0f24420d69
Added a test to warn the user when he tries to estimate a model with non zero steady state (for the observed endogenous variables) using demeaned data (ie prefilter=1).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2023 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 20:50:30 +00:00
786b12bc0b
Corrected addpath for AIM
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2022 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 18:46:10 +00:00
a646281137
If var_list_ is empty the user is asked to confirm that he wants to obtain posterior statistics for all the endogenous variables of the model. The user can then choose between:
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[1] var_list_ is the set of all the endogenous variables,
[2] var_list_ is the set of all observed variables,
[3] Stop Dynare and edit the mod file (to add a list of variables after the estimation command).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2020 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:52:55 +00:00
0c23ac2b06
v4 matlab:
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* fixed various copyright headers
* added URL pointer to C. Sims' original files
* removed obsolete dgamma.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2018 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:18:05 +00:00
b4c04a27cc
Added autocorrelogram for the posterior draws.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2017 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 10:16:44 +00:00
25e20a2b5b
Removed unused variable.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2016 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 10:00:15 +00:00
b5f0fa26ee
Changed default value for options_.trace_plot_ma
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2015 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 09:09:36 +00:00
9dbe4e9411
Added comments.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2014 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 14:45:26 +00:00
fb3899018e
+ Added trace plots.
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+ Correction of a bug related to ferhat's recent commits (options_.model_mode has to be declared somewhere).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2013 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 11:44:26 +00:00
7ab0fab21c
Added missing semi colon.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2012 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 11:19:04 +00:00
4580290dae
Bug correction related to initialization of deterministic simulations (i forgot to commit this file).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2011 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 10:13:10 +00:00
6a3d20452b
Minor corrections:
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- Bug in check.m with model without sparse options
- Display in simulate.dll
- "Model_InfoStatement" renamed "Model_InfoStatement" in ComputingTasks
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2010 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-29 12:31:25 +00:00
a9be2e5f13
Added Independent Metropolis Hastings and multivariate student as an alternative to multivariate normal for the proposal distribution. The default posterior sampling algorithm is random walk metropolis with a gaussian proposal distribution.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2009 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:38:07 +00:00
08688fd7f3
Check command compatible with sparse model
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- New version of dr1.m (dr1_sparse.m & dr11_sparse.m) to handling sparse model (dr1_sparse and dr11_sparse could replace dr1.m)
- model_info command to describe the block structure of the model
- transition_matrix.m modified to be compatible with sparse model
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2006 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:18:09 +00:00
fcfb2fb578
functions return E_t Y_t in atilde
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2005 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-26 12:18:00 +00:00
999d95cb7e
a is E_t Y_t and a1 is E_t Y_{t+1}; function returns a
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2004 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-26 12:17:16 +00:00
0d01f1b3e1
Informations about the deterministic simulations (number of iterations, error,...) are saved in oo_ (usefull for homotopic approach).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2003 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:22:28 +00:00
70acbdb89f
Removed a useless global (dsge_prior_weight)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2002 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:17:25 +00:00
469eb87f40
Cosmetic change for Junior.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2001 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:09:49 +00:00
26038a6df7
fixing bugs in prior_posterior_statistics.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2000 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:59:46 +00:00
842fc6631b
fixing bug for ML estimation when no priors are available
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1999 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:59:08 +00:00
f6019fe5ab
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1998 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:58:30 +00:00
36ad3d293b
fixing bug related to exogenous deterministic variables in forecast
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1996 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:04:06 +00:00
4f3d871b77
fixing posterior analysis output. filtered_vars and step_ahead_filter still don't work correctly
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1992 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 19:30:55 +00:00
1a1281bd07
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1991 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 15:14:31 +00:00
8a5450638d
Commenting out a line as a temporary fix for a missing function filtered_values:
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> Error in ==> DsgeSmoother at 253:
> oo_.NewFilteredVariables = QT*filtered_values(data1,ahat,P,T,Z);
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1986 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-08 07:37:01 +00:00
b3470f646f
v4 prior_bounds.m: small simplification
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1985 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 14:12:31 +00:00
19e9bb3bd1
v4 draw_prior_density.m:
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* factorized code for PDFs
* multiplied by 10 the truncation for inv gamma type 2 (so as to mimic the truncation for inv gamma type 1)
* various cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1984 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 13:31:33 +00:00
b61c9e6a69
v4 matlab:
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* added preprocessor support for inverse gamma of type 2
* added support for this distribution in prior_bounds.m and rndprior.m
* other cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1983 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 10:48:04 +00:00
a5b3c829d8
v4 matlab: replaced CDF and quantile functions of the beta by GPL'd ones
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1982 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:52:45 +00:00
7c25303258
v4 matlab:
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* replaced CDF, PDF, quantile functions of the gamma by a GPL'd one
* replaced quantile function of the chi-square by a GPL'd one
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1981 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:40:36 +00:00
f76badf151
v4 matlab: rreplaced beta_rnd.m and gamm_rnd. by GPL'ed custom ones
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1980 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:07:02 +00:00
8bef1f0399
v4 matlab:
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* replaced dnorm, pnorm and qnorm by GPL alternatives in distributions/
* only add distributions/ to the path if under Matlab without Statistics toolbox
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1979 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-04 13:33:57 +00:00
4bd6b02ec9
v4 matlab/sec2hms.m: replaced it by a custom version
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1978 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-02 12:54:36 +00:00
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
dbe05bd9c8
v4 matlab: added copyright notice to C. Sims' files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1976 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 13:28:14 +00:00
9f5beff89e
v4 matlab: fixed remaining copyright headers (those files which are in the CR+LF endline convention)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1975 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 13:08:13 +00:00
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
3bf9d8d487
Corrected and commented out the penalty power on info(2) because penalty power is already raised in DR1.m and resol respectively.
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GP July'08
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1968 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 10:15:27 +00:00
827261166c
Added use of G Anderson AIM - see Readme.txt in the new AIM subdirectory.
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DR1 tries to invoke AIM if options_.useAIM == 1 is set.
for start, options_.useAIM = 0 is set by default in global_initialization.m so that system uses mjdgges by default.
If AIM is to be used, options_.useAIM = 1 needs to be set either in the model <>.mod file, before invoking, estimate and/or stoch_simul, or by issuing appropriate command for estimate and/or stoch_simul.
However, if other exceptions occur and aimcode is higher than 5, the system resets options_.useAIM = 0 tries to use mjdgges instead.
GP July '08
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1967 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:53:36 +00:00
bee92a9714
The path to the AIM directory is added by dynare_config.m
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for start, options_.useAIM = 0 is set by default in global_initialization.m so that system uses mjdgges by default.
If AIM is to be used, options_.useAIM = 1 needs to be set either in the model <>.mod file, before invoking, estimate and/or stoch_simul, or by issuing appropriate command for estimate and/or stoch_simul.
GP July '08
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1966 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:46:07 +00:00
8225da0e7e
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1965 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:42:22 +00:00
c9cf49e30b
options_.nk default is now set to 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1963 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-26 14:15:21 +00:00
6b0ba30fb9
Bug correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1962 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-25 08:26:20 +00:00
6ff7605f58
added missing semicolon
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1960 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-21 20:20:53 +00:00
f78c7f3400
corrected bug in returned argument sequence
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1959 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-21 13:51:43 +00:00
994af45929
made it possible to force the univariate filter in estimation, mostly for testing purpose
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1958 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-18 23:02:53 +00:00
308166f1f5
v4 matlab/doc: removed obsolete directory
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1953 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-11 14:13:28 +00:00
491e5aabd0
v4 lyapunov_symm.m: fixed bug (one cannont change the counter of a 'for' loop from inside the loop)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1950 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-10 13:22:50 +00:00
eeb0bee292
Initialization of the deterministic simulation is made optional. Added an option for homotopic solution to deterministic models (not ready).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1944 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-09 08:47:38 +00:00
d9ffbb3e79
v4 dynare.m: cosmetic changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1942 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 15:52:55 +00:00
57f4d42a5b
v4:
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* added a warning when Matlab < 6.5 or Octave < 3.0.0
* created octave_ver_less_than.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1941 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 15:45:10 +00:00
b99a83d1be
Moved use_qzdiv in options_ (defined in global_initialization.m), so that we do not have to test the mjdgges file and define use_qzdiv each time dr1.m is called.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1940 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 14:29:11 +00:00
20fb13f7c2
* Added five points formula for gradient evaluation.
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* Cosmetic changes in numgrad3.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1939 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 08:18:54 +00:00
e8d6dd1ef3
v4 matlab: use my_ordeig instead of ordeig for Octave and for Matlab < 7.0.1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1938 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 21:48:12 +00:00
2d4d93df13
v4 my_ordeig.m: fixed bug with 2x2 blocks: the second complex eigenvalue was not the conjugate of the first! (bug caused by manual incrementation of the index of a for loop; a while loop solves the issue)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1937 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 21:38:43 +00:00
ddaaf9e1e3
v4 matlab:
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* added a function matlab_ver_less_than() for testing Matlab version
* updated dynare_config.m and build_matlab.m accordingly
* removed tests to check whether we are older than Matlab 6.5 (R13), since we don't support those old versions anymore
* removed a few unnecessary uses of eval()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1936 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 17:08:55 +00:00
27886047cf
* Changed numgrad.m. If fcn(x+h) is not well defined (for instance cost_flag=0 because of BK conditions) we compute the gradient using (fcn(x)-fcn(x-h))/h instead of the original formula (fcn(x+h)-fcn(x))/h.
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* Added function numgrad3.m. This new function uses a three point formula to compute the gradient. By default Dynare uses the two point formula. By setting options_.gradient_method=3 Dynare switches to the three point formula. Note that an input argument has been added to csminwel.
* Added automatic detection of needed constant in dsge-var model (may be problematic is some cases)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1935 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 12:58:13 +00:00
7f927eff00
Changed penalties.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1934 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 12:31:51 +00:00
de66e31008
v4 qbeta.m: quick fix for Octave
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1932 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:37:01 +00:00
4993de5e95
v4 read_variables.m: more explicit error message if datafile does not exist
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1931 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:27:21 +00:00
6fa483bd3f
v4 prior_posterior_statistics.m: Octave compatibility issues:
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* added missing .mat extensions
* use text waiting bar instead of waitbar()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1930 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 13:20:49 +00:00
3ac7bab6f0
Replaced | by || in conditional statements.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1929 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:50:08 +00:00
6827fc7c28
Replaced & by && (compatibility with octave issue).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1928 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:41:01 +00:00
4553ceca01
Bug correction (MAX_error replaced by MAX_nerro, for models with measurement errors).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1927 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 12:21:52 +00:00
e9be36f6ad
v4 octave: fixed a problem with infinite eigenvalues in dr1.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1926 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 09:57:01 +00:00
b1c4c4537b
added missing ';'
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1925 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-03 11:23:32 +00:00
fe54c7ca07
adding functions and fixing bugs for diffuse filter
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1924 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 12:53:24 +00:00
5ba344d75c
bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1923 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:49:19 +00:00
2c8a9d2f60
cleaning diffuse algorithms
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1922 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:48:14 +00:00
bfe76b3c4b
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1921 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:46:51 +00:00
f91d9dbf7c
adding back DsgeLikelihood_hh.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1920 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:39:58 +00:00
a148c0a3f1
undoing changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1919 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:38:44 +00:00
36f264a1ca
put back DsgeLikelihood_hh.m that is used by option 5 of the optimizer
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1918 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:15:19 +00:00
9074fdba91
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1917 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 09:34:22 +00:00
333915e07a
removing unused function DsgeLikelihood_hh.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1915 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 08:17:12 +00:00
d0b87d6c32
corrections to optimal policy code required by making M_, options_, oo_ and it_ local
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1914 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 07:42:50 +00:00
cc66aebdb8
v4 pm3.m: disabled PDF and FIG output for Octave
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1912 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-01 11:17:00 +00:00
c86ba80007
Added posterior multivariate auto-correlation analysis
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+ Changed load instruction in selec_posterior_draws for octave compatibility.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1911 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-01 11:03:23 +00:00
adb5f730f5
Bug correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1910 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-01 09:37:52 +00:00
b8736dc337
Changed \Plots\ to /Output/
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1909 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-01 09:36:58 +00:00
703d0fb542
v4 matlab: updated preprocessor binary for win32
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1907 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-29 20:32:46 +00:00
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
f12c2f4ed6
Bug corrections and cosmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1897 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 17:13:36 +00:00
67d98a4a7b
v4 matlab: removed useless asamin.m and added an error message for mode_compute=2
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1893 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-23 10:58:32 +00:00
69f3a0b28a
corrected bug in filter shock decomposition when kalman_algo = 4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1891 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-21 16:17:57 +00:00
341adad2e9
Added new functions for posterior distribution processing (second order moments) + Removed global variables.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1890 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-21 08:33:31 +00:00
2dab221499
Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1881 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-19 09:45:28 +00:00
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
2a632d2efc
Computation of 2nd order posterior moments (depending on the size of the model the posterior distribution of dr is saved on disk).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1879 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-17 21:23:02 +00:00
120d412152
v4: dropped Scilab support
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1878 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 16:33:28 +00:00
dfc1f3c90f
dynare_v4: exploitation of posterior distribution (unfinished)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1877 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 10:38:36 +00:00
a38bec0c18
v4 homotopy2.m: removed incorrect executable property
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1876 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 07:51:15 +00:00
87c27433f6
v4 kernel_density_estimate.m: replaced calls to inline() by anonymous functions (much faster)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1871 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 14:42:16 +00:00
7c807afd65
filled SmoothedShocks field when
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mode_compute=0 and and mode_file=0;
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1867 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 10:10:50 +00:00
b45d5ac3e0
v4 dynare_estimation.m: fixed bug in saving pindx
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1864 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 16:01:49 +00:00
13f3157243
v4 McMCDiagnostics.m: fixed incorrect function name
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1863 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 10:40:48 +00:00
e4be1577cc
v4 dynare_estimation.m: added missing semicolon
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1862 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 09:57:05 +00:00
8dd27bdcef
v4 matlab+octave: updated preprocessor binaries for Windows
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1861 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 08:07:07 +00:00
75fb140b5c
v4 matlab+preprocessor:
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* removed global variables from "static" and "dynamic" files (in standard and USE_DLL modes only)
* added extra arguments when those functions are called from M-files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1859 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-06 14:01:02 +00:00
21c98f8b1c
v4 matlab:
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* moved qzdiv.m and qzswitch.m to qz/
* fixed typo in qz/mjdgges.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1858 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-06 12:50:47 +00:00
49b00b976d
Fixed bug when actual parameter value is NULL.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1857 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-29 15:15:32 +00:00
b87a453c7e
v4 matlab:
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* removed sylvester3.m and sylvester3a.m (have been moved to gensylv/ subdir)
* display an error message when dynare called without argument
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1852 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-27 09:46:44 +00:00
a31789dcb5
v4 matlab:
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* replaced obsolete isstr() by ischar()
* fixed typo in erase_compiled_function()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1844 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-23 14:45:37 +00:00
13af9eb18f
Idem 1836
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1837 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-19 13:27:17 +00:00
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
f85752893e
Changed header text.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1829 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 16:10:30 +00:00
0f1e8c8137
Cosmetic changes and factorization of a division.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1828 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 15:59:41 +00:00
c61d46e1f6
Cosmetic change.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1827 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 08:22:46 +00:00
e85af5dc11
Added a dynare configuration routine and bug corrections.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1826 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 08:18:37 +00:00
45268c43b4
Bug (typo) correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1823 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-13 08:34:09 +00:00
568789b3ac
v4 homotopy3: fixed bug
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1822 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-06 17:18:58 +00:00
353fce6bfa
v4 get_posterior_parameters.m: bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1821 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 18:37:05 +00:00
ffc6c8fdef
v4: fixed bugs for dynasave
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updated dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1819 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 13:54:59 +00:00
8b841cda0b
v4: corrected bug in prior_draw.m (inv-gamma2)
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reindented priordens.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1816 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 04:55:06 +00:00
1e096f3dee
v4: adding forcst2.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1815 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 04:49:44 +00:00
6352e90b26
v4: fixed bug concerning handling of filter decomposition (decomp) in DiffuseKalmanSmoother1_Z. and DsgeSmoother.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1814 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 15:41:15 +00:00
b99d608b7e
v4 adding dynare_version.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1813 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 13:34:14 +00:00
1fc2c7a9f1
v4: added forecast, updated dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1812 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-01 12:04:48 +00:00
e6a060d64e
New matlab functions to be used if a dll is missing.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1810 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-25 12:47:30 +00:00
7eb6fa3ed1
v4 preprocessor: fixed bug with "order" option
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1809 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-24 10:55:26 +00:00
0c45802387
v4: added trans_ident option for GSA
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updated matlab/dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1807 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-20 05:56:21 +00:00
e59b3c134f
v4 diffuse smoother: added initialization d=0
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1804 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-16 14:27:50 +00:00
f4eda9e12f
v4 preprocessor: added mode_file to dynare_sensitivity options
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corrected threshold_redform option
threshold_redform option accepts float and (-)Inf
split value (puts NaN for no value) and value1 (doesn't accept no value)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1803 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 20:22:42 +00:00
4e889a9eed
Impose redform=1 when morris=1;
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Change checks for existence of the toolboxes.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1802 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 14:31:45 +00:00
442a212d28
Added empty case for filter_step_ahead;
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Fixed bug with bounds, when prior bounds are outside from lb and ub specified manually by the user;
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1801 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 10:17:31 +00:00
460267525b
Moved position for mode_file option.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1800 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:50:46 +00:00
9f8deb4fdd
v4 preprocessor/macro: added a difference operator on macro arrays
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1799 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:19:01 +00:00
6b6598914f
Default empty list of names and use of ':' for all names;
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Use of empty datafile;
Extended use of various data options:
nobs, first_obs, prefilter, presample, loglinear, nograph;
Prepared for available mode_file option n dynare_sensitivity.m;
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1797 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:14:37 +00:00
fa664b73c4
trap for sensitivity analysis and empty datafile
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1796 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 09:00:24 +00:00
74fb4a04c5
v4: fixing initvalf
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1795 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 07:22:10 +00:00
9330ff1786
v4 preprocessor: added some estimation options for dynare_sensitivity
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updated matlab/dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1794 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-13 12:58:44 +00:00
40a049c359
v4 preprocessor: corrected bug with initval_file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1793 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-11 19:24:19 +00:00
48166a9c96
v4 preprocessor: added syntax (:) for all variables in
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option_lists
updated matlab/dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1792 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-11 14:41:52 +00:00
284560a79c
update of GSA code
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1791 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 09:55:28 +00:00
1a7990cf5d
functions related to dynare_sensitivity deleted
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1790 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 09:45:11 +00:00
524159c5bb
The dimension of the last saved stock matrix has to be variable, not fixed.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1789 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 08:53:36 +00:00
1618d9533f
v4 preprocessor: added provision for local options; used by dynare_sensitivity.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1784 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-05 10:52:58 +00:00
0efeef2486
v4 dynare_sensitivity.m: options_gsa are now local and nonsticky
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automatic addition of gsa path if it exists
otherwise error message
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1783 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-05 10:49:59 +00:00
0cd82d3923
v4: updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1782 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-04 18:43:16 +00:00
dc57439e43
v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1779 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-03 16:22:52 +00:00
6ca15f8a95
v4 mex+preprocessor: binary update
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1777 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-03 07:56:49 +00:00
c72e6ff02e
v4 matlab+preprocessor: fix display of preprocessor error message (was truncated by Matlab if too long)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1774 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 15:01:52 +00:00
4a481eaff0
v4 matlab: display preprocessor output even in case of success
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1773 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 14:41:56 +00:00
367948e4db
v4 matlab+preprocessor: the three homotopy modes should now work
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1769 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-31 16:19:16 +00:00
06b6429b04
bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1757 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 09:58:47 +00:00
5e1745ada7
v4 random_walk_metropolis_hastings.m: changed initializationo of InitSizeArray to avoid
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uncomplete files when load_mh_files
suppressed confusing reinitialization of
InitSizeArray at the end of a chain
put back the report on average acceptation rate
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1756 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 09:31:06 +00:00
b67c5f596a
v4 : dynare_estimation.m: corrected bug with load_mh_file
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simplified calls to random_walk_metropolis_hastings()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1755 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 08:33:59 +00:00
7d66de73f7
v4 th_autocovariances.m: corrected bug in case of multiple unit roots
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1754 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-29 08:52:00 +00:00
18e617c95b
v4: adding 2 homotopy functions out of 3 initially planned
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1750 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-28 12:41:02 +00:00
be833e1e03
Bug correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1746 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-27 09:19:38 +00:00
59c30113c1
v4: added options for homotopy
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1745 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-24 08:56:48 +00:00
2aaf214c09
Correction of bug in the definition of the dsge-var prior.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1744 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-18 10:28:53 +00:00
8917d41046
Added multivariate student as a proposal distribution for the metropolis hastings.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1743 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-13 08:27:55 +00:00
d6e004e91d
v4 ramsey_dynamic.m: added missing semi-colons
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1742 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-12 16:46:51 +00:00
ab375b6f4e
Factorization of the initialization of the metropolis hastings (implementation of the independent metropolis hastings).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1741 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-11 20:55:16 +00:00
ea1f4abaed
Added a function returning the prior and posterior densities of a dsge-var model, given the deep parameters and the dsge_prior_weight parameter.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1740 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-10 16:08:02 +00:00
01f71a285a
v4 dynare_estimation.m: corrected spelling bug with TeXNAMES
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1739 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-10 08:16:01 +00:00
3ea93dd4b5
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1737 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 11:28:13 +00:00
85b3832ef5
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1736 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 11:26:03 +00:00
59b663dfbe
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1735 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 11:16:47 +00:00
c1c9b5f44c
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1734 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 11:12:39 +00:00
681bf0fe4b
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1733 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 11:10:16 +00:00
28139e918f
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1732 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 10:52:19 +00:00
bfd112f75c
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1731 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 10:48:33 +00:00
342ad92630
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1730 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 10:43:43 +00:00
f1b3da91df
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1729 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 10:37:14 +00:00
a7cb948e69
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1728 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 10:26:09 +00:00
eb1a26962e
isolated functions deleted
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1727 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 09:30:06 +00:00
065d95c73f
isolated function deleted
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1726 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-03 09:26:40 +00:00
f489bc62d0
Correction of a bug related to the stochastic optimization routine (mode_compute=6).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1722 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-29 14:02:43 +00:00
a430b447d1
v4 dynare_estimation.m: corrected bugs when np == 0
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1721 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-27 09:15:30 +00:00
97da74a135
v4: datatomfile.m: header correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1718 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 19:45:34 +00:00
d54aed35ce
preprocessor: mod_file_struct.option_order must be the LARGEST stated in the *.mod file, not the last one
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1717 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 13:36:17 +00:00
7073ee2ee1
v4 dynare_estimation.m: foecast are prepared only when kalman_algo > 4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1716 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 13:13:36 +00:00
c634702c69
v4 forecast.m: bug correction when var_list is empty
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1715 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 13:12:58 +00:00
bcf9da214e
v4: added forecast out of posterior mode (or maximum likelihood, non-tested)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1710 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-17 14:58:34 +00:00
5572943251
v4 added missing ; in set_all_parameters.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1709 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-17 10:33:25 +00:00
c7dc3ca3bc
v4 bug corrections in dealing with measurement errors
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1708 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-16 17:02:39 +00:00
92f19dd476
v4: corrected bug for correlated coefficients
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1705 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-14 20:10:41 +00:00
1c1221681f
Correction of a bug related to the previous commit (the initialization of the path is given by the solution of the first order approximation of the model iff there is no deterministic shocks).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1704 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-11 15:04:31 +00:00
48f23191fb
For deterministic simulations of a path between an arbitrary initial condition and the steady state, the path is initialized with the solution obtained from a first order approximation of the model => The number of iterations required for the convergence of the Newton is less important, and on a simple growth model with CES technology I observe also a reduction of the error size.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1703 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-11 14:42:46 +00:00
806c29cc4a
v4: made dynare_estimation safe for computing Smoother of a calibrated model (temporary)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1702 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-09 17:27:26 +00:00
0f7e1d64ab
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1697 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-07 21:52:20 +00:00
4bda21d4db
Bug correction. Initialization of deterministic simulations was buggy when we start from an arbitrary initial condition (ie when steady is not used after initval).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1695 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-07 10:50:31 +00:00
6057511c9e
v4 dynare_esitmation.m: doesn't store lagged values of smoothed and filtered variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1694 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-05 15:27:57 +00:00
86c2c7f488
changing dynare.m for new mex directory location
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1691 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 21:31:18 +00:00
80eb1faab2
moving mex directory
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1690 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 21:31:12 +00:00
2f3767d317
v4: more changes related to new filter
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more variables returned by the smoother saved in oo_
DiffuseKalmanSmoother1_Z.m isn't finished yet
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1689 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 17:52:16 +00:00
290722e3fd
mex/source/build.m: replaced system() by eval(). The call to system isn't necessary and creates a path problem with R2008a
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1688 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 16:01:05 +00:00
dd5c5cbba0
v4 matlab/mex:
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* build.m: changed preprocessor source directory name
* updated binary for simulate / Linux x86-32 / Matlab 7.4
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1687 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 11:24:51 +00:00
4dc23e191e
v4 matlab/mex:
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* fixed problem with compilation of simulate DLL under Linux x86-64
* updated binaries for Linux x86-64 + Matlab 7.5
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1685 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 09:59:21 +00:00
a34ce9e3b7
v4 bug corrections for new diffuse algorithm
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1684 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-31 10:58:58 +00:00
d8d191bb1c
v4 matlab/mex:
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* adapted build.m for MacOS/PowerPC
* added corresponding binaries for Matlab 7.5
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1683 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-31 10:41:15 +00:00
4443d56136
v4 bug correction and correct smoother for new diffuse algorithm
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1682 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 21:32:20 +00:00
d01ed3ca16
mex/2007b: added missing mjdgges.mexa64
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1681 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 20:41:32 +00:00
ba3ced9ca3
mex/source/simulate: changed some cast to (long int) for compatibility with x64
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1680 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 20:40:19 +00:00
c0c56b6d7d
v4 matlab/mex: added binaries for GNU/Linux i386 + Matlab <= 7.4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1679 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 17:09:47 +00:00
b8b8de83ec
v4 matlab/mex:
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* tuned build.m for MacIntel
* added corresponding binaries for Matlab 7.5
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1678 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 17:03:41 +00:00
5a7560252b
v4 matlab/mex/sources: fixed problems with compilation of simulate DLL under Linux
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* Linux filenames are case sensitive, had to fixed case in #include directives
* itoa() function does not exist under Linux; replaced it by calls to sprintf()
* replaced anti-slashes by slashes in pathnames; this works under Windows
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1677 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 16:18:06 +00:00
b95b51be6f
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1671 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:55:56 +00:00
ce06676166
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1670 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:52:37 +00:00
9b4537cf3a
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1669 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:50:02 +00:00
8e5cfdcf2a
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1668 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:46:45 +00:00
df40a111f7
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1667 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:43:28 +00:00
8e659cf465
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1666 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:41:22 +00:00
4cfa305d7b
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1665 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:38:04 +00:00
df1b0fc5fd
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1664 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:34:02 +00:00
5fce0ba5e7
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1663 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:30:25 +00:00
105f1f81a4
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1662 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:25:26 +00:00
a1a58bc29b
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1661 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:20:25 +00:00
3531920329
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1660 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 17:02:08 +00:00
0c263f8e29
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1659 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 15:55:01 +00:00
6fa72ce61a
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1658 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 15:52:37 +00:00
68baa83fc8
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1657 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 15:48:50 +00:00
6c3ea44eac
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1656 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 15:42:09 +00:00
c40b85373e
isolated function deleted
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1655 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 15:30:23 +00:00
b2beb89b36
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1654 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 14:50:59 +00:00
b0760493ae
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1653 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 14:46:20 +00:00
493fef0059
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1652 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 14:37:50 +00:00
d7ea6e3c5c
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1651 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 14:34:20 +00:00
6794bc9245
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1650 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 14:32:26 +00:00
c6dcc08b9a
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1649 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-28 14:28:06 +00:00
12436db725
v4 added new triangular algorithm for diffuse kalman filter (options_.kalman_algo=4,5)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1648 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-27 09:34:20 +00:00
1a8db86c1b
v4 new function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1647 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-27 09:31:38 +00:00
cd1918ca89
v4 dynare_estimation.m: bug correction for models with nonstationary variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1646 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-26 08:22:30 +00:00
509f4f1e51
Deterministic simulations without compiler updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1645 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-25 16:48:55 +00:00
f6daff9d5c
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1644 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-24 14:45:58 +00:00
0de34265c1
The global ys0_ is useless now...
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1643 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-24 14:12:39 +00:00
f5ad60486a
Correction of a bug related to ys0_ and the endval block.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1642 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-24 14:11:44 +00:00
c930948d5d
Bug correction. Declaration of ys0_ as a global was missing (this is a problem if resid.m is called after the endval block and the steady command).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1641 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-23 16:05:02 +00:00
7cd39bef29
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1640 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-21 17:30:25 +00:00
a04ed5526f
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1639 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-21 17:29:24 +00:00
f766304d9e
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1638 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-21 17:16:02 +00:00
dd7d39a02b
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1637 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-21 17:13:53 +00:00
bc3c0bf95a
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1636 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-21 17:10:47 +00:00
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
4966cf1416
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1634 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-21 17:04:24 +00:00
ac0f09fa3e
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1633 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-21 16:25:00 +00:00
1c53328664
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1632 ac1d8469-bf42-47a9-8791-bf33cf982152
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2008-01-21 12:17:46 +00:00
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2008-01-21 11:51:09 +00:00
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2008-01-21 11:41:26 +00:00
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2008-01-21 11:18:56 +00:00
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2008-01-21 11:13:07 +00:00
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2008-01-21 11:01:12 +00:00
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2008-01-21 10:54:12 +00:00
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2008-01-21 10:21:12 +00:00
adjemian
george
sebastien
ferhat
michel
ratto
assia