Commit Graph

1076 Commits (fb3899018e2f6342caf9b4a395f542da76f7136a)

Author SHA1 Message Date
adjemian fb3899018e + Added trace plots.
+ Correction of a bug related to ferhat's recent commits (options_.model_mode has to be declared somewhere).

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2013 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 11:44:26 +00:00
adjemian 7ab0fab21c Added missing semi colon.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2012 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 11:19:04 +00:00
adjemian 4580290dae Bug correction related to initialization of deterministic simulations (i forgot to commit this file).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2011 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 10:13:10 +00:00
ferhat 6a3d20452b Minor corrections:
- Bug in check.m with model without sparse options
- Display in simulate.dll
- "Model_InfoStatement" renamed "Model_InfoStatement" in ComputingTasks

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2010 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-29 12:31:25 +00:00
adjemian a9be2e5f13 Added Independent Metropolis Hastings and multivariate student as an alternative to multivariate normal for the proposal distribution. The default posterior sampling algorithm is random walk metropolis with a gaussian proposal distribution.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2009 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:38:07 +00:00
ferhat 2bc10facd6 update of model used to test sparse model
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2008 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:23:17 +00:00
ferhat 3f047dab9c - Bugs and memory leak correction
- implementation of model_info command

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2007 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:20:34 +00:00
ferhat 08688fd7f3 Check command compatible with sparse model
- New version of dr1.m (dr1_sparse.m & dr11_sparse.m) to handling sparse model (dr1_sparse and dr11_sparse could replace dr1.m)
- model_info command to describe the block structure of the model 
- transition_matrix.m modified to be compatible with sparse model



git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2006 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:18:09 +00:00
michel fcfb2fb578 functions return E_t Y_t in atilde
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2005 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-26 12:18:00 +00:00
michel 999d95cb7e a is E_t Y_t and a1 is E_t Y_{t+1}; function returns a
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2004 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-26 12:17:16 +00:00
adjemian 0d01f1b3e1 Informations about the deterministic simulations (number of iterations, error,...) are saved in oo_ (usefull for homotopic approach).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2003 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:22:28 +00:00
adjemian 70acbdb89f Removed a useless global (dsge_prior_weight)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2002 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:17:25 +00:00
adjemian 469eb87f40 Cosmetic change for Junior.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2001 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:09:49 +00:00
michel 26038a6df7 fixing bugs in prior_posterior_statistics.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2000 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:59:46 +00:00
michel 842fc6631b fixing bug for ML estimation when no priors are available
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1999 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:59:08 +00:00
michel f6019fe5ab updating dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1998 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:58:30 +00:00
michel 662cdea02d add an upper bound to loops in VariableTable::computeDynJacobianCols()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1997 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:57:21 +00:00
michel 36ad3d293b fixing bug related to exogenous deterministic variables in forecast
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1996 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:04:06 +00:00
sebastien 2a7ee3d056 v4 preprocessor:
* DynareBison.yy: added missing declaration of MODEL_INFO as a token
* various cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1995 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 16:45:39 +00:00
ferhat f18859fef2 - Bugs corrections in deterministic simulation with sparse option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1994 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 15:09:01 +00:00
ferhat 3bcff08e87 - Bugs corrections in deterministic simulation with sparse option
- Check allowed with sparse option
- New command "MODEL_INFO" providing informations about the block structure of the model
- Memory leak corrections

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1993 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 15:06:36 +00:00
michel 4f3d871b77 fixing posterior analysis output. filtered_vars and step_ahead_filter still don't work correctly
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1992 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 19:30:55 +00:00
michel 1a1281bd07 updating dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1991 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 15:14:31 +00:00
sebastien ba45419c70 v4 preprocessor:
* fixed bug related to column numbering of exogenous variables in dynamic jacobian
* gave more explicit names to some methods in VariableTable, and other cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1990 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 10:54:20 +00:00
sebastien c5069d1896 v4 preprocessor: removed unnecessary round() before call to sec2hms()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1989 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-24 10:41:46 +00:00
george 8a5450638d Commenting out a line as a temporary fix for a missing function filtered_values:
> Error in ==> DsgeSmoother at 253:
>   oo_.NewFilteredVariables = QT*filtered_values(data1,ahat,P,T,Z);


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1986 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-08 07:37:01 +00:00
sebastien b3470f646f v4 prior_bounds.m: small simplification
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1985 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 14:12:31 +00:00
sebastien 19e9bb3bd1 v4 draw_prior_density.m:
* factorized code for PDFs
* multiplied by 10 the truncation for inv gamma type 2 (so as to mimic the truncation for inv gamma type 1)
* various cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1984 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 13:31:33 +00:00
sebastien b61c9e6a69 v4 matlab:
* added preprocessor support for inverse gamma of type 2
* added support for this distribution in prior_bounds.m and rndprior.m
* other cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1983 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 10:48:04 +00:00
sebastien a5b3c829d8 v4 matlab: replaced CDF and quantile functions of the beta by GPL'd ones
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1982 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:52:45 +00:00
sebastien 7c25303258 v4 matlab:
* replaced CDF, PDF, quantile functions of the gamma by a GPL'd one
* replaced quantile function of the chi-square by a GPL'd one


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1981 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:40:36 +00:00
sebastien f76badf151 v4 matlab: rreplaced beta_rnd.m and gamm_rnd. by GPL'ed custom ones
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1980 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-05 09:07:02 +00:00
sebastien 8bef1f0399 v4 matlab:
* replaced dnorm, pnorm and qnorm by GPL alternatives in distributions/
* only add distributions/ to the path if under Matlab without Statistics toolbox


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1979 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-04 13:33:57 +00:00
sebastien 4bd6b02ec9 v4 matlab/sec2hms.m: replaced it by a custom version
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1978 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-02 12:54:36 +00:00
sebastien 47a4d91700 v4 matlab:
* fixed copyright headers of remaining files
* deleted old ChangeLog


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1977 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 18:53:30 +00:00
sebastien dbe05bd9c8 v4 matlab: added copyright notice to C. Sims' files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1976 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 13:28:14 +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
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
sebastien c633f68b12 v4 mex/sources: added copyright+license header to all remaining files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1973 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-31 09:10:29 +00:00
sebastien 7d17a4a0fe v4 manual.xml:
* added description of options to "dynare" command
* began description of valid mathematical expressions (inside and outside model block)
* various minor changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1972 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-30 17:04:14 +00:00
george d04b93ff20 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1971 ac1d8469-bf42-47a9-8791-bf33cf982152 2008-07-30 16:13:55 +00:00
george e6145727ad Added LaTex version of the AIM documentation in doc/AIM subdirectory.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1970 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-29 19:26:49 +00:00
george 4725a7a86d AIM Documentation in html and compressed mht formats
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1969 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-29 13:31:11 +00:00
george 3bf9d8d487 Corrected and commented out the penalty power on info(2) because penalty power is already raised in DR1.m and resol respectively.
GP July'08

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1968 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 10:15:27 +00:00
george 827261166c Added use of G Anderson AIM - see Readme.txt in the new AIM subdirectory.
DR1 tries to invoke AIM if options_.useAIM == 1 is set.
for start, options_.useAIM = 0 is set by default in global_initialization.m so that system uses mjdgges by default. 
If AIM is to be used, options_.useAIM = 1 needs to be set either in the model <>.mod file, before invoking, estimate and/or stoch_simul, or by issuing appropriate command for estimate and/or stoch_simul. 

However, if other exceptions occur and aimcode is higher than 5, the system resets options_.useAIM = 0 tries to use mjdgges instead.

GP July '08

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1967 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:53:36 +00:00
george bee92a9714 The path to the AIM directory is added by dynare_config.m
for start, options_.useAIM = 0 is set by default in global_initialization.m so that system uses mjdgges by default. 

If AIM is to be used, options_.useAIM = 1 needs to be set either in the model <>.mod file, before invoking, estimate and/or stoch_simul, or by issuing appropriate command for estimate and/or stoch_simul. 
GP July '08

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1966 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:46:07 +00:00
george 8225da0e7e git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1965 ac1d8469-bf42-47a9-8791-bf33cf982152 2008-07-28 09:42:22 +00:00
michel c9cf49e30b options_.nk default is now set to 1
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1963 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-26 14:15:21 +00:00
adjemian 6b0ba30fb9 Bug correction.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1962 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-25 08:26:20 +00:00
michel 6ff7605f58 added missing semicolon
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1960 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-21 20:20:53 +00:00