Houtan Bastani
ffaee8d4e9
SWZ: GPL copyright on code written by Dynare Team
2010-07-06 17:30:55 +02:00
Houtan Bastani
e4de5c21a8
SWZ: misc code cleanup
2010-07-06 13:01:04 +02:00
Houtan Bastani
1868cd7943
SWZ: replace exit with swzExit
2010-07-06 12:19:17 +02:00
Houtan Bastani
7aeb61b0f8
SWZ: replace free with swzFree
2010-07-05 19:27:45 +02:00
Houtan Bastani
bf38d85c04
SWZ: replace realloc with swzRealloc
2010-07-05 19:27:35 +02:00
Houtan Bastani
571f430085
SWZ: replace calloc with swzCalloc
2010-07-05 19:27:21 +02:00
Houtan Bastani
08f2b2b5c4
SWZ: replace malloc with swzMalloc
2010-07-05 18:40:19 +02:00
Michel Juillard
6a224e78a0
computes posterior distribution of conditional variance decomposition only if option conditional_variance_decomposition is specified in estimation
2010-06-26 15:51:12 +02:00
Michel Juillard
b400e97887
added missing initialization in kalman_smoother
2010-06-26 15:14:11 +02:00
Michel Juillard
c574544b16
adding a check to Metropolis Hasting initialization in order not to accept a penalized posterior value
2010-06-26 11:51:40 +02:00
Stéphane Adjemian (Scylla)
be1e0f1b8a
Fixed bug for mode_compute=6 in Octave. Added an option to replace waitbar in matlab by
...
textbar (as in Octave). The user has to set options_.console_mode before the
estimation command. Cosmetic changes in gmhmaxlik (mode_compute=6).
2010-06-25 15:03:04 +02:00
Stéphane Adjemian (Scylla)
bb47d78611
Fixed bug in Kalman filter routines + Cosmetic changes.
2010-06-24 18:20:07 +02:00
Stéphane Adjemian (Scylla)
706b68e7ef
Do not build plots of the posterior IRFs with Octave.
2010-06-24 18:11:08 +02:00
Stéphane Adjemian (Scylla)
3aaccc59e3
Changes related to the new interface for the dsge-var models.
2010-06-24 12:53:10 +02:00
Stéphane Adjemian (Scylla)
2aba780744
Removed two empty lines.
2010-06-24 12:52:28 +02:00
Stéphane Adjemian (Scylla)
cc4c63f4d0
Fixed bug introduced with the parallelization of PosteriorIRF.m.
...
Changes related to the new interface for dsge-var models.
2010-06-24 12:49:27 +02:00
Stéphane Adjemian (Scylla)
ed03fe89c9
Bug fix.
2010-06-24 12:41:52 +02:00
Houtan Bastani
9b5df05804
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
Michel Juillard
61e78763da
correcting bug in kalman filter when it reaches the steady state (multivariate diffuse Kalman filter, both versions, regular Kalman filter with missing observations)
2010-06-09 18:00:17 +02:00
Stéphane Adjemian (Scylla)
a512b9b263
Bug fix. We don't have to check the convergence of the Kalman filter to its steady state if the
...
covariance matrix F is singular.
2010-06-09 11:04:59 +02:00
Michel Juillard
1098fb4571
ramsey_policy: eliminating unnecessary leads and lags
2010-06-01 20:36:48 +02:00
Michel Juillard
039611223b
Author: Michel Juillard <michel.juillard@ens.fr>
...
--- log message follows this line ---
ramsey_policy adding printing of steady state value of Lagrange multipliers
2010-06-01 20:35:27 +02:00
Sébastien Villemot
9318856a4e
SWZ: finalize build system for MEX by adding a test for GSL
2010-06-01 15:33:45 +02:00
Sébastien Villemot
53443fbd01
SWZ: modification for Octave, whose 'mexPrintf' has 'void' return type
2010-06-01 15:23:16 +02:00
Houtan Bastani
359b90d4fc
use __APPLE__ as opposed to passing a MACOSX flag via make
2010-06-01 14:08:00 +02:00
Houtan Bastani
aa625cc046
produce consistent output
2010-06-01 11:18:56 +02:00
Houtan Bastani
762e703692
Allow the user to pass a constant seed
2010-06-01 11:18:55 +02:00
Houtan Bastani
478cfee0e4
modified sz_prd to work both with standalone files and with mex
2010-06-01 11:18:55 +02:00
Houtan Bastani
72ea2cc07c
when printing to stdout, use printf and return val
2010-06-01 11:18:55 +02:00
Houtan Bastani
358640ba4f
Mex files / modifications for mex
2010-06-01 11:18:55 +02:00
Houtan Bastani
601c087baa
conform to ANSI-C (C90) standard (for -ansi flag under Linux)
2010-06-01 11:18:55 +02:00
Houtan Bastani
341e6a2924
remove trailing whitespace and replace tabs with spaces
2010-06-01 11:18:55 +02:00
Houtan Bastani
bd626b07f9
replace DOS ending with UNIX,
2010-06-01 11:18:55 +02:00
Houtan Bastani
d265fcba2d
if FILE * is stdout, replace fprintf(FILE *, with printf
2010-06-01 11:18:54 +02:00
Houtan Bastani
1bc7bf7fbb
make blas and lapack functions work with matlab
2010-06-01 11:18:54 +02:00
Houtan Bastani
14a081c0f5
add swz_fprintf_err to handle printing to stderr
2010-06-01 11:18:54 +02:00
Houtan Bastani
c955ae6242
replace 'fprintf(stdout,' with 'printf('
2010-06-01 11:18:54 +02:00
Houtan Bastani
49cfafce92
prepare modifications for mex
2010-06-01 11:18:54 +02:00
Houtan Bastani
24e5ef8404
moved matrix.h to swzmatrix.h because of conflict with matrix.h provided by Matlab
2010-06-01 11:18:54 +02:00
Houtan Bastani
ac0f324d6f
build swz standalone executables only against gsl
2010-06-01 11:18:54 +02:00
Marco Ratto
e5705ef0bf
1) first fixes in synchronization of remote clusters under linux;
...
2) changes to header/comments
2010-05-31 11:57:19 +02:00
Marco Ratto
839b77d679
1) eliminated us of struct2local;
...
2) changes to header/comments.
2010-05-31 11:55:25 +02:00
Marco Ratto
55764e667f
1) eliminated use of struct2local;
...
2) changes to header/comments.
2010-05-31 11:54:22 +02:00
Marco Ratto
1021e43d47
1) eliminates use of struct2local;
...
2) changes to header
2010-05-31 11:52:38 +02:00
Marco Ratto
26a78ba595
1) eliminate use of struct2local;
...
2) fix bug with iterations equal to B+1 (in place of B);
3) changes to header/comments
2010-05-31 11:51:56 +02:00
Marco Ratto
befe661f34
1) minor fix for number of runs == B (they were B+1);
...
2) changes to header/comments
2010-05-31 11:50:48 +02:00
Marco Ratto
36903ee8e1
1) eliminated the use of struct2local;
...
2) better heading/comments
2010-05-31 11:49:24 +02:00
Marco Ratto
73c46ee9ce
Changes to header/comments.
2010-05-31 11:48:34 +02:00
Marco Ratto
88289ce751
1) eliminated use of struct2local;
...
2) better header /commenting
2010-05-31 11:47:30 +02:00
Marco Ratto
e84c8dc1e0
Header/commenting changes
2010-05-31 11:46:38 +02:00
Marco Ratto
0450edda3b
Merged with masterParallelMan (which will be eliminated).
...
Improved header/commenting;
2010-05-31 11:45:57 +02:00
Marco Ratto
77ee04ef37
use of struct2local is eliminated;
...
Header is improved;
2010-05-31 11:45:04 +02:00
Marco Ratto
6625ca416e
Minor changes to header/commenting
2010-05-31 11:44:00 +02:00
Marco Ratto
cbf9739d90
Minor header changes.
2010-05-31 11:27:19 +02:00
Marco Ratto
d85fc06444
Bug fix.
...
Header improvement.
2010-05-31 11:26:45 +02:00
Marco Ratto
40d38909ba
Improved header/commenting
2010-05-31 11:25:42 +02:00
Marco Ratto
7365e55b0c
Improved header
2010-05-31 11:24:55 +02:00
Marco Ratto
457cc27367
Improved header/commenting
2010-05-31 11:24:24 +02:00
Marco Ratto
e070be083a
Minor change in header
2010-05-31 11:23:38 +02:00
Michel Juillard
124a6c5c12
correct bug when <fname>_steadystate.m file changes the value of parameters + display steady state in Ramsey policy
2010-05-29 07:48:00 +02:00
Stéphane Adjemian (Charybdis)
bb583d6cf6
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-25 15:10:19 +02:00
Stéphane Adjemian (Charybdis)
945c434afe
(1) Added pruning algorithm for second order simulations (matlab code).
...
(2) Speed improvement in second order simulations (replaced call to matlab's kron function by call to
A_times_B_kronecker_C).
(3) Removed useless globals.
(4) Cosmetic changes and corrections on headers.
2010-05-25 14:00:08 +02:00
Michel Juillard
7f74639cc1
ramsey_policy: dr1 returns with info(1)=20 and info(2) = resids'*resids if we can't find the steady state under Ramsey policy
2010-05-21 15:57:27 +02:00
Stéphane Adjemian (Charybdis)
56e4c35b39
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-21 11:51:34 +02:00
Michel Juillard
7e73744b13
osr: bug correction when there are auxiliary variables
2010-05-20 09:38:47 +02:00
Stéphane Adjemian (Scylla)
7d94b012dd
Added (exogenous) homotopic steps in reversed extended path.
2010-05-12 17:56:37 +02:00
Stéphane Adjemian (Scylla)
0889df6161
Completed the reversed extended path routines.
2010-05-12 16:52:26 +02:00
Stéphane Adjemian (Charybdis)
135e802f73
Added loop over t for computing the innovations (reversed extended path routine).
2010-05-11 22:43:10 +02:00
Stéphane Adjemian (Charybdis)
e69903f4ac
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-11 22:40:44 +02:00
Michel Juillard
6153673577
Tex Output: bug correction
2010-05-09 20:07:46 +02:00
Michel Juillard
c758e4d62e
cleaning-up mult_elimination.m and adding tests/mult_elimination_test.mod
2010-05-08 18:03:51 +02:00
Michel Juillard
f12c64cc84
optimal policy: bug correction in Lagrange multipliers elimination (mult_elimination.m)
2010-05-08 10:10:19 +02:00
Stéphane Adjemian (Scylla)
79184b2ded
Added files for reversed extended path method.
2010-05-06 17:39:46 +02:00
Stéphane Adjemian (Scylla)
a88bd230a8
Cosmetic change.
2010-05-06 17:25:32 +02:00
Stéphane Adjemian (Charybdis)
913ef20078
Changed the initialization of the persistent variables in perfect_foresight_simulation.
2010-05-05 16:25:28 +02:00
Stéphane Adjemian (Charybdis)
83521c384f
Turned warnings off in perfect_foresight_simulation.m.
2010-05-05 15:36:20 +02:00
Stéphane Adjemian (Charybdis)
f25371bf6a
Bug fix. Variables INFO or info may be matlab's structure (isnan cannot be applied on a structure).
2010-05-05 15:34:24 +02:00
Stéphane Adjemian (Charybdis)
f85b47e6ed
Moved homotopic_steps function from extended_path.m to dynare/matlab subdirectory.
2010-05-04 17:15:13 +02:00
Sébastien Villemot
6ef638a42d
datatomfile: if no second argument, then include all endogenous variables
2010-04-30 12:23:57 +02:00
Michel Juillard
956b42fdff
corrected bugs in shock_decomposition
2010-04-27 19:50:42 +02:00
Marco Ratto
a6ac64e5db
small bug fix
2010-04-20 10:37:08 +02:00
Marco Ratto
47037687d5
fixed persistent variable initialization
2010-04-19 16:40:28 +02:00
Michel Juillard
4bde063669
Kalman filters: fixing initialization of oldK to Inf instead of 0
2010-04-16 12:20:57 +02:00
Sébastien Villemot
5b851c8c76
Merge remote branch 'ratto/master'
2010-04-15 16:13:38 +02:00
Michel Juillard
07748100ff
adding to diagnoosticks check of rank of Jacobian of static model when steady state computation fails
2010-04-14 20:58:54 +02:00
Marco Ratto
b6ad0a61ed
bug fix for empty global variables
2010-04-14 17:29:12 +02:00
Marco Ratto
2d21729598
bug fix for non-existing remote sub-folders
2010-04-14 17:23:26 +02:00
Marco Ratto
47eac6ac88
1) copy metropolis files
...
2) bug fix with mh_drop
2010-04-14 17:20:29 +02:00
Marco Ratto
1fc0fbc2c7
Extended remote delete, to clean everything after completion of jobs on remote machines.
2010-04-14 17:19:55 +02:00
Marco Ratto
0e98d4266c
1) Several bug fixes for making the remote threads work properly under the Always/Open mode;
...
2) small cosmethics;
2010-04-14 17:19:21 +02:00
Marco Ratto
f743f0375d
small bug fix for remote slave processes;
2010-04-14 17:18:22 +02:00
Marco Ratto
5e7d9d39e5
1) removed redundant loop defining x;
...
2) bug fix for remote slave sessions;
2010-04-14 17:17:22 +02:00
Sébastien Villemot
da74e53204
Preprocessor:
...
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Marco Ratto
0f06026c85
1) No exception for mode_compute=5 when computing hessian;
...
2) bug fix;
2010-04-08 17:04:08 +02:00
Sébastien Villemot
a98a5106e1
In MATLAB >= 7.7, don't display a warning if we use deprecated interface to set seed of random number generators
2010-04-06 16:52:05 +02:00
Michel Juillard
c2f7f0a555
computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance.
...
When the aggregate variance differs from the shock of the sum of the effects of individual shocks by more than 0.01% a warning is displayed.
This behaviour is documented in the reference manual.
2010-04-03 11:27:49 +02:00
Michel Juillard
f85049e9a6
removed oo_.smoother.integration_order
...
removed integration_order (d) from the output arguments of DsgeSmoother. It is still computed by a few Kalman smoother routines. I don't change them now as they need to be rewritten soon.
2010-04-03 08:00:22 +02:00
Michel Juillard
c1b3627896
correction swz/c-code/Makefile: sbvar_estimation was left from a previous experiment
...
correcting swz/bin/.gitignore
2010-04-03 07:50:48 +02:00
Michel Juillard
6a2d2a7b46
smoother deals with all variables in M_.endo_names unless option SELECTED_VARIABLES_ONLY is used
2010-04-02 21:40:50 +02:00
Michel Juillard
e54a505159
bug correction
2010-04-02 21:38:05 +02:00
Michel Juillard
2679e190e8
bug correction. It seems that struct2local can create problems with Matlab r2010a: if run_smoother exists as function name, 'if run_smoother' calls run_smoother rather than evaluate local variable run_smoother.
2010-04-02 21:37:43 +02:00
Stéphane Adjemian (Ithaque)
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
Sébastien Villemot
1dd9ca8e3f
Activate warning backtrace even for Octave
2010-03-29 12:44:56 +02:00
Sébastien Villemot
7f5f99b43e
stoch_simul: force order=1 with partial_information
2010-03-29 12:44:38 +02:00
Michel Juillard
307911b461
removing DOS end of lines
2010-03-25 12:28:48 +01:00
Michel Juillard
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
George Perendia
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
Sébastien Villemot
667d5ac262
var_listindices.m: fix for Octave
2010-03-24 12:54:18 +01:00
Sébastien Villemot
6bb4ec4d9b
Fixed bug in stoch_simul related to the variable list
2010-03-24 12:54:02 +01:00
Sébastien Villemot
60ad78b095
Partial information: fixed copyright notices
2010-03-24 12:21:02 +01:00
Sébastien Villemot
45efcd61dd
Partial information: converted files to UNIX EOL convention
2010-03-24 12:14:41 +01:00
Michel Juillard
a9ce1ef2b4
bug correction in partial_information
2010-03-24 10:35:30 +01:00
Michel Juillard
7668bc4a11
-new smoother function kalman/smoother/kalman_smoother.m
...
-fixing bugs in dynare_estimation_1.m
2010-03-23 18:17:15 +01:00
Michel Juillard
b261eb0ba2
integration of partial information in stoch_simul (thanks to George, Joe and Paul)
2010-03-23 11:09:59 +01:00
Michel Juillard
436fdf97c6
modified varlist_indices
2010-03-23 06:38:39 +01:00
Michel Juillard
c5bc424dd4
added new Partial Inforamtion code sent by G. Perendia
2010-03-23 05:47:13 +01:00
Michel Juillard
9b20ae958c
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
Michel Juillard
c963fb6c91
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-19 20:41:04 +01:00
Michel Juillard
40f1ab7548
computing smoother only for listed variables (start)
2010-03-19 20:40:49 +01:00
George Perendia
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
Michel Juillard
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
Michel Juillard
890a7b8f0a
SWZ: removed reference to old function
2010-03-15 10:10:22 +01:00
Sébastien Villemot
afc94953e9
Add provisions for MATLAB 7.10 (R2010a)
2010-03-10 18:44:46 +01:00
Michel Juillard
5b1ebc821c
SWZ: adding new tests and identification/exclusions.m
2010-03-10 08:40:52 +01:00
Michel Juillard
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
Michel Juillard
f4b7840739
corrected bug for decompostion (nargout > 7) in missing_DiffuseKalmanSmoother3.m
2010-03-09 18:43:50 +01:00
Houtan Bastani
30ea396a08
Allow temporary terms to work with external functions
2010-03-09 11:21:14 +01:00
Marco Ratto
38640c4af8
use of numerical Jacobian to check analytic results.
2010-03-09 10:05:13 +01:00
Marco Ratto
ed4fee93fb
Utility for numerical derivatives in identification (to check analytic results)
2010-03-09 10:03:05 +01:00
Marco Ratto
e66b7b5ee2
Quicker with partial correlations.
2010-03-09 08:54:16 +01:00
Marco Ratto
8a7bdefe2a
small bug in Kronecker derivatives
2010-03-09 08:54:16 +01:00
Marco Ratto
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
Marco Ratto
2166d36cc1
Improved display for weak identification
2010-03-09 08:54:16 +01:00
Marco Ratto
24ddd6edb4
cheaper execution for pairwise correlations
2010-03-09 08:54:15 +01:00
Sébastien Villemot
d994ed35ff
Merge remote branch 'ratto/master'
2010-03-05 11:32:05 +01:00
Marco Ratto
3e573f1c35
semicolon missing.
2010-03-05 11:27:59 +01:00
Marco Ratto
24d41f66c8
fixed bug with tolerance for steady state kalman filter
2010-03-05 11:26:29 +01:00
Stéphane Adjemian (Gpm
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
Stéphane Adjemian (Karaba)
227d6f9140
Bug fix.
2010-03-04 16:40:02 +01:00
Stéphane Adjemian (Karaba)
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
Houtan Bastani
12c4a52ebc
Add support for external functions
2010-02-23 18:15:18 +01:00
Marco Ratto
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
Marco Ratto
bb06ec430a
1) relaxed schur_vec_tol
...
2) warning off divde by zero
3) better figure layout
2010-02-23 10:47:43 +01:00
Ferhat Mihoubi
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
Stéphane Adjemian (Charybdis)
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
Stéphane Adjemian (Charybdis)
9754bc7afa
Fixed bug.
2010-02-19 00:31:43 +01:00
Stéphane Adjemian (Charybdis)
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
Stéphane Adjemian (Charybdis)
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
Sébastien Villemot
1ae1b5ff20
Backporting bicgstab function from Octave 3.2 to Octave 3.0 ( closes #81 )
2010-02-17 18:40:52 +01:00
Stéphane Adjemian (Gpm)
10e92a8673
Merge branch 'master' of stepan@kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-02-17 18:29:44 +01:00
Stéphane Adjemian (Gpm)
de1ba423b5
Bug fixes.
2010-02-17 18:27:20 +01:00
Stéphane Adjemian (Gpm)
cbfd0fd562
Added estimation of the variance of the SMM estimator.
2010-02-17 17:48:43 +01:00
Stéphane Adjemian (Gpm)
b65178aadb
Added a function computing the gradient of a function (R^m -> R^n).
2010-02-17 17:33:52 +01:00
Stéphane Adjemian (Gpm)
f1b07fb789
Added a function computing the gap between simulated and sample moments.
2010-02-17 16:53:04 +01:00
Stéphane Adjemian (Gpm)
77570f40c7
Added mode options.optimization_routine==0 (no optimization, just read the optimization_path.mat file).
2010-02-17 16:20:37 +01:00
Sébastien Villemot
c1e7ade63e
get_variance_of_endogenous_variables.m: fixed error introduced in commit b9173a211f
2010-02-17 12:52:25 +01:00
Sébastien Villemot
9e2885d17f
Merge remote branch 'michel/master'
2010-02-17 12:51:20 +01:00
Sébastien Villemot
b9173a211f
get_variance_of_endogenous_variables.m:
...
* fixed bug when no unit root
* removed unused and never initialized second return argument
2010-02-17 12:02:17 +01:00
Sébastien Villemot
d6faa47807
Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates
2010-02-15 16:52:36 +01:00
JUILLARD Michel
9509a46497
corrected bug when all variables are stationary and u is empty
2010-02-15 14:17:02 +01:00
Stéphane Adjemian (Karaba)
44623a1d3f
Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze.
2010-02-13 19:19:57 +01:00
Marco Ratto
be510a4b93
bug fixes for use with octave for windows
2010-02-12 19:31:39 +01:00
Marco Ratto
0d2448c375
bug fix for use with octave for windows (filesep in place of '/')
2010-02-12 19:31:05 +01:00
Marco Ratto
c8568a7fb8
fixed bug: transpose after squeeze
2010-02-12 19:30:27 +01:00
Marco Ratto
cfda6bf6bb
added global variables needed
2010-02-12 18:01:53 +01:00
Marco Ratto
fd31489982
simplified screen output for parallel runs in octave
2010-02-12 18:00:16 +01:00
Marco Ratto
c4a6c47588
1) moved waitbar instances to core
...
2) new input argument parallel_info for masterparallel
3) force not closing slave (consecutive pm3 calls)
2010-02-12 17:54:52 +01:00
Marco Ratto
187e55739c
provisions for octave and small fixed bug
2010-02-12 17:53:43 +01:00
Marco Ratto
4b6d5f3357
provisions for octave
2010-02-12 17:46:12 +01:00
Marco Ratto
b9ae99d367
Several fixes:
...
1) moved all waitbar instances to core routines;
2) added IRUN argument for core1
3) added global variables for core2 and removed wrong definitions for local ones
2010-02-12 17:41:38 +01:00
Marco Ratto
1e31815805
New option parallel_info
2010-02-12 17:38:47 +01:00
Marco Ratto
7581960fb2
use of parallel info to redirect to masterParallelman when requested by the user
2010-02-12 17:38:15 +01:00
Marco Ratto
cb5fcdef10
New input parallel_info for masterparallel
2010-02-12 17:37:28 +01:00
Marco Ratto
e1b64eae1d
Unix new line format
2010-02-12 17:35:53 +01:00
Marco Ratto
bc4c342e6a
debugged nvar wrongly put in local vars for core
2010-02-12 17:27:29 +01:00
Marco Ratto
0764c03001
New utility to close remote slaves when using the options of leaving slaves open after finishing a job.
2010-02-12 17:25:58 +01:00
Marco Ratto
5bb4ff02bc
Added parallel_info argument to masterparallel
2010-02-12 17:24:24 +01:00
Marco Ratto
d6027ad50f
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare-ratto
2010-02-12 17:17:42 +01:00
Stéphane Adjemian (Charybdis)
a83c0e68c7
Bug fix and efficiency changes in smoothing routines.
2010-02-12 12:31:32 +01:00
Stéphane Adjemian (Karaba)
a828c3d2c1
Do not compute the harmonic mean estimator of the marginal density and various posterior
...
statistics if options_.mh_replic==0.
2010-02-11 14:26:30 +01:00
Marco Ratto
3cecfb0f22
More comments and traps
2010-02-10 18:53:16 +01:00
Marco Ratto
c76c0744ff
If only one chain, don't go parallel
2010-02-10 18:52:16 +01:00
Marco Ratto
060e36da1a
parallel version.
2010-02-10 18:51:07 +01:00
Marco Ratto
837399182c
parallelized pm3.
2010-02-10 18:47:20 +01:00
Marco Ratto
e2c38b4028
Parallel version of PosteriorIRF.m
2010-02-10 18:46:24 +01:00
Marco Ratto
c566613d6d
Bug fix: 'initialize' was always empty ...
2010-02-10 18:45:04 +01:00
Marco Ratto
e4afa02054
Use of new utility distributeJobs
2010-02-10 18:43:29 +01:00
Marco Ratto
f9bc14f02c
Utility to distribute jobs, used by masterparallel
2010-02-10 18:42:15 +01:00
Marco Ratto
184ca19317
Utility to get the number of CPU's in a computer
2010-02-10 18:41:08 +01:00
Marco Ratto
d62cd457ac
Utility to check that cluster works properly and can run a remote matlab session.
2010-02-10 18:39:16 +01:00
Stéphane Adjemian (Charybdis)
dcf49d606f
Added the possibility of computing hp-filtered simulated moments.
2010-02-10 14:20:28 +01:00
Michel Juillard
7019b382d7
added initialization of priodens.m in global_initialization.m
2010-02-08 11:15:14 +01:00
Michel Juillard
84aae713a6
explicit initialization of persistent variables in priordens.m
2010-02-06 14:43:16 +01:00
Stéphane Adjemian (Charybdis)
cc06f60ab2
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-02-05 23:21:10 +01:00
Stéphane Adjemian (Charybdis)
3f1fad9cd2
Added trap for cases where diffuse filters fail (replaced error messages by warning messages).
2010-02-05 23:18:08 +01:00
Sébastien Villemot
d244278adf
Fixed bug in dynasave (thanks to P. M. Lafourcade for reporting)
2010-02-05 16:54:00 +01:00
Stéphane Adjemian (Charybdis)
55c210ef47
Bug fix (fval is give by DsgeVarLikelihood if a dsge-var model is estimated) and cosmetic
...
changes (removed trap).
2010-02-04 21:36:21 +01:00
Michel Juillard
0c26e187b3
Merge branch 'master' of http://www.dynare.org/git/dynare
2010-02-04 16:34:53 +01:00
Michel Juillard
2e53bb0807
bug correction in mode_check when incomplete last page of plots
2010-02-04 16:30:19 +01:00
Stéphane Adjemian (Charybdis)
8878c10a75
Added a warning if the user put order>1 as an option in the estimation command.
2010-02-04 10:30:45 +01:00
stepan@charybdis
bfde3d2beb
Removed non linear kalman filter files.
2010-02-03 12:37:46 +01:00
ratto
c666b79001
trap for NaN's in mm and MM
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3390 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 14:03:28 +00:00
ratto
7a743a9594
Added partial correlation plots for reduced form model and moments;
...
warning of for the loop of normalized sensitivities;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3389 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 14:02:56 +00:00
sebastien
c44452d820
Fast deterministic simulations:
...
* when using "bytecode" without "block", enforce "stack_solve_algo=5"
* added a test for "bytecode" without "block" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3388 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 10:13:14 +00:00
ratto
3f8bc2b2a1
Added steady state to derivatives of LRE form.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3387 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 16:48:45 +00:00
ratto
234cc8ef7a
header
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3381 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 14:11:15 +00:00
ratto
966a1b4896
boxplot utility, used in identification.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3380 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 14:10:17 +00:00
ratto
a02dd60d1e
Modified version of parallel routines, with more sophisticated management of slave processes, which are not closed after the completion of each job but can stay in stand-by until a new job is assigned to them.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3379 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 13:18:15 +00:00
ratto
0378c80427
deleted a bit still linked to sshfs
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3378 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 13:11:17 +00:00
michel
f06b4e180a
4.2: fixed bug in k_order_pert.m for order == 1
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3376 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-25 14:52:48 +00:00
michel
ce7af53855
v4.2: changed vech functions names to avoid conflict with other toolboxes
...
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
ferhat
0efd5b1621
"bytecode" option can be used without "block" option
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
stepan
29fc9354ef
Adapted SMM for the estimation of variances.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3370 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-21 10:56:32 +00:00
stepan
397d531990
Bug fix. Variable use_dll_flag is not defined if remote computers are not used. Don't need to compile the
...
(dynamic model) mex file in this case.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3366 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-16 10:28:09 +00:00
stepan
46cf2ea243
* Bug fixes and cosmetic files in parallelized SMM.
...
* Bug fix in extended_path.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3365 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 15:45:07 +00:00
ratto
f8f8434977
removed useless comments
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3364 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 10:02:22 +00:00
ratto
f1795cb909
1) added ismac for MATLAB >= 7.4
...
2) some commenting added;
3) eliminated sshfs mounting
4) eliminate use of ifconfig, use hostname utility of linux/unix instead (still may not work for solaris environments?)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3363 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 10:01:21 +00:00
ratto
414ea4daf0
forced order=1
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3362 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:58:38 +00:00
ratto
94d215d73e
Modifications linked to previous commit:
...
Added first order moments
Added LRE analysis for trivial no-identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3361 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:58:09 +00:00
ratto
cda0f571b4
Added first order moments
...
Added LRE analysis for trivial no-identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3360 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:57:05 +00:00
ratto
a018e231de
distinguishing between noprint and nomoments/nocorr options
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3359 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:55:05 +00:00
stepan
c5cf610fdf
Removed persistent variable. Don't know if persistent variables are working as expected
...
with recursively called functions.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3354 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 10:14:55 +00:00
stepan
1b37985435
Added a generated mat file keeping track of the estimated parameters' values.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3347 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 16:36:36 +00:00
stepan
5f42e79bfc
Changed the code so that if we are not able to solve for the deterministic equilibrium path
...
at time t (even with the homotopic steps) then the size of the structural innovations is
reduced (at time t *only*). The advantage of this trick is that the seed of the random
number generator is not affected. The problem is that the structural innovations are now
heteroscedastic. Should add something to evaluate the importance of this heteroscedasticity problem.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3346 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 16:29:50 +00:00
stepan
77eec32811
Replaced disp() by error(). This condition (master running a job) is mandatory.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3345 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:58:45 +00:00
stepan
3ad3372f76
Correction of a bug introduced in the previous commit (3343).
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3344 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:53:57 +00:00
stepan
868ef77d89
Tests if master is running a job. Master has to run a job, otherwise we
...
cannot define a time limit for the evaluation of the objective function.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3343 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:49:31 +00:00
stepan
da8638ccc7
* Added the possibility to use the matlab's simplex routine for
...
minimizing the objective function.
* Added a test for the platform (parellelized version of SMM is
only implemented for linux).
* Added upper and lower bounds for the estimated parameters. A
penalty is defined when a vector of parameters does not satisfy
the upper and lower bounds.
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3342 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:33:23 +00:00
stepan
6d7c31de9b
The second output argument has to be non empty. flag is equal to zero if, for some reason,
...
the evaluation of the objective function failed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3339 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 23:27:43 +00:00
stepan
2fdc41ab36
Removed printed gradient.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3338 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 23:23:57 +00:00
stepan
2d8945939d
Commit 3335 was incomplete.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3337 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 23:10:14 +00:00
stepan
696e8ee140
Added a new input argument (epsilon) in gradient routines and csminwel.m. This parameter defines the length of the steps considered
...
by numgrad routines to compute the gradient. The default value (defined in global_initialization.m) for this parameter is 1e-6. The
value of epsilon is stored in options_.gradient_epsilon.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3335 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 16:51:33 +00:00
stepan
3c4d69ace2
* Efficiency change in numgrad (two, three and five points formulas) files. Do not evaluate the objective function at x, this is already
...
done in csminwel.m or in csminit.m.
* Fixed bug in the calling sequence of numgrad5.m (five points formula) in csminwel.m.
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3334 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 14:36:45 +00:00
stepan
139491219b
* Bug fixes.
...
* Simulated moments (computed by the slaves) are saved in ascii files instead of mat files.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3333 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 13:49:18 +00:00
stepan
8c89170cf6
Bug fixes and cosmmetic changes.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3330 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-09 15:46:55 +00:00
stepan
4beedc8f85
* Replaced file system matlab commands by unix commands.
...
* Added (missing) call to dynare_config for each slave.
* Other bug fixes.
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3329 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-09 00:40:10 +00:00
stepan
c2e3aa8f58
Bug fix.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3328 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:42:38 +00:00
stepan
6a9624a78b
* Added missing definition of the hostname in smm_objective.m.
...
* Fixed bug related to the name of the remote computer in smm_objective.m.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3327 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:39:10 +00:00
stepan
f8dc2e4c0a
Fixed a bug related to the number of slaves per remote computer.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3326 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:33:31 +00:00
stepan
0787ea0201
Fixed bug related to the default seed on the slaves.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3325 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:30:44 +00:00
stepan
76c736275c
Fixed ssh forwarding of the authentication key (added -A option).
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3324 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:20:08 +00:00
stepan
7c17ab9cca
Added parallelized Simulated Moments Method (to be tested).
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3323 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:14:50 +00:00
ratto
16794e4ec9
Updated version following new revision of dsgelikelihood.m
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3318 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 10:06:21 +00:00
sebastien
e7adf28fbd
A few more copyright fixes
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3316 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 09:54:43 +00:00
sebastien
129b6fe060
Fixed a few copyright dates
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3315 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 09:48:23 +00:00
sebastien
e1ac48414c
Fixed RMSE in bvar_forecast
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3313 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 09:31:57 +00:00
fred
d8f13d4dae
SIS = standard particular filter
...
_2 = variation around mat var-cov calculations
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3312 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 08:21:57 +00:00
stepan
301c840ace
Adapted csminwel calling sequence to match the previous commit.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3311 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 14:54:27 +00:00
stepan
961b539dfd
Removed dataset from the inputs (only one field of this structure was used).
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3310 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 14:49:31 +00:00
stepan
1b3dce7d1b
Added files for SMM estimation.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3309 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 14:38:32 +00:00