dynare/matlab
michel 8d8c267df5 v3+v4 metropolis.m: added bayestopt_.penalty = 1e8;
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@606 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-16 12:58:18 +00:00
..
ChangeLog dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
CheckPath.m v4: replaced \ by / in directory names 2006-01-16 08:20:11 +00:00
CreateBenchmark.m correcting fname_ 2005-09-11 09:43:58 +00:00
CutSample.m v4: replaced \ by / in directory names 2006-01-16 08:20:11 +00:00
DiffuseKalmanSmoother1.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
DiffuseKalmanSmoother3.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
DiffuseKalmanSmootherH1.m ported bug corrections from v3 to v4 2005-10-17 20:09:56 +00:00
DiffuseKalmanSmootherH3.m ported bug corrections from v3 to v4 2005-10-17 20:09:56 +00:00
DiffuseKalmanSmootherH3corr.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
DiffuseLikelihood1.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
DiffuseLikelihood3.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
DiffuseLikelihoodH1.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
DiffuseLikelihoodH3.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
DiffuseLikelihoodH3corr.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
DsgeLikelihood.m v4: bugs in trend_coeff, steady state; changed handling of penalty by csminwel 2006-01-08 08:39:00 +00:00
DsgeSmoother.m correction setting of parameters 2005-09-11 09:38:52 +00:00
GetAllPosteriorDraws.m v4: replaced \ by / in directory names 2006-01-16 08:20:11 +00:00
GetOneDraw.m v4: replaced \ by / in directory names 2006-01-16 08:20:11 +00:00
GetPosteriorParametersStatistics.m v4: replaced \ by / in directory names 2006-01-16 08:20:11 +00:00
InitSeed.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
MakeAllFigures.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
McMCDiagnostics.m v4: more \ 2006-01-16 12:43:05 +00:00
PlotPosteriorDistributions.m v4: replaced \ by / in directory names 2006-01-16 08:20:11 +00:00
PosteriorIRF.m v4: replaced \ by / in directory names 2006-01-16 08:20:11 +00:00
asamin.dll dynare_v4 from CVS 2005-02-18 19:54:39 +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
bksup.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
bksup1.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
bksupk.m ported bug corrections from v3 to v4 2005-10-17 20:09:56 +00:00
bseastr.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
calib.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
calib_obj.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
calib_obj2.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
check.m v4: check.m added default for options_.linear 2005-10-14 21:10:44 +00:00
check_mh.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
check_model.m v4: forgotten function check_model.m 2005-10-06 19:21:54 +00:00
compDist.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
csminit.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
csminwel.m v4: bugs in trend_coeff, steady state; changed handling of penalty by csminwel 2006-01-08 08:39:00 +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 dynare_v4 from CVS 2005-02-18 19:54:39 +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 dr.1: corrected fu bug in backward models 2006-01-13 15:50:32 +00:00
dr2.m dynare_v4 from CVS 2005-02-18 19:54:39 +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
dy_date.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
dyn2vec.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
dynare.m v4 dynare.m: call dynare_m instead of dynare_m.exe so as to be Linux compatible 2006-01-16 12:44:13 +00:00
dynare_estimation.m v4 dynare_estimation.m: added tests mh_replic > 1000 & mh_nblocks > 1 before calling McMcDiagnositcs 2006-01-16 12:41:42 +00:00
dynare_m.exe v4: bugs in trend_coeff, steady state; changed handling of penalty by csminwel 2006-01-08 08:39:00 +00:00
dynare_resolve.m v4: bugs in trend_coeff, steady state; changed handling of penalty by csminwel 2006-01-08 08:39:00 +00:00
dynare_solve.m v4: corrected str2func bug in dynare_solve.m 2005-12-09 15:47:22 +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
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
fnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
forcst.m dynare_v4 from CVS 2005-02-18 19:54:39 +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
gensylv.dll new functions 2005-09-11 14:16:48 +00:00
gensylv.mexglx v4: adding Linux binaries 2006-01-16 12:46:19 +00:00
get_the_name.m Added posterior densities 2005-09-25 14:10:41 +00:00
hessian.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
hessian2.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
hessian_sparse.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
indnv.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
initial_estimation_checks.m v4, initial_estimation_checks.m: test number of shocks and not number of estimated shock variances 2005-10-01 11:44:45 +00:00
initvalf_.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
inverse_gamma_specification.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
irf.m Corrections related to the impulse response functions. 2005-10-01 12:59:40 +00:00
kalman_transition_matrix.m dynare_v4 from CVS 2005-02-18 19:54:39 +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 dynare_v4 from CVS 2005-02-18 19:54:39 +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
lyapunov_symm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
make_ex_.m correction exo_det 2005-09-11 09:39:21 +00:00
make_y_.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
marginal_density.m v4: replaced \ by / in directory names 2006-01-16 08:20:11 +00:00
matrictint.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
mcompare.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
metropolis.m v3+v4 metropolis.m: added bayestopt_.penalty = 1e8; 2006-01-16 12:58:18 +00:00
mgnldnsty.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
mh_optimal_bandwidth.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
mj_optmumlik.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
mjdgges.dll dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
mjdgges.mexglx v4: adding Linux binaries 2006-01-16 12:46:19 +00:00
mode_check.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
mr_hessian.m v3+4: mr_hessian.m corrected by M. Ratto 2006-01-09 15:53:39 +00:00
my_subplot.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
newrat.m adding M. Ratto's optimizer 2005-09-11 09:48:39 +00:00
numgrad.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
olr.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
olr1.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
olr2.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
osr.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
osr1.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
osr_obj.m dynare_v4 from CVS 2005-02-18 19:54:39 +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_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
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 New version with equal length mh files 2005-09-10 10:04:22 +00:00
prior_bounds.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
priordens.m dynare_v4 from CVS 2005-02-18 19:54:39 +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
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
recursive_moments.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
resid.m more functions adapred to v4 2005-09-11 14:20:10 +00:00
resol.m v3 dynare_estimation: corrected bug whith mean_varobs when prefilter==1 2005-12-13 12:53:57 +00:00
resol1.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
rfvar3.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
rndprior.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
rows.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
rplot.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
sec2hms.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
selif.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
set_default_option.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
set_prior.m set_prior.m: estim_params_.param_vals has changed 2005-09-11 14:31:35 +00:00
set_shocks.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
set_state_space.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
sim1.m v4 : fixed sim1.m and simk.m 2006-01-12 10:21:40 +00:00
simk.m v4 : fixed sim1.m and simk.m 2006-01-12 10:21:40 +00:00
simul.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
simult.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
simult_.m Corrections related to the impulse response functions. 2005-10-01 12:59:40 +00:00
solve1.m changed computation of steady state for linear models 2005-09-27 20:22:40 +00:00
steady.m more functions adapred to v4 2005-09-11 14:20:10 +00:00
steady_.m v4 steady_.m: exo_simula and exo_det_simul are passed in x to _steady function 2006-01-12 10:21:20 +00:00
stoch_simul.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
sylvester3.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
sylvester3a.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
table.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
th_autocovariances.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
transition_matrix.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
uniform_specification.m new functions 2005-09-11 14:16:48 +00:00
union.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
varprior.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00