f8f57d8d8c
preprocessor: added missing header
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3391 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-28 14:18:40 +00:00
c666b79001
trap for NaN's in mm and MM
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3390 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 14:03:28 +00:00
7a743a9594
Added partial correlation plots for reduced form model and moments;
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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
c44452d820
Fast deterministic simulations:
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* 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
3f8bc2b2a1
Added steady state to derivatives of LRE form.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3387 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 16:48:45 +00:00
234cc8ef7a
header
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3381 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 14:11:15 +00:00
966a1b4896
boxplot utility, used in identification.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3380 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 14:10:17 +00:00
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.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3379 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 13:18:15 +00:00
0378c80427
deleted a bit still linked to sshfs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3378 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-26 13:11:17 +00:00
f06b4e180a
4.2: fixed bug in k_order_pert.m for order == 1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3376 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-25 14:52:48 +00:00
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
b5727e0658
Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00
0efd5b1621
"bytecode" option can be used without "block" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
98de32dfcb
build_matlab: fix for 64-bit Mac (thanks to Jacob Smith for reporting)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3371 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 09:14:09 +00:00
29fc9354ef
Adapted SMM for the estimation of variances.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3370 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-21 10:56:32 +00:00
cda4f57a7c
build_matlab.m: add support for 64-bit Mac Intel
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3368 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-19 11:21:58 +00:00
77897d691e
expectation conditional on a restricted information set
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-18 22:08:44 +00:00
397d531990
Bug fix. Variable use_dll_flag is not defined if remote computers are not used. Don't need to compile the
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(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
46cf2ea243
* Bug fixes and cosmetic files in parallelized SMM.
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* 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
f8f8434977
removed useless comments
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3364 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 10:02:22 +00:00
f1795cb909
1) added ismac for MATLAB >= 7.4
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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
414ea4daf0
forced order=1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3362 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:58:38 +00:00
94d215d73e
Modifications linked to previous commit:
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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
cda0f571b4
Added first order moments
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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
a018e231de
distinguishing between noprint and nomoments/nocorr options
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3359 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:55:05 +00:00
4a3709da09
Minor fixes to build system and license notices
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3356 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:59 +00:00
4d50db71dd
Fix example test file: it fails with Netlib BLAS (but succeeds with ATLAS), because of a near-singularity
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3355 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:30 +00:00
c5cf610fdf
Removed persistent variable. Don't know if persistent variables are working as expected
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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
366ee2212c
Fix omitted words in license file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3352 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-12 11:34:34 +00:00
007534b401
Update license file to better fit the standard
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3350 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-12 11:27:49 +00:00
92e60d612d
Update license file to new version of the spec
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3348 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-12 11:06:54 +00:00
1b37985435
Added a generated mat file keeping track of the estimated parameters' values.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3347 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 16:36:36 +00:00
5f42e79bfc
Changed the code so that if we are not able to solve for the deterministic equilibrium path
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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
77eec32811
Replaced disp() by error(). This condition (master running a job) is mandatory.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3345 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:58:45 +00:00
3ad3372f76
Correction of a bug introduced in the previous commit (3343).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3344 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 13:53:57 +00:00
868ef77d89
Tests if master is running a job. Master has to run a job, otherwise we
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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
da8638ccc7
* Added the possibility to use the matlab's simplex routine for
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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
5dbb4fa131
Reference manual: mention the need to install something for compiling MEX files with Octave/Linux
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3340 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 10:49:52 +00:00
6d7c31de9b
The second output argument has to be non empty. flag is equal to zero if, for some reason,
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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
2fdc41ab36
Removed printed gradient.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3338 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 23:23:57 +00:00
2d8945939d
Commit 3335 was incomplete.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3337 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 23:10:14 +00:00
2377c18e13
Fixed a bug introduced in commit 3319 (trunk). If my understanding is correct, some parenthesis
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were missing in the IF condition (causing a preprocessor error).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3336 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 21:35:32 +00:00
696e8ee140
Added a new input argument (epsilon) in gradient routines and csminwel.m. This parameter defines the length of the steps considered
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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
3c4d69ace2
* Efficiency change in numgrad (two, three and five points formulas) files. Do not evaluate the objective function at x, this is already
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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
139491219b
* Bug fixes.
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* 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
b52ab3efcf
Build system fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3331 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 10:59:02 +00:00
8c89170cf6
Bug fixes and cosmmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3330 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-09 15:46:55 +00:00
4beedc8f85
* Replaced file system matlab commands by unix commands.
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* 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
c2e3aa8f58
Bug fix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3328 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 17:42:38 +00:00
6a9624a78b
* Added missing definition of the hostname in smm_objective.m.
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* 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
sebastien
ratto
michel
ferhat
stepan
houtanb