sebastien
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502e3e1df8
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Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-12-16 17:17:34 +00:00 |
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sebastien
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5b06ad8ae5
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Fixed bug with bvar_forecast under Octave (mkdir doesn't have the implicit "-p" option)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2800 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-07-01 13:17:44 +00:00 |
adjemian
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4da95da54c
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v4.1: Posterior forecasts plots of bvar à la Sims report the median instead of the mean (because the median is less affected by the posterior draws such that the eigenvalues of the companion matrix are outside the unit circle).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2057 ac1d8469-bf42-47a9-8791-bf33cf982152
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2008-09-10 15:40:31 +00:00 |
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sebastien
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db50368418
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v4 matlab: fixed some existing copyright headers (and some other minor header issues)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
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2008-08-01 12:40:33 +00:00 |
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sebastien
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e08cad8265
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v4: merged Octave branch into trunk
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
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2008-06-24 18:20:48 +00:00 |
assia
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28139e918f
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header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1732 ac1d8469-bf42-47a9-8791-bf33cf982152
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2008-03-03 10:52:19 +00:00 |
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sebastien
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ddc81ce534
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v4 bvar_forecast: added storage of results in oo_
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1482 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-12-07 14:27:37 +00:00 |
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sebastien
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b619eef664
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v4 rand_matrix_normal.m: inverted order of last two arguments for more consistency with matrix-normal notation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1400 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-28 13:43:21 +00:00 |
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adjemian
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4a0aeb12de
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Factorization of rand_inverse_wishart(...) and rand_matrix_normal(...) + Some small changes to (marginally) speed up the thing (loop --> matrix calculus in rand_inverse_wishart(...), ... ).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1398 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-25 16:25:25 +00:00 |
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adjemian
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7b7339cad4
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Other cosmetic changes...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1392 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-21 16:50:36 +00:00 |
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adjemian
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6ea51663a6
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Enable estimation of bvar models without constant, prefiltering and log transformation of the dataset.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1390 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-21 16:15:49 +00:00 |
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adjemian
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01f5e9aa1f
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Just some cosmetic changes!
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1389 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-21 12:34:30 +00:00 |
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adjemian
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1224cec429
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Explosive VARs (the companion matrix has eigenvalues outside the unit circle) are discarded from the posterior distribution (by default).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1388 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-21 12:17:56 +00:00 |
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sebastien
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2074327cd9
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v4 bvar_forecast.m: no more use 'lower' option of chol(), to ensure compatibility with older Matlab versions
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1340 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-05 12:49:26 +00:00 |
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sebastien
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52ee61764a
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v4 bvar_forecast.m: fixed bug in RMSE computation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1339 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-05 12:37:57 +00:00 |
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sebastien
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86360d9eb4
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v4: added BVAR code for computing marginal density and forecasting
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1331 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-25 22:42:30 +00:00 |