e2c749e0b7
trunk manual: added some details about reordering of variables in decision rules (merge needed)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2720 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-03 15:12:19 +00:00
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
19b704d54b
trunk: removed obsolete debian stuff
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2718 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-03 11:16:33 +00:00
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
c0e2ee809c
Adding inner loop for performance tests
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2716 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-01 16:57:52 +00:00
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
298aa37a6b
Makefile for new Kalman_filters.DLL (combined of difuse and non-diffuse, univariate and the main one - the multivariate
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2714 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 17:07:00 +00:00
061cd9269d
Adding new Kalman_filters.cpp for a KF DLL combined of difuse and non-diffuse, univariate and the main one - the multivariate and its .m driver. Also, (unfinished) base kalmn_filter.cpp renamed to kalman_filter_Z.cpp
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% NOTE: presampling>0 (start>1) does not yet work properly for the univariate mode!!
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2713 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 17:00:08 +00:00
13adc61353
Deleting obsolete, redundant DYN_pp. We should not use Dyn_pp subdirectory in korderpert directory of mex/sources for building dynarelib.a needed for korderpert but the up-to-date dynare++.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2712 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 12:38:59 +00:00
5c2b1a2aae
Added test function for parallel routines.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2711 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 08:07:12 +00:00
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
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
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
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
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
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
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
3b91eb8649
prepares matrices for C++ kalman_filter dll
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2703 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 15:50:26 +00:00
d1fc072a63
trunk korderpert: beautified code using uncrustify
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2702 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 14:28:23 +00:00
2c3aa0c72e
Added config file for uncrustify
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2701 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 14:22:55 +00:00
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
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
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
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
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
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
58819397e6
Updated prototype together with some comments merged
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2694 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 09:21:39 +00:00
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
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
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
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
0acc298758
trunk preprocessor BlockTriangular.cc: fixed misleading error message
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2689 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-25 09:46:40 +00:00
2ff545e6c7
update makefiles
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2688 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 21:43:39 +00:00
7d0c11a05a
update makefiles
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2687 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 21:42:39 +00:00
b69eebfa5e
Adding kalman filter files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2686 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 21:36:49 +00:00
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
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
d0c00a740b
trunk manual: fixed synopsis for prior_analysis, posterior_analysis, unit_root_vars
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2682 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-19 16:07:29 +00:00
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
fb494361e2
4.1: corrected typo in file include name
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2680 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-18 05:02:20 +00:00
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
1a058fea4f
- Bugs correction in the new block decomposition (incorporating the feedback variables)
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- First draft of DynamicModel.cc files with feedback variables.
TODO :
- reduction of the Jacobian matrix
- symbolic normalization of equations
- application to the binary code evaluation (simulate.dll).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2678 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-15 22:41:51 +00:00
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
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
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
7384613258
Correction of few bugs in DynamicModel and BlockTriangular
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2674 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-13 22:16:51 +00:00
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
25ca5d3ee8
New implementation of block decomposition & feedback variables using Boost for DynamicModel
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2671 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 23:03:40 +00:00
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
33b9537149
v4.1: added to preprocessor int NNZDerivatives[3] with number of non-zeros derivatives at order 1, 2, and 3
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used it to initialize sparse g2 and g3 in Matlab <modfile>_dynamic.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2668 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 20:32:27 +00:00
sebastien
stepan
george
michel
ratto
ferhat