dynare/matlab
george 8225da0e7e git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1965 ac1d8469-bf42-47a9-8791-bf33cf982152 2008-07-28 09:42:22 +00:00
..
AIM git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1965 ac1d8469-bf42-47a9-8791-bf33cf982152 2008-07-28 09:42:22 +00:00
gensylv v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
kronecker Added a dynare configuration routine and bug corrections. 2008-05-16 08:18:37 +00:00
qz v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
ChangeLog dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
CheckPath.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
CutSample.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
DiffuseKalmanSmoother1.m header updated 2008-01-11 15:13:59 +00:00
DiffuseKalmanSmoother1_Z.m corrected bug in returned argument sequence 2008-07-21 13:51:43 +00:00
DiffuseKalmanSmoother3.m header updated 2008-01-11 15:19:51 +00:00
DiffuseKalmanSmoother3_Z.m v4: fixed bug concerning handling of filter decomposition (decomp) in DiffuseKalmanSmoother1_Z. and DsgeSmoother.m 2008-05-01 15:41:15 +00:00
DiffuseKalmanSmootherH1.m header updated 2008-01-11 15:16:49 +00:00
DiffuseKalmanSmootherH3.m header updated 2008-01-16 15:54:47 +00:00
DiffuseKalmanSmootherH3corr.m header updated 2008-01-16 15:56:17 +00:00
DiffuseLikelihood1.m header updated 2008-01-11 14:26:33 +00:00
DiffuseLikelihood1_Z.m bug correction 2008-07-02 11:49:19 +00:00
DiffuseLikelihood3.m header updated 2008-01-11 14:31:51 +00:00
DiffuseLikelihood3_Z.m v4 bug correction and correct smoother for new diffuse algorithm 2008-01-30 21:32:20 +00:00
DiffuseLikelihoodH1.m header updated 2008-01-11 14:22:41 +00:00
DiffuseLikelihoodH1_Z.m adding functions and fixing bugs for diffuse filter 2008-07-02 12:53:24 +00:00
DiffuseLikelihoodH3.m header updated 2008-01-11 14:34:57 +00:00
DiffuseLikelihoodH3_Z.m adding functions and fixing bugs for diffuse filter 2008-07-02 12:53:24 +00:00
DiffuseLikelihoodH3corr.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
DsgeLikelihood.m made it possible to force the univariate filter in estimation, mostly for testing purpose 2008-07-18 23:02:53 +00:00
DsgeLikelihood_hh.m adding back DsgeLikelihood_hh.m 2008-07-02 11:39:58 +00:00
DsgeSmoother.m options_.nk default is now set to 1 2008-07-26 14:15:21 +00:00
DsgeVarLikelihood.m Changed penalties. 2008-07-07 12:31:51 +00:00
GetAllPosteriorDraws.m header updated 2008-01-17 13:18:20 +00:00
GetOneDraw.m header updated 2008-01-11 13:50:16 +00:00
GetPosteriorParametersStatistics.m Changed posterior_moments (global variable options_ is not needed anymore, mh_conf_sig is a new input argument) + Cosmetic changes. 2008-05-19 13:22:57 +00:00
MakeAllFigures.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
McMCDiagnostics.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
PlotPosteriorDistributions.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
PosteriorFilterSmootherAndForecast.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
PosteriorIRF.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
ReshapeMatFiles.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
UnivariateSpectralDensity.m v4 matlab: 2008-07-07 17:08:55 +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
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 header updated 2008-01-28 15:55:01 +00:00
bvar_forecast.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
bvar_toolbox.m header updated 2008-01-17 16:25:06 +00:00
calib.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
calib_obj.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
calib_obj2.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
check.m header updated 2008-01-03 11:36:48 +00:00
check_model.m v4: cleanup unused function 2006-06-02 07:42:00 +00:00
check_name.m Bug corrections and cosmetic changes. 2008-06-24 17:13:36 +00:00
check_posterior_analysis_data.m Added posterior multivariate auto-correlation analysis 2008-07-01 11:03:23 +00:00
cols.m Bug corrections and cosmetic changes. 2008-06-24 17:13:36 +00:00
compute_mh_covariance_matrix.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
compute_model_moments.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
correlation_posterior_analysis.m Added posterior multivariate auto-correlation analysis 2008-07-01 11:03:23 +00:00
covariance_posterior_analysis.m Bug corrections and cosmetic changes. 2008-06-24 17:13:36 +00:00
csminit.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
csminwel.m * Added five points formula for gradient evaluation. 2008-07-08 08:18:54 +00:00
csolve.m v4: csolve uses analytical Jacobian when possible 2007-11-27 14:16:13 +00:00
datatomfile.m v4: datatomfile.m: header correction 2008-02-20 19:45:34 +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 v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
disp_th_moments.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
dnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
dr1.m Moved use_qzdiv in options_ (defined in global_initialization.m), so that we do not have to test the mjdgges file and define use_qzdiv each time dr1.m is called. 2008-07-08 14:29:11 +00:00
draw_prior_density.m Bug correction. 2008-07-25 08:26:20 +00:00
dsample.m header updated 2008-01-29 13:46:45 +00:00
dsge_posterior_theoretical_correlation.m Added posterior multivariate auto-correlation analysis 2008-07-01 11:03:23 +00:00
dsge_posterior_theoretical_covariance.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
dsge_posterior_theoretical_variance_decomposition.m Bug correction. 2008-07-01 09:37:52 +00:00
dsgevar_posterior_density.m Correction of bug in the definition of the dsge-var prior. 2008-03-18 10:28:53 +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 dynare.m: cosmetic changes 2008-07-08 15:52:55 +00:00
dynare_config.m v4 matlab: 2008-07-07 17:08:55 +00:00
dynare_estimation.m options_.nk default is now set to 1 2008-07-26 14:15:21 +00:00
dynare_estimation_init.m corrections to optimal policy code required by making M_, options_, oo_ and it_ local 2008-07-02 07:42:50 +00:00
dynare_graph.m header updated 2008-01-17 16:08:06 +00:00
dynare_graph_close.m header updated 2008-01-17 16:09:22 +00:00
dynare_graph_init.m header updated 2008-03-03 11:12:39 +00:00
dynare_m.exe updating dynare_m.exe 2008-07-02 11:46:51 +00:00
dynare_resolve.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
dynare_sensitivity.m undoing changes 2008-07-02 11:38:44 +00:00
dynare_solve.m v4 matlab: 2008-07-07 17:08:55 +00:00
dynare_version.m v4 adding dynare_version.m 2008-05-01 13:34:14 +00:00
dynasave.m v4: fixed bugs for dynasave 2008-05-02 13:54:59 +00:00
dynatype.m Bug correction. Initialization of deterministic simulations was buggy when we start from an arbitrary initial condition (ie when steady is not used after initval). 2008-02-07 10:50:31 +00:00
erase_compiled_function.m v4 matlab: 2008-05-23 14:45:37 +00:00
f_var.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
ff1_.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
ffill.m header updated 2008-01-28 14:28:06 +00:00
forcst.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
forcst2.m v4: adding forcst2.m 2008-05-02 04:49:44 +00:00
forcst2a.m v4: added forecast, updated dynare_m.exe 2008-05-01 12:04:48 +00:00
forcst_unc.m header updated 2008-01-17 16:05:08 +00:00
forecast.m v4: added forecast, updated dynare_m.exe 2008-05-01 12:04:48 +00:00
forecast_graphs.m v4: added forecast out of posterior mode (or maximum likelihood, non-tested) 2008-02-17 14:58:34 +00:00
formdata.m header updated 2008-03-03 11:16:47 +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_date_of_a_file.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
get_innovation_contemporaneous_impact.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
get_moments_size.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
get_name_of_the_last_mh_file.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
get_param_by_name.m v4 new function 2008-01-27 09:31:38 +00:00
get_posterior_parameters.m v4 get_posterior_parameters.m: bug correction 2008-05-02 18:37:05 +00:00
get_the_name.m modified header 2008-01-10 16:52:21 +00:00
get_variance_of_endogenous_variables.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
global_initialization.m options_.nk default is now set to 1 2008-07-26 14:15:21 +00:00
gmhmaxlik.m header updated 2008-01-17 13:04:35 +00:00
hessian.m header updated 2007-12-21 17:27:11 +00:00
hessian_sparse.m header updated 2008-01-29 13:50:02 +00:00
homotopy1.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
homotopy2.m v4 homotopy2.m: removed incorrect executable property 2008-06-16 07:51:15 +00:00
homotopy3.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
imcforecast.m v4 matlab: removed spurious svn:executable properties 2008-01-11 11:58:56 +00:00
indnv.m header updated 2008-01-28 14:37:50 +00:00
initial_estimation_checks.m adding functions and fixing bugs for diffuse filter 2008-07-02 12:53:24 +00:00
initvalf.m v4: fixing initvalf 2008-04-14 07:22:10 +00:00
inverse_gamma_specification.m header updated 2008-01-11 16:05:00 +00:00
irf.m header updated 2008-01-21 11:18:56 +00:00
ispd.m header updated 2008-01-17 13:06:54 +00:00
kalman_transition_matrix.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
kernel_density_estimate.m v4 kernel_density_estimate.m: replaced calls to inline() by anonymous functions (much faster) 2008-06-12 14:42:16 +00:00
lnsrch1.m header updated 2007-12-21 16:32:21 +00:00
lpdfgam.m header updated 2008-01-11 15:46:23 +00:00
lpdfgbeta.m header updated 2008-01-11 15:45:52 +00:00
lpdfig1.m header updated 2008-01-11 15:49:59 +00:00
lpdfig2.m header updated 2008-01-11 15:51:51 +00:00
lpdfnorm.m header updated 2008-01-11 15:57:20 +00:00
lyapunov_symm.m v4 lyapunov_symm.m: fixed bug (one cannont change the counter of a 'for' loop from inside the loop) 2008-07-10 13:22:50 +00:00
make_ex_.m header updated 2007-12-20 16:27:02 +00:00
make_y_.m Initialization of the deterministic simulation is made optional. Added an option for homotopic solution to deterministic models (not ready). 2008-07-09 08:47:38 +00:00
marginal_density.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
matlab_ver_less_than.m v4 matlab: 2008-07-07 17:08:55 +00:00
mcforecast3.m v4 matlab: removed spurious svn:executable properties 2008-01-11 11:58:56 +00:00
mcompare.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
metropolis_draw.m header updated 2008-01-28 15:52:37 +00:00
metropolis_hastings_initialization.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
mh_optimal_bandwidth.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
mj_qgamma.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
mode_check.m header updated 2008-01-21 11:51:09 +00:00
mr_gstep.m glue for restricted Newton steps 2006-09-28 10:47:53 +00:00
mr_hessian.m Fixed bug when actual parameter value is NULL. 2008-05-29 15:15:32 +00:00
mult_elimination.m header updated 2008-03-03 11:26:03 +00:00
my_ordeig.m v4 matlab: use my_ordeig instead of ordeig for Octave and for Matlab < 7.0.1 2008-07-07 21:48:12 +00:00
my_subplot.m header updated 2008-03-03 11:28:13 +00:00
newrat.m added restricted Newton steps 2006-09-28 10:47:17 +00:00
numgrad.m * Changed numgrad.m. If fcn(x+h) is not well defined (for instance cost_flag=0 because of BK conditions) we compute the gradient using (fcn(x)-fcn(x-h))/h instead of the original formula (fcn(x+h)-fcn(x))/h. 2008-07-07 12:58:13 +00:00
numgrad3.m * Added five points formula for gradient evaluation. 2008-07-08 08:18:54 +00:00
numgrad5.m * Added five points formula for gradient evaluation. 2008-07-08 08:18:54 +00:00
octave_ver_less_than.m v4: 2008-07-08 15:45:10 +00:00
osr.m v4 osr.m: use stoch_simul for output 2006-11-16 20:20:45 +00:00
osr1.m * Changed numgrad.m. If fcn(x+h) is not well defined (for instance cost_flag=0 because of BK conditions) we compute the gradient using (fcn(x)-fcn(x-h))/h instead of the original formula (fcn(x+h)-fcn(x))/h. 2008-07-07 12:58:13 +00:00
osr_obj.m v4: changes around restricted state space representation 2006-09-17 15:23:45 +00:00
pgamma.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
plot_icforecast.m v4 matlab: removed spurious svn:executable properties 2008-01-11 11:58:56 +00:00
plot_priors.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +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 pm3.m: disabled PDF and FIG output for Octave 2008-07-01 11:17:00 +00:00
pnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
posterior_analysis.m Added posterior multivariate auto-correlation analysis 2008-07-01 11:03:23 +00:00
posterior_moments.m Changed posterior_moments (global variable options_ is not needed anymore, mh_conf_sig is a new input argument) + Cosmetic changes. 2008-05-19 13:22:57 +00:00
print_info.m header updated 2008-01-03 11:31:19 +00:00
prior_analysis.m header updated 2008-01-17 15:59:01 +00:00
prior_bounds.m header updated 2008-01-10 15:06:35 +00:00
prior_draw.m v4: corrected bug in prior_draw.m (inv-gamma2) 2008-05-02 04:55:06 +00:00
prior_posterior_statistics.m v4 prior_posterior_statistics.m: Octave compatibility issues: 2008-07-04 13:20:49 +00:00
priordens.m v4: corrected bug in prior_draw.m (inv-gamma2) 2008-05-02 04:55:06 +00:00
qbeta.m v4 qbeta.m: quick fix for Octave 2008-07-04 13:37:01 +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 Changed header text. 2008-05-16 16:10:30 +00:00
ramsey_dynamic.m corrections to optimal policy code required by making M_, options_, oo_ and it_ local 2008-07-02 07:42:50 +00:00
ramsey_policy.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
ramsey_static.m corrections to optimal policy code required by making M_, options_, oo_ and it_ local 2008-07-02 07:42:50 +00:00
rand_inverse_wishart.m header updated 2008-01-17 16:16:32 +00:00
rand_matrix_normal.m header updated 2008-01-21 16:15:02 +00:00
rand_multivariate_normal.m Added multivariate student as a proposal distribution for the metropolis hastings. 2008-03-13 08:27:55 +00:00
rand_multivariate_student.m Added multivariate student as a proposal distribution for the metropolis hastings. 2008-03-13 08:27:55 +00:00
random_walk_metropolis_hastings.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
read_data_.m header updated 2008-01-28 17:02:08 +00:00
read_variables.m v4 read_variables.m: more explicit error message if datafile does not exist 2008-07-04 13:27:21 +00:00
recursive_moments.m Cosmetic changes and factorization of a division. 2008-05-16 15:59:41 +00:00
resid.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
resol.m Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m 2008-06-19 09:45:28 +00:00
restricted_steadystate.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
rndprior.m header updated 2008-01-29 13:20:25 +00:00
rows.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
rplot.m undoing changes 2008-07-02 11:38:44 +00:00
save_results.m header updated 2008-01-17 16:00:51 +00:00
sec2hms.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
selec_posterior_draws.m Added posterior multivariate auto-correlation analysis 2008-07-01 11:03:23 +00:00
selif.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
set_all_parameters.m v4 added missing ; in set_all_parameters.m 2008-02-17 10:33:25 +00:00
set_default_option.m v4 matlab: 2008-07-07 17:08:55 +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 bug corrections in dealing with measurement errors 2008-02-16 17:02:39 +00:00
set_prior.m header updated 2008-01-10 15:09:42 +00:00
set_shocks.m header updated 2008-01-29 13:30:25 +00:00
set_state_space.m corrections to optimal policy code required by making M_, options_, oo_ and it_ local 2008-07-02 07:42:50 +00:00
set_stationary_variables_list.m Bug correction. 2007-10-10 16:11:55 +00:00
sim1.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
simk.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
simul.m Correction of a bug related to the previous commit (the initialization of the path is given by the solution of the first order approximation of the model iff there is no deterministic shocks). 2008-02-11 15:04:31 +00:00
simult.m header updated 2007-12-21 17:06:34 +00:00
simult_.m For deterministic simulations of a path between an arbitrary initial condition and the steady state, the path is initialized with the solution obtained from a first order approximation of the model => The number of iterations required for the convergence of the Newton is less important, and on a simple growth model with CES technology I observe also a reduction of the error size. 2008-02-11 14:42:46 +00:00
size_of_the_reduced_form_model.m Computation of 2nd order posterior moments (depending on the size of the model the posterior distribution of dr is saved on disk). 2008-06-17 21:23:02 +00:00
solve1.m header updated 2008-01-03 12:21:25 +00:00
steady.m undoing changes 2008-07-02 11:38:44 +00:00
steady_.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
stoch_simul.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +00:00
subset.m bug correction 2006-11-17 16:27:33 +00:00
symmetric_matrix_index.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
table.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
th_autocovariances.m v4 matlab: 2008-07-07 17:08:55 +00:00
transition_matrix.m header updated 2008-01-03 11:48:28 +00:00
uniform_specification.m header updated 2008-01-11 16:01:00 +00:00
var_sample_moments.m Cosmetic change in var_sample_moments + Removed one global. 2008-06-17 21:44:00 +00:00
variance_decomposition_posterior_analysis.m Bug corrections and cosmetic changes. 2008-06-24 17:13:36 +00:00
warning_config.m v4: merged Octave branch into trunk 2008-06-24 18:20:48 +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