dynare/matlab
Michel Juillard c2f7f0a555 computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance.
When the aggregate variance differs from the shock of the sum of the effects of individual shocks by more than 0.01% a warning is displayed.

This behaviour is documented in the reference manual.
2010-04-03 11:27:49 +02:00
..
AIM Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
distributions Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
gensylv Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
kalman bug correction 2010-04-02 21:38:05 +02:00
kronecker Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
missing Fixed bug. 2010-02-19 00:31:43 +01:00
partial_information removing DOS end of lines 2010-03-25 12:28:48 +01:00
qz Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
swz correction swz/c-code/Makefile: sbvar_estimation was left from a previous experiment 2010-04-03 07:50:48 +02:00
threads Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
AnalyseComputationalEnviroment.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
CheckPath.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
CutSample.m Use of filesep utility for compatibility with Octave for Windows. 2009-06-09 07:21:55 +00:00
DiffuseKalmanSmoother1.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
DiffuseKalmanSmoother1_Z.m Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze. 2010-02-13 19:19:57 +01:00
DiffuseKalmanSmoother3.m Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze. 2010-02-13 19:19:57 +01:00
DiffuseKalmanSmoother3_Z.m semicolon missing. 2010-03-05 11:27:59 +01:00
DiffuseKalmanSmootherH1.m Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze. 2010-02-13 19:19:57 +01:00
DiffuseKalmanSmootherH1_Z.m Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze. 2010-02-13 19:19:57 +01:00
DiffuseKalmanSmootherH3.m Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze. 2010-02-13 19:19:57 +01:00
DiffuseKalmanSmootherH3_Z.m Bug fix and efficiency changes in smoothing routines. 2010-02-12 12:31:32 +01:00
DiffuseKalmanSmootherH3corr.m Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze. 2010-02-13 19:19:57 +01:00
DiffuseLikelihood1.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
DiffuseLikelihood1_Z.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
DiffuseLikelihood3.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
DiffuseLikelihood3_Z.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
DiffuseLikelihoodH1.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
DiffuseLikelihoodH1_Z.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
DiffuseLikelihoodH3.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
DiffuseLikelihoodH3_Z.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
DiffuseLikelihoodH3corr.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
DsgeLikelihood.m Added trap for cases where diffuse filters fail (replaced error messages by warning messages). 2010-02-05 23:18:08 +01:00
DsgeLikelihood_hh.m Updated version following new revision of dsgelikelihood.m 2010-01-08 10:06:21 +00:00
DsgeSmoother.m removed oo_.smoother.integration_order 2010-04-03 08:00:22 +02:00
DsgeVarLikelihood.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
GetAllPosteriorDraws.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
GetOneDraw.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
GetPosteriorParametersStatistics.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
GiveCPUnumber.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
MakeAllFigures.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
McMCDiagnostics.m Fix the inconsistency between mh_drop and the number of mh draws discarded 2010-02-18 17:13:13 +01:00
McMCDiagnostics_core.m Fix the inconsistency between mh_drop and the number of mh draws discarded 2010-02-18 17:13:13 +01:00
PlotPosteriorDistributions.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
PosteriorFilterSmootherAndForecast.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
PosteriorIRF.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
PosteriorIRF_core1.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
PosteriorIRF_core2.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
ReshapeMatFiles.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
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 Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
add_auxiliary_variables_to_steadystate.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
autoregressive_process_specification.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
bfgsi.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
bicgstab_.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
bksup0.m Added files for extended path simulations. 2009-11-03 13:45:52 +00:00
bksup1.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
bksupk.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
block_mfs_steadystate.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
bseastr.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
bvar_density.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
bvar_forecast.m Fixed RMSE in bvar_forecast 2010-01-08 09:31:57 +00:00
bvar_irf.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
bvar_toolbox.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
calib.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
calib_obj.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
calib_obj2.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
check.m Added info vector as an output (needed to compute penalty for the smm objective function). 2010-01-06 14:06:41 +00:00
check_list_of_variables.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
check_model.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
check_name.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
check_posterior_analysis_data.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
check_prior_analysis_data.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
closeSlave.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
compute_mh_covariance_matrix.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
compute_model_moments.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
compute_moments_varendo.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
conditional_variance_decomposition.m v4.2: changed vech functions names to avoid conflict with other toolboxes 2010-01-23 16:55:28 +00:00
conditional_variance_decomposition_mc_analysis.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
correlation_mc_analysis.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
cosn.m cheaper execution for pairwise correlations 2010-03-09 08:54:15 +01:00
covariance_mc_analysis.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
csminit.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
csminwel.m Removed printed gradient. 2010-01-10 23:23:57 +00:00
csolve.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
datatomfile.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
dcompare.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
describe_missing_data.m trunk: added GPL header to describe_missing_data.m 2009-02-20 16:58:47 +00:00
disclyap_fast.m integration of partial information in stoch_simul (thanks to George, Joe and Paul) 2010-03-23 11:09:59 +01:00
disp_dr.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
disp_dr_sparse.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
disp_identification.m Improved display for weak identification 2010-03-09 08:54:16 +01:00
disp_model_summary.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
disp_moments.m Added the possibility of computing hp-filtered simulated moments. 2010-02-10 14:20:28 +01:00
disp_th_moments.m distinguishing between noprint and nomoments/nocorr options 2010-01-15 09:55:05 +00:00
display_conditional_variance_decomposition.m v4.2: changed vech functions names to avoid conflict with other toolboxes 2010-01-23 16:55:28 +00:00
distributeJobs.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
dr1.m trunk: added error message for 2nd or 3rd order approximation of purely backward models (to be merged in 4.1) 2009-12-19 15:37:56 +00:00
dr1_sparse.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
dr11_sparse.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
draw_prior_density.m Fixed to allow truncated priors. 2009-10-09 08:10:52 +00:00
dsample.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
dsge_posterior_kernel.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
dsge_simulated_theoretical_conditional_variance_decomposition.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
dsge_simulated_theoretical_correlation.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
dsge_simulated_theoretical_covariance.m + Bug fixes related to the computation of prior (and posterior) moments. 2009-06-26 10:21:30 +00:00
dsge_simulated_theoretical_variance_decomposition.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
dsgevar_posterior_density.m v4 matlab: fixed some existing copyright headers (and some other minor header issues) 2008-08-01 12:40:33 +00:00
dy_date.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
dyn2vec.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
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_ramsey_dynamic_.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
dyn_ramsey_static_.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
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
dynare.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
dynare_config.m -new smoother function kalman/smoother/kalman_smoother.m 2010-03-23 18:17:15 +01:00
dynare_estimation.m If a dsge-var is estimated, the posterior IRFs are computed for all 2009-03-21 22:36:18 +00:00
dynare_estimation_1.m removed oo_.smoother.integration_order 2010-04-03 08:00:22 +02:00
dynare_estimation_init.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
dynare_gradient.m Added a function computing the gradient of a function (R^m -> R^n). 2010-02-17 17:33:52 +01:00
dynare_graph.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
dynare_graph_close.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
dynare_graph_init.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
dynare_identification.m 1) fix of boxplots when two nparams =2; 2010-03-09 08:54:16 +01:00
dynare_resolve.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
dynare_sensitivity.m forced order=1 2010-01-15 09:58:38 +00:00
dynare_solve.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
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 trunk: build system updates 2009-06-08 16:43:24 +00:00
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 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
dyntable.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
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 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
evaluate_planner_objective.m Fixed a few copyright dates 2010-01-08 09:48:23 +00:00
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 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
extended_path.m * Bug fixes and cosmetic files in parallelized SMM. 2010-01-15 15:45:07 +00:00
fMessageStatus.m 1) added ismac for MATLAB >= 7.4 2010-01-15 10:01:21 +00:00
fParallel.m deleted a bit still linked to sshfs 2010-01-26 13:11:17 +00:00
f_var.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
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 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
fjaco.m use of numerical Jacobian to check analytic results. 2010-03-09 10:05:13 +01:00
forcst.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
forcst2.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
forcst2a.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
forcst_unc.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
forecast.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
forecast_graphs.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
formdata.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
ftest.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
gcompare.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
generalized_cholesky.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
generalized_cholesky2.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
getH.m use of numerical Jacobian to check analytic results. 2010-03-09 10:05:13 +01:00
getJJ.m use of numerical Jacobian to check analytic results. 2010-03-09 10:05:13 +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_innovation_contemporaneous_impact.m v4 matlab: fixed some existing copyright headers (and some other minor header issues) 2008-08-01 12:40:33 +00:00
get_moments_size.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
get_name_of_the_last_mh_file.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
get_param_by_name.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
get_posterior_parameters.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
get_prior_info.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
get_the_name.m v4 matlab: fixed some existing copyright headers (and some other minor header issues) 2008-08-01 12:40:33 +00:00
get_variance_of_endogenous_variables.m get_variance_of_endogenous_variables.m: fixed error introduced in commit b9173a211f 2010-02-17 12:52:25 +01:00
global_initialization.m smoother deals with all variables in M_.endo_names unless option SELECTED_VARIABLES_ONLY is used 2010-04-02 21:40:50 +02:00
gmhmaxlik.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
graph_decomp.m modified varlist_indices 2010-03-23 06:38:39 +01:00
hess_element.m Add support for external functions 2010-02-23 18:15:18 +01:00
hessian.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
homotopy1.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
homotopy2.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
homotopy3.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
identification_checks.m Quicker with partial correlations. 2010-03-09 08:54:16 +01:00
imcforecast.m Fixed bug. The declared paths for the constrained variables have to be centered (Users declare constrained variables in *levels*, 2010-04-01 15:41:36 +02:00
independent_metropolis_hastings.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
independent_metropolis_hastings_core.m Bug fix. 2010-03-04 16:40:02 +01:00
indnv.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
initial_estimation_checks.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
initialize_from_mode.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
initvalf.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
irf.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
isconst.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
isint.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
ispd.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
jacob_element.m Add support for external functions 2010-02-23 18:15:18 +01:00
k_order_pert.m 4.2: fixed bug in k_order_pert.m for order == 1 2010-01-25 14:52:48 +00:00
kalman_transition_matrix.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
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
lnsrch1.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
lnsrch1_wrapper_one_boundary.m Changes by Ferhat: 2009-12-21 10:29:21 +00:00
lnsrch1_wrapper_two_boundaries.m Changes by Ferhat: 2009-12-21 10:29:21 +00:00
long_run_variance.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
lpdfgam.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
lpdfgbeta.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
lpdfig1.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
lpdfig2.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
lpdfnorm.m Efficiency & Cosmetic changes related to the design of bayestopt_ and 2009-04-06 14:38:37 +00:00
lyapunov_symm.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
make_ex_.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
make_y_.m * Added initialization of the newton steps (for the extended path 2009-12-29 16:33:08 +00:00
marginal_density.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
masterParallel.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
masterParallelMan.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
matlab_ver_less_than.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
maximize_prior_density.m Added a new input argument (epsilon) in gradient routines and csminwel.m. This parameter defines the length of the steps considered 2010-01-10 16:51:33 +00:00
mcforecast3.m v4 matlab: 2008-08-01 18:53:30 +00:00
mcompare.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
metropolis_draw.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
metropolis_hastings_initialization.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
mh_autocorrelation_function.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
mh_optimal_bandwidth.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
minus_logged_prior_density.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
missing_DiffuseKalmanSmoother1.m Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze. 2010-02-13 19:19:57 +01:00
missing_DiffuseKalmanSmoother1_Z.m Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze. 2010-02-13 19:19:57 +01:00
missing_DiffuseKalmanSmoother3.m corrected bug for decompostion (nargout > 7) in missing_DiffuseKalmanSmoother3.m 2010-03-09 18:43:50 +01:00
missing_DiffuseKalmanSmoother3_Z.m Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze. 2010-02-13 19:19:57 +01:00
mode_check.m Added trap for cases where diffuse filters fail (replaced error messages by warning messages). 2010-02-05 23:18:08 +01:00
model_comparison.m trunk: renamed table.m to dyntable.m (name clash with Octave's table) 2009-04-24 15:15:18 +00:00
model_diagnostics.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
model_info.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
moment_function.m Bug fixes. 2010-02-17 18:27:20 +01:00
moments.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
mr_gstep.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
mr_hessian.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
mult_elimination.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
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 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
myboxplot.m trap for NaN's in mm and MM 2010-01-27 14:03:28 +00:00
mydelete.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
name2index.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
newrat.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
numgrad.m Commit 3335 was incomplete. 2010-01-10 23:10:14 +00:00
numgrad3.m Commit 3335 was incomplete. 2010-01-10 23:10:14 +00:00
numgrad5.m Commit 3335 was incomplete. 2010-01-10 23:10:14 +00:00
octave_ver_less_than.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
osr.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
osr1.m Added a new input argument (epsilon) in gradient routines and csminwel.m. This parameter defines the length of the steps considered 2010-01-10 16:51:33 +00:00
osr_obj.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
perfect_foresight_simulation.m Fixed a few copyright dates 2010-01-08 09:48:23 +00:00
plot_icforecast.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
plot_priors.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
pltorg.m v4 matlab: 2008-08-01 18:53:30 +00:00
pm3.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
pm3_core.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
posterior_analysis.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
posterior_moments.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
print_info.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
prior_analysis.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
prior_bounds.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
prior_draw.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
prior_posterior_statistics.m bug correction. It seems that struct2local can create problems with Matlab r2010a: if run_smoother exists as function name, 'if run_smoother' calls run_smoother rather than evaluate local variable run_smoother. 2010-04-02 21:37:43 +02:00
prior_posterior_statistics_core.m bug correction. It seems that struct2local can create problems with Matlab r2010a: if run_smoother exists as function name, 'if run_smoother' calls run_smoother rather than evaluate local variable run_smoother. 2010-04-02 21:37:43 +02:00
prior_sampler.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
prior_statistics.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
priordens.m explicit initialization of persistent variables in priordens.m 2010-02-06 14:43:16 +01:00
qr2.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
ramsey_policy.m Fixed a few copyright dates 2010-01-08 09:48:23 +00:00
random_walk_metropolis_hastings.m Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
random_walk_metropolis_hastings_core.m Bug fix. 2010-03-04 16:40:02 +01:00
read_data_.m Bugs corrected: exogenous variable are read from and external file if oo_.exo_simul is not completely filled => allows for shocks. 2010-02-19 11:03:53 +01:00
read_variables.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
recursive_moments.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
resid.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
resol.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
restricted_steadystate.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
rndprior.m Efficiency & Cosmetic changes related to the design of bayestopt_ and 2009-04-06 14:38:37 +00:00
row_header_width.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
rplot.m Fix crash of rplot with models with no lags (fixed #71) 2009-12-18 09:39:53 +00:00
sample_autocovariance.m Added autocorrelogram for the posterior draws. 2008-09-02 10:16:44 +00:00
sample_hp_filter.m Added the possibility of computing hp-filtered simulated moments. 2010-02-10 14:20:28 +01:00
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 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
selec_posterior_draws.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
selif.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
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 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
set_default_option.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
set_param_value.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
set_parameters.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
set_prior.m explicit initialization of persistent variables in priordens.m 2010-02-06 14:43:16 +01:00
set_shocks.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
set_state_space.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
set_stationary_variables_list.m + Various bug fixes related to prior sampling. 2009-06-15 14:36:30 +00:00
shock_decomposition.m modified varlist_indices 2010-03-23 06:38:39 +01:00
sim1.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
simk.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
simul.m Fast deterministic simulations: 2010-01-27 10:13:14 +00:00
simulated_moments_estimation.m Changes related to SMM estimation. 2010-03-04 17:24:01 +01:00
simult.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
simult_.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
simultxdet.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
size_of_the_reduced_form_model.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
slaveParallel.m Modified version of parallel routines, with more sophisticated management of slave processes, which are not closed after the completion of each job but can stay in stand-by until a new job is assigned to them. 2010-01-26 13:18:15 +00:00
smm_objective.m Added mode options.optimization_routine==0 (no optimization, just read the optimization_path.mat file). 2010-02-17 16:20:37 +01:00
solve1.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
solve_one_boundary.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
solve_two_boundaries.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
steady.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
steady_.m "bytecode" option can be used without "block" option 2010-01-22 10:03:29 +00:00
stoch_simul.m stoch_simul: force order=1 with partial_information 2010-03-29 12:44:38 +02:00
stoch_simul_sparse.m Beautification: removed tabulation characters which were left in previous beautification pass 2010-01-05 10:46:10 +00:00
storeGlobalVars.m Modified version of parallel routines, with more sophisticated management of slave processes, which are not closed after the completion of each job but can stay in stand-by until a new job is assigned to them. 2010-01-26 13:18:15 +00:00
struct2local.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
subset.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
symmetric_matrix_index.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
th_autocovariances.m computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance. 2010-04-03 11:27:49 +02:00
thet2tau.m Utility for numerical derivatives in identification (to check analytic results) 2010-03-09 10:03:05 +01:00
trace_plot.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
transition_matrix.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
uniform_specification.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
var_sample_moments.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
variance_decomposition_mc_analysis.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
varlist_indices.m var_listindices.m: fix for Octave 2010-03-24 12:54:18 +01:00
vnorm.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
warning_config.m Activate warning backtrace even for Octave 2010-03-29 12:44:56 +02:00
writedata.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
writedata_text.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00