aef46cf78e
Fixed bug. The declared paths for the constrained variables have to be centered (Users declare constrained variables in *levels*,
...
imcforecasts centers the paths and adds the trend in the end).
(cherry picked from commit 4cb664a5089bc25bba7dfe63c2f0bdb743c4d5a7)
2010-04-01 15:41:36 +02:00
1dd9ca8e3f
Activate warning backtrace even for Octave
2010-03-29 12:44:56 +02:00
7f5f99b43e
stoch_simul: force order=1 with partial_information
2010-03-29 12:44:38 +02:00
307911b461
removing DOS end of lines
2010-03-25 12:28:48 +01:00
e405f17c8a
additional fixe to partial information:
...
- partial_information is a LOCAL option that must be repeated in all instructions
- when VAROBS is empty, one assumes full information (all endogenous variables are observed)
- allusion to SIMULATED variables is removed from the title of the tables
2010-03-25 11:20:34 +01:00
0be001d194
Tidying up Partial information extension to stoch_simul, PCL_Part_info_irf.m and PCL_Part_info_moments.m
2010-03-24 23:26:05 +00:00
667d5ac262
var_listindices.m: fix for Octave
2010-03-24 12:54:18 +01:00
6bb4ec4d9b
Fixed bug in stoch_simul related to the variable list
2010-03-24 12:54:02 +01:00
60ad78b095
Partial information: fixed copyright notices
2010-03-24 12:21:02 +01:00
45efcd61dd
Partial information: converted files to UNIX EOL convention
2010-03-24 12:14:41 +01:00
a9ce1ef2b4
bug correction in partial_information
2010-03-24 10:35:30 +01:00
7668bc4a11
-new smoother function kalman/smoother/kalman_smoother.m
...
-fixing bugs in dynare_estimation_1.m
2010-03-23 18:17:15 +01:00
b261eb0ba2
integration of partial information in stoch_simul (thanks to George, Joe and Paul)
2010-03-23 11:09:59 +01:00
436fdf97c6
modified varlist_indices
2010-03-23 06:38:39 +01:00
c5bc424dd4
added new Partial Inforamtion code sent by G. Perendia
2010-03-23 05:47:13 +01:00
9b20ae958c
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
c963fb6c91
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-19 20:41:04 +01:00
40f1ab7548
computing smoother only for listed variables (start)
2010-03-19 20:40:49 +01:00
5efb7a7ddf
added clause in dynare_estimation_1.m to avoid use of kalman smoother and diagnostics if options_.partial_information == 1
2010-03-19 19:17:38 +00:00
6d4b0ecab7
SWZ:
...
- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
2010-03-15 12:03:37 +01:00
890a7b8f0a
SWZ: removed reference to old function
2010-03-15 10:10:22 +01:00
afc94953e9
Add provisions for MATLAB 7.10 (R2010a)
2010-03-10 18:44:46 +01:00
5b1ebc821c
SWZ: adding new tests and identification/exclusions.m
2010-03-10 08:40:52 +01:00
591e426110
- reversed ordering for lower and upper Cholesky
...
- added tests
- fixed various bugs
- modified initial values
Still unfinished
2010-03-10 08:32:51 +01:00
f4b7840739
corrected bug for decompostion (nargout > 7) in missing_DiffuseKalmanSmoother3.m
2010-03-09 18:43:50 +01:00
30ea396a08
Allow temporary terms to work with external functions
2010-03-09 11:21:14 +01:00
38640c4af8
use of numerical Jacobian to check analytic results.
2010-03-09 10:05:13 +01:00
ed4fee93fb
Utility for numerical derivatives in identification (to check analytic results)
2010-03-09 10:03:05 +01:00
e66b7b5ee2
Quicker with partial correlations.
2010-03-09 08:54:16 +01:00
8a7bdefe2a
small bug in Kronecker derivatives
2010-03-09 08:54:16 +01:00
52e9e9aef7
1) fix of boxplots when two nparams =2;
...
2) default useautocorr = 0;
3) new option prior_range;
4) normalized Jacobian for weak identification;
5) more complete options load_ident_files.
2010-03-09 08:54:16 +01:00
2166d36cc1
Improved display for weak identification
2010-03-09 08:54:16 +01:00
24ddd6edb4
cheaper execution for pairwise correlations
2010-03-09 08:54:15 +01:00
d994ed35ff
Merge remote branch 'ratto/master'
2010-03-05 11:32:05 +01:00
3e573f1c35
semicolon missing.
2010-03-05 11:27:59 +01:00
24d41f66c8
fixed bug with tolerance for steady state kalman filter
2010-03-05 11:26:29 +01:00
07bbc15824
Changes related to SMM estimation.
...
(1) Bug fixes.
(2) SMM estimation use the estimated_params block (same usage as for ML estimator).
2010-03-04 17:24:01 +01:00
227d6f9140
Bug fix.
2010-03-04 16:40:02 +01:00
2a1889b508
Set penalty equal to minus infinity in mcmc (so that the probability of discarding vectors of
...
deep parameters such that the steady state does not exist, does not satisfy BK conditions,...
is one).
2010-03-04 16:15:27 +01:00
12c4a52ebc
Add support for external functions
2010-02-23 18:15:18 +01:00
38bb29fa11
1) fixed steady state derivatives for non-stationary models;
...
2) fixed derivatives using kronecker products a la Iskrev
2010-02-23 10:50:26 +01:00
bb06ec430a
1) relaxed schur_vec_tol
...
2) warning off divde by zero
3) better figure layout
2010-02-23 10:47:43 +01:00
e466748993
Bugs corrected: exogenous variable are read from and external file if oo_.exo_simul is not completely filled => allows for shocks.
2010-02-19 11:03:53 +01:00
e1db53caa0
dynare_config adds matlab/missing/bsxfun in the path if needed. bsxfun.m is a replacement for matlab's
...
built-in bsxfun function (missing in versions older than 7.4).
2010-02-19 00:31:43 +01:00
9754bc7afa
Fixed bug.
2010-02-19 00:31:43 +01:00
1fbe76b95d
Added function a clone of matlab's built in bsxfun (missing in versions prior to 7.4).
2010-02-19 00:31:43 +01:00
b762f010cd
Fix the inconsistency between mh_drop and the number of mh draws discarded
...
when computing the Brooks and Gelman convergence diagnostics.
2010-02-18 17:13:13 +01:00
1ae1b5ff20
Backporting bicgstab function from Octave 3.2 to Octave 3.0 ( closes #81 )
2010-02-17 18:40:52 +01:00
10e92a8673
Merge branch 'master' of stepan@kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-02-17 18:29:44 +01:00
de1ba423b5
Bug fixes.
2010-02-17 18:27:20 +01:00
Stéphane Adjemian (Ithaque)
Sébastien Villemot
Michel Juillard
George Perendia
Houtan Bastani
Marco Ratto
Stéphane Adjemian (Gpm
Ferhat Mihoubi