6c7fcaa567
correction of a bug related to the names of the shocks and measurement errors when mh_replic = 0 and load_mh_file = 1
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1166 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 09:03:41 +00:00
ee75bf6a58
load oo_ from _results.mat if mh_replic = 0 and load_mh_file
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1165 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 08:58:07 +00:00
863680fb4d
yet another bug correction
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1164 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-24 13:29:14 +00:00
ee4ced27b0
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1163 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 18:58:37 +00:00
eed9b1b335
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1162 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 18:11:34 +00:00
f9d57f9389
Initialization of options_ in global_initialization (dynare_estimation+stoch_simul)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1161 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:34:54 +00:00
a5b243b32c
Bug correction related to the case where mh_replic=0 and load_mh_file=1 (oo_ is saved after marginal_density.m and GetPosteriorParametersStatistcs.m)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1160 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:32:36 +00:00
8de9d8b5cb
initialization of options_ in global_initialization.m.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1159 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:22:29 +00:00
bc90be074a
qr2.m was missing !
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1158 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:40:05 +00:00
bcedf81d59
do not compute posterior moment and densities when mh_replic = 0 and load_mh_file = 1.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1157 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:34:44 +00:00
c5b8c596f2
do not compute the marginal density (harmonic mean estimator) when mh_replic = 0 and load_mh_file = 1
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1156 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:33:59 +00:00
a4670516c5
Correction of a bug related to the number of lines per mh file.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1155 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 20:34:45 +00:00
5275ba88e0
correction of a bug related to metropolis.log.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1154 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 13:53:31 +00:00
6e4577326d
v4: union function exists in Matlab
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1153 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 13:10:28 +00:00
5b17081b2b
v4 parser.src: corrected bug in EstimatedParamStatement::WriteOutput
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1151 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-13 21:10:16 +00:00
4afa566652
v4 dr1.m: bug correction in unrolling kron
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1150 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-11 09:22:22 +00:00
0c16f52806
v4 parser:
...
* reshaped DataTree/ModelTree using a more object-oriented approach
* improved expression sharing algorithm (temporary terms in output files), resulting in smaller output files for big models
* optimized performance (both in computing time and memory consumption)
* bugfix: the expressions stored in local parameters of models (pound expressions) are now derived
* bugfix: cosh(0) = 1
* removed some useless parentheses in output
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1148 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-09 19:00:05 +00:00
7417d18014
v4 dr1.m: bug correction to kron unrolling
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1144 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-08 11:00:02 +00:00
de3460760f
v4 dr1.m: checking size of all call to kron (except deterministic shock part);
...
unrolling kron() in each case when necessary
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1143 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-08 10:14:30 +00:00
348bfca62b
v4 resol.m: bug fixing
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1142 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 16:21:15 +00:00
f67d00cd34
v4 parser: corrected Hessian when declared exogenous variables aren't all present in the model;
...
add VariableTable::get_dyn_var_nbr()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1141 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 11:29:32 +00:00
20ac65e1fe
v4 resol.m: ..._steadystate.m takes prioru\ity even for a linear model
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1140 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 11:04:30 +00:00
85a34d8046
v4 resol.m: changed options_.olr in options_.ramsey_policy
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1139 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 10:37:22 +00:00
3773ad9cc3
v4 parser: used initializer to initialize ModelTree::eq_nbr
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1138 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-05 19:56:39 +00:00
00a6328877
v4 ramsey_dynamic.m: bug correction
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1137 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-05 19:37:00 +00:00
7d1a90e607
v4 McMCDiagnostics.m: corrected bug with size of tmp
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1136 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 22:26:32 +00:00
7793bc700f
v4 parser: added initialization of eq_nbr=0 in ModelTree::ModelTree()
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1135 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 22:25:39 +00:00
1497fa98f0
v4: added initialization of options_.ramsey_policy
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1134 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 17:03:41 +00:00
77cdcce658
v4: adding Ramsey policy to parser;
...
changes to Ramsey policy Matlab code
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1133 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 14:42:27 +00:00
e3bb760692
v4 parser: made OperatorTable static
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1132 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-02 15:43:18 +00:00
6b761cf937
v4 parser: added option mh_revover
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1131 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-26 09:23:01 +00:00
637ca0f86e
v4 parser DynareFlex/DynareBison: removed unused tokens and other minor cosmetic changes
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1130 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-22 11:42:31 +00:00
04879d31f3
MH log file (metropolis.log)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1129 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-19 17:45:34 +00:00
682ef48fdd
Allow Dynare to recover a crashed mh.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1128 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-19 11:29:28 +00:00
022ddd81ba
v4 parser ParsingDriver: reintroduce check for existence of symbol in expressions
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1127 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-18 23:50:18 +00:00
5bbd779bab
v4 parser:
...
* added planner_objective statement, which triggers the creation of filename_objective_static.m
* added computing pass
* added the possibility of writing the hessian in static output file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1126 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-18 23:28:52 +00:00
0f9ed33f7d
v4 parser: removed ModelParameters class, and moved its components to the relevant places
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1125 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-18 11:29:10 +00:00
927da0e42a
v4: added code for Ramsey policy
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1124 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-17 15:01:20 +00:00
d035175627
v4 parser: 'check' is also a computing task
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1123 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-17 14:59:39 +00:00
f3c3e6d71d
v4 dr1.m: use derivatives w.r. to exogenous variables only for the solution of models with exogenous variables and not for only computing the eigenvalues.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1122 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-16 08:59:09 +00:00
c445ce3a98
v4 parser:
...
* added a computing pass
* ModelTree:
- separated checking pass, computing pass, and output writing
- reorganized static and dynamic model file output code
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1121 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-15 17:31:31 +00:00
73d3e17540
v4 parser:
...
* added an embryonic checking pass after parsing
* modified the decision of which derivatives to compute:
- if a simul statement is present, compute the jacobian vs endogenous variables only, and no hessian
- if a stoch_simul/estimation/olr/osr statement is present, compute the jacobian vs all variables, plus the hessian
- if the two previous conditions are simultaneously fulfilled, abort with an error
- if none of these two conditions are fulfilled, abort with an error (nothing to compute)
* fixed a minor bug with the size of the jacobian matrix when computing it only vs endogenous variables
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1120 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-15 11:44:58 +00:00
47ae595059
Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF.
...
Added : Posterior IRFs for BVAR-DSGE, conditional forecasts
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1119 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-15 11:37:24 +00:00
be18e12a43
v4 parser VariableTable:
...
* cleaned and simplified the code
* incorporated VariableTable as a private member of DataTree/ModelTree
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1118 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-14 22:19:39 +00:00
4f9e8a6e27
v4 parser:
...
* clearly separated the parsing process from the output writing, using an abstract intermediary representation of the mod file
* created the Statement class, and its derivatives, for that purpose
* fixed bug with "corr" statements in "shocks" blocks (variables indexes given to matlab were incorrect)
* fixed bug with "optim" option of "estimation" (this option was not passed to matlab)
* fixed bug with "dynatype" and "dynasave" (variable list was not passed correctly to matlab)
* fixed bug with "calib" and "calib_var" (they were unusable because of flex misspecification)
* fixed segmentation fault with "estimated_params_bound" and "estimation_params_init"
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1117 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-12 11:54:30 +00:00
9337cdef34
v4 dynare_estimation.m: corrected bug in bayestopt_.restrict_var_list_nonstationary
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1114 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-01 20:46:51 +00:00
09c165f386
v4 parser: fixed bug related to non-associativity of POWER operator
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1113 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-28 15:14:14 +00:00
f84feddb02
v4 parser: added missing tokens in DynareFlex.ll; added error message for unrecognized characters; fixed minor bugs in DynareBison.yy
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1112 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-28 14:26:06 +00:00
4e324b8410
v4 parser DynareFlex.ll: adding missing pound (#) token; removed catch-all rule
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1111 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-28 13:39:04 +00:00
d5ac5b1fbd
v4 parser: created ModFile class, which is the abstract representation of a mod file; removed all static variables
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1110 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-28 11:56:02 +00:00
adjemian
michel
sebastien