dynare/matlab
michel 4e1122f014 v4: merge changes to dynare_estimation.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1183 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 12:48:41 +00:00
..
doc adding dynare_v4/matlab/doc with m2html documentation 2006-06-27 19:46:58 +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 v4: merge changes to dynare_estimation.m 2007-02-11 12:48:41 +00:00
DiffuseKalmanSmootherH3.m v4: merge changes to dynare_estimation.m 2007-02-11 12:48:41 +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: merge changes to dynare_estimation.m 2007-02-11 12:48:41 +00:00
DsgeLikelihood_hh.m v4: merge changes to dynare_estimation.m 2007-02-11 12:48:41 +00:00
DsgeSmoother.m v4: merge changes to dynare_estimation.m 2007-02-11 12:48:41 +00:00
DsgeVarLikelihood.m BVAR-DSGE with constant (not yet ready) 2007-01-26 14:50:30 +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 Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF. 2006-12-15 11:37:24 +00:00
PosteriorIRF.m Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF. 2006-12-15 11:37:24 +00:00
PosteriorSmoother.m Limit number of iterations to 1200. 2006-11-27 14:10:44 +00:00
ReshapeMatFiles.m Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF. 2006-12-15 11:37:24 +00:00
UnivariateSpectralDensity.m Added theoretical spectral density (in stoch_simul.m) 2006-05-24 16:46:32 +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: forcing options_.order = 1 correctly (correcting 1045) 2006-11-07 14:49:24 +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 Corrections related to the use of options posterior_mode_estimation. 2006-07-28 10:00:31 +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: adding Ramsey policy to parser; 2007-01-04 14:42:27 +00:00
cumplot.m v4 : adding Marco's sensitivity routines' 2006-01-19 06:37:21 +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: ramsey_dynamic.m bug correction; 2007-01-30 15:50:22 +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
dy_date.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
dyn2vec.m v4: changed oo_.y_simul in oo_.endo_simul 2006-07-31 15:46:55 +00:00
dynare.m Correction of bugs related to the _steadystate file. 2006-07-17 08:47:30 +00:00
dynare_MC.m Updates and management of memory. 2006-11-15 08:21:34 +00:00
dynare_estimation.m v4: merge changes to dynare_estimation.m 2007-02-11 12:48:41 +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: ramsey_dynamic.m bug correction; 2007-01-30 15:50:22 +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 added option of only likelihood analysis in posterior filtering 2006-09-28 12:32:37 +00:00
dynare_solve.m v4: adding Ramsey policy to parser; 2007-01-04 14:42:27 +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 v4: new functions 2006-07-31 15:48:11 +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 added option of analysing only likelihood and posterior 2006-09-28 12:30:58 +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 bugs around forecast functions using M_ and oo_ globals 2006-09-28 07:36:15 +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
get_posterior_parameters.m new : get_posterior_parameters.m (translated from version 3) 2006-11-17 12:46:26 +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
global_initialization.m v4: merge changes to dynare_estimation.m 2007-02-11 12:48:41 +00:00
gmhmaxlik.m improvements to the stochastic posterior mode optimization routine (mode_compute = 6) 2006-11-21 12:52:32 +00:00
hessian.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
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 v3+v4: corrected display of initial value of log posterior 2006-09-21 19:47:36 +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 Initialization of options_ in global_initialization (dynare_estimation+stoch_simul) 2007-01-22 16:34:54 +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 v4: made options for solve tolerance criteria 2006-09-21 15:48:36 +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 v4: fixed deterministic simulations 2006-10-29 17:27:48 +00:00
make_y_.m v4: fixed deterministic simulations 2006-10-29 17:27:48 +00:00
marginal_density.m Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready). 2006-09-13 12:39:23 +00:00
matrictint.m dynare_v4 from CVS 2005-02-18 19:54:39 +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 related to the number of lines per mh file. 2007-01-21 20:34:45 +00:00
metropolis_draw.m Allow to retrieve logposterior values for MH runs, 2006-05-04 08:52:43 +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_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
mode_check.m dynare_v4 from CVS 2005-02-18 19:54:39 +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 v4: ported changes for computing variance in unit root models 2006-04-20 09:08:25 +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: corrected osr 2006-09-21 15:48:01 +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
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 v4: adding print_info.m 2006-02-14 10:32:01 +00:00
prior_analysis.m test 2006-11-22 12:54:16 +00:00
prior_bounds.m v4 prior_bounds.m, rndprior.m: uses now bayestopt_.p1 and p2 2006-11-05 13:46:26 +00:00
prior_draw.m Needs persistent p1 and p2; 2006-11-27 14:07:57 +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
qr2.m qr2.m was missing ! 2007-01-22 13:40:05 +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 bug correction; 2007-01-30 15:50:22 +00:00
ramsey_static.m v4: adding Ramsey policy to parser; 2007-01-04 14:42:27 +00:00
read_variables.m v4 read_variables.m: added a missing deblank() [Marco] 2006-03-13 09:33:35 +00:00
recursive_moments.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
resid.m v4: changed oo_.y_simul in oo_.endo_simul 2006-07-31 15:46:55 +00:00
resol.m v4 resol.m: bug fixing 2007-01-06 16:21:15 +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
rfvar3.m dynare_v4 from CVS 2005-02-18 19:54:39 +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 Initialization of options_ in global_initialization (dynare_estimation+stoch_simul) 2007-01-22 16:34:54 +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_parameters.m v4 set_parameters.m: bug when prior only on parameters 2006-11-04 16:12:47 +00:00
set_prior.m v4: merge changes to dynare_estimation.m 2007-02-11 12:48:41 +00:00
set_shocks.m v4 set_shocks.m: added M_.maximum_lag to the periods index 2006-04-29 14:40:35 +00:00
set_state_space.m v4: fixed eignevalues for deterministic problems 2006-10-29 17:28:57 +00:00
sim1.m v4: fixed deterministic simulations 2006-10-29 17:27:48 +00:00
simk.m v4: fixed deterministic simulations 2006-10-29 17:27:48 +00:00
simul.m v4: fixed deterministic simulations 2006-10-29 17:27:48 +00:00
simult.m v4: new set of graphs in forecast with prior uncertainty 2006-11-25 08:54:17 +00:00
simult_.m v4 irf.m, simult_.m: corrected problems with lags > 1 2006-04-29 09:43:21 +00:00
smirnov.m v4: sensitivity code reshaped and optimizer updated [Marco] 2006-03-13 11:46:43 +00:00
solve1.m v4: made options for solve tolerance criteria 2006-09-21 15:48:36 +00:00
stab_map_.m initialisation of eigenvalue and st. state stocks 2006-09-28 08:30:32 +00:00
stab_map_1.m added dirname as input; 2006-05-04 09:02:18 +00:00
stab_map_2.m print pdf and eps; ishock debugged 2006-04-13 13:01:52 +00:00
stab_map_marginal.m added outputdirectory; ishock debugged 2006-04-13 13:03:46 +00:00
steady.m v4: changed oo_.y_simul in oo_.endo_simul 2006-07-31 15:46:55 +00:00
steady_.m Bug fixes (BVAR-DSGE) 2007-02-09 16:30:47 +00:00
stoch_simul.m Initialization of options_ in global_initialization (dynare_estimation+stoch_simul) 2007-01-22 16:34:54 +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
th_autocovariances.m v4: corrected osr 2006-09-21 15:48:01 +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
var_sample_moments.m Bug fixes (BVAR-DSGE) 2007-02-09 16:30:47 +00:00
varprior.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00