dynare/matlab
Houtan Bastani 30428aeb17 preprocessor: add joint prior syntax, #824 2015-03-03 15:08:33 +01:00
..
@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 Replaced get_prior_info routine by prior routine. 2015-02-27 17:12:04 +01:00
distributions Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +01:00
ep update copyright dates for files changed in 2015 2015-02-16 09:08:02 +01:00
gensylv Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
gsa Prune no longer used titles and file names 2014-11-27 11:32:03 +01:00
kalman Fixed typo. 2014-09-11 17:33:42 +02:00
kronecker Fix copyright notices 2013-06-12 17:04:46 +02:00
lmmcp fixing bug in handling options for lmmcp 2014-09-28 10:07:08 +02:00
missing gsa: corrcoef: add missing function from octave forge nan package, #796 2014-11-25 11:25:45 +01:00
modules replace reporting code with submodule. closes #811 2015-02-24 16:38:36 +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
optimization Fixed bug (options_.optim_opt is now initialized as an empty array). 2015-02-26 08:43:30 +01:00
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 Merge remote-tracking branch 'fred@github/master' 2014-11-28 16:53:44 +01:00
perfect-foresight-models Fixed homotopy with bytecode for perfect foresight models. 2015-02-21 13:59:53 +01:00
qz Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
utilities Updated unit tests submodule. 2014-12-01 17:20:44 +01:00
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 Add info to header about additional output argument 2014-12-11 20:59:31 +01:00
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 Fix invalid check for size of interval in Geweke 2014-03-24 13:50:08 +01:00
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 Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
PosteriorIRF.m Adapted posterior IRFs routines. 2014-06-23 11:08:48 +02:00
PosteriorIRF_core1.m Fixed prior bounds (according to the doc in master branch). 2014-10-20 16:18:54 +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 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
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 Fixed prior bounds (according to the doc in master branch). 2014-10-20 16:18:54 +02:00
common_strings_in_cell_arrays.m Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +01:00
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 Fix copyright notices 2013-06-12 17:04:46 +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
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
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 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 Use the nodecomposition option which is available in th_autocovariances.m: for large models with the HP filter option, this may spare a lot of time, if only the unconditional moments are needed on output; 2014-11-14 17:28:17 +01:00
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 Account for presence of Lagrange multipliers and auxiliary equations in display_problematic_vars_Jacobian.m 2014-07-18 14:05:12 +02:00
do_parameter_initialization.m Fix typo in use_calibration 2013-11-21 21:19:29 +01:00
dr_block.m Merge branch 'remove-globals-from-blocks' 2015-02-17 13:01:17 +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 Integrate error from negative steady state with loglinear model into print_info.m 2014-12-04 20:04:36 +01:00
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 Fixed prior bounds (according to the doc in master branch). 2014-10-20 16:18:54 +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 update copyright dates for files changed in 2015 2015-02-16 09:08:02 +01:00
dyn_ramsey_static.m update copyright dates for files changed in 2015 2015-02-16 09:08:02 +01:00
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 Replaced get_prior_info routine by prior routine. 2015-02-27 17:12:04 +01:00
dynare_estimation.m Make dynare_estimation.m return oo_recursive_ 2014-12-15 22:50:38 +01:00
dynare_estimation_1.m Fixed another bug related to options_.optim_opt being now initialized as an empty array 2015-03-01 13:34:39 +01:00
dynare_estimation_init.m Add initialization of bounds if estim_params is empty 2014-12-08 11:29:15 +01:00
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 Properly deal with dseries in identification. This fixes #781 2014-11-18 11:34:49 +01:00
dynare_resolve.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
dynare_sensitivity.m 1) Provisions for using mcf_analysis in map_calibration.m 2014-11-19 19:37:51 +01:00
dynare_solve.m Use correct tolerance parameter when solving perfect foresight model 2015-02-18 23:52:17 +01:00
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 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 Cosmetic changes. 2014-10-10 21:46:50 +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 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 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 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 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 Proper use of nodecomposition option in posterior estimation and identification. 2014-11-18 12:12:22 +01:00
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_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 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 preprocessor: add joint prior syntax, #824 2015-03-03 15:08:33 +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 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 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 Properly deal with dseries in identification. This fixes #781 2014-11-18 11:34:49 +01:00
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 Issue a warning if conditional forecasts are computed with correlated innovations (if these correlations are defined in the covariance matrix of the innovations). 2014-07-18 18:36:02 +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 Condition check for changed parameters on whether parameters are estimated in the first place 2015-03-01 13:36:21 +01:00
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 Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +01:00
insert_object_in_a_one_dimensional_cell_array.m Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +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 Use new wrapper for optimization algorithms when maximizing the prior density. 2015-02-23 18:26:34 +01:00
mcforecast3.m Add description for conditional_forecasts 2014-07-17 22:05:07 +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 Fixed prior bounds (according to the doc in master branch). 2014-10-20 16:18:54 +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 prior bounds (according to the doc in master branch). 2014-10-20 16:18:54 +02:00
model_comparison.m Filter out ML of model_comparison.m 2014-07-01 18:50:24 +02:00
model_diagnostics.m Add missing abs to unit root check in model_diagnostics.m 2014-12-03 13:35:06 +01:00
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
newrat.m Adapted newrat routines (adding dataset_info). 2014-06-20 11:21:30 +02:00
non_linear_dsge_likelihood.m Fixed prior bounds (according to the doc in master branch). 2014-10-20 16:18:54 +02:00
octave_ver_less_than.m Update copyright notices 2012-06-08 18:22:34 +02:00
optimize_prior.m Added new routines. 2015-02-27 17:05:11 +01:00
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 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 pm3.m: If no TeX names are provided, default to variable names provided 2014-11-16 21:08:18 +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 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 Integrate error from negative steady state with loglinear model into print_info.m 2014-12-04 20:04:36 +01:00
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 Fix computation of SmoothedMeasurementErrors in Bayesian smoother 2014-11-16 21:08:18 +01:00
prior_posterior_statistics_core.m Fix length of stored and plotted forecasts for Bayesian estimation 2014-11-16 21:08:17 +01:00
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 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 Use dseries object in the estimation routines. 2014-06-16 17:41:59 +02:00
random_walk_metropolis_hastings_core.m Fixed prior bounds (according to the doc in master branch). 2014-10-20 16:18:54 +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
replace_object_in_a_one_dimensional_cell_array.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 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 Beta prior. Do not return the prior mean of the prior density has two 2015-02-26 12:07:40 +01:00
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 preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844 2015-02-10 03:39:18 +01:00
stochastic_solvers.m Change headers to reflect availability of third order approximation 2015-01-27 08:05:57 +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 Clarify message in test_for_deep_parameters_calibration.m 2014-10-15 13:42:47 +02:00
th_autocovariances.m th_autocovariances.m creates Gamma_y{nar+2} (variance decomposition) 2014-11-02 11:17:27 +01:00
thet2tau.m Add a parameter to the lyapunov_symm routine (debug mode). 2014-10-13 17:42:53 +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
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