Commit Graph

16 Commits (f908d64d9ec1a63b567a736c6c22ae7bda75c248)

Author SHA1 Message Date
Sébastien Villemot c121aa14b1 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
Replace them by equivalents in M_ (and an extra one: M_.dynamic).

IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.

We now have the following indentities:

M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Michel Juillard 22d5bd16cf removed useless auxiliary variables from call to kalman_transition_matrix() 2011-01-26 21:24:46 +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
JUILLARD Michel 9509a46497 corrected bug when all variables are stationary and u is empty 2010-02-15 14:17:02 +01:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
michel f5920bbc34 v4: correcting bug related to nonstationary variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2850 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-21 11:52:35 +00:00
stepan ba080ab910 v4.1:: Changes related to lyapunov_symm.
+ Fixed a bug introduced in the previous commit.
+ Added a threshold parameter for the complex blocks in the upper
triangular matrix T in lyapunov_symm.m (new field in options_)
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2414 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 14:16:10 +00:00
sebastien 9f5beff89e v4 matlab: fixed remaining copyright headers (those files which are in the CR+LF endline convention)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1975 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 13:08:13 +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
assia 105f1f81a4 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1662 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-29 13:25:26 +00:00
michel 1f56e496b1 v4: corrected osr
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@924 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-21 15:48:01 +00:00
michel 899eb27dff v4 get_variance_of_endogenous_variables.m: changed calling arguments
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@913 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 13:44:14 +00:00
michel f998aef46c v4: correction of computation of variances in models with unit roots
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@912 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 12:20:28 +00:00