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
2377c18e13
Fixed a bug introduced in commit 3319 (trunk). If my understanding is correct, some parenthesis
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were missing in the IF condition (causing a preprocessor error).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3336 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 21:35:32 +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
b52ab3efcf
Build system fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3331 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 10:59:02 +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
c5968dd0e1
Reference manual: added new 'no_static' option, bumped version number to 4.2
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3322 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 15:56:18 +00:00
34012243d5
Fixes for Cygwin 1.7 (which has gcc/g++ version 4 by default)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3320 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 12:15:16 +00:00
46e144ad80
Add new model option no_static : avoid to compute the static model. Useful for models without steady-state.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 11:06:25 +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
1d64cb1ef9
build_matlab.m: activate POSIX threads on Linux and Mac OS
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3304 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 09:40:45 +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
0ad1c611ee
Windows packaging: added all Dynare++ doc
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3287 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-23 11:31:41 +00:00
c22f9b4c3e
User guide: updated URLs for new Dynare website
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3286 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-23 11:31:22 +00:00
898a2bfa85
Reference manual: update introduction
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3285 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-23 11:31:05 +00:00
0542308374
Updated Collard's guide for Dynare 4.1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3283 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-22 10:34:06 +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
stepan
sebastien
ferhat
ratto
fred
michel