Commit Graph

1045 Commits (f76badf151bfee46aeacc7a5abc5752e850cdf5e)

Author SHA1 Message Date
sebastien e9be36f6ad v4 octave: fixed a problem with infinite eigenvalues in dr1.m
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
michel b1c4c4537b added missing ';'
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
michel fe54c7ca07 adding functions and fixing bugs for diffuse filter
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
michel 5ba344d75c bug correction
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
michel 2c8a9d2f60 cleaning diffuse algorithms
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
michel bfe76b3c4b updating dynare_m.exe
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
michel f91d9dbf7c adding back DsgeLikelihood_hh.m
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
michel a148c0a3f1 undoing changes
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
michel 36f264a1ca put back DsgeLikelihood_hh.m that is used by option 5 of the optimizer
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
michel 9074fdba91 updating dynare_m.exe
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
michel 59ad1a9c54 added diffuse_filter option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1916 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 09:33:58 +00:00
michel 333915e07a removing unused function DsgeLikelihood_hh.m
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
michel d0b87d6c32 corrections to optimal policy code required by making M_, options_, oo_ and it_ local
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
michel 8a94ae8ba1 draft of manual v4.0
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1913 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-01 14:33:39 +00:00
sebastien cc66aebdb8 v4 pm3.m: disabled PDF and FIG output for Octave
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
adjemian c86ba80007 Added posterior multivariate auto-correlation analysis
+ 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
adjemian adb5f730f5 Bug correction.
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
adjemian b8736dc337 Changed \Plots\ to /Output/
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
sebastien a58d0ebb39 v4: added NSIS build script and LICENSE.txt file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1908 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-29 20:33:12 +00:00
sebastien 703d0fb542 v4 matlab: updated preprocessor binary for win32
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
sebastien 5ef425857a v4 preprocessor mex: various minor fixed to ensure correct compilation under g++ 4.3
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1906 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-28 11:20:45 +00:00
sebastien d86885ea75 v4 mex: fixed error in build_matlab.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1905 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-28 11:00:13 +00:00
sebastien d3e739d9be v4 mex: fixed compilation for Octave/Windows/MSVC2008
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1904 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-27 23:22:52 +00:00
sebastien 051428ee36 v4 mex: removed asamin.dll
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1903 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-27 23:22:04 +00:00
sebastien 4e8fa69020 v4 doc: fixed URL for docbook XSL files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1902 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-27 18:59:09 +00:00
sebastien d64d9fe734 v4 mex:
* renamed build.m to build_matlab.m, and made various enhancements
* this script now makes Matlab quit after compilation (necessary for autobuilding)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1901 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:53:26 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
adjemian f12c2f4ed6 Bug corrections and cosmetic changes.
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
sebastien 66c5c66e2f v4 mex: cleanups related to Blas and Lapack function calls
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1894 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-23 21:58:45 +00:00
sebastien 67d98a4a7b v4 matlab: removed useless asamin.m and added an error message for mode_compute=2
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
michel 7054fd2f87 v4 mex: fixed problem with A_times_B_kronecker_C on Linux/64 bits
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1892 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-23 09:38:46 +00:00
michel 69f3a0b28a corrected bug in filter shock decomposition when kalman_algo = 4
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
adjemian 341adad2e9 Added new functions for posterior distribution processing (second order moments) + Removed global variables.
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
sebastien e315e73577 v4 mex: added compilation flag for Linux 64 bits
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1889 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-20 16:33:06 +00:00
sebastien 06d886b370 v4 preprocessor: use GNU make's standard variables names and default values for g++ (CXX) and ar (AR)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1885 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-19 16:39:23 +00:00
sebastien 5ae83c57b8 v4 mex:
* fixed type of mwIndex and mwSize: int instead of unsigned int
* removed extra line in build.m


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1883 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-19 13:12:41 +00:00
adjemian 2dab221499 Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m
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
adjemian 8ba344b786 Cosmetic change in var_sample_moments + Removed one global.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1880 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-17 21:44:00 +00:00
adjemian 2a632d2efc Computation of 2nd order posterior moments (depending on the size of the model the posterior distribution of dr is saved on disk).
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
sebastien 120d412152 v4: dropped Scilab support
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
michel dfc1f3c90f dynare_v4: exploitation of posterior distribution (unfinished)
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
sebastien a38bec0c18 v4 homotopy2.m: removed incorrect executable property
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
sebastien a03b5f4690 v4 tests: use new syntax for unit_root_vars
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1872 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 16:01:43 +00:00
sebastien 87c27433f6 v4 kernel_density_estimate.m: replaced calls to inline() by anonymous functions (much faster)
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
sebastien 974fb1bab2 v4 tests/arima/mod1c.mod: use new syntax for unit_root_vars
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1868 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 13:21:36 +00:00
ratto 7c807afd65 filled SmoothedShocks field when
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
sebastien b45d5ac3e0 v4 dynare_estimation.m: fixed bug in saving pindx
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
sebastien 13f3157243 v4 McMCDiagnostics.m: fixed incorrect function name
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
sebastien e4be1577cc v4 dynare_estimation.m: added missing semicolon
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
sebastien 8dd27bdcef v4 matlab+octave: updated preprocessor binaries for Windows
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