34 lines
30 KiB
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34 lines
30 KiB
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<h1>Index for .</h1>
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<h2>Matlab files in this directory:</h2>
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<tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="CheckPath.html">CheckPath</a></td><td>06-03-2005 </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="CreateBenchmark.html">CreateBenchmark</a></td><td>stephane.adjemian@cepremap.cnrs.fr [12-06-2004] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="CutSample.html">CutSample</a></td><td>stephane.adjemian@ens.fr [09-09-2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="DiffuseKalmanSmoother1.html">DiffuseKalmanSmoother1</a></td><td>modified by M. Ratto: </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="DiffuseKalmanSmoother3.html">DiffuseKalmanSmoother3</a></td><td>function [a,etahat,a1, aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="DiffuseKalmanSmootherH1.html">DiffuseKalmanSmootherH1</a></td><td>modified by M. Ratto: </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="DiffuseKalmanSmootherH3.html">DiffuseKalmanSmootherH3</a></td><td>Modified by M. Ratto </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="DiffuseKalmanSmootherH3corr.html">DiffuseKalmanSmootherH3corr</a></td><td>stephane.adjemian@cepremap.cnrs.fr [09-16-2004] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="DiffuseLikelihood1.html">DiffuseLikelihood1</a></td><td>M. Ratto added lik in output </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="DiffuseLikelihood3.html">DiffuseLikelihood3</a></td><td>M. Ratto added lik in output [October 2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="DiffuseLikelihoodH1.html">DiffuseLikelihoodH1</a></td><td>M. Ratto added lik in output </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="DiffuseLikelihoodH3.html">DiffuseLikelihoodH3</a></td><td>M. Ratto added lik in output [October 2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="DiffuseLikelihoodH3corr.html">DiffuseLikelihoodH3corr</a></td><td>stephane.adjemian@cepremap.cnrs.fr [12-13-2004] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="DsgeLikelihood.html">DsgeLikelihood</a></td><td>stephane.adjemian@cepremap.cnrs.fr [09-07-2004] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="DsgeSmoother.html">DsgeSmoother</a></td><td>stephane.adjemian@cepremap.cnrs.fr [09-07-2004] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="GetAllPosteriorDraws.html">GetAllPosteriorDraws</a></td><td>stephane.adjemian@ens.fr [09-09-2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="GetOneDraw.html">GetOneDraw</a></td><td>stephane.adjemian@ens.fr [09-25-2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="GetPosteriorParametersStatistics.html">GetPosteriorParametersStatistics</a></td><td>stephane.adjemian@ens.fr [09-09-2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="InitSeed.html">InitSeed</a></td><td>stephane.adjemian@cepremap.cnrs.fr [12-02-2004] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="LPTAU.html">LPTAU</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="MakeAllFigures.html">MakeAllFigures</a></td><td>stephane.adjemian@cepremap.cnrs.fr [02-04-2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="McMCDiagnostics.html">McMCDiagnostics</a></td><td>stephane.adjemian@ens.fr [06-04-2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="PlotPosteriorDistributions.html">PlotPosteriorDistributions</a></td><td>stephane.adjemian@ens.fr [09-09-2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="PosteriorIRF.html">PosteriorIRF</a></td><td>stephane.adjemian@ens.fr [09-25-2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="PosteriorSmoother.html">PosteriorSmoother</a></td><td>stephane.adjemian@ens.fr [09-25-2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="ReshapeMatFiles.html">ReshapeMatFiles</a></td><td>Reshape and sort (along the mcmc simulations) the mat files generated </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="UnivariateSpectralDensity.html">UnivariateSpectralDensity</a></td><td>stephane.adjemian@ens.fr </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="asamin.html">asamin</a></td><td>ASAMIN A gateway function to Adaptive Simulated Annealing (ASA) <img src="../mex.png" alt="MEX" border="0"></td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="beta_rnd.html">beta_rnd</a></td><td>PURPOSE: random draws from the beta(a,b) distribution </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="bfgsi.html">bfgsi</a></td><td>H = bfgsi(H0,dg,dx) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="bicgstab.html">bicgstab</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="bksup.html">bksup</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="bksup1.html">bksup1</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="bksupk.html">bksupk</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="bseastr.html">bseastr</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="calib.html">calib</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="calib_obj.html">calib_obj</a></td><td>targets and iy order: 1) variances 2) correlations </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="calib_obj2.html">calib_obj2</a></td><td>targets and iy order: 1) variances 2) correlations </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="check.html">check</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="check_mh.html">check_mh</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="check_model.html">check_model</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="compDist.html">compDist</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="csminit.html">csminit</a></td><td>[fhat,xhat,fcount,retcode] = csminit(fcn,x0,f0,g0,badg,H0,... </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="csminwel.html">csminwel</a></td><td>[fhat,xhat,ghat,Hhat,itct,fcount,retcodehat] = csminwel(fcn,x0,H0,grad,crit,nit,varargin) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="cumplot.html">cumplot</a></td><td>function h =cumplot(x) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="datatomfile.html">datatomfile</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dbeta.html">dbeta</a></td><td>DBETA The beta density function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dcompare.html">dcompare</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dgamma.html">dgamma</a></td><td>DGAMMA The gamma density function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="disp_dr.html">disp_dr</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="disp_moments.html">disp_moments</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="disp_th_moments.html">disp_th_moments</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dlognorm.html">dlognorm</a></td><td>DLOGNORM The log-normal density function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dnorm.html">dnorm</a></td><td>DNORM The normal density function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dr1.html">dr1</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dr11.html">dr11</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dr2.html">dr2</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="draw_prior_density.html">draw_prior_density</a></td><td>stephane.adjemian@ens.fr [07-15-2004] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dsample.html">dsample</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dy_date.html">dy_date</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dyn2vec.html">dyn2vec</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dynare.html">dynare</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dynare_MC.html">dynare_MC</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dynare_estimation.html">dynare_estimation</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dynare_resolve.html">dynare_resolve</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dynare_sensitivity.html">dynare_sensitivity</a></td><td>copyright Marco Ratto 2006 </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dynare_solve.html">dynare_solve</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dynasave.html">dynasave</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="dynatype.html">dynatype</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="f_var.html">f_var</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="fbeta.html">fbeta</a></td><td>must restrict p2 such that a>0 and b>0 .... </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="ff1_.html">ff1_</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="ffill.html">ffill</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="fgamma.html">fgamma</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="figamm.html">figamm</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="filt_mc_.html">filt_mc_</a></td><td>copyright Marco Ratto 2006 </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="fnorm.html">fnorm</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="forcst.html">forcst</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="ftest.html">ftest</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="gamm_rnd.html">gamm_rnd</a></td><td>PURPOSE: a matrix of random draws from the gamma distribution </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="gcompare.html">gcompare</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="gendata.html">gendata</a></td><td>[y,epsilon,alpha,eta] = gendata(T, ssf, a0) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="generalized_cholesky.html">generalized_cholesky</a></td><td>proc gmchol(A); </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="generalized_cholesky2.html">generalized_cholesky2</a></td><td>/* </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="get_the_name.html">get_the_name</a></td><td>stephane.adjemian@cepremap.cnrs.fr [07-13-2004] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="global_initialization.html">global_initialization</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="hessian.html">hessian</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="hessian_sparse.html">hessian_sparse</a></td><td>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 </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="indnv.html">indnv</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="initial_estimation_checks.html">initial_estimation_checks</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="initvalf_.html">initvalf_</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="inverse_gamma_specification.html">inverse_gamma_specification</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="irf.html">irf</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="kalman_filter.html">kalman_filter</a></td><td>SYNOPSIS <img src="../mex.png" alt="MEX" border="0"></td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="kalman_smoother.html">kalman_smoother</a></td><td>SYNOPSIS <img src="../mex.png" alt="MEX" border="0"></td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="kalman_transition_matrix.html">kalman_transition_matrix</a></td><td>makes transition matrices out of ghx and ghu for Kalman filter </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="kernel_density_estimate.html">kernel_density_estimate</a></td><td>% This function aims at estimating a continuous density. A kernel density </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="lnsrch.html">lnsrch</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="lnsrch1.html">lnsrch1</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="lpdfbeta.html">lpdfbeta</a></td><td>log BETA PDF </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="lpdfgam.html">lpdfgam</a></td><td>log GAMMA PDF </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="lpdfgbeta.html">lpdfgbeta</a></td><td>log (generalized) BETA PDF </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="lpdfig1.html">lpdfig1</a></td><td>log INVERSE GAMMA (type 1) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="lpdfig2.html">lpdfig2</a></td><td>log INVERSE GAMMA (type 2) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="lpdfnorm.html">lpdfnorm</a></td><td>LPDFNORM The log of the normal density function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="lptauSEQ.html">lptauSEQ</a></td><td>[lpmat] = lptauSEQ(Nsam,Nvar) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="lyapunov_symm.html">lyapunov_symm</a></td><td>solves x-a*x*a'=b for b (and then x) symmetrical </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="make_ex_.html">make_ex_</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="make_y_.html">make_y_</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="marginal_density.html">marginal_density</a></td><td>stephane.adjemian@ens.fr [09-09-2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="matrictint.html">matrictint</a></td><td>function w=matrictint(S,XXi,T) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="mcompare.html">mcompare</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="metropolis.html">metropolis</a></td><td>stephane.adjemian@ens.fr [09-02-2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="metropolis_draw.html">metropolis_draw</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="mgnldnsty.html">mgnldnsty</a></td><td>function w=mgnldnsty(ydata,lags,xdata,breaks,lambda,mu,mnprior,vprior,train,flat) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="mh_optimal_bandwidth.html">mh_optimal_bandwidth</a></td><td>% This function gives the optimal bandwidth parameter of a kernel estimator </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="mj_qgamma.html">mj_qgamma</a></td><td>MJ_QGAMMA The gamma inverse distribution function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="mode_check.html">mode_check</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="mr_gstep.html">mr_gstep</a></td><td>Copyright (C) 2005 Marco Ratto </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="mr_hessian.html">mr_hessian</a></td><td>Copyright (C) 2004 Marco Ratto </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="my_ordeig.html">my_ordeig</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="my_subplot.html">my_subplot</a></td><td>spreads subplots on several figures according to a maximum number of </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="newrat.html">newrat</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="numgrad.html">numgrad</a></td><td>function [g badg] = numgrad(fcn,xvarargin) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="olr.html">olr</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="olr1.html">olr1</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="olr2.html">olr2</a></td><td>Copyright (C) 2003 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="osr.html">osr</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="osr1.html">osr1</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="osr_obj.html">osr_obj</a></td><td>the beginning and the end of this function may be adapted by the userx </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="p2toperc.html">p2toperc</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="pgamma.html">pgamma</a></td><td>PGAMMA The gamma distribution function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="plot_priors.html">plot_priors</a></td><td>stephane.adjemian@cepremap.cnrs.fr [07-31-2004] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="pltorg.html">pltorg</a></td><td>stephane.adjemian@cepremap.cnrs.fr [06-07-2004] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="pnorm.html">pnorm</a></td><td>PNORM The normal distribution function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="posterior_density_estimate.html">posterior_density_estimate</a></td><td>% </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="posterior_distribution.html">posterior_distribution</a></td><td>stephane.adjemian@cepremap.cnrs.fr [07-15-2004] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="posterior_moments.html">posterior_moments</a></td><td>stephane.adjemian@ens.fr [09-09-2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="print_info.html">print_info</a></td><td>Copyright (C) 2005 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="prior_bounds.html">prior_bounds</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="priordens.html">priordens</a></td><td>This procedure computes a prior density for </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="qbeta.html">qbeta</a></td><td>QBETA The beta inverse distribution function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="qchisq.html">qchisq</a></td><td>QCHISQ The chisquare inverse distribution function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="qgamma.html">qgamma</a></td><td>QGAMMA The gamma inverse distribution function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="qnorm.html">qnorm</a></td><td>QNORM The normal inverse distribution function </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="qzdiv.html">qzdiv</a></td><td>from Chris Sims web site </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="qzswitch.html">qzswitch</a></td><td>from Chris Sims web site </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="read_variables.html">read_variables</a></td><td>Copyright (C) 2005 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="recursive_moments.html">recursive_moments</a></td><td>stephane.adjemian@cepremap.cnrs.fr [02-03-2005] </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="resid.html">resid</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="resol.html">resol</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="resol1.html">resol1</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="rfvar3.html">rfvar3</a></td><td>function var=rfvar3(ydata,lags,xdata,breaks,lambda,mu) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="rndprior.html">rndprior</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="rows.html">rows</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="rplot.html">rplot</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="sec2hms.html">sec2hms</a></td><td>function [hour, minute, second] = sec2hms(sec) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="selif.html">selif</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="set_all_parameters.html">set_all_parameters</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="set_default_option.html">set_default_option</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="set_parameters.html">set_parameters</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="set_prior.html">set_prior</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="set_shocks.html">set_shocks</a></td><td>Copyright (C) 2003 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="set_state_space.html">set_state_space</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="sim1.html">sim1</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="simk.html">simk</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="simul.html">simul</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="simult.html">simult</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="simult_.html">simult_</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="smirnov.html">smirnov</a></td><td>Smirnov test for 2 distributions </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="solve1.html">solve1</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="stab_map_.html">stab_map_</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="stab_map_1.html">stab_map_1</a></td><td>function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, iplot, ipar, dirname) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="stab_map_2.html">stab_map_2</a></td><td>function stab_map_2(x,alpha2,istab,fnam) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="stab_map_marginal.html">stab_map_marginal</a></td><td>function stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, ipar, dirname) </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="steady.html">steady</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="steady_.html">steady_</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="stoch_simul.html">stoch_simul</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="sylvester3.html">sylvester3</a></td><td>solves a*x+b*x*c=d </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="sylvester3a.html">sylvester3a</a></td><td>solves iteratively ax+bxc=d </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="table.html">table</a></td><td>Copyright (C) 2002 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="th_autocovariances.html">th_autocovariances</a></td><td>Copyright (C) 2001 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="transition_matrix.html">transition_matrix</a></td><td>makes transition matrices out of ghx and ghu </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="uniform_specification.html">uniform_specification</a></td><td>Copyright (C) 2004 Michel Juillard </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="union.html">union</a></td><td> </td></tr><tr><td><img src="../matlabicon.gif" alt="" border=""> <a href="varprior.html">varprior</a></td><td>function [ydum,xdum,breaks]=varprior(nv,nx,lags,mnprior,vprior) </td></tr></table>
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<h2>Subsequent directories:</h2>
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li>.svn</li><li>doc</li></ul>
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<h2>Dependency Graph</h2>
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<ul style="list-style-image:url(../simulinkicon.gif)">
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<li>View the <a href="graph.html">Graph</a>.</li>
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</ul>
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<hr><address>Generated on Fri 16-Jun-2006 09:08:58 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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