Commit Graph

1045 Commits (f76badf151bfee46aeacc7a5abc5752e850cdf5e)

Author SHA1 Message Date
sebastien f76badf151 v4 matlab: rreplaced beta_rnd.m and gamm_rnd. by GPL'ed custom ones
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
sebastien 8bef1f0399 v4 matlab:
* 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
sebastien 4bd6b02ec9 v4 matlab/sec2hms.m: replaced it by a custom version
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
sebastien 47a4d91700 v4 matlab:
* 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 dbe05bd9c8 v4 matlab: added copyright notice to C. Sims' files
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
sebastien 9f5beff89e v4 matlab: fixed remaining copyright headers (those files which are in the CR+LF endline convention)
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
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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
sebastien c633f68b12 v4 mex/sources: added copyright+license header to all remaining files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1973 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-31 09:10:29 +00:00
sebastien 7d17a4a0fe v4 manual.xml:
* added description of options to "dynare" command
* began description of valid mathematical expressions (inside and outside model block)
* various minor changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1972 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-30 17:04:14 +00:00
george d04b93ff20 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1971 ac1d8469-bf42-47a9-8791-bf33cf982152 2008-07-30 16:13:55 +00:00
george e6145727ad Added LaTex version of the AIM documentation in doc/AIM subdirectory.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1970 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-29 19:26:49 +00:00
george 4725a7a86d AIM Documentation in html and compressed mht formats
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1969 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-29 13:31:11 +00:00
george 3bf9d8d487 Corrected and commented out the penalty power on info(2) because penalty power is already raised in DR1.m and resol respectively.
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
george 827261166c Added use of G Anderson AIM - see Readme.txt in the new AIM subdirectory.
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
george bee92a9714 The path to the AIM directory is added by dynare_config.m
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
george 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
michel c9cf49e30b options_.nk default is now set to 1
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
adjemian 6b0ba30fb9 Bug correction.
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
michel 6ff7605f58 added missing semicolon
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
michel f78c7f3400 corrected bug in returned argument sequence
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
michel 994af45929 made it possible to force the univariate filter in estimation, mostly for testing purpose
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
sebastien ada0a05f49 v4 doc:
* updates to the manual: added an empty entry for every new command, removed old commands
* fixed a typo in bvar_a_la_sims.tex
* added a warning in the Makefile about package docbook-xsl


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1957 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-16 10:47:39 +00:00
sebastien 5c63d232ce v4: packaging updates
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1954 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-11 14:57:54 +00:00
sebastien 308166f1f5 v4 matlab/doc: removed obsolete directory
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
adjemian b9622cfacd Moved DynareKalman.tex and unit_roots.tex.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1952 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-11 13:20:59 +00:00
sebastien 8643cd9694 v4 manual:
* removed mention of Scilab and Gauss in the introduction, replaced it by GNU Octave
* updated developping team names
* completely rewritten "software requirements" and "installation" section


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1951 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-10 18:52:53 +00:00
sebastien 491e5aabd0 v4 lyapunov_symm.m: fixed bug (one cannont change the counter of a 'for' loop from inside the loop)
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
sebastien 891ed99248 v4 packaging: documentation-related changes
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1949 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-09 21:07:02 +00:00
sebastien 791422ba66 v4 doc: enhanced build system for all documents (except the userguide which we can't recompile at this stage, since some components are lacking in the SVN)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1948 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-09 20:36:40 +00:00
sebastien be352664fa v4 manual.xml:
* fixed bug in oo_ table of estimation command, where the 4 last columns where hidden (only 2 were displayed instead of 6)
* replaced &prime; with a single quote (dblatex doesn't handle &prime;)
* implemented a workaround for dblatex bug, by replacing <xref> with <link> when the indexed element contains an underscore
* upgraded header to DocBook 4.5


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1947 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-09 20:34:59 +00:00
sebastien 38323e2271 v4 userguide: removed useless files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1946 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-09 20:30:33 +00:00
sebastien e772de9068 v4 packaging:
* Windows: improved on README.txt
* Debian/Ubuntu: added copyright, README.Debian, and lintian override for empty directories


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1945 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-09 17:20:45 +00:00
adjemian eeb0bee292 Initialization of the deterministic simulation is made optional. Added an option for homotopic solution to deterministic models (not ready).
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
sebastien 03a726c9bd v4:
* moved windows packaging files to the windows/ subdirectory
* added a README.txt
* added the text of the GNU Free Documentation License


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1943 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 17:01:23 +00:00
sebastien d9ffbb3e79 v4 dynare.m: cosmetic changes
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
sebastien 57f4d42a5b v4:
* 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
adjemian 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.
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
adjemian 20fb13f7c2 * Added five points formula for gradient evaluation.
* 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
sebastien e8d6dd1ef3 v4 matlab: use my_ordeig instead of ordeig for Octave and for Matlab < 7.0.1
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
sebastien 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)
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
sebastien ddaaf9e1e3 v4 matlab:
* 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
adjemian 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.
* 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
adjemian 7f927eff00 Changed penalties.
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
sebastien 400267ab92 v4 doc: added macroprocessor slides
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1933 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 14:30:46 +00:00
sebastien de66e31008 v4 qbeta.m: quick fix for Octave
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
sebastien 4993de5e95 v4 read_variables.m: more explicit error message if datafile does not exist
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
sebastien 6fa483bd3f v4 prior_posterior_statistics.m: Octave compatibility issues:
* 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
adjemian 3ac7bab6f0 Replaced | by || in conditional statements.
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
adjemian 6827fc7c28 Replaced & by && (compatibility with octave issue).
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
adjemian 4553ceca01 Bug correction (MAX_error replaced by MAX_nerro, for models with measurement errors).
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