dynare/matlab
Houtan Bastani 179e8b867a reporting: bug fix. closes #673 2014-07-09 15:46:28 +02:00
..
@dates Fixed bug and added unitary tests. 2014-07-02 16:08:08 +02:00
@dseries Added new method @dseries/detrend. 2014-07-09 15:34:53 +02:00
@dynTimeIndex Fixed error message. 2014-04-30 15:43:51 +02:00
AIM Update copyright notices 2012-06-08 18:22:34 +02:00
distributions update copyright dates for files already modified in 2012 2012-01-04 14:42:06 +01:00
ep fixed minor bug in stochastic extended path 2014-06-21 10:06:01 +02:00
gensylv Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
gsa Fixed bug in filt_mc_ (gsa) routine (dataset_.dat need to be transposed). 2014-06-25 11:28:49 +02:00
kalman Fix copyright notices 2013-06-12 17:04:46 +02:00
kronecker Fix copyright notices 2013-06-12 17:04:46 +02:00
lmmcp updating lmmcp.m from RECS 2014-05-18 21:49:52 +02:00
missing Upgrade the minimum requirement to MATLAB 7.5 (R2007b). 2014-02-03 15:52:54 +01:00
ms-sbvar Adapted ms sbvar codes (options_.varobs is a row cell array of strings). 2014-06-26 16:07:45 +02:00
parallel Upgrade the minimum requirement to MATLAB 7.5 (R2007b). 2014-02-03 15:52:54 +01:00
partial_information Move add_auxiliary_variables_to_steadystate to partial_information directory. 2014-01-28 17:48:08 +01:00
particle Removed lgyidx2varobs field (vector of integers) in options_. Added checks about the declared observed variables. 2013-09-09 13:57:34 +02:00
qz Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
reports reporting: bug fix. closes #673 2014-07-09 15:46:28 +02:00
utilities Fixed bug (missing code for handling prefilter=1). 2014-07-09 15:34:53 +02:00
AHessian.m Fix copyright notices 2013-06-12 17:04:46 +02:00
AIM_first_order_solver.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
CheckPath.m Add a second output argument to CheckPath nonzero iff the routine creates a new directory. 2013-12-13 15:53:06 +01:00
CutSample.m Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes. 2013-11-20 18:03:12 +01:00
DsgeSmoother.m Merge branch 'master' into use-dynSeries 2014-04-30 10:10:30 +02:00
GetAllPosteriorDraws.m Update copyright notices 2012-06-08 18:22:34 +02:00
GetOneDraw.m Update copyright notices 2012-06-08 18:22:34 +02:00
GetPosteriorMeanVariance.m Merge branch 'master' into fix-mcmc-algorithm 2013-11-22 16:56:23 +01:00
GetPosteriorParametersStatistics.m Merge branch 'master' into use-dynSeries 2014-04-30 10:10:30 +02:00
MakeAllFigures.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
McMCDiagnostics.m Fix invalid check for size of interval in Geweke 2014-03-24 13:50:08 +01:00
McMCDiagnostics_core.m Removed check_presence_consecutive_MC_files in McMCDiagnostics. Cosmetic changes. 2013-11-22 11:28:24 +01:00
PlotPosteriorDistributions.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
PosteriorFilterSmootherAndForecast.m Merge branch 'master' into use-dynSeries 2014-04-30 10:10:30 +02:00
PosteriorIRF.m Adapted posterior IRFs routines. 2014-06-23 11:08:48 +02:00
PosteriorIRF_core1.m Adapted posterior IRFs routines. 2014-06-23 11:08:48 +02:00
PosteriorIRF_core2.m Adapted posterior IRFs routines. 2014-06-23 11:08:48 +02:00
ReshapeMatFiles.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
Tracing.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
UnivariateSpectralDensity.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
adaptive_metropolis_hastings.m Cosmetic change. Renamed "acceptation rates" as "acceptance ratios". 2013-11-27 11:34:49 +01:00
autoregressive_process_specification.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
basic_plan.m Corrects a typo, checks that the number of dates and the number of values are equal, Warns instead of reporting an error if the basic_plan is applied on a shock that is used in a flip_plan (flip_plan has the higher priority) 2014-01-21 14:42:44 -06:00
bfgsi1.m Rename bfgsi.m to bfgsi1.m to avoid clash with the one provided by Tao Zha 2012-04-20 17:25:08 +02:00
bicgstab_.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
bksup0.m Added files for extended path simulations. 2009-11-03 13:45:52 +00:00
bksup1.m sim1.m, bksup1.m: removed global variables, other minor cleanups 2010-10-13 18:51:56 +02:00
bksupk.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +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 Remove duplicate information in M_.blocksMFS 2012-11-16 17:39:03 +01:00
bseastr.m Updated copyright notices 2011-02-04 17:27:33 +01:00
bvar_density.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
bvar_forecast.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
bvar_irf.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
bvar_toolbox.m Filter out stale or inconsistent number of observations. 2014-03-11 12:11:47 +01:00
bytecode_steadystate.m Update copyright notices 2012-06-08 18:22:34 +02:00
cartesian_product_of_sets.m Fix copyright notices 2013-06-12 17:04:46 +02:00
check.m Make check.m display error messages 2014-02-28 13:06:01 +01:00
check_consistency_covariances.m Add function to check covariances for consistency in stochastic simulations 2013-11-05 15:36:06 +01:00
check_dsge_var_model.m Cosmetic changes. 2014-06-20 11:57:46 +02:00
check_file_extension.m Fixed bug when loaded m file data is not in the current folder or a subfoler. 2014-06-23 13:54:52 +02:00
check_for_calibrated_covariances.m Add missing function check_for_calibrated_covariances.m 2013-11-06 07:13:35 +01:00
check_list_of_variables.m Merge branch 'master' into use-dynSeries 2014-04-30 10:10:30 +02:00
check_model.m Add function to check covariances for consistency in stochastic simulations 2013-11-05 15:36:06 +01:00
check_name.m Updated copyright notices 2011-02-04 17:27:33 +01:00
check_posterior_analysis_data.m Fixed bug. 2013-12-13 15:53:06 +01:00
check_prior_analysis_data.m Update copyright notices 2012-06-08 18:22:34 +02:00
check_prior_bounds.m Add possibility to initialize parameters from calibrated model 2013-11-06 13:50:46 +01:00
cmaes.m adding set_dynare_random_generator_state() and 2012-08-29 17:58:54 +02:00
common_strings_in_cell_arrays.m Added new routine. 2013-03-21 16:42:12 +01:00
compute_mh_covariance_matrix.m Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes. 2013-11-20 18:03:12 +01:00
compute_model_moments.m Updated copyright notices 2011-02-04 17:27:33 +01:00
compute_moments_varendo.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
compute_overall_acceptance_ratio.m internals --display-mh-history displays the overall acceptance ratios (ie using all the mcmc draws saved on disk) instead of the current acceptance ratios (ie using the mcmc draws generated by the last estimation command). Graphical and text waitbars display the current acceptance ratios. The current acceptance ratios are saved in the mh-history files. 2013-11-27 11:56:38 +01:00
conditional_variance_decomposition.m Update copyright notices 2012-06-08 18:22:34 +02:00
conditional_variance_decomposition_mc_analysis.m Fix copyright notices 2013-06-12 17:04:46 +02:00
convertAimCodeToInfo.m Update copyright notices 2012-06-08 18:22:34 +02:00
correlation_mc_analysis.m Fix copyright notices 2013-06-12 17:04:46 +02:00
cosn.m Fix copyright notices 2013-06-12 17:04:46 +02:00
covariance_mc_analysis.m Fix copyright notices 2013-06-12 17:04:46 +02:00
csminit1.m Fix function name in header 2011-09-09 14:46:05 +02:00
csminwel1.m Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood. 2013-11-16 23:33:37 +01:00
csolve.m use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time) 2011-02-10 15:54:23 +01:00
cubature_with_gaussian_weight.m fix try / catch statement in tests for octave 2013-11-26 17:35:27 +01:00
cycle_reduction.m Reduced the dimension of the problem in the unitary test for cycle_reduction and logarithmic_reduction routines. 2013-12-16 09:44:15 +01:00
datatomfile.m Added the possibility to rename the selected variables to be saved in a data file. 2013-06-17 17:52:26 +02:00
dcompare.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
delete_mh_history_files.m Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes. 2013-11-20 18:03:12 +01:00
det_cond_forecast.m New syntax used to call the conditional forecast using the extended path method. It allows to match the endogenous and the shock that are flipped. 2014-01-02 16:13:03 +01:00
det_forecast.m Same as 38712d987c. 2013-10-09 15:31:48 +02:00
discretionary_policy.m adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
discretionary_policy_1.m Renamed options_.solve_maxit as options_.dp.maxit. 2013-10-09 15:37:21 +02:00
discretionary_policy_engine.m Convert files to Unix EOL 2012-06-08 19:10:19 +02:00
disp_dr.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
disp_identification.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
disp_model_summary.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
disp_moments.m Add warning if conditional_variance_decomposition is requested with simulated moments 2014-04-07 11:29:05 +02:00
disp_steady_state.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
disp_th_moments.m Disentangle computation and display of conditional_variance_decomposition 2014-04-07 17:38:27 +02:00
display_conditional_variance_decomposition.m Disentangle computation and display of conditional_variance_decomposition 2014-04-07 17:38:27 +02:00
display_estimation_results_table.m Merge branch 'master' into use-dynSeries 2014-04-30 10:10:30 +02:00
display_problematic_vars_Jacobian.m Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m 2014-03-28 14:52:06 +01:00
do_parameter_initialization.m Fix typo in use_calibration 2013-11-21 21:19:29 +01:00
dr_block.m Cosmetic changes. 2014-01-30 13:00:25 +01:00
draw_prior_density.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
dsample.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dsge_likelihood.m Merge pull request #663 from JohannesPfeifer/master 2014-07-01 17:56:48 +02:00
dsge_simulated_theoretical_conditional_variance_decomposition.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
dsge_simulated_theoretical_correlation.m Update copyright notices 2012-06-08 18:22:34 +02:00
dsge_simulated_theoretical_covariance.m Update copyright notices 2012-06-08 18:22:34 +02:00
dsge_simulated_theoretical_variance_decomposition.m fixing bug in writing variance decomposition files 2012-10-21 10:14:38 +02:00
dsge_var_likelihood.m Merge pull request #663 from JohannesPfeifer/master 2014-07-01 17:56:48 +02:00
dsgevar_posterior_density.m Adapted code for dsge-var models. 2014-06-23 10:55:08 +02:00
dy_date.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dyn2vec.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dyn_diag_vech.m v4.2: changed vech functions names to avoid conflict with other toolboxes 2010-01-23 16:55:28 +00:00
dyn_figure.m Added utilities for dynare figure creation and saving. 2012-01-12 17:46:40 +01:00
dyn_first_order_solver.m Added input argument four (options_.qz_zero_threshold) when calling mjdgges. 2013-06-12 10:23:07 +02:00
dyn_forecast.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
dyn_ramsey_static.m Steady state calculation of Ramsey problem: fix bug when params are updated. 2014-07-08 15:06:26 +02:00
dyn_risky_steadystate_solver.m Remove bad_cond_flag argument from solve1. 2014-02-04 17:56:27 +01:00
dyn_saveas.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
dyn_second_order_solver.m Header fix 2013-08-15 11:46:14 +02:00
dyn_unvech.m v4.2: changed vech functions names to avoid conflict with other toolboxes 2010-01-23 16:55:28 +00:00
dyn_vech.m v4.2: changed vech functions names to avoid conflict with other toolboxes 2010-01-23 16:55:28 +00:00
dyn_waitbar.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
dyn_waitbar_close.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
dynare.m fix typo 2014-03-28 15:25:22 +01:00
dynare_config.m Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands: 2014-06-11 12:22:31 +02:00
dynare_estimation.m Merge branch 'master' into use-dynSeries 2014-04-30 10:10:30 +02:00
dynare_estimation_1.m Fixed bug (wrong definition of rawdata). 2014-07-09 15:34:53 +02:00
dynare_estimation_init.m Merge pull request #660 from JohannesPfeifer/mode_file 2014-07-01 18:00:48 +02:00
dynare_gradient.m Update copyright notices 2012-06-08 18:22:34 +02:00
dynare_graph.m Make BVAR obey graph-options and save to graph folder 2013-05-24 11:04:21 +02:00
dynare_graph_close.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dynare_graph_init.m Make BVAR obey graph-options and save to graph folder 2013-05-24 11:04:21 +02:00
dynare_identification.m Fixed bug (missing argument). 2014-06-27 18:40:09 +02:00
dynare_resolve.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
dynare_sensitivity.m Adapted dynare_sensitivity routine (options_.varobs is a row cell array of strings). 2014-06-25 11:27:12 +02:00
dynare_solve.m Merge pull request #659 from JohannesPfeifer/steady_fix 2014-06-04 16:59:14 +02:00
dynare_solve_block_or_bytecode.m Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
dynare_squeeze.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
dynare_version.m.in Updated copyright notices 2011-02-04 17:27:33 +01:00
dynasave.m Fixed bug in dynasave (thanks to P. M. Lafourcade for reporting) 2010-02-05 16:54:00 +01:00
dynatype.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
dynsec2hms.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dyntable.m Don't fail when all values are NaN/Inf 2013-01-07 17:03:47 +01:00
endogenous_prior.m Restrict endogenous prior to stationary models and allow for measurement error 2013-03-18 23:46:15 +01:00
endogenous_prior_restrictions.m Bug fix with irf restriction on period larger than 1 2013-12-10 10:54:47 +01:00
ep_residuals.m Added (exogenous) homotopic steps in reversed extended path. 2010-05-12 17:56:37 +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_likelihood.m Adapted evaluate_likelihood routine. 2014-06-23 17:11:01 +02:00
evaluate_max_dynamic_residual.m Added new routine to compute the max. abs. error associated to a path (perfect foresight models). Use this routine to compute (and report) the true max. abs. error when sim1 (stack_algo==0) is used with option endogenous_terminal_period. 2013-12-28 17:41:36 +01:00
evaluate_planner_objective.m ramsey_policy: correcting the computation of the value of the 2013-12-13 10:44:29 +01:00
evaluate_posterior_kernel.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
evaluate_prior.m Update copyright notices 2012-06-08 18:22:34 +02:00
evaluate_smoother.m Added persistent variable in evaluate_smoother routine (dataset_info which describes the distribution of missing data). Changed type of dataset_. 2014-06-19 12:31:35 +02:00
evaluate_static_model.m Remove duplicate information in M_.blocksMFS 2012-11-16 17:39:03 +01:00
evaluate_steady_state.m evaluate_steady_state.m: fix bugs when static and dynamic models differ. 2014-07-08 16:10:09 +02:00
evaluate_steady_state_file.m fix bug when there is no parameter declared in the model 2014-04-05 16:40:25 +02:00
f_var.m Updated copyright notices 2011-02-04 17:27:33 +01:00
fastgensylv.m Fix copyright notices 2013-06-12 17:04:46 +02:00
ff1_.m v4 matlab: fixed some existing copyright headers (and some other minor header issues) 2008-08-01 12:40:33 +00:00
ffill.m Updated copyright notices 2011-02-04 17:27:33 +01:00
fjaco.m use of numerical Jacobian to check analytic results. 2010-03-09 10:05:13 +01:00
flip_plan.m New syntax used to call the conditional forecast using the extended path method. It allows to match the endogenous and the shock that are flipped. 2014-01-02 16:13:03 +01:00
forcst.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
forcst2.m Updated copyright notices 2011-02-04 17:27:33 +01:00
forcst2a.m Updated copyright notices 2011-02-04 17:27:33 +01:00
forcst_unc.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
forecast_graphs.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
formdata.m replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
ftest.m replace deprecated Matlab function setstr with char 2010-09-27 16:05:52 +02:00
gauss_hermite_weights_and_nodes.m Fix copyright notices 2013-06-12 17:04:46 +02:00
gauss_legendre_weights_and_nodes.m Added routine for computing weights and nodes of the Gauss Legendre quadrature. 2012-01-20 16:40:17 +01:00
gcompare.m Updated copyright notices 2011-02-04 17:27:33 +01:00
gensylv_fp.m Update copyright notices 2012-06-08 18:22:34 +02:00
getH.m Fix to compute derivatives with Kronecker products (just for testing). 2012-09-18 10:41:16 +02:00
getIrfShocksIndx.m Filter out shocks specified twice for IRF generation 2013-10-11 19:32:52 +02:00
getJJ.m Fix copyright notices 2013-06-12 17:04:46 +02:00
getPowerDeriv.m Update copyright notices 2012-06-08 18:22:34 +02:00
get_Hessian.m Extension to full Hessian (partial commit, to be debugged). 2011-11-05 11:08:00 +01:00
get_all_parameters.m Add possibility to initialize parameters from calibrated model 2013-11-06 13:50:46 +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_dynare_random_generator_state.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
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 bug when loaded m file data is not in the current folder or a subfoler. 2014-06-23 13:54:52 +02:00
get_moments_size.m Update copyright notices 2012-06-08 18:22:34 +02:00
get_name_of_the_last_mh_file.m Bug fixes (related to the loading of the mcmc files) + Cosmetic changes. 2013-12-13 12:49:19 +01:00
get_new_or_existing_ei_index.m estimation: change name handling for correlation statements 2012-03-30 15:37:14 +02:00
get_optimal_policy_discount_factor.m removing options_.discount_factor that is replaced by parameter optimal_policy_discount_factor 2011-05-24 16:02:42 +02:00
get_param_by_name.m Updated copyright notices 2011-02-04 17:27:33 +01:00
get_posterior_parameters.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
get_prior_info.m Change get_prior_info.m to reflect user-specified bounds. Also corrects LaTeX-code 2014-01-28 18:45:40 +01:00
get_random_string.m Added new routine to generate strings randomly. 2013-09-19 14:43:35 +02:00
get_subsamples_range_indx.m bug fix: wrong index used in test 2012-04-03 18:33:24 +02:00
get_the_name.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
get_variables_list.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
get_variance_of_endogenous_variables.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
geweke_chi2_test.m Add Geweke 1992 convergence diagnostics 2013-09-16 18:47:15 +02:00
geweke_moments.m Add Geweke 1992 convergence diagnostics 2013-09-16 18:47:15 +02:00
global_initialization.m Adding initialization for lmmcp options 2014-07-08 13:53:18 +02:00
gmhmaxlik.m Harmonize terminology in gmhmaxlik.m 2013-12-30 13:55:30 +01:00
graph_decomp.m Move axis command after plot in graph_decomp for not overriding it 2013-07-03 09:20:48 +02:00
hess_element.m Updated copyright notices 2011-02-04 17:27:33 +01:00
hessian.m Update copyright notices 2012-06-08 18:22:34 +02:00
hessian_sparse.m Reduce memory requirements for analytic Hessian. 2012-08-21 16:00:55 +02:00
histvalf.m smoother2histval, histval_file: fix compatibility problems with MATLAB. 2014-04-07 14:58:28 +02:00
homotopy1.m Update copyright notices 2012-06-08 18:22:34 +02:00
homotopy2.m Update copyright notices 2012-06-08 18:22:34 +02:00
homotopy3.m Update copyright notices 2012-06-08 18:22:34 +02:00
ident_bruteforce.m Fix copyright notices 2013-06-12 17:04:46 +02:00
identification_analysis.m Adapted identification routines. 2014-06-17 12:04:58 +02:00
identification_checks.m Trap the case where only one parameter is estimated and only one non-constant row is available in Jacobian: (1) do not use vnorm; (2) do not use advanced option. 2013-12-06 08:21:10 +01:00
imcforecast.m Use makedataset in condition forecast routine. 2014-06-26 10:55:54 +02:00
independent_metropolis_hastings.m internals --display-mh-history displays the overall acceptance ratios (ie using all the mcmc draws saved on disk) instead of the current acceptance ratios (ie using the mcmc draws generated by the last estimation command). Graphical and text waitbars display the current acceptance ratios. The current acceptance ratios are saved in the mh-history files. 2013-11-27 11:56:38 +01:00
independent_metropolis_hastings_core.m internals --display-mh-history displays the overall acceptance ratios (ie using all the mcmc draws saved on disk) instead of the current acceptance ratios (ie using the mcmc draws generated by the last estimation command). Graphical and text waitbars display the current acceptance ratios. The current acceptance ratios are saved in the mh-history files. 2013-11-27 11:56:38 +01:00
indnv.m Updated copyright notices 2011-02-04 17:27:33 +01:00
init_plan.m New syntax used to call the conditional forecast using the extended path method. It allows to match the endogenous and the shock that are flipped. 2014-01-02 16:13:03 +01:00
initial_estimation_checks.m Use dseries object in the estimation routines. 2014-06-16 17:41:59 +02:00
initialize_from_mode.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
initvalf.m Various fixes related to data-loading 2012-10-08 13:00:55 +02:00
insert_column_vector_in_a_matrix.m Added missing unitary tests in the testsuite. 2013-11-13 10:59:44 +01:00
insert_object_in_a_one_dimensional_cell_array.m Added missing unitary tests in the testsuite. 2013-11-13 10:59:44 +01:00
internals.m internals --display-mh-history displays the overall acceptance ratios (ie using all the mcmc draws saved on disk) instead of the current acceptance ratios (ie using the mcmc draws generated by the last estimation command). Graphical and text waitbars display the current acceptance ratios. The current acceptance ratios are saved in the mh-history files. 2013-11-27 11:56:38 +01:00
irf.m Removed references to options_.simul_seed. 2010-11-27 00:19:22 +01:00
isaletter.m Fixed typo. 2013-09-05 10:14:02 +02:00
isconst.m Updated copyright notices 2011-02-04 17:27:33 +01:00
isdseries.m Added isdseries routine. Returns 1 if the input is a dseries object, 0 otherwise. 2013-11-06 17:15:19 +01:00
isglobalinbase.m Added new routine to test if a global variable exist in the base workspace. 2013-11-29 19:02:40 +01:00
isint.m Bug fix. Input must be numeric in the first place. 2013-11-29 19:02:40 +01:00
ispd.m Rewrote ispd routine more efficiently using cholesky decomposition. 2013-06-20 12:57:53 +02:00
isquare.m Added new routine. 2013-06-20 12:56:53 +02:00
jacob_element.m Updated copyright notices 2011-02-04 17:27:33 +01:00
k_order_pert.m Cosmetic changes. 2014-01-30 13:00:25 +01:00
k_order_perturbation.m Fix copyright notices 2013-06-12 17:04:46 +02:00
kalman_transition_matrix.m Updated copyright notices 2011-02-04 17:27:33 +01:00
kernel_density_estimate.m v4 matlab: fixed some existing copyright headers (and some other minor header issues) 2008-08-01 12:40:33 +00:00
list_of_parameters_calibrated_as_NaN.m Updated copyright notices 2011-02-04 17:27:33 +01:00
lnsrch1.m Provide additional debugging info before lnsrch1 crashes with error 2013-07-18 15:04:00 +02:00
lnsrch1_wrapper_one_boundary.m Update copyright notices 2012-06-08 18:22:34 +02:00
lnsrch1_wrapper_two_boundaries.m Update copyright notices 2012-06-08 18:22:34 +02:00
load_csv_file_data.m Improvements in load_csv_file_data 2013-11-26 18:19:48 +01:00
load_first_mh_history_file.m Added options to the internals command to load mh-history files or display informations about MCMC settings and state. 2013-11-26 11:28:40 +01:00
load_last_mh_history_file.m Cosmetic change. Renamed "acceptation rates" as "acceptance ratios". 2013-11-27 11:34:49 +01:00
load_m_file_data.m Fixed bug when loaded m file data is not in the current folder or a subfoler. 2014-06-23 13:54:52 +02:00
load_mat_file_data.m Fixed bug and added unit tests (force the variables in mat files to be in column vectors). 2014-07-03 11:35:46 +02:00
load_xls_file_data.m Account for loading of only one variable when loading Excel-file 2014-07-04 13:44:48 +02:00
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 Update copyright notices 2012-06-08 18:22:34 +02:00
lpdfgbeta.m Add comments to make clear distinction between generalized distribution and user-imposed bound 2014-01-28 18:41:07 +01:00
lpdfig1.m Update copyright notices 2012-06-08 18:22:34 +02:00
lpdfig2.m Update copyright notices 2012-06-08 18:22:34 +02:00
lpdfnorm.m Update copyright notices 2012-06-08 18:22:34 +02:00
lyapunov_symm.m removed useless test with exist() that is very expensive in 2014-02-01 16:26:18 +01:00
make_ex_.m Store deterministic shocks information in M_. 2014-04-08 17:43:58 +02:00
make_y_.m Fix make_y_.m for purely forward/backward models. 2014-02-17 17:51:57 +01:00
marginal_density.m Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes. 2013-11-20 18:03:12 +01:00
matlab_ver_less_than.m Add missing semicolon. 2014-02-04 17:56:27 +01:00
maximize_prior_density.m Fix copyright notices 2013-06-12 17:04:46 +02:00
mcforecast3.m Updated copyright notices 2011-02-04 17:27:33 +01:00
mcompare.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
metropolis_draw.m Closes #567. 2013-12-18 16:44:31 +01:00
metropolis_hastings_initialization.m Fixed typo. 2014-06-20 11:20:27 +02:00
metropolis_run_analysis.m Update copyright notices 2012-06-08 18:22:34 +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 Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes. 2013-11-20 18:03:12 +01:00
mh_optimal_bandwidth.m octave fix; 2011-10-25 17:59:00 +02:00
minus_logged_prior_density.m Change minus_logged_prior_density.m to reflect new treatment of estimated and calibrated covariances 2014-01-28 18:42:47 +01:00
missing_DiffuseKalmanSmootherH1_Z.m Speeds up the Kalman smoother 2014-01-14 17:32:45 +01:00
missing_DiffuseKalmanSmootherH3_Z.m fixed bug for measurement errors returned by smoother 2011-11-04 21:15:47 +01:00
mode_check.m Fixed mode_check and prior_posterior_statistics routines (added dataset_info as an input). 2014-06-17 10:19:07 +02:00
model_comparison.m Filter out ML of model_comparison.m 2014-07-01 18:50:24 +02:00
model_diagnostics.m Adds test whether all parameters are set to model_diagnostics.m 2014-05-07 10:49:50 +02:00
model_info.m Corrects a bug in model_info 2012-06-11 10:32:44 +02:00
moment_function.m Update copyright notices 2012-06-08 18:22:34 +02:00
moments.m Updated copyright notices 2011-02-04 17:27:33 +01:00
mr_gstep.m Adapted newrat routines (adding dataset_info). 2014-06-20 11:21:30 +02:00
mr_hessian.m Adapted newrat routines (adding dataset_info). 2014-06-20 11:21:30 +02:00
mult_elimination.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
multivariate_sample_autocovariance.m Added functions to estimate the long run (co)variance of a 2009-12-31 10:20:32 +00:00
my_subplot.m Updated copyright notices 2011-02-04 17:27:33 +01:00
myboxplot.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
mydelete.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
name2index.m Fixed bug in name2index 2013-04-29 23:17:11 +02:00
newrat.m Adapted newrat routines (adding dataset_info). 2014-06-20 11:21:30 +02:00
non_linear_dsge_likelihood.m Add forgotten case to likelihood functions 2014-06-02 14:10:43 +02:00
numgrad2.m Removed useless output arguments from numerical gradient routines. 2014-01-24 15:47:46 +01:00
numgrad3.m Removed useless output arguments from numerical gradient routines. 2014-01-24 15:47:46 +01:00
numgrad3_.m Deactivate the rescaling of the perturbation in numgrad3_ and numgrad5_ routines. 2014-01-29 12:36:34 +01:00
numgrad5.m Removed useless output arguments from numerical gradient routines. 2014-01-24 15:47:46 +01:00
numgrad5_.m Deactivate the rescaling of the perturbation in numgrad3_ and numgrad5_ routines. 2014-01-29 12:36:34 +01:00
octave_ver_less_than.m Update copyright notices 2012-06-08 18:22:34 +02:00
options2cell.m Added a routine to copy options organized in struct into a cell. 2013-10-08 15:17:18 +02:00
osr.m Fixed bug in osr. 2014-06-27 18:39:39 +02:00
osr1.m Filter out more pathological cases in osr1.m 2014-03-19 21:43:23 +01:00
osr_obj.m Cosmetic changes to documentation of osr 2014-03-11 10:05:17 +01:00
perfect_foresight_problem.m adding missing file for perfect foresight 2014-05-28 09:32:44 +02:00
perfect_foresight_setup.m Introduce two new command: perfect_foresight_{setup,solver}. 2014-04-09 17:57:17 +02:00
perfect_foresight_simulation.m Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
perfect_foresight_solver.m perfect_foresight_solver: fixing bugs 2014-05-18 21:49:52 +02:00
plot_icforecast.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
plot_identification.m Cosmetic Changes to figure names in identification 2014-03-10 20:57:29 +01:00
plot_priors.m Update copyright notices 2012-06-08 18:22:34 +02:00
pltorg.m Updated copyright notices 2011-02-04 17:27:33 +01:00
pm3.m Initialize stock1_filter_step_ahead to prevent crash in Octave 2013-12-13 18:29:48 +01:00
pm3_core.m Update copyright notices 2012-06-08 18:22:34 +02:00
posterior_analysis.m Closes #567. 2013-12-18 16:44:31 +01:00
posterior_moments.m Update copyright notices 2012-06-08 18:22:34 +02:00
print_bytecode_dynamic_model.m Updated copyright notices 2011-02-04 17:27:33 +01:00
print_bytecode_static_model.m Updated copyright notices 2011-02-04 17:27:33 +01:00
print_info.m Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m 2014-03-28 14:52:06 +01:00
prior_analysis.m Update copyright notices 2012-06-08 18:22:34 +02:00
prior_bounds.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
prior_draw.m Updated copyright notices 2011-02-04 17:27:33 +01:00
prior_posterior_statistics.m Fixed bug (options_.varobs is a row cell array of strings) + Cosmetic changes. 2014-06-23 12:53:39 +02:00
prior_posterior_statistics_core.m Fixed bug (options_.varobs is a row cell array of strings) + Cosmetic changes. 2014-06-23 12:53:39 +02:00
prior_sampler.m Fixed bug (wrong index). 2012-09-19 17:03:07 +02:00
priordens.m Add comments to make clear distinction between generalized distribution and user-imposed bound 2014-01-28 18:41:07 +01:00
qmc_sequence.m Update copyright notices 2012-06-08 18:22:34 +02:00
qr2.m Fix copyright notices 2013-06-12 17:04:46 +02:00
quadratic_matrix_equation_solver.m Added a new routine to solve quadratic matrix equation (based on a Newton algorithm with line search). 2012-07-12 14:43:21 +02:00
qzdiv.m use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time) 2011-02-10 15:54:23 +01:00
qzswitch.m use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time) 2011-02-10 15:54:23 +01:00
ramsey_policy.m fixed welfare evaluation for arbirtrary value of the state 2012-06-13 21:00:38 +02:00
random_walk_metropolis_hastings.m Use dseries object in the estimation routines. 2014-06-16 17:41:59 +02:00
random_walk_metropolis_hastings_core.m Use dseries object in the estimation routines. 2014-06-16 17:41:59 +02:00
read_data_.m Update copyright notices 2012-06-08 18:22:34 +02:00
read_key_value_string.m Added new routine that converts a string of Key-Value pairs in a cell. 2014-02-03 12:25:29 +01:00
read_variables.m Merge branch 'master' into use-dynSeries 2014-04-30 10:10:30 +02:00
recursive_moments.m Updated copyright notices 2011-02-04 17:27:33 +01:00
reduced_rank_cholesky.m Update copyright notices 2012-06-08 18:22:34 +02:00
replace_object_in_a_one_dimensional_cell_array.m Added routine. 2013-03-28 12:31:34 +01:00
resid.m Fixed typo that prevented correct updating of parameters when using resid together with the steady_state_model block 2013-11-21 19:39:50 +01:00
resol.m Fix two bug in resol that lead to crashes instead of error messages when loglinear option was used and steady state were negative 2014-06-10 10:58:19 +02:00
restricted_steadystate.m Updated copyright notices 2011-02-04 17:27:33 +01:00
reversed_extended_path.m Update copyright notices 2012-06-08 18:22:34 +02:00
rndprior.m Efficiency & Cosmetic changes related to the design of bayestopt_ and 2009-04-06 14:38:37 +00:00
row_header_width.m Suppress output of row_header_width 2013-04-27 08:28:24 +02:00
rplot.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
sample_autocovariance.m Added autocorrelogram for the posterior draws. 2008-09-02 10:16:44 +00:00
sample_hp_filter.m Added methods in dynSeries class for filtering (hptrend and hpcycle). 2013-09-18 11:34:10 +02:00
save_params_and_steady_state.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
save_results.m Updated copyright notices 2011-02-04 17:27:33 +01:00
schur_statespace_transformation.m Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
score.m Update copyright notices 2012-06-08 18:22:34 +02:00
selec_posterior_draws.m Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes. 2013-11-20 18:03:12 +01:00
select_from_table.m Updated copyright notices 2011-02-04 17:27:33 +01:00
selif.m Updated copyright notices 2011-02-04 17:27:33 +01:00
send_endogenous_variables_to_workspace.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
set_all_parameters.m Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +01:00
set_default_option.m Fix for empty and nan fields. 2014-06-27 18:41:04 +02:00
set_dynare_random_generator_state.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
set_dynare_seed.m Upgrade the minimum requirement to MATLAB 7.5 (R2007b). 2014-02-03 15:52:54 +01:00
set_dynare_threads.m Update copyright notices 2012-06-08 18:22:34 +02:00
set_param_value.m Updated copyright notices 2011-02-04 17:27:33 +01:00
set_parameters.m Fix typo in field naming 2013-11-07 07:59:12 +01:00
set_prior.m Fixed bug (options_.varobs is a row cell array of strings). 2014-06-25 14:49:49 +02:00
set_state_space.m Filters out error due to model being purely static. 2013-11-07 10:22:24 +01:00
shiftS.m reporting, dates: make shiftS calls more efficient 2014-02-06 15:30:19 +01:00
shock_decomposition.m Initialize epsilon in shock_decomposition.m 2013-12-30 13:54:48 +01:00
sim1.m sim1: when there are NaNs/Infs, raise a warning rather than an error. 2014-05-12 12:15:16 +02:00
sim1_lbj.m Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
sim1_purely_backward.m Fix bug introduced in 0e204673. 2014-04-10 16:46:30 +02:00
sim1_purely_forward.m Correctly set oo_.deterministic_simulation.status in sim1_purely_{backward,forward}.m. 2014-04-10 16:39:06 +02:00
simplex_optimization_routine.m Adapted simplex routine. 2014-06-20 11:27:06 +02:00
simpsa.m Fixed bug caused by the size of the vector of parameters (transposition needed). 2013-10-02 17:08:04 +02:00
simpsaget.m Fix license info for simpsa 2013-10-02 18:42:36 +02:00
simpsaset.m Added simpsa routines (new optimization algorithm) 2013-10-02 15:29:56 +02:00
simul_backward_nonlinear_model.m Remove bad_cond_flag argument from solve1. 2014-02-04 17:56:27 +01:00
simulated_moment_uncertainty.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
simulated_moments_estimation.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
simult.m simulations: draw random shocks so that, given a seed, the sequence is the same, independently of the number of periods 2012-07-25 15:00:57 +02:00
simult_.m Fix bug in simult_ for purely forward looking models 2013-07-24 23:36:46 +02:00
simultxdet.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
size_of_the_reduced_form_model.m Updated copyright notices 2011-02-04 17:27:33 +01:00
skipline.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
smm_objective.m check only returns eigenvalues, not the whole oo_ 2013-01-15 16:45:15 +01:00
smoother2histval.m smoother2histval, histval_file: fix compatibility problems with MATLAB. 2014-04-07 14:58:28 +02:00
solve1.m solve1: initialize fjac only if it needs to be computed numerically. 2014-05-11 14:44:06 +02:00
solve_one_boundary.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
solve_perfect_foresight_model.m Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
solve_two_boundaries.m fix comment 2013-11-19 13:47:28 +01:00
steady.m Fix display of residuals before displaying error message 2013-08-25 11:31:32 +02:00
steady_.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
step_length_correction.m Fix copyright notices 2013-06-12 17:04:46 +02:00
stoch_simul.m Merge branch 'master' into use-dynSeries 2014-04-30 10:10:30 +02:00
stochastic_solvers.m Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m 2014-03-28 14:52:06 +01:00
subset.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
symmetric_matrix_index.m Updated copyright notices 2011-02-04 17:27:33 +01:00
test_for_deep_parameters_calibration.m Adds test whether all parameters are set to model_diagnostics.m 2014-05-07 10:49:50 +02:00
th_autocovariances.m Fix bug when unit root models provide NaN's or Inf's in g_omega 2014-01-30 10:38:46 +01:00
thet2tau.m Fix copyright notices 2013-06-12 17:04:46 +02:00
trace_plot.m Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes. 2013-11-20 18:03:12 +01:00
transition_matrix.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
trust_region.m Tighten convergence criterion of trust region. 2014-07-01 18:43:16 +02:00
uniform_specification.m Update copyright notices 2012-06-08 18:22:34 +02:00
update_last_mh_history_file.m Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes. 2013-11-20 18:03:12 +01:00
user_has_matlab_license.m Fix crash on older MATLAB introduced in previous commit 2012-01-09 12:15:43 +01:00
user_has_octave_forge_package.m New function for testing an Octave Forge package 2012-04-20 21:36:49 +02:00
var_sample_moments.m Adapted code for dsge-var models. 2014-06-23 10:55:08 +02:00
variance_decomposition_mc_analysis.m Fix copyright notices 2013-06-12 17:04:46 +02:00
varlist_indices.m Convert use of unique to be compatible with older Matlab version 2014-02-03 13:19:11 +01:00
vnorm.m Update copyright notices 2012-06-08 18:22:34 +02:00
warning_config.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
write_latex_definitions.m write_latex_definitions: remove lines that prevented this code from being included in a larger latex doc 2013-12-09 17:36:08 +01:00
write_mh_history_file.m Fixed bug (missing output argument). 2013-11-22 11:13:49 +01:00
writedata.m Fix test for availability of xlswrite. 2014-02-03 15:52:54 +01:00
writedata_text.m Updated copyright notices 2011-02-04 17:27:33 +01:00