Sébastien Villemot
47477e152a
Bump minimal Octave version to 6.2.0
2021-03-12 16:21:57 +01:00
Sébastien Villemot
c160d24074
Octave 6 implements intersect(…, 'stable')
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[skip ci]
2020-11-30 18:26:50 +01:00
Johannes Pfeifer
6e06acc7f4
Fix moment computation with Measurement errors
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- check logic for M_.H was faulty
- M_.H was not updated in posterior sampling
2020-06-29 13:20:02 +02:00
Sébastien Villemot
6e0f104d7e
Bump minimal MATLAB version to R2014a
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Ref. #1713
2020-04-07 16:32:32 +02:00
Sébastien Villemot
49dc997073
Global reindentation of MATLAB code (excluding submodules)
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Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
Sébastien Villemot
e48177543b
intersect(…, 'stable') was introduced in MATLAB R2013a
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Re-use the existing Octave replacement by making it MATLAB-compatible.
2019-03-26 18:53:51 +01:00
Sébastien Villemot
0b1c465b38
Octave compatibility fix: intersect(..., 'stable')
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The 'stable' option of intersect(), which keeps the element order of the first
argument, is not available on Octave. Provide a fallback implementation, and
adapt the code.
2019-02-15 18:43:19 +01:00
Johannes Pfeifer
a1222a1d1b
Implement variance decomposition with measurement error
2017-10-05 11:33:17 +02:00
Stéphane Adjemian (Charybdis)
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis)
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Michel Juillard
40cc11385a
added an error if periods in conditional_variance_decomposition option
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are not strictly positive.
2011-11-20 15:13:05 +01:00
Michel Juillard
1fc8bbd6d3
bugs correction in computation of posterior moments for
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-conditional variance decomposition
-hpdsup
-moments with no variance in their posterior distribution
modification of computation of conditional variance decomposition
2010-11-28 11:03:40 +01:00
michel
ce7af53855
v4.2: changed vech functions names to avoid conflict with other toolboxes
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vech.m -> dyn_vech.m
unvech.m -> dyn_unvech.m
diag_vech.m -> dyn_diag_vech.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3375 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-23 16:55:28 +00:00
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
sebastien
ffd9b2d405
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
stepan
d6fe54dc18
+ Bug fixes related to the computation of prior (and posterior) moments.
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+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2791 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-26 10:21:30 +00:00
stepan
dedca98dba
Added Posterior distribution of the conditional variance
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decomposition (more tests are needed).
The results are saved in oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition.
Contrary to the asymptotic variance decomposition, we do not report
contribution shares but contribution levels of each structural shock.
LIMITATIONS:
* Won't work in a model with measurement errors.
* Won't work in a model with correlated shocks.
* The routines do not compute the covariance decompositions.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2719 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-03 14:50:02 +00:00