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MichelJuillard 80253835a7 Merge pull request #738 from JohannesPfeifer/Kalman 
Kalman
 		2015-07-20 15:02:40 +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
cli Added online help to prior command (cli). 2015-05-09 22:36:19 +02:00
distributions Add more information to header of rand_multivariate_student.m 2015-05-10 10:06:42 +02:00
ep Fixed bug in Extended Path (added second argument to get_complementarity_condition). 2015-06-03 08:22:26 +02:00
gensylv Add initialization of c1 to sylvester3.m 2015-06-06 18:45:05 +02:00
gsa Force sampling from uniform distribution for ML in stab_map_.m 2015-06-08 09:45:09 +02:00
kalman Harmonize filters/likelihood with smoothers by using new option diffuse_kalman_tol 2015-04-08 15:49:12 +02:00
kronecker Fix copyright notices 2013-06-12 17:04:46 +02:00
lmmcp Adding 'ramsey_constraints' block to declare contraints for Ramsey 2015-05-31 12:18:20 +02:00
missing gsa: corrcoef: add missing function from octave forge nan package, #796 2014-11-25 11:25:45 +01:00
modules Updated dseries submodule. 2015-07-09 16:03:47 +02:00
ms-sbvar Merged with master 2015-03-13 15:53:18 +01:00
occbin adding occbin original files from 20140630 2015-06-04 14:18:46 +02:00
optimization Add functionality for TaRB 2015-06-08 16:44:44 +02:00
parallel Cosmetic changes to masterParallel.m 2015-04-30 09:04:09 +02:00
partial_information fix calls to dynare_solve() when Jacobian of function must be computed 2015-05-26 15:51:09 +02:00
particles@12a5e664f4 Updated particles submodule. 2015-06-03 12:05:18 +02:00
perfect-foresight-models Added a function to evaluate the accuracy of the linear approximation 2015-07-07 17:55:41 +02:00
qz Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
reduced_form_models/local_state_space_iteration_2 Removed local_state_space_iterations_2 routine from particles module. 2014-11-13 15:53:26 +01:00
utilities Moved routines and updated submodules dseries and dates. 2015-06-24 18:54:51 +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 Fix bug still present in CutSample.m 2014-10-12 11:33:55 +02:00
DsgeSmoother.m Filter out case where estimated_params block is present but smoother on calibration is requested 2015-06-09 14:51:32 +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 Fixes bug where number of posterior draws was computed incorrectly and wrong warning was displayed 2014-08-09 10:37:16 +02:00
MakeAllFigures.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
McMCDiagnostics.m Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected) 2015-06-08 17:57:15 +02:00
McMCDiagnostics_core.m Improve tractability of McMCDiagnostics_core.m by adding header and comments. Also uses more intuitive variable names 2014-10-09 10:57:28 +02:00
PlotPosteriorDistributions.m Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected) 2015-06-08 17:57:15 +02:00
PosteriorIRF.m Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected) 2015-06-08 17:57:15 +02:00
PosteriorIRF_core1.m Fix relative_irf option for higher order 2015-06-08 16:39:07 +02:00
PosteriorIRF_core2.m Fix plotting of Bayesian IRFs where IRFs turn from negative to positive. 2015-05-05 16:02:37 +02:00
ReshapeMatFiles.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
TaRB_metropolis_hastings_core.m Replace call to cholcov by call to chol 2015-07-06 08:21:09 +02:00
TaRB_optimizer_wrapper.m Add functionality for TaRB 2015-06-08 16:44:44 +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 Add a parameter to the lyapunov_symm routine (debug mode). 2014-10-13 17:42:53 +02:00
adaptive_metropolis_hastings.m Cosmetic change. Renamed "acceptation rates" as "acceptance ratios". 2013-11-27 11:34:49 +01:00
add_path_to_mex_files.m Fixed bug. 2015-06-05 11:32:44 +02:00
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
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 Port bugfix #920 for Bayesian IRFs to BVAR routine 2015-06-15 19:31:09 +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_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 Make check_list_of_variables.m reflect that varobs is now a cell array. 2015-06-07 17:25:04 +02:00
check_matlab_path.m Check that Dynare's routines are not overridden by other routines. 2015-03-30 15:04:59 +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 Fixed prior bounds (according to the doc in master branch). 2014-10-20 16:18:54 +02:00
check_valid_ver.m bug fix in check_valid_ver 2015-04-30 15:24:12 +02:00
chol_SE.m Add functionality for TaRB 2015-06-08 16:44:44 +02:00
collect_LaTeX_Files.m Account for latex_original file in collect_LaTeX_Files.m 2015-06-08 17:59:57 +02:00
compute_mh_covariance_matrix.m Add saving of parameter names to make loading of mh_mode-file compatible with mode_file option 2014-07-02 15:20:07 +02:00
compute_model_moments.m 1) proper use of new nodecomposition option; 2014-11-18 15:23:26 +01:00
compute_moments_varendo.m Proper use of nodecomposition option in posterior estimation and identification. 2014-11-18 12:12:22 +01:00
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 Delete stale files from previous MCMC runs 2015-05-09 15:13:59 +02:00
convertAimCodeToInfo.m Update copyright notices 2012-06-08 18:22:34 +02:00
convert_dyn_45_to_44.m Add utility to convert Dynare 4.5 results structure to 4.4 2014-11-16 21:11:06 +01:00
convert_oo_.m change convert_oo_ to be forward compatible 2015-04-30 15:25:54 +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 Delete stale files from previous MCMC runs 2015-05-09 15:13:59 +02:00
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 Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +01:00
cycle_reduction.m Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +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
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 Add missing deblank to disp_dr.m 2015-05-11 17:40:03 +02:00
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 fixing typo 2015-07-13 11:51:07 +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 Fix display_problematic_vars_Jacobian.m for cases where M_.aux_vars is empty 2014-09-14 19:33:31 +02:00
do_parameter_initialization.m Fix typo in use_calibration 2013-11-21 21:19:29 +01:00
dr_block.m Merged with master 2015-03-13 15:53:18 +01:00
draw_prior_density.m Do not truncate the plotted prior densities with the truncation 2014-10-16 15:27:40 +02:00
dsample.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dsge_likelihood.m Fix typo in dsge_likelihood.m 2015-07-20 13:10:31 +02:00
dsge_simulated_theoretical_conditional_variance_decomposition.m Delete stale files from previous MCMC runs 2015-05-09 15:13:59 +02:00
dsge_simulated_theoretical_correlation.m Delete stale files from previous MCMC runs 2015-05-09 15:13:59 +02:00
dsge_simulated_theoretical_covariance.m Delete stale files from previous MCMC runs 2015-05-09 15:13:59 +02:00
dsge_simulated_theoretical_variance_decomposition.m Merge pull request #691 from JohannesPfeifer/var_decomp_unit 2015-07-20 14:03:22 +02:00
dsge_var_likelihood.m Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m return correct error codes if prior or likelihood are Inf or NaN 2015-05-09 08:03:55 +02:00
dsgevar_posterior_density.m Removed reference to options_.nobs 2014-07-17 22:05:07 +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 Merge pull request #937 from JohannesPfeifer/graph_fix 2015-07-20 14:36:20 +02:00
dyn_ramsey_static.m fix calls to dynare_solve() when Jacobian of function must be computed 2015-05-26 15:51:09 +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 Make sure that no variable is named hessian. 2015-05-10 08:17:40 +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 Revert "Add check for valid filename" 2015-04-22 13:55:35 +02:00
dynare_config.m Updated dynare_config routine (initialization of the dseries and dates classes). 2015-06-24 19:02:42 +02:00
dynare_estimation.m preprocessor: add dirname option to estimation. closes #910 2015-04-27 11:59:21 +02:00
dynare_estimation_1.m Merge pull request #738 from JohannesPfeifer/Kalman 2015-07-20 15:02:40 +02:00
dynare_estimation_init.m Merge pull request #969 from JohannesPfeifer/documentation 2015-07-20 14:27:40 +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 Make sure diffuse_filter option is correctly passed in dynare_identification.m 2015-06-05 16:39:17 +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 Fixed bug when neighborhood_width is used : MC option must be forced. 2015-04-14 12:06:25 +02:00
dynare_solve.m Fixed typo. 2015-07-07 17:55:41 +02:00
dynare_solve_block_or_bytecode.m fix typo introduced in f03839cf12 2015-05-26 12:11:24 +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 Add check for field existence to dynasave.m 2015-05-05 16:09:05 +02:00
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 Improve display of tables 2015-04-22 15:26:03 +02:00
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 1) check for restricted or extened var list 2014-09-12 14:49:25 +02:00
ep_residuals.m Clean up use of verbosity option 2014-09-12 10:33:37 +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 Fixed prior bounds (according to the doc in master branch). 2014-10-20 16:18:54 +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 Fix evaluation of residuals stored in info 2015-06-08 18:10:58 +02:00
evaluate_steady_state_file.m removed "global options_" in dynare_solve.m and made it an 2015-05-25 17:15:09 +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 Properly initialize var_yf in forcst.m 2014-11-16 21:08:17 +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
forecast_graphs.m Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected) 2015-06-08 17:57:15 +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 Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +01:00
gauss_legendre_weights_and_nodes.m Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +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 bug for models with leads and legs in exo variables 2015-06-10 15:57:30 +02:00
getIrfShocksIndx.m Filter out shocks specified twice for IRF generation 2013-10-11 19:32:52 +02:00
getJJ.m Fix bug in identification when estimating only standard deviations 2015-06-05 18:22:45 +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_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 Computation of the loss function in the presence of unit root variables was incorrect 2014-11-03 18:05:15 +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 New option linear_approximation for perfect foresight models. 2015-07-07 17:55:41 +02:00
graph_decomp.m Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected) 2015-06-08 17:57:15 +02:00
hess_element.m Updated copyright notices 2011-02-04 17:27:33 +01:00
hessian.m Added unitary test for hessian routine. 2014-11-14 16:33:34 +01:00
hessian_sparse.m Reduce memory requirements for analytic Hessian. 2012-08-21 16:00:55 +02:00
histvalf.m Fix histvalf.m for steady state files 2015-06-07 17:28:16 +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 Fix bug for models with leads and legs in exo variables 2015-06-10 15:57:30 +02:00
identification_checks.m Fix bug in identification when estimating only standard deviations 2015-06-05 18:22:45 +02:00
imcforecast.m Revert "adding provision for histval in conditional_forecasts" 2015-07-20 10:16:03 +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 Fixed prior bounds (according to the doc in master branch). 2014-10-20 16:18:54 +02:00
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 Add initial likelihood value to debugging info 2015-07-20 13:06:21 +02:00
initialize_from_mode.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
initvalf.m Fix reading in of initval files from Excel 2014-11-27 10:44:21 +01:00
internals.m Adapated internals routine (name of dynTest routine has changed). 2014-11-09 22:20:43 +01:00
irf.m Removed references to options_.simul_seed. 2010-11-27 00:19:22 +01:00
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 fix copyright dates 2015-02-18 03:06:33 +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_legacy.m Fixed bug (appearing only with Matlab and legacy data interface) if the m data file is in the current directory. 2014-10-23 11:08:26 +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 Set default value for last input argument of lyapunov_symm routine (debug flag). 2014-10-15 09:02:42 +02:00
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 Make sure that no variable is named hessian. 2015-05-10 08:17:40 +02:00
mcforecast3.m Account for initial values when making conditional forecasts 2015-06-08 15:42:14 +02:00
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 Cosmetic Fixes to Metropolis-Hastings routines 2015-04-25 19:28:16 +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 Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines. 2015-04-03 18:02:03 +02:00
missing_DiffuseKalmanSmootherH3_Z.m Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines. 2015-04-03 18:02:03 +02:00
mode_check.m Merge pull request #937 from JohannesPfeifer/graph_fix 2015-07-20 14:36:20 +02:00
model_comparison.m Filter out ML of model_comparison.m 2014-07-01 18:50:24 +02:00
model_diagnostics.m Merge pull request #729 from JohannesPfeifer/complex_jacobian 2015-07-20 14:08:33 +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
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
non_linear_dsge_likelihood.m Merge branch 'master' into rewrite-nonlinear-filters 2015-05-27 12:18:33 +02:00
octave_ver_less_than.m Update copyright notices 2012-06-08 18:22:34 +02:00
optimize_prior.m Make sure that no variable is named hessian. 2015-05-10 08:17:40 +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 Use dynare_minimize_objective for OSR computations 2015-02-28 20:37:10 +01:00
osr_obj.m Transform objective function in osr to full matrix 2014-11-03 15:29:21 +01:00
plot_icforecast.m Take care of more requested plot periods than unconditional forecast periods 2015-06-08 15:33:54 +02:00
plot_identification.m Account for NaN in graphs during identification if ML is used 2015-06-05 16:40:01 +02:00
plot_priors.m Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected) 2015-06-08 17:57:15 +02:00
pltorg.m Updated copyright notices 2011-02-04 17:27:33 +01:00
pm3.m Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected) 2015-06-08 17:57:15 +02:00
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 Deal with cases where too few draws are available for posterior moments 2014-07-17 22:05:07 +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 Ascertain that only correct steady states for linear models are accepted 2015-06-08 18:09:39 +02:00
print_table_prior.m Added new routines. 2015-02-27 17:05:11 +01:00
printline.m Removed last character if string is renurned in a variable. 2015-02-26 16:18:33 +01:00
prior_analysis.m Update copyright notices 2012-06-08 18:22:34 +02:00
prior_bounds.m Fixed prior bounds (according to the doc in master branch). 2014-10-20 16:18:54 +02:00
prior_draw.m Fixed prior bounds (according to the doc in master branch). 2014-10-20 16:18:54 +02:00
prior_posterior_statistics.m Cosmetic Fixes to Metropolis-Hastings routines 2015-04-25 19:28:16 +02:00
prior_posterior_statistics_core.m Bug fixed for incomplete stock matrices of log-posterior kernel and steady state 2015-04-14 12:10:46 +02:00
prior_sampler.m Fixed bug (wrong index). 2012-09-19 17:03:07 +02:00
priordens.m Add check whether initial prior is Inf 2015-04-01 16:30:46 +02:00
qmc_sequence.m Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +01:00
qr2.m Fix copyright notices 2013-06-12 17:04:46 +02:00
quadratic_matrix_equation_solver.m Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +01:00
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 Add functionality for TaRB 2015-06-08 16:44:44 +02:00
random_walk_metropolis_hastings_core.m Cosmetic Fixes to Metropolis-Hastings routines 2015-04-25 19:28:16 +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 Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +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 Merge pull request #816 from JohannesPfeifer/loglinear_steady_error 2015-03-01 16:30:29 +01:00
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
row_header_width.m Suppress output of row_header_width 2013-04-27 08:28:24 +02:00
rplot.m Filter out empty oo_.endo_simul in rplot.m 2014-09-29 15:00:45 +02:00
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 Exclude zero columns of T from Kitagawa transformation, since ordschur is extremely noisy for multiple zero eigenvalues. 2015-04-03 18:02:03 +02:00
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 Port changes from #511 to gsa/set_shocks_param.m 2015-06-05 16:56:32 +02:00
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 Add check for point priors and force user to fix this parameter. 2015-04-01 16:29:18 +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
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 preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844 2015-02-10 03:39:18 +01:00
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. 2015-02-18 18:21:45 +01:00
smm_objective.m check only returns eigenvalues, not the whole oo_ 2013-01-15 16:45:15 +01:00
smoother2histval.m Properly handle case when post_metropolis=0: here steady_state must be added to smoothed variables. 2014-09-12 15:35:00 +02:00
solve1.m removed 1e6 in expression forcing a non-singular Jacobian 2014-09-30 08:13:31 +02:00
solve_one_boundary.m Fixed licence header. 2015-02-20 14:48:25 +01:00
solve_perfect_foresight_model.m Solves issues in deterministic simulation: 2014-12-17 09:37:43 +01:00
solve_two_boundaries.m Fixed homotopy for perfect foresight models with block option, cosmetic changes. 2015-02-20 14:48:25 +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 pull request #937 from JohannesPfeifer/graph_fix 2015-07-20 14:36:20 +02:00
stochastic_solvers.m Merge pull request #729 from JohannesPfeifer/complex_jacobian 2015-07-20 14:08:33 +02:00
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 Clarify message in test_for_deep_parameters_calibration.m 2014-10-15 13:42:47 +02:00
th_autocovariances.m Merge pull request #691 from JohannesPfeifer/var_decomp_unit 2015-07-20 14:03:22 +02:00
thet2tau.m Add a parameter to the lyapunov_symm routine (debug mode). 2014-10-13 17:42:53 +02:00
trace_plot.m Add possibility to plot posterior density to trace_plot.m 2015-05-04 10:49:24 +02:00
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 Delete stale files from previous MCMC runs 2015-05-09 15:13:59 +02:00
varlist_indices.m Convert use of unique to be compatible with older Matlab version 2014-02-03 13:19:11 +01:00
ver_greater_than.m add utilities to convert oo_ between different versions of dynare, #546 2015-04-30 14:45:53 +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 add utilities to convert oo_ between different versions of dynare, #546 2015-04-30 14:45:53 +02:00
vnorm.m Update copyright notices 2012-06-08 18:22:34 +02:00
warning_config.m Remove obsolete warning code for Octave < 3.6. 2015-03-17 18:01:36 +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_latex_parameter_table.m Add routine for creating parameter table 2015-06-08 17:59:57 +02:00
write_mh_history_file.m Fixed bug (missing output argument). 2013-11-22 11:13:49 +01:00
write_table_prior.m Added new routines. 2015-02-27 17:05:11 +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