dynare/matlab
michel 1e096f3dee v4: adding forcst2.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1815 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 04:49:44 +00:00
..
doc adding dynare_v4/matlab/doc with m2html documentation 2006-06-27 19:46:58 +00:00
gensylv New matlab functions to be used if a dll is missing. 2008-04-25 12:47:30 +00:00
kronecker New matlab functions to be used if a dll is missing. 2008-04-25 12:47:30 +00:00
qz New matlab functions to be used if a dll is missing. 2008-04-25 12:47:30 +00:00
ChangeLog dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
CheckPath.m header updated 2008-01-15 10:41:52 +00:00
CutSample.m header updated 2008-01-15 10:38:47 +00:00
DiffuseKalmanSmoother1.m header updated 2008-01-11 15:13:59 +00:00
DiffuseKalmanSmoother1_Z.m v4: fixed bug concerning handling of filter decomposition (decomp) in DiffuseKalmanSmoother1_Z. and DsgeSmoother.m 2008-05-01 15:41:15 +00:00
DiffuseKalmanSmoother3.m header updated 2008-01-11 15:19:51 +00:00
DiffuseKalmanSmoother3_Z.m v4: fixed bug concerning handling of filter decomposition (decomp) in DiffuseKalmanSmoother1_Z. and DsgeSmoother.m 2008-05-01 15:41:15 +00:00
DiffuseKalmanSmootherH1.m header updated 2008-01-11 15:16:49 +00:00
DiffuseKalmanSmootherH3.m header updated 2008-01-16 15:54:47 +00:00
DiffuseKalmanSmootherH3corr.m header updated 2008-01-16 15:56:17 +00:00
DiffuseLikelihood1.m header updated 2008-01-11 14:26:33 +00:00
DiffuseLikelihood1_Z.m v4 added new triangular algorithm for diffuse kalman filter (options_.kalman_algo=4,5) 2008-01-27 09:34:20 +00:00
DiffuseLikelihood3.m header updated 2008-01-11 14:31:51 +00:00
DiffuseLikelihood3_Z.m v4 bug correction and correct smoother for new diffuse algorithm 2008-01-30 21:32:20 +00:00
DiffuseLikelihoodH1.m header updated 2008-01-11 14:22:41 +00:00
DiffuseLikelihoodH3.m header updated 2008-01-11 14:34:57 +00:00
DiffuseLikelihoodH3corr.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
DsgeLikelihood.m header updated 2008-03-03 10:37:14 +00:00
DsgeLikelihood_hh.m header updated 2008-03-03 10:43:43 +00:00
DsgeSmoother.m v4: fixed bug concerning handling of filter decomposition (decomp) in DiffuseKalmanSmoother1_Z. and DsgeSmoother.m 2008-05-01 15:41:15 +00:00
DsgeVarLikelihood.m Bug correction. 2008-03-27 09:19:38 +00:00
GetAllPosteriorDraws.m header updated 2008-01-17 13:18:20 +00:00
GetOneDraw.m header updated 2008-01-11 13:50:16 +00:00
GetPosteriorParametersStatistics.m header updated 2008-01-21 17:04:24 +00:00
MakeAllFigures.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
McMCDiagnostics.m header updated 2008-01-21 17:29:24 +00:00
PlotPosteriorDistributions.m header updated 2008-01-10 15:13:48 +00:00
PosteriorFilterSmootherAndForecast.m v4: added forecast, updated dynare_m.exe 2008-05-01 12:04:48 +00:00
PosteriorIRF.m header updated 2008-01-21 17:06:21 +00:00
ReshapeMatFiles.m header updated 2008-01-28 15:42:09 +00:00
UnivariateSpectralDensity.m Added theoretical spectral density (in stoch_simul.m) 2006-05-24 16:46:32 +00:00
asamin.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
beta_rnd.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
bfgsi.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
bicgstab.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
bicgstab_.m New features: 2007-11-20 23:24:01 +00:00
bksup1.m header updated 2008-01-03 11:16:18 +00:00
bksupk.m header updated 2008-01-03 11:12:25 +00:00
bseastr.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
bvar_density.m header updated 2008-01-28 15:55:01 +00:00
bvar_forecast.m header updated 2008-03-03 10:52:19 +00:00
bvar_toolbox.m header updated 2008-01-17 16:25:06 +00:00
calib.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
calib_obj.m New features: 2007-11-20 23:24:01 +00:00
calib_obj2.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
check.m header updated 2008-01-03 11:36:48 +00:00
check_model.m v4: cleanup unused function 2006-06-02 07:42:00 +00:00
compute_mh_covariance_matrix.m header updated 2008-01-17 11:10:12 +00:00
csminit.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
csminwel.m v4 csminwel.m: setting values for return variables even if failure 2006-10-29 17:10:05 +00:00
csolve.m v4: csolve uses analytical Jacobian when possible 2007-11-27 14:16:13 +00:00
datatomfile.m v4: datatomfile.m: header correction 2008-02-20 19:45:34 +00:00
dbeta.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
dcompare.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
dgamma.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
disp_dr.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
disp_moments.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
disp_th_moments.m v4 disp_th_moments.m: corrected bug with non stationary variables 2006-07-09 08:46:46 +00:00
dnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
dr1.m v4: removed use of ordqz and reinstated 2007b/mjdgges.mexw32 2008-01-18 19:59:10 +00:00
draw_prior_density.m header updated 2008-01-10 15:21:59 +00:00
dsample.m header updated 2008-01-29 13:46:45 +00:00
dsge_posterior_theoretical_covariance.m header updated 2008-01-17 15:45:44 +00:00
dsge_posterior_theoretical_variance_decomposition.m header updated 2008-01-17 15:47:36 +00:00
dsgevar_posterior_density.m Correction of bug in the definition of the dsge-var prior. 2008-03-18 10:28:53 +00:00
dy_date.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
dyn2vec.m header updated 2007-12-21 16:57:36 +00:00
dynare.m v4 matlab+preprocessor: fix display of preprocessor error message (was truncated by Matlab if too long) 2008-04-02 15:01:52 +00:00
dynare_estimation.m Added empty case for filter_step_ahead; 2008-04-14 10:17:31 +00:00
dynare_estimation_init.m trap for sensitivity analysis and empty datafile 2008-04-14 09:00:24 +00:00
dynare_graph.m header updated 2008-01-17 16:08:06 +00:00
dynare_graph_close.m header updated 2008-01-17 16:09:22 +00:00
dynare_graph_init.m header updated 2008-03-03 11:12:39 +00:00
dynare_m.exe v4: added forecast, updated dynare_m.exe 2008-05-01 12:04:48 +00:00
dynare_resolve.m header updated 2008-01-28 14:46:20 +00:00
dynare_sensitivity.m Impose redform=1 when morris=1; 2008-04-14 14:31:45 +00:00
dynare_solve.m header updated 2008-01-03 12:12:07 +00:00
dynare_version.m v4 adding dynare_version.m 2008-05-01 13:34:14 +00:00
dynasave.m Bug correction. Initialization of deterministic simulations was buggy when we start from an arbitrary initial condition (ie when steady is not used after initval). 2008-02-07 10:50:31 +00:00
dynatype.m Bug correction. Initialization of deterministic simulations was buggy when we start from an arbitrary initial condition (ie when steady is not used after initval). 2008-02-07 10:50:31 +00:00
erase_compiled_function.m New release of deterministic simulation. 2007-06-01 11:43:49 +00:00
f_var.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
ff1_.m header updated 2008-01-29 13:34:02 +00:00
ffill.m header updated 2008-01-28 14:28:06 +00:00
forcst.m v4: added forecast out of posterior mode (or maximum likelihood, non-tested) 2008-02-17 14:58:34 +00:00
forcst2.m v4: adding forcst2.m 2008-05-02 04:49:44 +00:00
forcst2a.m v4: added forecast, updated dynare_m.exe 2008-05-01 12:04:48 +00:00
forcst_unc.m header updated 2008-01-17 16:05:08 +00:00
forecast.m v4: added forecast, updated dynare_m.exe 2008-05-01 12:04:48 +00:00
forecast_graphs.m v4: added forecast out of posterior mode (or maximum likelihood, non-tested) 2008-02-17 14:58:34 +00:00
formdata.m header updated 2008-03-03 11:16:47 +00:00
ftest.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
gamm_rnd.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
gcompare.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
generalized_cholesky.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
generalized_cholesky2.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
get_innovation_contemporaneous_impact.m header updated 2008-01-17 15:53:58 +00:00
get_param_by_name.m v4 new function 2008-01-27 09:31:38 +00:00
get_posterior_parameters.m header updated 2008-01-21 16:25:00 +00:00
get_the_name.m modified header 2008-01-10 16:52:21 +00:00
get_variance_of_endogenous_variables.m header updated 2008-01-29 13:25:26 +00:00
global_initialization.m v4: added options for homotopy 2008-03-24 08:56:48 +00:00
gmhmaxlik.m header updated 2008-01-17 13:04:35 +00:00
hessian.m header updated 2007-12-21 17:27:11 +00:00
hessian_sparse.m header updated 2008-01-29 13:50:02 +00:00
homotopy1.m v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value 2008-04-03 16:22:52 +00:00
homotopy2.m v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value 2008-04-03 16:22:52 +00:00
homotopy3.m v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value 2008-04-03 16:22:52 +00:00
imcforecast.m v4 matlab: removed spurious svn:executable properties 2008-01-11 11:58:56 +00:00
indnv.m header updated 2008-01-28 14:37:50 +00:00
initial_estimation_checks.m header updated 2008-01-21 12:17:46 +00:00
initvalf.m v4: fixing initvalf 2008-04-14 07:22:10 +00:00
inverse_gamma_specification.m header updated 2008-01-11 16:05:00 +00:00
irf.m header updated 2008-01-21 11:18:56 +00:00
ispd.m header updated 2008-01-17 13:06:54 +00:00
kalman_transition_matrix.m header updated 2008-01-24 14:45:58 +00:00
kernel_density_estimate.m header updated 2008-01-21 12:09:31 +00:00
lnsrch1.m header updated 2007-12-21 16:32:21 +00:00
lpdfgam.m header updated 2008-01-11 15:46:23 +00:00
lpdfgbeta.m header updated 2008-01-11 15:45:52 +00:00
lpdfig1.m header updated 2008-01-11 15:49:59 +00:00
lpdfig2.m header updated 2008-01-11 15:51:51 +00:00
lpdfnorm.m header updated 2008-01-11 15:57:20 +00:00
lyapunov_symm.m header updated 2008-01-21 17:10:47 +00:00
make_ex_.m header updated 2007-12-20 16:27:02 +00:00
make_y_.m Correction of a bug related to the previous commit (the initialization of the path is given by the solution of the first order approximation of the model iff there is no deterministic shocks). 2008-02-11 15:04:31 +00:00
marginal_density.m header updated 2008-01-17 14:53:48 +00:00
mcforecast3.m v4 matlab: removed spurious svn:executable properties 2008-01-11 11:58:56 +00:00
mcompare.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
metropolis_draw.m header updated 2008-01-28 15:52:37 +00:00
metropolis_hastings_initialization.m Added multivariate student as a proposal distribution for the metropolis hastings. 2008-03-13 08:27:55 +00:00
mh_optimal_bandwidth.m header updated 2008-01-28 15:48:50 +00:00
mj_qgamma.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
mode_check.m header updated 2008-01-21 11:51:09 +00:00
mr_gstep.m glue for restricted Newton steps 2006-09-28 10:47:53 +00:00
mr_hessian.m v4 added M.Ratto's change to diffuse filter/smoother and optmizer 2006-03-03 13:13:00 +00:00
mult_elimination.m header updated 2008-03-03 11:26:03 +00:00
my_ordeig.m header updated 2008-01-28 14:50:59 +00:00
my_subplot.m header updated 2008-03-03 11:28:13 +00:00
newrat.m added restricted Newton steps 2006-09-28 10:47:17 +00:00
numgrad.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
osr.m v4 osr.m: use stoch_simul for output 2006-11-16 20:20:45 +00:00
osr1.m v4 osr1: correcting the correction ... 2007-06-20 13:57:31 +00:00
osr_obj.m v4: changes around restricted state space representation 2006-09-17 15:23:45 +00:00
pgamma.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
plot_icforecast.m v4 matlab: removed spurious svn:executable properties 2008-01-11 11:58:56 +00:00
plot_priors.m header updated 2008-01-10 15:12:20 +00:00
pltorg.m posterior irf and bug corrections. New files : PosteriorIRF.m and GetOneDraw.m. 2005-09-26 12:40:14 +00:00
pm3.m v4: corrected bugs for option SMOOTHER. There are still problems with variable and file names 2007-12-13 20:34:07 +00:00
pnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
posterior_moments.m header updated 2008-01-10 15:28:03 +00:00
print_info.m header updated 2008-01-03 11:31:19 +00:00
prior_analysis.m header updated 2008-01-17 15:59:01 +00:00
prior_bounds.m header updated 2008-01-10 15:06:35 +00:00
prior_draw.m header updated 2008-01-21 17:16:02 +00:00
priordens.m header modifier 2008-01-10 15:03:35 +00:00
qbeta.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
qchisq.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
qgamma.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
qnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
qr2.m header updated 2008-01-17 11:06:49 +00:00
qzdiv.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
qzswitch.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
ramsey_dynamic.m v4 ramsey_dynamic.m: added missing semi-colons 2008-03-12 16:46:51 +00:00
ramsey_policy.m v4: new function for ramsey_policy; correction in ramsey_dynamic.m 2007-06-30 06:33:17 +00:00
ramsey_static.m header updated 2008-01-28 14:34:20 +00:00
rand_inverse_wishart.m header updated 2008-01-17 16:16:32 +00:00
rand_matrix_normal.m header updated 2008-01-21 16:15:02 +00:00
rand_multivariate_normal.m Added multivariate student as a proposal distribution for the metropolis hastings. 2008-03-13 08:27:55 +00:00
rand_multivariate_student.m Added multivariate student as a proposal distribution for the metropolis hastings. 2008-03-13 08:27:55 +00:00
random_walk_metropolis_hastings.m bug correction 2008-03-30 09:58:47 +00:00
read_data_.m header updated 2008-01-28 17:02:08 +00:00
read_variables.m header updated 2008-01-28 14:32:26 +00:00
recursive_moments.m header updated 2008-01-17 11:05:49 +00:00
resid.m The global ys0_ is useless now... 2008-01-24 14:12:39 +00:00
resol.m header updated 2008-01-03 12:00:54 +00:00
restricted_steadystate.m bug correction in restricted_steadystate.m 2006-09-15 14:31:12 +00:00
rndprior.m header updated 2008-01-29 13:20:25 +00:00
rows.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
rplot.m header updated 2008-01-29 13:52:37 +00:00
save_results.m header updated 2008-01-17 16:00:51 +00:00
sec2hms.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
selec_posterior_draws.m header updated 2008-01-17 15:52:13 +00:00
selif.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
set_all_parameters.m v4 added missing ; in set_all_parameters.m 2008-02-17 10:33:25 +00:00
set_default_option.m header updated 2008-01-21 11:01:12 +00:00
set_param_value.m v4: new function set_param_value to set parameter values. Usefull when mixing Dynare and Matlab 2007-04-05 10:25:01 +00:00
set_parameters.m v4 bug corrections in dealing with measurement errors 2008-02-16 17:02:39 +00:00
set_prior.m header updated 2008-01-10 15:09:42 +00:00
set_shocks.m header updated 2008-01-29 13:30:25 +00:00
set_state_space.m header updated 2007-12-20 16:29:30 +00:00
set_stationary_variables_list.m Bug correction. 2007-10-10 16:11:55 +00:00
sim1.m header updated 2007-12-20 16:21:18 +00:00
simk.m header updated 2007-12-20 15:48:12 +00:00
simul.m Correction of a bug related to the previous commit (the initialization of the path is given by the solution of the first order approximation of the model iff there is no deterministic shocks). 2008-02-11 15:04:31 +00:00
simult.m header updated 2007-12-21 17:06:34 +00:00
simult_.m For deterministic simulations of a path between an arbitrary initial condition and the steady state, the path is initialized with the solution obtained from a first order approximation of the model => The number of iterations required for the convergence of the Newton is less important, and on a simple growth model with CES technology I observe also a reduction of the error size. 2008-02-11 14:42:46 +00:00
solve1.m header updated 2008-01-03 12:21:25 +00:00
steady.m v4 matlab+preprocessor: the three homotopy modes should now work 2008-03-31 16:19:16 +00:00
steady_.m header updated 2008-01-10 14:29:29 +00:00
stoch_simul.m Set options_.replic equal to one if the model is linear or if a first order approximation is used. The default value was (for second order *and* first order approximations) 50, and this bug was dramatically slowing down the stochastic simulations (when we simulate time series with thousands of periods). 2007-10-04 15:36:00 +00:00
subset.m bug correction 2006-11-17 16:27:33 +00:00
sylvester3.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
sylvester3a.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
table.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
th_autocovariances.m v4 th_autocovariances.m: corrected bug in case of multiple unit roots 2008-03-29 08:52:00 +00:00
transition_matrix.m header updated 2008-01-03 11:48:28 +00:00
uniform_specification.m header updated 2008-01-11 16:01:00 +00:00
var_sample_moments.m header updated 2008-01-17 13:08:50 +00:00
writedata.m New release of deterministic simulation. 2007-06-01 11:43:49 +00:00
writedata_text.m Adding Markowitz criteria in the linear solver (new option in simul: "Markowitz=val" - with val a strictly positive real) 2007-06-03 22:35:30 +00:00