dynare/matlab
Sébastien Villemot caf0c8e1f8
Trust region solver: recompute Jacobian only when necessary
Previously, the solver would recompute the Jacobian at every iteration. But, if
an iteration fails, the current point is not moved (only the radius of the
trust region changes), hence it is not necessary to recompute the Jacobian in
that case. This commit implements this optimization.
2019-11-14 16:03:50 +01:00
..
+bgp Allow models with leads in bgp.write(). 2019-02-15 16:59:26 +01:00
+gui read JSON for stochastic simulations from GUI 2019-04-12 15:24:03 +02:00
AIM Fixed copyright notices. 2017-05-18 18:36:38 +02:00
backward Cosmetic changes. 2019-10-01 14:42:47 +02:00
cli Use global instead of local variable 2018-12-18 12:44:08 +01:00
convergence_diagnostics Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
distributions Under Octave, the "statistics" Forge package is now a requirement 2019-02-18 17:41:10 +01:00
ep pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
gsa pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
kalman Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
lmmcp Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
mex k-order DLL: make the output arguments ready for arbitrary order 2019-04-08 18:47:49 +02:00
missing Add fallback implementation for contains and splitlines functions. 2019-11-13 13:05:28 +01:00
modules add new features to reporting 2019-11-06 13:50:21 -05:00
ms-sbvar Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
occbin Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
optimization Error out if mode_compute=12 and under Octave, or MATLAB w/o global optim tbox 2019-10-09 12:30:41 +02:00
parallel fix finding CPU's number when larger than 9 2019-05-20 09:57:10 +00:00
partial_information Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
particles@66867386ef Updated particles submodule. 2018-07-24 14:12:53 +02:00
perfect-foresight-models add print and noprint option to perfect_foresight_solver. closes #1647 2019-09-12 14:50:14 +02:00
utilities Cosmetic change. 2019-10-01 14:48:43 +02:00
AHessian.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
AIM_first_order_solver.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
CheckPath.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
CutSample.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
DsgeSmoother.m Cosmetic changes + Copyright headers fixes. 2018-01-26 12:00:27 +01:00
GetAllPosteriorDraws.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
GetOneDraw.m Fix get_posterior_parameters 2017-10-05 09:54:08 +02:00
GetPosteriorMeanVariance.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
GetPosteriorParametersStatistics.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
MakeAllFigures.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
PlotPosteriorDistributions.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
PosteriorIRF.m Move the location of various generated files on the filesystem 2018-06-27 17:03:39 +02:00
PosteriorIRF_core1.m pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
PosteriorIRF_core2.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
ReshapeMatFiles.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
TaRB_optimizer_wrapper.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
Tracing.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
UnivariateSpectralDensity.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
WriteShockDecomp2Excel.m WriteShockDecomp2Excel.m: only use xlwrite if xlswrite fails 2019-09-10 10:47:13 +02:00
add_filter_subtitle.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
add_path_to_mex_files.m change name of mex folder in macOS to conform with Dynare minimum 2019-10-23 18:59:36 +02:00
annualized_shock_decomposition.m bug fix with definition of steady state of plotted var when realtime is not zero 2019-01-17 10:47:39 +01:00
autoregressive_process_specification.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
basic_plan.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
bicgstab_.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
bksup0.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
bksup1.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
bksupk.m Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
block_bytecode_mfs_steadystate.m Remove duplicate information in M_.blocksMFS 2012-11-16 17:39:03 +01:00
block_mfs_steadystate.m Move the location of various generated files on the filesystem 2018-06-27 17:03:39 +02:00
bseastr.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
bvar_density.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
bvar_forecast.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
bvar_irf.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
bvar_toolbox.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
bytecode_steadystate.m Update copyright notices 2012-06-08 18:22:34 +02:00
calibrate_mh_scale_parameter.m Added new option mh_tune_jscale. 2018-05-16 16:37:22 +02:00
cartesian_product_of_sets.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
cellofchar2mfile.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
cellofchararraymaxlength.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
check.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
check_consistency_covariances.m Octave compatibility fix 2019-03-08 15:59:51 +01:00
check_dsge_var_model.m Fixed copyright notices. 2017-05-16 14:11:15 +02:00
check_for_calibrated_covariances.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
check_list_of_variables.m Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
check_matlab_path.m check_matlab_path: fix English 2017-08-25 14:20:08 +02:00
check_model.m Fixed copyright notices. 2017-05-16 14:11:15 +02:00
check_name.m Updated copyright notices 2011-02-04 17:27:33 +01:00
check_posterior_analysis_data.m Fix typo 2017-10-05 11:33:17 +02:00
check_posterior_sampler_options.m Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
check_prior_analysis_data.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
check_prior_bounds.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
check_valid_ver.m modify version checking files to work with versions with 2 and 3 numbers, #915 2015-07-31 13:46:37 +02:00
chol_SE.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
clear_persistent_variables.m remove unused output from functions 2019-01-31 16:11:35 +01:00
collect_latex_files.m LaTeX files generated by the preprocessor are now under <basename>/latex/ 2019-07-11 17:35:30 +02:00
commutation.m License file: add files copyrighted by Tom Minka 2019-03-20 16:56:00 +01:00
compute_Pinf_Pstar.m Cosmetic changes + Copyright headers fixes. 2018-01-26 12:00:27 +01:00
compute_mh_covariance_matrix.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
compute_model_moments.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
compute_moments_varendo.m intersect(…, 'stable') was introduced in MATLAB R2013a 2019-03-26 18:53:51 +01:00
compute_overall_acceptance_ratio.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
compute_trend_coefficients.m Fixed copyright notices. 2017-05-16 14:11:15 +02:00
conditional_variance_decomposition.m intersect(…, 'stable') was introduced in MATLAB R2013a 2019-03-26 18:53:51 +01:00
conditional_variance_decomposition_ME_mc_analysis.m intersect(…, 'stable') was introduced in MATLAB R2013a 2019-03-26 18:53:51 +01:00
conditional_variance_decomposition_mc_analysis.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
convertAimCodeToInfo.m Fixed copyright notices. 2017-05-16 14:11:15 +02:00
convert_dyn_45_to_44.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
convert_oo_.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
correlation_mc_analysis.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
cosn.m Improvement of Identification Toolbox 2019-03-20 15:44:54 +00:00
covariance_mc_analysis.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
csolve.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
cubature_with_gaussian_weight.m Activited unit tests. 2019-04-18 18:03:57 +02:00
cycle_reduction.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
datatomfile.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
dcompare.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
default_option_values.m k_order_perturbation MEX: number of threads is now configurable 2019-07-09 17:33:14 +02:00
delete_mh_history_files.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
discretionary_policy.m discretionary_policy: make incompatible with options_.loglinear 2019-09-12 11:57:09 +02:00
discretionary_policy_1.m discretionary_policy_1.m: check for NaN before checking for non-zero derivatives 2019-02-05 09:14:20 +01:00
discretionary_policy_engine.m Cosmetic change and fixed copyright header. 2018-02-01 09:53:23 +01:00
disp_dr.m Adapted disp_dr for new auxilary variables. 2019-02-25 17:18:54 +01:00
disp_identification.m Add a replacement for strjoin (missing in MATLAB < R2013a) 2019-05-20 12:47:41 +02:00
disp_model_summary.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
disp_moments.m pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
disp_steady_state.m disp_steady_state.m: Use character array to make sure alignment in display of steady state is right 2018-01-26 11:45:54 +01:00
disp_th_moments.m intersect(…, 'stable') was introduced in MATLAB R2013a 2019-03-26 18:53:51 +01:00
display_conditional_variance_decomposition.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
display_estimation_results_table.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
display_problematic_vars_Jacobian.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
do_parameter_initialization.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
dprintf.m Added new routine for disp(sprintf(...)). 2019-06-21 11:21:34 +02:00
dr_block.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
draw_prior_density.m Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
dsample.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
dsge_likelihood.m Improvement of Identification Toolbox 2019-03-20 15:44:54 +00:00
dsge_simulated_theoretical_conditional_variance_decomposition.m intersect(…, 'stable') was introduced in MATLAB R2013a 2019-03-26 18:53:51 +01:00
dsge_simulated_theoretical_correlation.m Correctly update covariance matrix of shocks for posterior draws 2018-12-15 19:23:05 +01:00
dsge_simulated_theoretical_covariance.m Correctly update covariance matrix of shocks for posterior draws 2018-12-15 19:23:05 +01:00
dsge_simulated_theoretical_variance_decomposition.m intersect(…, 'stable') was introduced in MATLAB R2013a 2019-03-26 18:53:51 +01:00
dsge_var_likelihood.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
duplication.m License file: add files copyrighted by Tom Minka 2019-03-20 16:56:00 +01:00
dy_date.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
dyn2vec.m uncapitalize DYNARE in error messages 2019-10-04 10:20:11 +02:00
dyn_autocorr.m Removed useless commas and semicolons. 2017-05-16 13:24:46 +02:00
dyn_diag_vech.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
dyn_figure.m change dyn_figure to take a nodisplay argument as opposed to options_. #1415 2017-03-23 14:30:16 +01:00
dyn_first_order_solver.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
dyn_forecast.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
dyn_latex_table.m small fixes 2019-08-12 11:40:40 -04:00
dyn_ramsey_static.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
dyn_risky_steadystate_solver.m A_times_B_kronecker_C MEX: remove the OpenMP codepath 2019-06-25 17:26:14 +02:00
dyn_saveas.m Option graph_format=pdf now works under Octave 2019-09-25 16:06:38 +02:00
dyn_second_order_solver.m Remove kstate in dyn_second_order_solver 2019-07-16 10:33:02 +02:00
dyn_unvech.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
dyn_vech.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
dyn_waitbar.m Octave now has the same graphical waitbar as MATLAB (for MCMC progress) 2018-08-02 15:33:18 +02:00
dyn_waitbar_close.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
dynare.m ignore unused output variable 2019-10-09 14:53:33 +02:00
dynare_config.m Add fallback implementation for contains and splitlines functions. 2019-11-13 13:05:28 +01:00
dynare_estimation.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
dynare_estimation_1.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
dynare_estimation_init.m No longer automatically add M-file substitutes for missing MEX files 2019-05-21 12:37:35 +02:00
dynare_gradient.m Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
dynare_graph.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
dynare_graph_close.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
dynare_graph_init.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
dynare_identification.m No longer automatically add M-file substitutes for missing MEX files 2019-05-21 12:37:35 +02:00
dynare_resolve.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
dynare_sensitivity.m dynare_sensitivity.m: provide informative error message if no varexo are defined. Closes https://git.dynare.org/Dynare/dynare/issues/1651 2019-09-10 09:25:04 +02:00
dynare_solve.m Added trap for complex residuals and jacobian in nonlinear solver. 2019-10-01 14:40:17 +02:00
dynare_solve_block_or_bytecode.m Move the location of various generated files on the filesystem 2018-06-27 17:03:39 +02:00
dynare_squeeze.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
dynare_version.m.in Fixed copyright year in matlab/dynare_version.in. 2017-05-19 16:16:45 +02:00
dynasave.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
dynatype.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
dynsec2hms.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dyntable.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
endogenous_prior.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
endogenous_prior_restrictions.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
ep_residuals.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
erase_compiled_function.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
evaluate_dynamic_model.m Added a routine the residuals of a model. 2016-05-24 17:28:24 +02:00
evaluate_likelihood.m Fix get_posterior_parameters 2017-10-05 09:54:08 +02:00
evaluate_max_dynamic_residual.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
evaluate_planner_objective.m A_times_B_kronecker_C MEX: remove the OpenMP codepath 2019-06-25 17:26:14 +02:00
evaluate_posterior_kernel.m Fix get_posterior_parameters 2017-10-05 09:54:08 +02:00
evaluate_prior.m Fix get_posterior_parameters 2017-10-05 09:54:08 +02:00
evaluate_smoother.m Fix get_posterior_parameters 2017-10-05 09:54:08 +02:00
evaluate_static_model.m Move the location of various generated files on the filesystem 2018-06-27 17:03:39 +02:00
evaluate_steady_state.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
evaluate_steady_state_file.m small fixes 2019-03-06 14:01:29 +01:00
execute_prior_posterior_function.m Provide error message if unsupported endogenous prior restriction is used 2018-12-15 18:44:53 +01:00
expand_group.m fix crashes of the expand interactive mode of shock decomp plots, requiring to store and use more info on the plot itself (manual cherry-pick from 2914805e0803165eb324081483b6e85e288c3ce0) 2019-01-17 11:37:41 +01:00
f_var.m Updated copyright notices 2011-02-04 17:27:33 +01:00
fastgensylv.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
ff1_.m Move the location of various generated files on the filesystem 2018-06-27 17:03:39 +02:00
ffill.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
fjaco.m Fix typos in fjaco.m 2017-10-04 16:52:55 +02:00
flip_plan.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
forcst.m pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
forcst2.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
forcst2a.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
forecast_graphs.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
formdata.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
ftest.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
fwriten.m Make load_m_file_data_legacy.m work with row vectors. 2017-05-10 17:39:11 +02:00
gauss_hermite_weights_and_nodes.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
gauss_legendre_weights_and_nodes.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
gcompare.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
generate_trace_plots.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
gensylv_fp.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
getIrfShocksIndx.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
getPowerDeriv.m Update copyright notices 2012-06-08 18:22:34 +02:00
get_Hessian.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
get_all_parameters.m Fix get_posterior_parameters 2017-10-05 09:54:08 +02:00
get_aux_variable_id.m Return 0 if the input is not the name of an endogenous variable. 2019-02-28 10:15:08 +01:00
get_cells_id.m Moved get_cells_id routine from matlab/@dynSeries/private to matlab. 2012-12-03 16:15:36 +01:00
get_date_of_a_file.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
get_difference_order.m Added routines related to auxiliary variables. 2018-05-29 15:44:41 +02:00
get_dynare_random_generator_state.m Further updates related to minimal MATLAB version bump 2018-11-13 18:29:20 +01:00
get_equation_number_by_tag.m Added routines related to auxiliary variables. 2018-05-29 15:44:41 +02:00
get_existing_subsamples_indx.m estimation: change name handling for correlation statements 2012-03-30 15:37:14 +02:00
get_file_extension.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
get_first_order_solution_params_deriv.m Remove symmetric elements in 3rd model derivatives 2019-06-17 16:18:07 +02:00
get_identification_jacobians.m Improvement of Identification Toolbox 2019-03-20 15:44:54 +00:00
get_lhs_and_rhs.m Bug fix (parenthesis mismatch). 2018-07-11 11:03:15 +02:00
get_minimal_state_representation.m Fix EOL convention of some files add in 666c9b8003 2019-03-20 16:49:52 +01:00
get_moments_size.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
get_name_of_the_last_mh_file.m Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
get_new_or_existing_ei_index.m Fixed copyright notices. 2017-05-16 14:11:15 +02:00
get_optimal_policy_discount_factor.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
get_param_by_name.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
get_posterior_parameters.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
get_subsamples_range_indx.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
get_the_name.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
get_variables_and_parameters_in_equation.m Cosmetic, strmatch() -> find(strcmp()). 2019-02-28 21:23:05 +01:00
get_variables_list.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
get_variance_of_endogenous_variables.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
global_initialization.m Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
graph_decomp.m fix crashes of the expand interactive mode of shock decomp plots, requiring to store and use more info on the plot itself (manual cherry-pick from 2914805e0803165eb324081483b6e85e288c3ce0) 2019-01-17 11:37:41 +01:00
graph_decomp_detail.m fix crashes of the expand interactive mode of shock decomp plots, requiring to store and use more info on the plot itself (manual cherry-pick from 2914805e0803165eb324081483b6e85e288c3ce0) 2019-01-17 11:37:41 +01:00
hess_element.m Updated copyright notices 2011-02-04 17:27:33 +01:00
hessian.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
hessian_sparse.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
histvalf.m histval_file: small changes 2019-07-29 10:48:49 -04:00
homotopy1.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
homotopy2.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
homotopy3.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
ident_bruteforce.m Improvement of Identification Toolbox 2019-03-20 15:44:54 +00:00
identification_analysis.m pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
identification_checks.m Improvement of Identification Toolbox 2019-03-20 15:44:54 +00:00
identification_checks_via_subsets.m Improvement of Identification Toolbox 2019-03-20 15:44:54 +00:00
identification_numerical_objective.m Improvement of Identification Toolbox 2019-03-20 15:44:54 +00:00
imcforecast.m imcforecast.m: Make code robust to 1 period 2019-09-02 18:47:46 +02:00
indnv.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
init_plan.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
initial_condition_decomposition.m Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
initial_estimation_checks.m initial_estimation_checks.m: Allow for calibrated measurement error 2019-09-06 22:53:37 +02:00
initialize_from_mode.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
initvalf.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
internals.m remove unused variable in dynare_config 2019-09-05 11:48:19 +02:00
interpret_resol_info.m Cosmetic fix to error message 2017-11-28 10:27:43 +01:00
irf.m pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
isauxiliary.m Updated header. 2019-02-28 10:23:23 +01:00
isbayes.m Fixed behaviour of write_latex_prior_table command 2016-06-16 10:38:40 +02:00
isdiff.m Added routines related to auxiliary variables. 2018-05-29 15:44:41 +02:00
islagof.m Added routine to test if an auxiliary variable is a lag of a variable. 2018-07-23 10:41:34 +02:00
isoctave.m Fixed copyright notices. 2017-05-16 14:11:15 +02:00
isolder.m Cosmetic change (Octave unit test). 2018-07-17 17:44:42 +02:00
jacob_element.m Updated copyright notices 2011-02-04 17:27:33 +01:00
k_order_pert.m Lift upper restriction on approximation order 2019-04-15 17:34:01 +02:00
kalman_transition_matrix.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
kernel_density_estimate.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
list_of_functions_to_be_cleared.m Removed persistent variables in evaluate_smoother routine. 2017-04-05 11:44:27 +02:00
list_of_parameters_calibrated_as_Inf.m Changed the type of the variable returned by list_of_parameters_calibrated_as_{Inf,NaN}. 2018-01-10 10:35:17 +01:00
list_of_parameters_calibrated_as_NaN.m Changed the type of the variable returned by list_of_parameters_calibrated_as_{Inf,NaN}. 2018-01-10 10:35:17 +01:00
lnsrch1.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
lnsrch1_wrapper_one_boundary.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
lnsrch1_wrapper_two_boundaries.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
load_first_mh_history_file.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
load_last_mh_history_file.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
load_m_file_data_legacy.m Compatibility fix for MATLAB ≤ R2012b 2019-03-26 18:53:43 +01:00
load_mat_file_data_legacy.m Fix error message of makedataset 2019-02-19 18:57:17 +01:00
logarithmic_reduction.m Added logarithmic reduction algorithm to solve quadratic matrix equation. 2012-07-11 18:26:22 +02:00
long_run_variance.m Updated copyright notices 2011-02-04 17:27:33 +01:00
lpdfgam.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
lpdfgbeta.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
lpdfig1.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
lpdfig2.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
lpdfnorm.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
lyapunov_solver.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
lyapunov_symm.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
marginal_density.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
matlab_ver_less_than.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
maximize_prior_density.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
mcforecast3.m Allowing for different number of periods in conditional_forecast_path. 2018-09-27 18:58:24 +02:00
mcompare.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
mcp_func.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
mcpath_function.m adding hook for PATH solver 2016-05-31 12:10:12 +02:00
metropolis_draw.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
metropolis_hastings_initialization.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
metropolis_run_analysis.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
mexErrCheck.m Macro used to clean up after encountering an error in a mex file (previously handled by mexErrMsgTxt) and helper m file 2010-09-23 10:43:16 +02:00
mh_autocorrelation_function.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
mh_optimal_bandwidth.m Fixed mh_optimal_bandwidth. 2017-06-07 11:02:49 +02:00
minus_logged_prior_density.m Fixed prior command with optimize. 2018-02-17 21:00:23 +01:00
missing_DiffuseKalmanSmootherH1_Z.m Fix bug in multivariate Kalman smoother when observations are missing 2018-01-26 23:13:45 +01:00
missing_DiffuseKalmanSmootherH3_Z.m Copyright header fix. 2018-01-26 12:01:07 +01:00
mode_check.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
model_comparison.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
model_diagnostics.m Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
model_info.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
model_inversion.m Cosmetic change. 2019-10-01 14:43:16 +02:00
moment_function.m clean up file (remove unused variables, fprintf instead of disp(sprintf())) 2019-09-12 11:55:05 +02:00
moments.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
mult_elimination.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
multivariate_sample_autocovariance.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
my_subplot.m Updated copyright notices 2011-02-04 17:27:33 +01:00
myboxplot.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
mydelete.m Fixed copyright notices. 2017-05-16 14:11:15 +02:00
name2index.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
non_linear_dsge_likelihood.m Cosmetic fix to error message 2017-11-28 10:27:43 +01:00
octave_ver_less_than.m Simplify octave_ver_less_than using builtin compare_versions() 2019-10-08 18:38:15 +02:00
one_sided_hp_filter.m Fixed bug in one sided HP filter. 2017-09-28 10:12:53 +02:00
optimize_prior.m Fixed copyright notices. 2017-05-16 14:11:15 +02:00
options2cell.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
osr.m pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
osr1.m clean up file (remove unused variables, fprintf instead of disp(sprintf())) 2019-09-12 11:55:05 +02:00
osr_obj.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
plot_icforecast.m Remove codepaths for unsupported Octave versions 2018-05-16 17:12:48 +02:00
plot_identification.m Improvement of Identification Toolbox 2019-03-20 15:44:54 +00:00
plot_priors.m Removed useless commas and semicolons. 2017-05-16 13:24:46 +02:00
plot_shock_decomposition.m remove unused return variable 2019-04-25 17:37:38 +02:00
pltorg.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
pm3.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
pm3_core.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
posterior_analysis.m intersect(…, 'stable') was introduced in MATLAB R2013a 2019-03-26 18:53:51 +01:00
posterior_moments.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
posterior_sampler.m Move the location of various generated files on the filesystem 2018-06-27 17:03:39 +02:00
posterior_sampler_core.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
posterior_sampler_initialization.m posterior_sampler_initialization.m: provide missing function input 2019-09-06 23:03:07 +02:00
posterior_sampler_iteration.m TaRB: fix bug where incorrect last posterior was returned if last draw was rejected 2018-07-24 17:07:29 +02:00
print_bytecode_dynamic_model.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
print_bytecode_static_model.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
print_info.m remove unnecessary brackets from strings 2019-01-02 17:56:35 +01:00
print_moments_implied_prior.m Document prior moments(distribution) option 2018-12-15 19:23:06 +01:00
print_table_prior.m Added missing prior (Weibull). 2017-06-06 20:37:41 +02:00
printline.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
prior_analysis.m Implement variance decomposition with measurement error 2017-10-05 11:33:17 +02:00
prior_bounds.m Make Octave error message more constructive and informative 2017-12-02 21:28:25 +01:00
prior_draw.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
prior_posterior_statistics.m Fix mistake in previous commit w.r.t. steadystate file 2018-06-27 17:15:13 +02:00
prior_posterior_statistics_core.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
prior_sampler.m Make prior.m function account for endogenous prior restrictions 2018-12-15 18:44:53 +01:00
priordens.m Revert "adding missing any()" 2018-11-14 15:04:27 +01:00
qr2.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
quadratic_matrix_equation_solver.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
ramsey_policy.m pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
read_data_.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
read_key_value_string.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
read_variables.m read_variables.m: consistently account for variables being stored as cell array 2018-01-26 12:29:03 +01:00
realtime_shock_decomposition.m remove unused return variable 2019-04-25 17:37:38 +02:00
recursive_moments.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
reduced_rank_cholesky.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
resid.m Move the location of various generated files on the filesystem 2018-06-27 17:03:39 +02:00
resol.m Cosmetic change in doc headers. 2018-05-05 21:58:52 +02:00
restricted_steadystate.m Move the location of various generated files on the filesystem 2018-06-27 17:03:39 +02:00
reversed_extended_path.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
rotated_slice_sampler.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
row_header_width.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
rplot.m Add a replacement for strjoin (missing in MATLAB < R2013a) 2019-05-20 12:47:41 +02:00
sample_autocovariance.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
sample_hp_filter.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
save_params_and_steady_state.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
save_results.m Updated copyright notices 2011-02-04 17:27:33 +01:00
score.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
selec_posterior_draws.m Fixed copyright notices. 2017-05-16 14:11:15 +02:00
select_from_table.m Fixed copyright notices. 2017-05-16 14:11:15 +02:00
select_qz_criterium_value.m Fixed copyright notices. 2017-05-16 14:11:15 +02:00
selif.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
send_endogenous_variables_to_workspace.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
set_all_parameters.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
set_default_initial_condition_decomposition_options.m Add “diff” and “flip” options to plot_shock_decomposition and initial_condition_decomposition 2019-07-03 16:33:10 +02:00
set_default_option.m trap possible cases where the option is type dates (manual cherry pick from commit 392ee4ae8a200a82003acd0c9b70c47c542f6b32) 2019-01-17 10:56:12 +01:00
set_default_plot_shock_decomposition_options.m Add “diff” and “flip” options to plot_shock_decomposition and initial_condition_decomposition 2019-07-03 16:33:10 +02:00
set_dynare_random_generator_state.m Further updates related to minimal MATLAB version bump 2018-11-13 18:29:20 +01:00
set_dynare_seed.m Further updates related to minimal MATLAB version bump 2018-11-13 18:29:20 +01:00
set_dynare_threads.m k_order_perturbation MEX: number of threads is now configurable 2019-07-09 17:33:14 +02:00
set_historical_values.m Cosmetic change. 2018-03-01 10:13:44 +01:00
set_local_param_value.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
set_param_value.m Updated copyright notices 2011-02-04 17:27:33 +01:00
set_parameters.m Code factorization. 2017-07-21 17:47:24 +02:00
set_parameters_locally.m Fix incorrect comments 2017-10-03 14:09:19 +02:00
set_prior.m Prevent inconsistent specification in estim_params-block 2018-12-15 18:49:53 +01:00
set_state_space.m Improve comment about oo_.dr.kstate 2019-07-04 18:37:23 +02:00
shiftS.m reporting, dates: make shiftS calls more efficient 2014-02-06 15:30:19 +01:00
shock_decomposition.m remove unused return variable 2019-04-25 17:37:38 +02:00
simul_static_model.m Added routine for simulating static models. 2019-06-21 11:21:34 +02:00
simulated_moment_uncertainty.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
simulated_moments_estimation.m Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
simult.m pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
simult_.m pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
simultxdet.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
size_of_the_reduced_form_model.m Updated copyright notices 2011-02-04 17:27:33 +01:00
skipline.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
slice_sampler.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
smm_objective.m clean up file (remove unused variables, fprintf instead of disp(sprintf())) 2019-09-12 11:55:05 +02:00
smoother2histval.m replace getfield/setfield with dynamic fields 2019-07-25 14:28:35 -04:00
solve1.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
solve_one_boundary.m solve_algo=7 and stack_solve_algo=2 are now allowed under Octave 2018-08-02 15:20:39 +02:00
solve_perfect_foresight_model.m Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
solve_two_boundaries.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
static_model_for_inversion.m Added the possibility to invert (nonlinear) static models. 2019-06-21 11:21:34 +02:00
static_model_inversion.m Added the possibility to invert (nonlinear) static models. 2019-06-21 11:21:34 +02:00
steady.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
steady_.m solve_algo=7 and stack_solve_algo=2 are now allowed under Octave 2018-08-02 15:20:39 +02:00
step_length_correction.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
stoch_simul.m stoch_simul: save var_list in oo_. closes #1646 2019-09-12 15:02:18 +02:00
stochastic_solvers.m A_times_B_kronecker_C MEX: remove the OpenMP codepath 2019-06-25 17:26:14 +02:00
store_smoother_results.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
subset.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
sylvester3.m No longer automatically add M-file substitutes for missing MEX files 2019-05-21 12:37:35 +02:00
sylvester3a.m No longer automatically add M-file substitutes for missing MEX files 2019-05-21 12:37:35 +02:00
symmetric_matrix_index.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
test_for_deep_parameters_calibration.m Changed the type of the variable returned by list_of_parameters_calibrated_as_{Inf,NaN}. 2018-01-10 10:35:17 +01:00
th_autocovariances.m Use true/false instead of 1/0 for boolean options 2019-03-19 15:21:16 +01:00
trace_plot.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
trust_region.m Trust region solver: recompute Jacobian only when necessary 2019-11-14 16:03:50 +01:00
unfold_g3.m Remove symmetric elements in 3rd model derivatives 2019-06-17 16:18:07 +02:00
uniform_specification.m Prevent inconsistent specification in estim_params-block 2018-12-15 18:49:53 +01:00
update_last_mh_history_file.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
user_has_matlab_license.m Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
user_has_octave_forge_package.m Add support for mode_compute=1 under Octave 2019-10-08 18:38:15 +02:00
var_sample_moments.m Adapted code for dsge-var models. 2014-06-23 10:55:08 +02:00
variance_decomposition_ME_mc_analysis.m Implement variance decomposition with measurement error 2017-10-05 11:33:17 +02:00
variance_decomposition_mc_analysis.m Implement variance decomposition with measurement error 2017-10-05 11:33:17 +02:00
varlist_indices.m remove unused variable 2019-09-10 11:08:20 +02:00
ver_greater_than.m Fixed copyright notices. 2017-05-16 14:11:15 +02:00
ver_greater_than_equal.m change convert_oo_ to be forward compatible 2015-04-30 15:25:54 +02:00
ver_less_than.m Fixed copyright notices. 2017-05-16 14:11:15 +02:00
vnorm.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
warning_config.m Provisions for Octave 5 2019-02-25 15:28:24 +01:00
write_latex_definitions.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
write_latex_parameter_table.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
write_latex_prior_table.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
write_mh_history_file.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
writecellofchar.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00
writedata.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
writedata_text.m Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
writematrixofchar.m Fixed copyright notices. 2017-05-18 18:36:38 +02:00