Michel Juillard
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de2c2e2bc6
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MS-SBVAR: bug correction
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2011-05-30 20:30:39 +02:00 |
Houtan Bastani
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1487147ba0
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removed extraneous flag
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2011-05-30 17:46:35 +02:00 |
Houtan Bastani
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e3a3cebff8
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set ms-sbvar paths in dynare_config
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2011-05-30 17:46:31 +02:00 |
Houtan Bastani
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2b2de22956
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bug fix: add sbvar options back to global_initialization
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2011-05-30 17:46:11 +02:00 |
Houtan Bastani
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f5b6142f04
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add option 'file' to exist function
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2011-05-30 16:31:56 +02:00 |
Michel Juillard
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82600953f1
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MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
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2011-05-30 15:54:46 +02:00 |
Marco Ratto
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7f9fa6c15b
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Small mug fix + changed calls to plotting utility.
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2011-05-30 14:39:27 +02:00 |
Marco Ratto
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338fdf216c
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1) Detailed Sensitivity plots moved under the advanced option;
2) Fixes around saving figures;
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2011-05-30 14:38:43 +02:00 |
Marco Ratto
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58dc9557d9
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Fixes around point-estimate of sensitivity and identification strength
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2011-05-30 14:36:48 +02:00 |
Marco Ratto
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1e5e214503
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Fixes about computing pair-wise and multi-correlations for the Hessian case.
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2011-05-30 14:34:19 +02:00 |
Michel Juillard
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574f94eafa
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MS_SBVAR: correcting printing format of Markov file to allow for floating point
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2011-05-27 22:09:54 +02:00 |
Michel Juillard
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6f1c02769e
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fixing evaluation of objective function under optimal policy
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2011-05-24 16:02:42 +02:00 |
Michel Juillard
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ae56c42b96
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cleaning dyn_ramsey_static_.m
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2011-05-24 16:02:42 +02:00 |
Michel Juillard
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557ee2c004
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removing options_.discount_factor that is replaced by parameter optimal_policy_discount_factor
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2011-05-24 16:02:42 +02:00 |
Houtan Bastani
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2cc8e061e6
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preprocessor: added dynare_sensitivity option
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2011-05-23 11:20:24 +02:00 |
Houtan Bastani
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7f374f491f
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SWZ: updates for irf, forecast and variance decomposition mex calls
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2011-05-20 14:34:26 +02:00 |
Michel Juillard
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88d58a3cfc
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MS-SBVAR: adding back restriction_fname 'exclusions' for user defined exclusion identifying restrictions
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2011-05-19 09:39:21 +02:00 |
Stéphane Adjemian (Sedna)
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e8d40906d9
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Bug fix. Added new exceptions (steady state with NaNs, M_.params with NaNs or complex numbers) in DsgeLikelihood.
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2011-05-18 12:22:15 +02:00 |
Houtan Bastani
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074b6acb7d
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SWZ: changes for new code
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2011-05-13 17:23:41 +02:00 |
Jacob Smith
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da43f3d0f5
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Adding Mex Functionality to work with new MS-SBVAR Code, includes Forecasting,IRF,Variance Decomposition, Plotting and new global settings
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2011-05-13 15:13:02 +02:00 |
Stéphane Adjemian (Sedna)
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ea103ecb84
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Do not compute marginal density (Laplace approximation) if options_.cova_compute==1.
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2011-05-13 14:56:03 +02:00 |
Stéphane Adjemian (Sedna)
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26a4a011d0
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Bug fix related to cova_compute==0 (The reported posterior mode was the prior mode in this case).
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2011-05-13 14:35:51 +02:00 |
Stéphane Adjemian (Sedna)
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6302abd7bd
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Allow empty hessian in mode_check routine (options_.cova_compute==0)
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2011-05-13 12:46:55 +02:00 |
Stéphane Adjemian (Sedna)
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bd012c458f
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Fixed bug with option cova_compute.
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2011-05-13 12:34:27 +02:00 |
Houtan Bastani
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f9f83232a0
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bug fix
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2011-05-12 18:29:29 +02:00 |
Michel Juillard
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f956ef4057
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fixed Ramsey Policy when steadystate.m file is available
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2011-05-11 08:18:51 +02:00 |
Michel Juillard
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254e6e3948
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improve output of mult_elimination
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2011-05-11 08:16:27 +02:00 |
Michel Juillard
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6a45f0a97e
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osr: added penalty for complex values in model Jacobian
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2011-05-11 07:32:00 +02:00 |
Stéphane Adjemian (Sedna)
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1f236dca66
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Added new simplex optimization routine (mode_compute=8).
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2011-05-10 14:18:23 +02:00 |
Marco Ratto
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25b730e7fc
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Small bug fix for printed output
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2011-05-10 10:13:21 +02:00 |
Marco Ratto
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e5d2055950
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Added MC identification patterns + cosmetic changes.
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2011-05-10 10:12:19 +02:00 |
Marco Ratto
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a45533caca
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Added SVD for J matrix as output identification info.
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2011-05-10 10:11:25 +02:00 |
Marco Ratto
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d31b2218ff
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Added extended info for advanced identification analysis with Monte Carlo.
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2011-05-10 10:10:42 +02:00 |
Marco Ratto
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ea57a8dc02
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traps for mixed matlab/octave clusters
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2011-05-10 10:09:31 +02:00 |
Marco Ratto
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e94ca34e70
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some comments and cosmethics
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2011-05-10 10:08:29 +02:00 |
Marco Ratto
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37ebb654c5
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Prepare parallel structure such that machines are sorted according to decreasing weight.
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2011-05-10 10:07:59 +02:00 |
Marco Ratto
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8cd482589f
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small cosmethic changes
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2011-05-10 10:07:18 +02:00 |
Marco Ratto
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46ccc7e4c2
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Fixed bug when only name of file without dir info is fed to the routine.
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2011-05-10 10:06:49 +02:00 |
Marco Ratto
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816773fcff
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cleanup after changes to manage weights for machines.
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2011-05-10 10:06:16 +02:00 |
Stéphane Adjemian (Sedna)
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91eb466369
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Added an error message when a variable is declared as oibserved more than once.
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2011-05-06 15:54:40 +02:00 |
Stéphane Adjemian (Sedna)
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690607c08c
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Fixed bug introduced in previous commit (4783f9118848abec7e947dc9fabbca12a3e217b0): missing transposition for xparam1.
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2011-05-06 15:10:42 +02:00 |
Stéphane Adjemian (Sedna)
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ecb0131771
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Cosmetic change.
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2011-05-06 14:39:00 +02:00 |
Stéphane Adjemian (Sedna)
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50e9422c34
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Added the possibility to initialize the estimated parameters to the prior mode instead of the (default) prior mean.
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2011-05-06 14:39:00 +02:00 |
Stéphane Adjemian (Sedna)
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6ea8dd4935
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Fixed bug.
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2011-05-05 17:51:40 +02:00 |
Marco Ratto
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ad2fe012b1
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Minor improvements to printed and plotted output.
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2011-05-04 10:40:09 +02:00 |
Marco Ratto
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7ae824b184
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Fixes related to new options: gsa_sample_file and parameter_set + minor changes.
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2011-05-04 10:39:30 +02:00 |
Marco Ratto
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09cb81b163
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minor change to printed output
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2011-05-04 10:38:02 +02:00 |
Marco Ratto
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b5a6e6ba75
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Changes and fixes related to:
1) runtime retrieve of remote files;
2) mixed cluster matlab/octave;
3) master windows calling remote unix slaves;
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2011-05-04 10:36:24 +02:00 |
Marco Ratto
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bf580acb4a
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Changes related to master windows and remote slaves unix
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2011-05-04 10:34:03 +02:00 |
Marco Ratto
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3d80322303
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New utilities for runtime transfer of files from remote slaves.
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2011-05-04 10:21:25 +02:00 |