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975 Commits (f02ea822ec16397b5889f1543144f1c0adc28e3e)

Author SHA1 Message Date
stepan f02ea822ec Removed useless global. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2555 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 10:34:49 +00:00
stepan c42f33ff47 Bug fix + Cosmetic change. Do not compute the likelihood if the steady 
state is complex.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2554 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 22:23:46 +00:00
stepan 22452f016e Speed up successive calls to lyapunov_symm by factorizing tests 
(persistent variables are used).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2553 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 21:14:50 +00:00
stepan d9ba762623 Changes related to the multithreaded mex files (part III') Oups. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2552 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:13:42 +00:00
stepan 91a25ebead Changes related to the multithreaded mex files (part III). Moved 
set_dynare_threads  in ./matlab/thread/multi (the  user has  no access
to this function if mex files are compiled without the openmp flag).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2551 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:12:21 +00:00
stepan 8ab8d2f067 Changes related to the multithreaded mex files (part II). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2550 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:07:19 +00:00
stepan fe7c01675a Changes related to the multithreaded mex files (part I). 
* Removed from build_matlab.m the compilation of mex files with openmp.
* Added build_matlab_multithread.m (where openmp is used if availabe).
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2549 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:01:55 +00:00
michel 4a3baea105 v4.1: added check and penalty for complex steady state 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2548 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-02 13:40:56 +00:00
stepan 91fb6ee044 Use check (the second output of the steady state file) to pass a 
penalty defined in the steady state file.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2547 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-02 13:24:41 +00:00
michel 9720af3354 4.1: model_diagnostics: added a test for singular Jacobian of the static model 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2546 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-02 13:22:41 +00:00
stepan c9d422972d Cosmetic change. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2544 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-01 10:08:03 +00:00
stepan af9d1fbb6a Bug fix. The DsgeSmoother was crashing when M_.exo_nbr=1. Added a new function that generalizes the matlab's squeeze 
function (the problem is that squeeze does not affect 2D arrays).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2543 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-01 10:04:53 +00:00
stepan ec4cc46845 Bug fix. This version can be used in the estimated_params block. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2538 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-28 22:43:38 +00:00
stepan 448be1e6f2 Added new function. This function computes the mean of a prior 
distribution (gamma, inverse  gamma 1 and 2, beta)  given the mode and
the variance.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2535 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 17:28:32 +00:00
sebastien f892795a54 trunk: fixed copyright headers in new files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2532 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 14:39:26 +00:00
michel f7e2d17635 new function 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2528 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 16:33:24 +00:00
george bab59b7972 The block using bespoke eigs() is commented out because eigs() intermitently returns different rts 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2527 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 14:51:47 +00:00
michel d542e8610c v4.1: added functions for shock_decomposition consistent with smoother 
Dynare interface is missing
      need to add mechanism for aggregating shocks


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2525 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:52:00 +00:00
michel 9e2f1bdc70 v4.1: started a diagnostics routine that performs tests that are too expansive 
to run systematically


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2524 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:34:40 +00:00
michel 558dd91156 v4.1: removed error when a variable isn't present at the current period in the model 
modified header


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2523 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:32:58 +00:00
michel ff473fedfd v4.1: adding penalty when Jacobian is complex 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2522 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:03:08 +00:00
sebastien b953c5cf31 trunk: removed useless global variable in sim1.m and simk.m (doesn't seem to affect performance) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2518 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-24 16:53:29 +00:00
sebastien 5ee346e4fd trunk: {load,save}_params_and_steady_state now use a text file for communicating (instead of a MAT-file) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2517 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-24 16:29:58 +00:00
michel 7d854cec94 4.1: fixed problem in AIM implementation when some lagged variables are present in the model but with zero coefficient. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2516 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-24 13:28:45 +00:00
michel e9d3793891 4.1: replacing 'message' by msg and initializing it 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2510 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-23 09:30:59 +00:00
ratto c198c52fbc fix when k-step ahead predictions are stored, with k>1, and one-step-ahead predictions have to be filled in stock1. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2509 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-23 09:29:11 +00:00
michel 67b89e7078 4.1: bug correction in Kalman smoother with missing observations 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2506 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-23 06:33:23 +00:00
stepan 4db8d566e3 Bug fix. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2505 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-22 10:27:38 +00:00
stepan be73652a97 If a dsge-var is estimated, the posterior IRFs are computed for all 
observed endogenous variables. Merge Needed.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2503 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-21 22:36:18 +00:00
michel 6732f6e235 4.1: fixing bug: ri is a now a column vector, not a matrix anymore. [Needs to be merged in 4.0] 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2501 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-21 18:07:45 +00:00
stepan b1da38a542 Bug correction (reported by bigbigben). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2474 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-16 20:45:47 +00:00
michel 48d00e3a93 v4.1: Ondra's changes to make smoothing faster in large models. Still needs to be ported to other smoother routines 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2466 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-14 11:06:34 +00:00
stepan 43d3aebbc4 v4.1: Added a test for the existence of isopenmp mex file (this file 
does not exist if the user did not run buil_matlab.m in ./mex/sources).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2457 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-13 13:28:24 +00:00
sebastien 0787228a9d trunk dynare.m: completed help message 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2456 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-12 11:20:49 +00:00
stepan 47a4550144 v4.1: "dynare help" issues dynare command synopsis and a description of the options. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2454 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-12 10:27:06 +00:00
stepan c8a86252c7 v4.1: Added the possibility of multithreading for some mex files 
(OpenMp is used).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2453 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-11 14:57:34 +00:00
stepan 54f7a0376a v4.1:: Cosmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2451 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-06 16:09:35 +00:00
stepan fd251e6bf7 v4.1:: Added a new function. Computes the autoregressive parameters of 
an AR(p) stochastic process from an autocorrelation function. This
function is used  to define a prior over  the autocorrelation function
and variance of an autoregressive exogenous variable (productivity,...)
instead of  defining a prior over  the variance of  the innovation and
the autoregressive parameters. This can be done in the steady state file.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2450 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-06 16:08:15 +00:00
sebastien 161ff7483d trunk pm3.m: removed useless empty plot (thanks to Jamie Hall for reporting this) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2448 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-05 10:52:14 +00:00
george 7ac5750ac4 added options_.use_k_order=1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2447 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-03 12:00:46 +00:00
george 68535ae212 passes mexext to k_order and reads and unpacks data passed back 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2446 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-03 11:14:36 +00:00
sebastien 7107df448c trunk pm3.m: fixed typo (thanks to Jamie Hall for reporting this) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2439 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-26 11:13:04 +00:00
sebastien 4d48c68913 trunk: added GPL header to describe_missing_data.m 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2435 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-20 16:58:47 +00:00
sebastien e287be53ca trunk: changed to GPL headers in Marco Ratto's files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2433 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-20 16:53:09 +00:00
stepan 52458e94ff v4.1:: Removed the test for complex matrices E and D. Added a test for 
complex numbers in the jacobian matrix.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2432 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-19 17:49:28 +00:00
stepan 0bb00c71eb v4.1:: 
+ Added new file for prior sampling (prior_sample.m). 
+ Undo previous change on prior_draw.m (transposition of pdraw).
+ Bug correction in prior_draw.m.
+ Added field in options_: the default number of mc simulations in the
prior distribution.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2431 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-19 16:27:04 +00:00
stepan 5f02e69a67 v4.1:: Added a test for complex numbers in matrices E and D before the 
call to mjdgges.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2430 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-19 15:37:55 +00:00
stepan 476e2d847f v4.1:: Transposition of the output argument. pdraw is a column vector. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2429 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-18 11:19:29 +00:00
stepan 474fc0bd61 v4.1:: Removed useless global declaration. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2428 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 22:01:20 +00:00
stepan 7ceecc51b6 v4.1:: Changed header. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2427 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-17 20:17:52 +00:00