Stéphane Adjemian (Charybdis)
e0fa737cee
Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
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Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.
Added a global structure for the data: dataset_.
Removed globals from dsgevar_posterior_density and mode_check.
Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
2011-09-22 11:17:31 +02:00
Marco Ratto
4c6a01da2e
under parallel execution do not do parallel plots when some slave is octave, irrespective to master being matlab.
2011-04-06 14:22:34 +02:00
Marco Ratto
b7133ebeb5
Fixed bugs related to global sensitivity analysis.
2011-02-25 09:27:33 +01:00
Houtan Bastani
8a0dabd07d
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Sébastien Villemot
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
Marco Ratto
d8121365dd
1) Renamed options according ti WiKi table;
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2) get rid of MasterName and DyMo;
3) more comments;
2010-10-22 11:27:26 +02:00
Marco Ratto
de490e9e4a
delete remnants of previous Bayesian irf computations
2010-10-15 11:36:26 +02:00
Marco Ratto
25230060e5
Cosmetic changes plus small bug fixes.
2010-10-08 16:19:03 +02:00
Houtan Bastani
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
Michel Juillard
8420d82dea
bug correction in Posterior IRFs
2010-08-11 12:04:14 +02:00
Stéphane Adjemian (Scylla)
706b68e7ef
Do not build plots of the posterior IRFs with Octave.
2010-06-24 18:11:08 +02:00
Stéphane Adjemian (Scylla)
2aba780744
Removed two empty lines.
2010-06-24 12:52:28 +02:00
Stéphane Adjemian (Scylla)
cc4c63f4d0
Fixed bug introduced with the parallelization of PosteriorIRF.m.
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Changes related to the new interface for dsge-var models.
2010-06-24 12:49:27 +02:00
Marco Ratto
befe661f34
1) minor fix for number of runs == B (they were B+1);
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2) changes to header/comments
2010-05-31 11:50:48 +02:00
Sébastien Villemot
d6faa47807
Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates
2010-02-15 16:52:36 +01:00
Marco Ratto
be510a4b93
bug fixes for use with octave for windows
2010-02-12 19:31:39 +01:00
Marco Ratto
b9ae99d367
Several fixes:
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1) moved all waitbar instances to core routines;
2) added IRUN argument for core1
3) added global variables for core2 and removed wrong definitions for local ones
2010-02-12 17:41:38 +01:00
Marco Ratto
e2c38b4028
Parallel version of PosteriorIRF.m
2010-02-10 18:46:24 +01:00
sebastien
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
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +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
sebastien
108030d2a6
trunk: merged 2105 changeset from 4.0 branch (Octave graphics compatibility issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2108 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-24 19:59:28 +00:00
sebastien
47a4d91700
v4 matlab:
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* fixed copyright headers of remaining files
* deleted old ChangeLog
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1977 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 18:53:30 +00:00
sebastien
e08cad8265
v4: merged Octave branch into trunk
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
adjemian
8ba344b786
Cosmetic change in var_sample_moments + Removed one global.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1880 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-17 21:44:00 +00:00
adjemian
de48d0b3ee
Changed posterior_moments (global variable options_ is not needed anymore, mh_conf_sig is a new input argument) + Cosmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1836 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-19 13:22:57 +00:00
assia
220d869142
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1635 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-21 17:06:21 +00:00
adjemian
3eea736e30
Corrected bug related to the constant in bvar-dsge.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1484 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 16:31:15 +00:00
adjemian
d9f56bfde9
Add the possibility to estimate a BVAR-DSGE with a dsge prior weight equal to infinity (the user just have to calibrate dsge_prior_weight to Inf).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1407 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-03 14:40:43 +00:00
sebastien
b619eef664
v4 rand_matrix_normal.m: inverted order of last two arguments for more consistency with matrix-normal notation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1400 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-28 13:43:21 +00:00
adjemian
4a0aeb12de
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(...), ... ).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1398 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 16:25:25 +00:00
adjemian
269329cac2
Corrections for bvar-dsge estimation and irfs.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1341 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-06 08:43:25 +00:00
adjemian
5d9c00ccf4
Correction of bugs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1314 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-11 19:56:31 +00:00
adjemian
1a4ca385a3
Dynare saves only the (posterior) IRFs associated to endogenous variables declared in options_.varlist (the default is the subset of observed variables). This allows to run bayesian_irf with (very) big models.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1299 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-04 14:26:49 +00:00
michel
500727c0cb
v4 PosteriorIRF.M: matched function name with filename
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1297 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-03 08:59:27 +00:00
ratto
7d2fdbd595
Fixed bug with sensitivity analysis samples.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1237 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-04 08:30:50 +00:00
adjemian
47ae595059
Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF.
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Added : Posterior IRFs for BVAR-DSGE, conditional forecasts
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1119 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-15 11:37:24 +00:00
ratto
3ff4c65f6a
Added GSA options; ReshapeMatFiles needs to know if it is prior, metropolis, GSA.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1102 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 13:48:23 +00:00
michel
f3b3321e36
v4: fixed bug in PosteriorIRF.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1007 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-29 17:29:54 +00:00
adjemian
897a084881
New functions. posterior draws used after the metropolis (forecasts, irfs, moments) are built and saved just after the call to metropolis.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@964 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-10 19:37:26 +00:00
adjemian
9e266024f8
Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@911 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-13 12:39:23 +00:00
ratto
72ea3ac220
1) stock parameters for sensitivity analysis purposes;
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2) corrected bugs in saving figures
(fignumber in figure names; and check for subplotnum>0)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@730 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-04 08:49:44 +00:00
michel
e10e3c7517
v4 PosteriorIRF.m: changed ifil into NumberOfIRFfiles
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@728 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 17:23:51 +00:00
adjemian
7b4807632c
Various bug corrections & new field options_.B specifying the number of draws from the posterior or prior distributions used to build the IRFs.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@684 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-17 11:20:25 +00:00
adjemian
d495476073
Handle the case with one _irf file.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@669 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-10 17:20:32 +00:00
adjemian
e81a091ef8
Correction of a bug in PosteriorIRF: i -> b (the last _irf was missing).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@668 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-10 16:41:03 +00:00
adjemian
88098dfb5a
irf files are now reshaped in PosteriorIRF.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@667 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-10 16:23:44 +00:00
adjemian
3a4db43a83
various bugs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@666 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-10 13:04:50 +00:00
adjemian
5752b399d7
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@662 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-08 17:27:09 +00:00