 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) |
Master index