dynare/matlab
assia 5f9026beb7 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1552 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-10 15:06:35 +00:00
..
doc adding dynare_v4/matlab/doc with m2html documentation 2006-06-27 19:46:58 +00:00
mex removed mex/2007b/mjdgges.* 2008-01-05 17:32:50 +00:00
ChangeLog dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
CheckPath.m eval(dir) ==> dir 2006-03-06 10:00:32 +00:00
CreateBenchmark.m correcting fname_ 2005-09-11 09:43:58 +00:00
CutSample.m Fixed when one wants all the runs (no cut). 2006-11-27 14:45:12 +00:00
DiffuseKalmanSmoother1.m v4 DiffuseKalmanSmoother*.m: merged with version 3 to add k-period ahead forecast 2006-03-04 17:37:11 +00:00
DiffuseKalmanSmoother3.m v4: merge changes to dynare_estimation.m 2007-02-11 12:48:41 +00:00
DiffuseKalmanSmootherH1.m DsgeSmoother() returns the state equation + documentation. 2007-04-15 14:21:11 +00:00
DiffuseKalmanSmootherH3.m v4: added provision for calibrated measurement errors; 2007-02-11 13:04:17 +00:00
DiffuseKalmanSmootherH3corr.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
DiffuseLikelihood1.m Correction of bugs related to the _steadystate file. 2006-07-17 08:47:30 +00:00
DiffuseLikelihood3.m v4: added return argument to DiffuseLikelihood* for outer product gradient [Marco] 2006-03-13 10:20:09 +00:00
DiffuseLikelihoodH1.m v4: reduced state space for likelihood computation 2006-06-03 19:45:05 +00:00
DiffuseLikelihoodH3.m v4: added return argument to DiffuseLikelihood* for outer product gradient [Marco] 2006-03-13 10:20:09 +00:00
DiffuseLikelihoodH3corr.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
DsgeLikelihood.m v4: corrected bug in handling of trend_coeff 2007-10-01 09:39:32 +00:00
DsgeLikelihood_hh.m v4: corrected bug in handling of trend_coeff 2007-10-01 09:39:32 +00:00
DsgeSmoother.m v4: corrected bug in handling of trend_coeff 2007-10-01 09:39:32 +00:00
DsgeVarLikelihood.m Corrected bug related to the constant in bvar-dsge. 2007-12-07 16:31:15 +00:00
EvalModelJacobian.m New function : Evaluation of the model's Jacobian matrix (to be used after stoch_simul). 2006-07-11 11:23:51 +00:00
GetAllPosteriorDraws.m Shifted order of loops for nblock and files, to easily allow cumulated mean plots. 2006-11-27 14:24:29 +00:00
GetOneDraw.m Allow to retrieve logposterior values for MH runs, 2006-05-04 08:52:43 +00:00
GetPosteriorParametersStatistics.m correction of a bug related to the names of the shocks and measurement errors when mh_replic = 0 and load_mh_file = 1 2007-01-26 09:03:41 +00:00
InitSeed.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
LPTAU.m v4 : adding Marco's sensitivity routines' 2006-01-19 06:37:21 +00:00
MakeAllFigures.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
McMCDiagnostics.m v4 McMCDiagnostics.m: corrected bug with size of tmp 2007-01-04 22:26:32 +00:00
PlotPosteriorDistributions.m Prior densities are also saved in oo_ (new field). 2007-04-15 12:54:35 +00:00
PosteriorFilterSmootherAndForecast.m v4: corrected bugs for option SMOOTHER. There are still problems with variable and file names 2007-12-13 20:34:07 +00:00
PosteriorIRF.m Corrected bug related to the constant in bvar-dsge. 2007-12-07 16:31:15 +00:00
ReshapeMatFiles.m Correction of bugs 2007-06-11 19:56:31 +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
bksup.m dynare_v4 from CVS 2005-02-18 19:54:39 +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 v4 bvar_*: minor changes in comments 2007-07-17 13:43:44 +00:00
bvar_forecast.m v4 bvar_forecast: added storage of results in oo_ 2007-12-07 14:27:37 +00:00
bvar_toolbox.m Bug correction 2007-09-25 13:10:50 +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_mh.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
check_model.m v4: cleanup unused function 2006-06-02 07:42:00 +00:00
compDist.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
compute_mh_covariance_matrix.m bug correction: an underscore was missing. 2007-05-20 06:55:40 +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
cumplot.m v4 : adding Marco's sensitivity routines' 2006-01-19 06:37:21 +00:00
dat_fil_.m Updated sensitivity package !!! 2007-04-04 08:19:51 +00:00
datatomfile.m v4: corrected stoch_simul for iter_\ncorrected backward models in dr1.m\nadded datatomfile.m and transition_matrix.m 2006-01-06 15:12:00 +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
dlognorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
dnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
dr1.m v4 dr1.m: added use of options_.qz_criterium with ordqz. Important for models with unit root 2008-01-07 15:59:43 +00:00
dr2.m v4: global dr_ -> oo_.dr; corrected bug with dr_algo=1 2006-01-18 16:50:33 +00:00
dr11.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
draw_prior_density.m Added posterior densities 2005-09-25 14:10:41 +00:00
dsample.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
dsge_posterior_theoretical_covariance.m v4 matlab: removed empty () for compatibility with older version of Matlab 2007-11-09 10:22:08 +00:00
dsge_posterior_theoretical_variance_decomposition.m v4 matlab: removed empty () for compatibility with older version of Matlab 2007-11-09 10:22:08 +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: removed mex/common/ 2007-12-28 13:51:34 +00:00
dynare_MC.m v4 dynare_MC.m: options_.filter_step_ahead is now empty by default 2007-06-09 07:45:38 +00:00
dynare_estimation.m header updated 2008-01-10 14:36:09 +00:00
dynare_graph.m v4: added first incomplete version of dynare_graph* function 2006-11-04 16:15:09 +00:00
dynare_graph_close.m v4: added first incomplete version of dynare_graph* function 2006-11-04 16:15:09 +00:00
dynare_graph_init.m v4: added first incomplete version of dynare_graph* function 2006-11-04 16:15:09 +00:00
dynare_m.exe v4: updated dynare_m.exe 2007-12-20 11:54:14 +00:00
dynare_resolve.m one bug around defining aux for Kalman smoother (non-minimal state space) 2006-09-28 07:33:40 +00:00
dynare_sensitivity.m bug with ksstat initialization for screening 2007-04-05 09:25:15 +00:00
dynare_solve.m header updated 2008-01-03 12:12:07 +00:00
dynasave.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
dynatype.m dynare_v4 from CVS 2005-02-18 19:54:39 +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
fbeta.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
ff1_.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
ffill.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
fgamma.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
figamm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
filt_mc_.m sensitivity toolbox: interpreter none for legends in rmse analysis; 2007-04-10 13:26:40 +00:00
fnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
forcst.m test 2006-11-25 09:18:23 +00:00
forcst_unc.m v4: new set of graphs in forecast with prior uncertainty 2006-11-25 08:54:17 +00:00
forecast.m v4: correcting bug with deterministic exogenous variables in stochastic models 2007-12-11 15:41:48 +00:00
formdata.m New release of deterministic simulation. 2007-06-01 11:43:49 +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 A call to dr1 was missing. 2007-03-20 16:56:16 +00:00
get_posterior_parameters.m typo correction. 2007-04-15 12:52:50 +00:00
get_the_name.m Added posterior densities 2005-09-25 14:10:41 +00:00
get_variance_of_endogenous_variables.m v4: corrected osr 2006-09-21 15:48:01 +00:00
ghx2transition.m Updated sensitivity package !!! 2007-04-04 08:19:51 +00:00
global_initialization.m New features: 2007-11-20 23:24:01 +00:00
gmhmaxlik.m improvements to the stochastic posterior mode optimization routine (mode_compute = 6) 2006-11-21 12:52:32 +00:00
gsa_sdp_dyn.m Updated sensitivity package !!! 2007-04-04 08:19:51 +00:00
hessian.m header updated 2007-12-21 17:27:11 +00:00
hessian_sparse.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
imcforecast.m Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF. 2006-12-15 11:37:24 +00:00
indnv.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
initial_estimation_checks.m Add the possibility to estimate a BVAR-DSGE with a dsge prior weight equal to infinity (the user just have to calibrate dsge_prior_weight to Inf). 2007-10-03 14:40:43 +00:00
initvalf_.m v4: changed oo_.y_simul in oo_.endo_simul 2006-07-31 15:46:55 +00:00
inverse_gamma_specification.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
irf.m test of commit 2007-08-30 13:33:54 +00:00
ispd.m Added a penalty in DsgeVarLikelihood if SIGMAu (the covariance matrix of the BVAR) is not positive definite. New function to test if a matrix is pd. 2007-07-25 13:25:38 +00:00
kalman_transition_matrix.m v4: bug corrections nonstationary models with lags on more than 1 period 2006-09-21 10:57:36 +00:00
kernel_density_estimate.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lnsrch.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lnsrch1.m header updated 2007-12-21 16:32:21 +00:00
lpdfbeta.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lpdfgam.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lpdfgbeta.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lpdfig1.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lpdfig2.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lpdfnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lptauSEQ.m v4 : adding Marco's sensitivity routines' 2006-01-19 06:37:21 +00:00
lyapunov_symm.m v4: correction of computation of variances in models with unit roots 2006-09-15 12:20:28 +00:00
make_ex_.m header updated 2007-12-20 16:27:02 +00:00
make_y_.m header updated 2007-12-20 16:28:15 +00:00
marginal_density.m xparam1 as a column vector for posterior mean. 2007-04-30 07:14:34 +00:00
mcforecast3.m Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF. 2006-12-15 11:37:24 +00:00
mcompare.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
metropolis.m Correction of a bug with mh_recover. 2007-07-06 14:50:09 +00:00
metropolis_draw.m Allow to retrieve logposterior values for MH runs, 2006-05-04 08:52:43 +00:00
mh_optimal_bandwidth.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
mj_qgamma.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
mode_check.m mode_check option for bvar-dsge. 2007-06-22 09:23:45 +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 v4 mult_elimination: bug correction 2007-02-11 12:45:55 +00:00
my_ordeig.m bug in last term of my_ordeig 2007-03-23 09:44:58 +00:00
my_subplot.m dynare_v4 from CVS 2005-02-18 19:54:39 +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
p2toperc.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
pgamma.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
plot_icforecast.m Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF. 2006-12-15 11:37:24 +00:00
plot_priors.m dynare_v4 from CVS 2005-02-18 19:54:39 +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_density_estimate.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
posterior_distribution.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
posterior_moments.m TeX formatting and various things... 2006-03-06 08:38:11 +00:00
print_info.m header updated 2008-01-03 11:31:19 +00:00
prior_analysis.m test 2006-11-22 12:54:16 +00:00
prior_bounds.m header updated 2008-01-10 15:06:35 +00:00
prior_draw.m Needs persistent p1 and p2; 2006-11-27 14:07:57 +00:00
prior_draw_gsa.m Updated sensitivity package !!! 2007-04-04 08:19:51 +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 Bug correction and headers. 2007-11-08 17:23:53 +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: corrected bug variable is absent at the current period 2007-11-27 14:12:45 +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 v4 ramsey_static.m: corrected bug when there are more than one instrument 2007-11-27 14:10:53 +00:00
rand_inverse_wishart.m Factorization of rand_inverse_wishart(...) and rand_matrix_normal(...) + Some small changes to (marginally) speed up the thing (loop --> matrix calculus in rand_inverse_wishart(...), ... ). 2007-09-25 16:25:25 +00:00
rand_matrix_normal.m v4 rand_matrix_normal.m: inverted order of last two arguments for more consistency with matrix-normal notation 2007-09-28 13:43:21 +00:00
read_data.m Updated sensitivity package !!! 2007-04-04 08:19:51 +00:00
read_data_.m New release of deterministic simulation. 2007-06-01 11:43:49 +00:00
read_variables.m v4 read_variables.m: added missing semicolon 2007-06-25 10:04:23 +00:00
recursive_moments.m offset is updated after each call. 2007-05-19 16:50:20 +00:00
redform_map.m Updated sensitivity package !!! 2007-04-04 08:19:51 +00:00
redform_screen.m Updated sensitivity package !!! 2007-04-04 08:19:51 +00:00
resid.m v4 resid.m: added test for case with no exogenous variable 2007-11-29 14:33:18 +00:00
resol.m header updated 2008-01-03 12:00:54 +00:00
resol1.m Correction of bugs related to the steady state computation for estimation. Added a new optimization routine (mode_compute = 6). 2006-06-28 17:35:05 +00:00
restricted_steadystate.m bug correction in restricted_steadystate.m 2006-09-15 14:31:12 +00:00
rndprior.m v4 prior_bounds.m, rndprior.m: uses now bayestopt_.p1 and p2 2006-11-05 13:46:26 +00:00
rows.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
rplot.m v4: changed oo_.y_simul in oo_.endo_simul 2006-07-31 15:46:55 +00:00
save_results.m v4: added save_results.m to save results in structures 2006-11-04 16:16:25 +00:00
sec2hms.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
selec_posterior_draws.m documentation update. 2007-06-16 08:59:31 +00:00
selif.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
set_all_parameters.m v4 set_all_parameters: added H=M_.H; 2006-03-13 21:18:06 +00:00
set_default_option.m dynare_v4 from CVS 2005-02-18 19:54:39 +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 set_parameters.m: corrected bug when estimating covariances 2007-06-20 14:52:18 +00:00
set_prior.m v4: merge changes to dynare_estimation.m 2007-02-11 12:48:41 +00:00
set_shocks.m v4: correcting bug with deterministic exogenous variables in stochastic models 2007-12-11 15:41:48 +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 header updated 2007-12-20 16:32:02 +00:00
simult.m header updated 2007-12-21 17:06:34 +00:00
simult_.m header updated 2007-12-21 17:13:52 +00:00
smirnov.m Updated sensitivity package !!! 2007-04-04 08:19:51 +00:00
solve1.m header updated 2008-01-03 12:21:25 +00:00
stab_map_.m Updated sensitivity package !!! 2007-04-04 08:19:51 +00:00
stab_map_1.m Updated sensitivity package !!! 2007-04-04 08:19:51 +00:00
stab_map_2.m Updated sensitivity package !!! 2007-04-04 08:19:51 +00:00
stab_map_marginal.m added outputdirectory; ishock debugged 2006-04-13 13:03:46 +00:00
steady.m header updated 2008-01-10 14:34:44 +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
teff.m Updated sensitivity package !!! 2007-04-04 08:19:51 +00:00
th_autocovariances.m v4: corrected osr 2006-09-21 15:48:01 +00:00
trank.m Updated sensitivity package !!! 2007-04-04 08:19:51 +00:00
transition_matrix.m header updated 2008-01-03 11:48:28 +00:00
uniform_specification.m new functions 2005-09-11 14:16:48 +00:00
var_sample_moments.m Added estimation of bvar-dsge models with constant. 2007-11-14 17:42:18 +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