f7eb39f7bb
bug correction related to smoother
2011-01-13 21:45:09 +01:00
6ea053e47d
correcting bugs in diffuse Kalman smoother
2011-01-13 21:10:06 +01:00
2e0a36ae9f
Initialize estim_params_ in global_estimation.m. Necessary for smoothing models with no estimated parameters.
2011-01-13 21:10:06 +01:00
02fd6e668c
Add error message for non-implemented features of gamrnd.m
2011-01-13 12:28:44 +01:00
9e38d85053
Change the formula for empirical autocorrelations, so that the result always lies in [-1,1] (thanks to Johannes Pfeifer for pointing this)
2011-01-12 11:26:02 +01:00
17bc655159
Partial Information: Update with improved, generalised recursive PCL solution method
2011-01-11 21:57:57 +00:00
503b055df2
Fixed bugs in varlist_indices.m (thanks to Johannes Pfeifer for pointing them)
2011-01-10 13:11:25 +01:00
05b9c70ae8
removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.
2011-01-04 10:16:38 +01:00
256ff761e8
stochastic simulations: fix the number of generated data to be exactly options_.periods
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added ./tests/simul
2011-01-02 16:55:15 +01:00
35765ee01c
- Matlab wrappers for the "print" option of bytecode
2010-12-31 17:03:19 +01:00
aab5b2a488
- Manages the temporary terms when the model is evaluated block by block
2010-12-31 16:22:24 +01:00
129303430e
The direction is not computed in same way in the dynamic case and in the static case
2010-12-31 16:20:35 +01:00
a882a25760
- length(args) is used instead of size(args, 2) to avoid to transpose column vectors
2010-12-31 16:16:29 +01:00
2dbeddd1a9
- Manages the temporary terms when the model is evaluated block by block
2010-12-31 16:00:49 +01:00
2707965da1
- extends the compatibility of dr1 with bytecode
2010-12-31 15:56:49 +01:00
7209f3638a
- consider a non sparse matrix for the Jacobian for compatibility reasons with dynare_solve
2010-12-31 15:53:28 +01:00
dcc46959b4
The default for options_.qz_criterium is now different for different contexts:
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qz_criterium = 1+1e-6
- stoch_simul
- osr
- check
- dynare_estimation_1 with lik_init =2 or 3
qz_criterium = 1+1e-6 for dynare_estimation_1 with lik_init = 1
This correct a bug in estimation and computation of the posterior distribution of moments of endogenous variables when the priors permit roots too close to 1.
2010-12-23 08:34:13 +01:00
6bb8d41909
Revert "- added a test an a penalty in estimation (DsgeLikelihood.m) if, in a stationary model (lik_init==1), a particular parameter set generates unit roots."
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There is a better way of dealing with occasional non-stationary models in estimation
This reverts commit 8c0fb55206
2010-12-22 09:40:39 +01:00
8c0fb55206
- added a test an a penalty in estimation (DsgeLikelihood.m) if, in a stationary model (lik_init==1), a particular parameter set generates unit roots.
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- modified lyapunov_symm to return absolute value of unit roots in a third argument
2010-12-21 21:26:57 +01:00
ef56f87796
- fix for Octave printf
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- missing semicolon
2010-12-20 15:55:46 +01:00
55e553f6dc
Missing semi-colons
2010-12-20 15:49:55 +01:00
ac0c0a935e
Cosmethics
2010-12-17 09:22:12 +01:00
b186eb7e84
Fixes for console mode in serial and parallel execution
2010-12-17 09:21:30 +01:00
191de78310
Introduced console mode monitoring of parallel runs;
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Minor changes
2010-12-17 09:20:30 +01:00
916caf2e4b
Almost entirely rewritten:
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1) got rid of recursive form;
2) better help
3) simplified structure and split between errors and warnings.
2010-12-17 09:16:30 +01:00
c2f0037e55
small addendum to help
2010-12-17 09:14:35 +01:00
d17faaf876
cosmethics
2010-12-17 09:12:54 +01:00
41c59778cd
For slave processes on the local machine, impose the same dynare path as the master.
2010-12-17 09:11:11 +01:00
c0cb3dd4fb
Compatibility fix for Octave: under Octave, union() called on a column vector and a scalar returns a row vector, hence the need to add the 'rows' option
2010-12-16 16:14:23 +01:00
b63590712c
fixed bug in argument number check and removed unused variable
2010-12-14 18:42:29 +01:00
e04a07c771
changed variable name to make clear that, for multinormal variables, we are using the Cholesky decomposition of the covariance matrix.
2010-12-11 18:09:01 +01:00
c1cb452e3d
correcting headers of all Kalman filter functions: returns MINUS loglikelihood
2010-12-10 22:31:30 +01:00
7a09356423
DsgeLikelihood.m header correction: the function returns MINUS log posterior
2010-12-10 22:28:06 +01:00
dfbd10a524
added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations.
2010-12-08 13:02:59 +01:00
ea86e8cefc
adding function evaluate_smoother that calls DsgeSmoother with a given type of parameter set
2010-12-08 13:02:59 +01:00
9b166fdb08
NaN parameters warning: remove \n, it is not interpreted in a warning context (at least under Octave)
2010-12-08 11:32:45 +01:00
03fac30723
remove get_innovation_contemporaneous_impact.m that isn't called by the preprocessor or by any other function
2010-12-07 13:43:17 +01:00
3af62c4ac9
Fixed bug in resid.m (order matters in "or" statement, because of short-circuit: "ind" is not defined if "istag" is false)
2010-12-06 18:24:08 +01:00
0d1fd700c7
Posterior distribution of conditional variance decomposition: storing the steps chosen by the user in a separate field.
2010-12-05 10:47:31 +01:00
53d391785d
corrected bug in get_name_of_the_last_mh_file.m
2010-12-01 09:57:08 +01:00
d4a908dda1
Removed useless input argument.
2010-11-30 10:02:37 +01:00
116bf69fbf
Seed: fix bug under Octave and MATLAB < 7.7
2010-11-29 11:23:59 +01:00
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
73fb71b9c8
Removed references to options_.simul_seed.
2010-11-27 00:19:22 +01:00
04469ddce1
- Add variable input arguments
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- Correct the error condition in A_times_B_kronecker_C
2010-11-26 17:46:02 +01:00
db54c2d76e
Added a routine for setting the random number generator and the seed, independantly of the version of matlab. Removed the calls to rand('state',x) in simult.m and added a test file. Still need to adapt the routines related to mcmc and swz.
2010-11-26 17:16:12 +01:00
618f72bc91
resid displays the name of the equations if they are specified in equations tags.
2010-11-25 17:31:11 +01:00
ffaec7ba89
- First elements needed for stochastic simulation of a block decomposed model
2010-11-25 16:11:27 +01:00
61a251535f
Correction of bugs in check command with block decomposition and
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Add the missing dr_block m-file
2010-11-25 16:10:46 +01:00
b356c5e58e
add_auxiliary_variables_to_steadystate is compatible with bytecode option
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+ minor corrections in steady_.m
2010-11-25 16:00:54 +01:00
Michel Juillard
Sébastien Villemot
George Perendia
Ferhat Mihoubi
Marco Ratto
Houtan Bastani
Stéphane Adjemian (Charybdis)