615 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-22 21:34:45 +00:00
ratto
398f0af5f7
Generic engines for parallel coding in MATLAB.
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Isolated functions so far.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2612 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 12:15:34 +00:00
ratto
38ba90e004
Traps for bad x values in optimizer.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2611 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 12:09:44 +00:00
george
f4d21cfdcf
minor update
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2609 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-19 10:46:04 +00:00
sebastien
db2bcba968
trunk: reverted r2572 changeset
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2601 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 14:07:57 +00:00
sebastien
6dc870727d
trunk preprocessor:
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* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model)
* for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel)
* removed sparse static file (to be later replaced by new algorithm for steady state computation on large models)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:39:53 +00:00
ferhat
ca974cdf48
The sparse option in model is now compatible with homotopy => matlab commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2589 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 16:57:37 +00:00
michel
d8c19044d2
4.1: sets natural boundaries when options_.prior_trunc == 0 (to be merged in 4.0)
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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
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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
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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
c00e5ac992
trunk: fixed bug with USE_DLL and second order (Hessian matrix was not sparse)
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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)
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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
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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
48b4d50f09
Removed the printed value of indx.
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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).
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* 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
george
c497540e06
correction for hessian: the one from compiled <mod>_dynamic.dll is not sparse but
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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.
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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.
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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:
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-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
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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
2083b59072
More robust version of get_name_of_the_last_mh_file.m.
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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
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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
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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.
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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
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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
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(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.
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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
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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).
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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).
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* 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
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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
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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
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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.
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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
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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
stepan
ec4cc46845
Bug fix. This version can be used in the estimated_params block.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2538 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-28 22:43:38 +00:00