:ext:pythie.cepremap.cnrs.fr/var/lib/cvs 2004-03-31 michel@MICHEL-LAT * dynare.m: set path for c:\dynare_v4\matlab 2004-03-30 benzougar * sim1.m: global variable start_simul removed : defined only here * not_used/ff1_.m: Moving this file to main root dir : ff1_.m is used by dr1.m, m2html fails declaring this file unused. * ff1_.m: Moving this file from not_used : ff1_.m is used by dr1.m, m2html fails declaring this file unused. 2004-03-29 michel@MICHEL-LAT * ChangeLog, not_used/brm.m, not_used/cols.m: *** empty log message *** * not_used/datatomfile.m, not_used/diffext.m, not_used/equiv.m, not_used/ff1_.m, not_used/ff2_.m, not_used/ff2a_.m, not_used/ff_simul.m, not_used/ff_simul1.m, not_used/ff_simul2.m, not_used/fff.m, not_used/fs_dyn.m, not_used/fx_.m, not_used/hessext.m, not_used/hpfast.m, not_used/jacob2.m, not_used/lpdfig.m, not_used/pdfig.m, not_used/reshapel.m, not_used/resid0.m, not_used/rfrot.m, not_used/set_start_date.m, not_used/testifft.m, not_used/transition_matrix.m, not_used/var_index.m, not_used/var_state_index.m: registering unreferenced functions :ext:pythie.cepremap.cnrs.fr/var/lib/cvs 2004-03-29 michel@MICHEL-LAT * not_used/datatomfile.m, not_used/diffext.m, not_used/equiv.m, not_used/ff1_.m, not_used/ff2_.m, not_used/ff2a_.m, not_used/ff_simul.m, not_used/ff_simul1.m, not_used/ff_simul2.m, not_used/fff.m, not_used/fs_dyn.m, not_used/fx_.m, not_used/hessext.m, not_used/hpfast.m, not_used/jacob2.m, not_used/lpdfig.m, not_used/pdfig.m, not_used/reshapel.m, not_used/resid0.m, not_used/rfrot.m, not_used/set_start_date.m, not_used/testifft.m, not_used/transition_matrix.m, not_used/var_index.m, not_used/var_state_index.m: registering unreferenced functions 2004-03-27 michel@MICHEL-LAT * ChangeLog, dr1.m, sylvester3a.m, th_autocovariances.m: merged changes in r0327 * ChangeLog, brm.m, cols.m, datatomfile.m, diffext.m, equiv.m, ff1_.m, ff2_.m, ff2a_.m, ff_simul.m, ff_simul1.m, ff_simul2.m, fff.m, fs_dyn.m, fx_.m, hessext.m, hpfast.m, jacob2.m, lpdfig.m, pdfig.m, reshapel.m, resid0.m, rfrot.m, set_start_date.m, testifft.m, transition_matrix.m, var_index.m, var_state_index.m: *** empty log message *** * brm.m, cols.m, datatomfile.m, diffext.m, equiv.m, ff1_.m, ff2_.m, ff2a_.m, ff_simul.m, ff_simul1.m, ff_simul2.m, fff.m, fs_dyn.m, fx_.m, hessext.m, hpfast.m, jacob2.m, lpdfig.m, pdfig.m, reshapel.m, resid0.m, rfrot.m, set_start_date.m, testifft.m, transition_matrix.m, var_index.m, var_state_index.m: adding abdel change * brm.m, cols.m, datatomfile.m, diffext.m, equiv.m, ff1_.m, ff2_.m, ff2a_.m, ff_simul.m, ff_simul1.m, ff_simul2.m, fff.m, fs_dyn.m, fx_.m, hessext.m, hpfast.m, jacob2.m, lpdfig.m, not_used/brm.m, not_used/cols.m, not_used/datatomfile.m, not_used/diffext.m, not_used/equiv.m, not_used/ff1_.m, not_used/ff2_.m, not_used/ff2a_.m, not_used/ff_simul.m, not_used/ff_simul1.m, not_used/ff_simul2.m, not_used/fff.m, not_used/fs_dyn.m, not_used/fx_.m, not_used/hessext.m, not_used/hpfast.m, not_used/jacob2.m, not_used/lpdfig.m, not_used/pdfig.m, not_used/reshapel.m, not_used/resid0.m, not_used/rfrot.m, not_used/set_start_date.m, not_used/testifft.m, not_used/transition_matrix.m, not_used/var_index.m, not_used/var_state_index.m, pdfig.m, reshapel.m, resid0.m, rfrot.m, set_start_date.m, testifft.m, transition_matrix.m, var_index.m, var_state_index.m: adding Abdel change * ChangeLog, asamin.dll, asamin.m: abdels sorting unused functions * th_autocovariances.m: corrected bug in computation of theoretical mean of 2nd order approximation of models with lags on more than 1 period * sylvester3a.m: new function: increases accuracy of sylvester solution by running iterations * dr1.m: call sylvester3a after sylvester3 to increase accuracy :ext:pythie.cepremap.cnrs.fr/var/lib/cvs ======= 2004-03-27 michel@MICHEL-LAT * th_autocovariances.m: corrected bug in computation of theoretical mean of 2nd order approximation of models with lags on more than 1 period * sylvester3a.m: new function: increases accuracy of sylvester solution by running iterations * dr1.m: call sylvester3a after sylvester3 to increase accuracy 2004-02-28 michel@MICHEL-LAT * dynare_m.exe: *** empty log message *** * initial_estimation_checks.m: new function * mj_optmumlik.m: set dr1_test_(1)=4 when f matrix is singular in Kalman filter * dynare_estimation.m: added call to init_estimation_check() :ext:pythie.cepremap.cnrs.fr/var/lib/cvs 2004-02-28 michel@MICHEL-LAT * dynare_m.exe: *** empty log message *** * initial_estimation_checks.m: new function * mj_optmumlik.m: set dr1_test_(1)=4 when f matrix is singular in Kalman filter * dynare_estimation.m: added call to init_estimation_check() 2004-02-24 michel@MICHEL-LAT * dynare_estimation.m: - set default for option loglinear 2004-02-20 michel@MICHEL-LAT * rplot.m: added legend when several curves * rplot.m: corrected bug for several variables * varprior.m, rfvar3.m: new file * prior_bounds.m: replaced qgamma by mj_qgamma to avoid overflow * numgrad.m, mj_qgamma.m, mgnldnsty.m, matrictint.m: new file * marginal_density.m: use maxpost as standardization factor * fs_dyn.m: new file * dynare_m.exe, asamin.dll: *** empty log message *** * dynare_estimation.m: added option nodiagnostic * csminwel.m, csminit.m: new file * compDist.m: -replaced qgamma by mj_qgamma to avoid overflow problems -added 'Interpreter' 'none' to title() * bfgsi.m: new file * ChangeLog: *** empty log message *** :ext:pythie.cepremap.cnrs.fr/var/lib/cvs 2004-02-20 michel@MICHEL-LAT * rplot.m: added legend when several curves * rplot.m: corrected bug for several variables * varprior.m, rfvar3.m: new file * prior_bounds.m: replaced qgamma by mj_qgamma to avoid overflow * numgrad.m, mj_qgamma.m, mgnldnsty.m, matrictint.m: new file * marginal_density.m: use maxpost as standardization factor * fs_dyn.m: new file * dynare_m.exe, asamin.dll: *** empty log message *** * dynare_estimation.m: added option nodiagnostic * csminwel.m, csminit.m: new file * compDist.m: -replaced qgamma by mj_qgamma to avoid overflow problems -added 'Interpreter' 'none' to title() * bfgsi.m: new file * ChangeLog: *** empty log message *** :ext:pythie.cepremap.cnrs.fr/var/lib/cvs 2004-02-17 michel@MICHEL-LAT * set_prior.m: -bug correction (options_ must be global) * posterior_density_estimate.m: -bug removal * mj_optmumlik.m: -adapted for non zero means and linear trend -modified for use with different optimizers * dynare_resolve.m: -now returns also steady state for current parameter values * dynare_m.exe: -added new options * dynare_estimation.m: -added trend_coeff -prefilter default is now zero -default optimizer is Sims' csminwel -prints priors first -added non zero means -different report for ML and Bayesian estimation -corrected bug in sscanf syntax -added automatic loglinear approximation * dr11.m: added option loglinear non-unique steady state triggers dir_test(1) = 5 * dr1.m: added option loglinear * compDist.m: -Changed to display first priors, then priors and posterior -various bugs corrected 2004-02-13 michel@MICHEL-LAT * prior_bounds.m: added offset for gamma distribution (p3) 2004-02-11 michel@MICHEL-LAT * priordens.m: added shift parameter p3(i) to gamma density 2004-02-09 michel@MICHEL-LAT * posterior_moments.m: post_mean is now a column instead of a row 2004-02-03 michel@MICHEL-LAT * mcmc_diagnostic.m: corrected bug (missing parentheses) in parameter offsets 2004-01-27 michel@MICHEL-LAT * metropolis.m: corrected computation of logpo2 for initial value of MH chain * dynare_estimation.m: added initialization of logpo2 when mh_load_file == 0 and included it in argument of metropolis() :ext:pythie.cepremap.cnrs.fr/var/lib/cvs 2004-01-27 michel@MICHEL-LAT * metropolis.m: corrected computation of logpo2 for initial value of MH chain * dynare_estimation.m: added initialization of logpo2 when mh_load_file == 0 and included it in argument of metropolis() 2004-01-26 michel@MICHEL-LAT * dynare_m.exe: corrected option bugs * dynare_estimation.m: changed options defaults to match manual * disp_th_moments.m: removed bugs in writing moments to oo_ * disp_moments.m: write moments in global variable oo_ :ext:pythie.cepremap.cnrs.fr/var/lib/cvs 2004-01-26 michel@MICHEL-LAT * dynare_m.exe: corrected option bugs * dynare_estimation.m: changed options defaults to match manual * disp_th_moments.m: removed bugs in writing moments to oo_ * disp_moments.m: write moments in global variable oo_ 2004-01-24 michel@MICHEL-LAT * simult_.m: corrected 02 instead of o2 for simul_algo == 1 * disp_th_moments.m: put mean, var and autocorr in global variable oo_ 2004-01-23 michel@MICHEL-LAT * priordens.m: changed pmean into p1 * marginal_density.m: suppressed debug printings * mj_optmumlik.m: suppressed message when singularity in Kalman filter * set_prior.m: suppressed debug printing * set_prior.m: new function * qchisq.m: new function from stixbox * priordens.m: changed calling sequence of inverse gamma 1 and added inverse gamma 2 * mj_optmumlik.m: -added early return if singularity inside Kalman filter -now passes p1 and not pmean to priordens * metropolis.m: add logpo2 (log of posterior density) to function output * mcmc_diagnostic.m: added 'Interpreter','none' to graph titles * marginal_density.m, lpdfig2.m, lpdfig1.m, inverse_gamma_specification.m: new function * dynare_m.exe: added new estimation options * dynare_estimation.m: -mh_init_scale set to 2*mh_jscale -priors are now set in set_prior() -p2 is now pstdev (as specified by the user) -modified code for load_mh_file option when mh_replic = 0 -metropolis now returns x2 and logpo2 -added call to marginal density and report -smoothed observation error graph only if observation errors * dr11.m: removed warnings for singularity and other conditions * ChangeLog: *** empty log message *** :ext:pythie.cepremap.cnrs.fr/var/lib/cvs 2004-01-23 michel@MICHEL-LAT * set_prior.m: new function * qchisq.m: new function from stixbox * priordens.m: changed calling sequence of inverse gamma 1 and added inverse gamma 2 * mj_optmumlik.m: -added early return if singularity inside Kalman filter -now passes p1 and not pmean to priordens * metropolis.m: add logpo2 (log of posterior density) to function output * mcmc_diagnostic.m: added 'Interpreter','none' to graph titles * marginal_density.m, lpdfig2.m, lpdfig1.m, inverse_gamma_specification.m: new function * dynare_m.exe: added new estimation options * dynare_estimation.m: -mh_init_scale set to 2*mh_jscale -priors are now set in set_prior() -p2 is now pstdev (as specified by the user) -modified code for load_mh_file option when mh_replic = 0 -metropolis now returns x2 and logpo2 -added call to marginal density and report -smoothed observation error graph only if observation errors * dr11.m: removed warnings for singularity and other conditions * ChangeLog: *** empty log message *** 2004-01-20 michel@MICHEL-LAT * mcmcdiags.m: added deletion of temporary files 2004-01-17 michel@MICHEL-LAT * mj_optmumlik.m: changed filter so that first observation is used. State variables go now from period 0 to T * dynare_estimation.m: change code at the end of the function to match the fact that aTt starts now in period 0 instead of 1. :ext:pythie.cepremap.cnrs.fr/var/lib/cvs 2004-01-17 michel@MICHEL-LAT * mj_optmumlik.m: changed filter so that first observation is used. State variables go now from period 0 to T * dynare_estimation.m: change code at the end of the function to match the fact that aTt starts now in period 0 instead of 1. :ext:pythie.cepremap.cnrs.fr/var/lib/cvs 2004-01-17 michel@MICHEL-LAT * dynare_estimation.m: change code at the end of the function to match the fact that aTt starts now in period 0 instead of 1. 2004-01-16 michel@MICHEL-LAT * asamin.dll, asamin.m, check_mh.m, generalized_cholesky.m, generalized_cholesky2.m, hessian2.m, lpdfnorm.m, mcmc_diagnostic.m, mcmcdiags.m, mode_check.m, my_subplot.m, pdfig.m, pgamma.m, pnorm.m, posterior_density_estimate.m, prior_bounds.m, qbeta.m, qgamma.m, qnorm.m: *** empty log message *** * resol1.m: changed specification of invalid conditions * posterior_moments.m: adapted for several chains * metropolis.m: added random initial point and several chains * dynare_resolve.m: changed specification of invalid conditions * dynare_m.exe: new version of parser * dynare_estimation.m: added options for partial processing and MCMC convergence diagnostics * dr11.m: changed specification of invalid conditions * dr1.m: *** empty log message *** * compDist.m: corrected bug on density of lognormal instead of log of normal density * mj_optmumlik.m: corrected bug that included presample observations in computing log likelihood constant 2004-01-01 michel@MICHEL-LAT * stoch_simul.m: corrects bug in orthogonalized shocks * th_autocovariances.m: corrects bug in computing second order theorectical mean * priordens.m: corrected bug in priordens: log of normal density was in fact density of lognormal... * metropolis.m: now keeps track of rejected draws in x3 * make_ex_.m: corrected bug in initialization of exe_ in absecnce of initval data * dynare_m.exe: *** empty log message *** 2003-12-31 michel@MICHEL-LAT * priordens.m: corrected bug for uniform distribution (ln instead of log) 2003-12-04 michel@MICHEL-LAT * dynare_estimation.m, dynare_m.exe: corrected bug in setting estimated parameter value with ML estimation 2003-12-03 michel@MICHEL-LAT * dynare_estimation.m: corrected typo 2003-12-02 michel@MICHEL-LAT * dynare_estimation.m: firt release of dynare_test to testers 2003-12-01 michel@MICHEL-LAT * compDist.m, dynare_estimation.m, dynare_m.exe, metropolis.m: added jscale option and minor changes * compDist.m, dynare_estimation.m, dynare_m.exe, lpdfig.m, metropolis.m, mj_optmumlik.m, posterior_moments.m, priordens.m: integrates metropolis hasting 2003-11-26 michel@MICHEL-LAT * hessian_sparse.m, hessian.m: resolved name conflict between hessian matrix and hessian function 2003-11-25 michel@MICHEL-LAT * dgamma.m, dbeta.m, dynare_estimation.m, metropolis.m: recompute hessian after optimization in dynare_estimation * dynare_m.exe, hessian.m, hessian_sparse.m: *** empty log message *** * dr11.m, dr1.m: replaced jacob2 by hessian_sparse * mjdgges.dll, compDist.m, metropolis.m, rndprior.m: *** empty log message *** * compDist.m: debugging metropolis, corrected call for gamma_rnd in rndprior 2003-11-24 michel@MICHEL-LAT * dynare_estimation.m: removed comments that inhibited graphs * resol1.m: put back in computation of steady state if necessary. It should matter for models where estimated parameters don't change the steady state 2003-11-23 michel@MICHEL-LAT * stoch_simul.m: changed to orthogonalized IRFs * rndprior.m, priordens.m: need to check parameters * metropolis.m: adapted for Dynare * lpdfig.m: need to check arguments * irf.m: changed input for orthogonalized IRF * dynare_estimation.m: added metropolis * compDist.m: need to check distribution arguments * dynare.m: changed directory name 2003-11-18 michel@MICHEL-LAT * mj_optmumlik.m: changed input parameters for priordens() 2003-11-17 michel@MICHEL-LAT * beta_rnd.m, gamm_rnd.m, rand_beta.m: *** empty log message *** 2003-11-16 michel@MICHEL-LAT * rand_beta.m: *** empty log message *** 2003-11-14 michel@MICHEL-LAT * bicgstab.m, bksup.m, bksup1.m, bksupk.m, brm.m, bseastr.m, calib.m, calib_obj.m, calib_obj2.m, check.m, cols.m, compDist.m, datatomfile.m, dcompare.m, diffext.m, disp_dr.m, disp_moments.m, disp_th_moments.m, dlognorm.m, dnorm.m, dr1.m, dr11.m, dr2.m, dsample.m, dy_date.m, dyn2vec.m, dynare.m, dynare_estimation.m, dynare_resolve.m, dynare_solve.m, dynasave.m, dynatype.m, equiv.m, f_var.m, fbeta.m, ff1_.m, ff2_.m, ff2a_.m, ff_simul.m, ff_simul1.m, ff_simul2.m, fff.m, ffill.m, fgamma.m, figamm.m, fnorm.m, forcst.m, ftest.m, fx_.m, gcompare.m, hessext.m, hpfast.m, indnv.m, initvalf_.m, irf.m, jacob.m, jacob2.m, jacob_a.m, kalman_transition_matrix.m, linear.m, lnsrch.m, lnsrch1.m, lpdfbeta.m, lpdfgam.m, lpdfig.m, lyapunov_symm.m, make_ex_.m, make_y_.m, mcompare.m, metropolis.m, mj_optmumlik.m, olr.m, olr1.m, olr2.m, osr.m, osr1.m, osr_obj.m, p2toperc.m, priordens.m, qzdiv.m, qzswitch.m, reshapel.m, resid.m, resid0.m, resol.m, resol1.m, rfrot.m, rndprior.m, rows.m, rplot.m, selif.m, set_default_option.m, set_shocks.m, set_start_date.m, set_state_space.m, sim1.m, simk.m, simul.m, simult.m, simult_.m, solve1.m, steady.m, steady_.m, sylvester3.m, table.m, testifft.m, th_autocovariances.m, transition_matrix.m, union.m, var_index.m, var_state_index.m: start * stoch_simul.m: New file.