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