CheckPath | 06-03-2005 |
CreateBenchmark | stephane.adjemian@cepremap.cnrs.fr [12-06-2004] |
CutSample | stephane.adjemian@ens.fr [09-09-2005] |
DiffuseKalmanSmoother1 | modified by M. Ratto: |
DiffuseKalmanSmoother3 | function [a,etahat,a1, aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf) |
DiffuseKalmanSmootherH1 | modified by M. Ratto: |
DiffuseKalmanSmootherH3 | Modified by M. Ratto |
DiffuseKalmanSmootherH3corr | stephane.adjemian@cepremap.cnrs.fr [09-16-2004] |
DiffuseLikelihood1 | M. Ratto added lik in output |
DiffuseLikelihood3 | M. Ratto added lik in output [October 2005] |
DiffuseLikelihoodH1 | M. Ratto added lik in output |
DiffuseLikelihoodH3 | M. Ratto added lik in output [October 2005] |
DiffuseLikelihoodH3corr | stephane.adjemian@cepremap.cnrs.fr [12-13-2004] |
DsgeLikelihood | stephane.adjemian@cepremap.cnrs.fr [09-07-2004] |
DsgeSmoother | stephane.adjemian@cepremap.cnrs.fr [09-07-2004] |
GetAllPosteriorDraws | stephane.adjemian@ens.fr [09-09-2005] |
GetOneDraw | stephane.adjemian@ens.fr [09-25-2005] |
GetPosteriorParametersStatistics | stephane.adjemian@ens.fr [09-09-2005] |
InitSeed | stephane.adjemian@cepremap.cnrs.fr [12-02-2004] |
LPTAU | |
MakeAllFigures | stephane.adjemian@cepremap.cnrs.fr [02-04-2005] |
McMCDiagnostics | stephane.adjemian@ens.fr [06-04-2005] |
PlotPosteriorDistributions | stephane.adjemian@ens.fr [09-09-2005] |
PosteriorIRF | stephane.adjemian@ens.fr [09-25-2005] |
PosteriorSmoother | stephane.adjemian@ens.fr [09-25-2005] |
ReshapeMatFiles | Reshape and sort (along the mcmc simulations) the mat files generated |
UnivariateSpectralDensity | stephane.adjemian@ens.fr |
asamin | ASAMIN A gateway function to Adaptive Simulated Annealing (ASA) |
beta_rnd | PURPOSE: random draws from the beta(a,b) distribution |
bfgsi | H = bfgsi(H0,dg,dx) |
bicgstab | |
bksup | Copyright (C) 2001 Michel Juillard |
bksup1 | Copyright (C) 2001 Michel Juillard |
bksupk | |
bseastr | Copyright (C) 2001 Michel Juillard |
calib | |
calib_obj | targets and iy order: 1) variances 2) correlations |
calib_obj2 | targets and iy order: 1) variances 2) correlations |
check | Copyright (C) 2001 Michel Juillard |
check_mh | |
check_model | |
compDist | |
csminit | [fhat,xhat,fcount,retcode] = csminit(fcn,x0,f0,g0,badg,H0,... |
csminwel | [fhat,xhat,ghat,Hhat,itct,fcount,retcodehat] = csminwel(fcn,x0,H0,grad,crit,nit,varargin) |
cumplot | function h =cumplot(x) |
datatomfile | Copyright (C) 2001 Michel Juillard |
dbeta | DBETA The beta density function |
dcompare | Copyright (C) 2001 Michel Juillard |
dgamma | DGAMMA The gamma density function |
disp_dr | Copyright (C) 2001 Michel Juillard |
disp_moments | Copyright (C) 2001 Michel Juillard |
disp_th_moments | Copyright (C) 2001 Michel Juillard |
dlognorm | DLOGNORM The log-normal density function |
dnorm | DNORM The normal density function |
dr1 | Copyright (C) 2001 Michel Juillard |
dr11 | Copyright (C) 2001 Michel Juillard |
dr2 | Copyright (C) 2001 Michel Juillard |
draw_prior_density | stephane.adjemian@ens.fr [07-15-2004] |
dsample | Copyright (C) 2001 Michel Juillard |
dy_date | |
dyn2vec | Copyright (C) 2001 Michel Juillard |
dynare | Copyright (C) 2001 Michel Juillard |
dynare_MC | |
dynare_estimation | |
dynare_resolve | |
dynare_sensitivity | copyright Marco Ratto 2006 |
dynare_solve | Copyright (C) 2001 Michel Juillard |
dynasave | Copyright (C) 2001 Michel Juillard |
dynatype | Copyright (C) 2001 Michel Juillard |
f_var | |
fbeta | must restrict p2 such that a>0 and b>0 .... |
ff1_ | Copyright (C) 2001 Michel Juillard |
ffill | Copyright (C) 2001 Michel Juillard |
fgamma | |
figamm | |
filt_mc_ | copyright Marco Ratto 2006 |
fnorm | |
forcst | |
ftest | Copyright (C) 2001 Michel Juillard |
gamm_rnd | PURPOSE: a matrix of random draws from the gamma distribution |
gcompare | Copyright (C) 2001 Michel Juillard |
gendata | [y,epsilon,alpha,eta] = gendata(T, ssf, a0) |
generalized_cholesky | proc gmchol(A); |
generalized_cholesky2 | /* |
get_the_name | stephane.adjemian@cepremap.cnrs.fr [07-13-2004] |
global_initialization | |
hessian | Copyright (C) 2001 Michel Juillard |
hessian_sparse | Copyright (C) 2001 Michel Juillard%% computes second order partial derivatives% uses Abramowitz and Stegun (1965) formulas 25.3.24 and 25.3.27 p. 884function hessian_mat = hessian_sparse(func,x,varargin)global options_func = str2func(func);n=size(x,1);%h1=max(abs(x),options_.gstep*ones(n,1))*eps^(1/3);h1=max(abs(x),sqrt(options_.gstep)*ones(n,1))*eps^(1/6);h_1=h1;xh1=x+h1;h1=xh1-x;xh1=x-h_1;h_1=x-xh1;xh1=x;f0=feval(func,x,varargin{:});nf = size(f0,1);f1=zeros(nf,n);f_1=f1;for i=1:n xh1(i)=x(i)+h1(i); f1(:,i)=feval(func,xh1,varargin{:}); xh1(i)=x(i)-h_1(i); f_1(:,i)=feval(func,xh1,varargin{:}); xh1(i)=x(i); i=i+1;endxh_1=xh1;hessian_mat = spalloc(nf,n*n,3*nf*n);for i=1:n if i > 1 k=[i:n:n*(i-1)]; hessian_mat(:,(i-1)*n+1:(i-1)*n+i-1)=hessian_mat(:,k); end hessian_mat(:,(i-1)*n+i)=sparse((f1(:,i)+f_1(:,i)-2*f0)./(h1(i)*h_1(i))); temp=f1+f_1-f0*ones(1,n); for j=i+1:n xh1(i)=x(i)+h1(i); xh1(j)=x(j)+h_1(j); xh_1(i)=x(i)-h1(i); xh_1(j)=x(j)-h_1(j); hessian_mat(:,(i-1)*n+j)=sparse(-(-feval(func,xh1,varargin{:})-feval(func,xh_1,varargin{:})+temp(:,i)+temp(:,j))./(2*h1(i)*h_1(j))); xh1(i)=x(i); xh1(j)=x(j); xh_1(i)=x(i); xh_1(j)=x(j); j=j+1; end i=i+1;end% 10/03/02 MJ used the 7 points formula |
indnv | Copyright (C) 2001 Michel Juillard |
initial_estimation_checks | |
initvalf_ | |
inverse_gamma_specification | |
irf | |
kalman_filter | SYNOPSIS |
kalman_smoother | SYNOPSIS |
kalman_transition_matrix | makes transition matrices out of ghx and ghu for Kalman filter |
kernel_density_estimate | % This function aims at estimating a continuous density. A kernel density |
lnsrch | Copyright (C) 2001 Michel Juillard |
lnsrch1 | Copyright (C) 2001 Michel Juillard |
lpdfbeta | log BETA PDF |
lpdfgam | log GAMMA PDF |
lpdfgbeta | log (generalized) BETA PDF |
lpdfig1 | log INVERSE GAMMA (type 1) |
lpdfig2 | log INVERSE GAMMA (type 2) |
lpdfnorm | LPDFNORM The log of the normal density function |
lptauSEQ | [lpmat] = lptauSEQ(Nsam,Nvar) |
lyapunov_symm | solves x-a*x*a'=b for b (and then x) symmetrical |
make_ex_ | Copyright (C) 2001 Michel Juillard |
make_y_ | Copyright (C) 2001 Michel Juillard |
marginal_density | stephane.adjemian@ens.fr [09-09-2005] |
matrictint | function w=matrictint(S,XXi,T) |
mcompare | Copyright (C) 2001 Michel Juillard |
metropolis | stephane.adjemian@ens.fr [09-02-2005] |
metropolis_draw | |
mgnldnsty | function w=mgnldnsty(ydata,lags,xdata,breaks,lambda,mu,mnprior,vprior,train,flat) |
mh_optimal_bandwidth | % This function gives the optimal bandwidth parameter of a kernel estimator |
mj_qgamma | MJ_QGAMMA The gamma inverse distribution function |
mode_check | |
mr_gstep | Copyright (C) 2005 Marco Ratto |
mr_hessian | Copyright (C) 2004 Marco Ratto |
my_ordeig | |
my_subplot | spreads subplots on several figures according to a maximum number of |
newrat | |
numgrad | function [g badg] = numgrad(fcn,xvarargin) |
olr | Copyright (C) 2001 Michel Juillard |
olr1 | Copyright (C) 2001 Michel Juillard |
olr2 | Copyright (C) 2003 Michel Juillard |
osr | Copyright (C) 2001 Michel Juillard |
osr1 | |
osr_obj | the beginning and the end of this function may be adapted by the userx |
p2toperc | |
pgamma | PGAMMA The gamma distribution function |
plot_priors | stephane.adjemian@cepremap.cnrs.fr [07-31-2004] |
pltorg | stephane.adjemian@cepremap.cnrs.fr [06-07-2004] |
pnorm | PNORM The normal distribution function |
posterior_density_estimate | % |
posterior_distribution | stephane.adjemian@cepremap.cnrs.fr [07-15-2004] |
posterior_moments | stephane.adjemian@ens.fr [09-09-2005] |
print_info | Copyright (C) 2005 Michel Juillard |
prior_bounds | |
priordens | This procedure computes a prior density for |
qbeta | QBETA The beta inverse distribution function |
qchisq | QCHISQ The chisquare inverse distribution function |
qgamma | QGAMMA The gamma inverse distribution function |
qnorm | QNORM The normal inverse distribution function |
qzdiv | from Chris Sims web site |
qzswitch | from Chris Sims web site |
read_variables | Copyright (C) 2005 Michel Juillard |
recursive_moments | stephane.adjemian@cepremap.cnrs.fr [02-03-2005] |
resid | Copyright (C) 2001 Michel Juillard |
resol | Copyright (C) 2001 Michel Juillard |
resol1 | Copyright (C) 2001 Michel Juillard |
rfvar3 | function var=rfvar3(ydata,lags,xdata,breaks,lambda,mu) |
rndprior | |
rows | |
rplot | Copyright (C) 2001 Michel Juillard |
sec2hms | function [hour, minute, second] = sec2hms(sec) |
selif | Copyright (C) 2001 Michel Juillard |
set_all_parameters | |
set_default_option | |
set_parameters | |
set_prior | |
set_shocks | Copyright (C) 2003 Michel Juillard |
set_state_space | Copyright (C) 2001 Michel Juillard |
sim1 | Copyright (C) 2001 Michel Juillard |
simk | Copyright (C) 2001 Michel Juillard |
simul | Copyright (C) 2001 Michel Juillard |
simult | Copyright (C) 2001 Michel Juillard |
simult_ | Copyright (C) 2001 Michel Juillard |
smirnov | Smirnov test for 2 distributions |
solve1 | Copyright (C) 2001 Michel Juillard |
stab_map_ | |
stab_map_1 | function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname) |
stab_map_2 | function stab_map_2(x,alpha2,istab,fnam) |
stab_map_marginal | function stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, ipar, dirname) |
steady | Copyright (C) 2001 Michel Juillard |
steady_ | Copyright (C) 2001 Michel Juillard |
stoch_simul | Copyright (C) 2001 Michel Juillard |
sylvester3 | solves a*x+b*x*c=d |
sylvester3a | solves iteratively ax+bxc=d |
table | Copyright (C) 2002 Michel Juillard |
th_autocovariances | Copyright (C) 2001 Michel Juillard |
transition_matrix | makes transition matrices out of ghx and ghu |
uniform_specification | Copyright (C) 2004 Michel Juillard |
union | |
varprior | function [ydum,xdum,breaks]=varprior(nv,nx,lags,mnprior,vprior) |