..
@dynDate
Changed name of dynDates class to dynDate. dynDates will be used latter for irregular and unsorted sequence of dates.
2011-10-21 11:38:45 +02:00
@dynDates
Changed unitary test.
2011-10-21 11:38:46 +02:00
@dynSeries
Changed name of dynDates class to dynDate. dynDates will be used latter for irregular and unsorted sequence of dates.
2011-10-21 11:38:45 +02:00
@dynTime
Changed unitary test.
2011-10-21 11:38:46 +02:00
AIM
Corrected AIM error codes that got lost when moving to stochastic_solvers
2012-04-25 12:03:33 +02:00
distributions
update copyright dates for files already modified in 2012
2012-01-04 14:42:06 +01:00
ep
Code simplification, do not pass endo_simul and exo_simul to bytecode through the global structure oo_.
2012-03-12 10:34:28 +01:00
gensylv
qz() has changed between Octave 3.2 and 3.4
2012-04-04 22:13:34 +02:00
gsa
Fixed bugs introduced in 4c255cf2ae
2012-04-27 08:45:22 +02:00
kalman
fixed rare bug in Kalman filter when one should switch to steady state
2012-05-10 11:09:06 +02:00
kronecker
Updated internal documentation (new format).
2011-09-05 18:57:42 +02:00
missing
Require at least Octave 3.2.2 (and therefore drop rcond.m and bicgstab.m)
2012-04-03 17:57:38 +02:00
ms-sbvar
Add TZcode submodule to repository
2012-04-19 12:27:39 +02:00
parallel
security checks before removing remote folders
2012-02-10 22:44:09 +01:00
partial_information
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
particle
Fixed bug related to the resampling of the particles.
2012-05-04 11:22:17 +02:00
qz
Moved qzdiv.m and qzswitch.m to top-level (they are now used by both partial information code and mjdgges.m)
2010-10-11 17:14:33 +02:00
utilities
Fixed bug related to the path to the testes routine.
2012-03-04 22:07:27 +01:00
AHessian.m
bug fixes in analytic likelihood scores.
2011-11-07 09:18:26 +01:00
AIM_first_order_solver.m
Corrected AIM error codes that got lost when moving to stochastic_solvers
2012-04-25 12:03:33 +02:00
CheckPath.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
CutSample.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
DsgeSmoother.m
fixing bug with smoother with univariate filters
2011-11-02 14:02:12 +01:00
DsgeVarLikelihood.m
fixing bugs related to recent changes for analytic derivatives
2012-04-30 13:35:36 +02:00
GetAllPosteriorDraws.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
GetOneDraw.m
Fixed bugs related to global sensitivity analysis.
2011-02-25 09:27:33 +01:00
GetPosteriorMeanVariance.m
adding missing function to compute mean and covariance matrix of
2012-04-23 13:36:37 +02:00
GetPosteriorParametersStatistics.m
Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution.
2012-05-30 11:22:59 +02:00
MakeAllFigures.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
McMCDiagnostics.m
Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution.
2012-05-30 11:22:59 +02:00
McMCDiagnostics_core.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
PlotPosteriorDistributions.m
Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution.
2012-05-30 11:22:59 +02:00
PosteriorFilterSmootherAndForecast.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
PosteriorIRF.m
Fixed initialization of matrices for posterior irfs.
2012-05-30 11:24:35 +02:00
PosteriorIRF_core1.m
Fixed initialization of matrices for posterior irfs.
2012-05-30 11:24:35 +02:00
PosteriorIRF_core2.m
Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures.
2012-04-25 11:47:40 +02:00
ReshapeMatFiles.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +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
Fixed typo and made error message more explicit
2012-04-26 09:01:33 +02:00
adaptive_metropolis_hastings.m
now adaptive Metropolis creates a sequence of adaptive_metropolis_proposal_NN.mat files keeping track of covariance updates. adaptive Metropolis can now be continued in subsequent runs
2011-08-15 15:27:30 +02:00
add_auxiliary_variables_to_steadystate.m
fixing bug for computation of expectation auxiliary variables
2011-09-29 21:22:27 +02:00
autoregressive_process_specification.m
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
2009-12-16 17:17:34 +00:00
bfgsi1.m
Rename bfgsi.m to bfgsi1.m to avoid clash with the one provided by Tao Zha
2012-04-20 17:25:08 +02:00
bicgstab_.m
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
bksup0.m
Added files for extended path simulations.
2009-11-03 13:45:52 +00:00
bksup1.m
sim1.m, bksup1.m: removed global variables, other minor cleanups
2010-10-13 18:51:56 +02:00
bksupk.m
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
block_bytecode_mfs_steadystate.m
Get rid of global variables
2011-11-25 13:07:50 +01:00
block_mfs_steadystate.m
Get rid of global variables
2011-11-25 13:07:50 +01:00
bseastr.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
bvar_density.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
bvar_forecast.m
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
bvar_irf.m
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
bvar_toolbox.m
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
bytecode_steadystate.m
Get rid of global variables
2011-11-25 13:07:50 +01:00
cartesian_product_of_sets.m
Added two routines for evaluating multivariate integrals with gaussian quadratures.
2011-12-16 11:42:03 +01:00
check.m
Merge branch 'master' into dr1break
2011-12-10 20:10:31 +01:00
check_list_of_variables.m
Add new command "calib_smoother"
2012-05-30 16:28:29 +02:00
check_model.m
use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time)
2011-02-10 15:54:23 +01:00
check_name.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
check_posterior_analysis_data.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
check_prior_analysis_data.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
cmaes.m
Add CMAES (Ticket #245 ) for mode optimization
2012-03-04 22:07:26 +01:00
compute_mh_covariance_matrix.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
compute_model_moments.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
compute_moments_varendo.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
conditional_variance_decomposition.m
added an error if periods in conditional_variance_decomposition option
2011-11-20 15:13:05 +01:00
conditional_variance_decomposition_mc_analysis.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
convertAimCodeToInfo.m
Corrected AIM error codes that got lost when moving to stochastic_solvers
2012-04-25 12:03:33 +02:00
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
Removed trap which sometimes gives problems.
2011-05-02 11:03:56 +02:00
covariance_mc_analysis.m
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
2009-12-16 17:17:34 +00:00
csminit1.m
Fix function name in header
2011-09-09 14:46:05 +02:00
csminwel1.m
Fixed call to renamed bfgsi1.m
2012-05-31 14:41:41 +02:00
csolve.m
use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time)
2011-02-10 15:54:23 +01:00
datatomfile.m
datatomfile: if no second argument, then include all endogenous variables
2010-04-30 12:23:57 +02:00
dcompare.m
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
discretionary_policy.m
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
discretionary_policy_1.m
changed option name discretion_tol -> discretionary_tol, added the option
2012-04-21 10:40:24 +02:00
discretionary_policy_engine.m
discretionary policy: made returned info values compatible with Dynare
2011-04-05 13:50:21 +02:00
disp_dr.m
Correct a bug in the printout of the decision rule
2011-10-12 14:48:28 +02:00
disp_identification.m
small bug fix
2011-11-05 11:09:10 +01:00
disp_model_summary.m
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
disp_moments.m
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
disp_steady_state.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
disp_th_moments.m
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
display_conditional_variance_decomposition.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
dr_block.m
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
2012-04-20 19:23:00 +02:00
draw_prior_density.m
fixed bug in drawing of prior densities (It must always return
2011-11-19 21:14:43 +01:00
dsample.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
dsge_likelihood.m
Include prior info in penalty with Bayesian estimation.
2012-05-31 14:44:16 +02:00
dsge_posterior_kernel.m
Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
2011-09-19 16:41:53 +02:00
dsge_simulated_theoretical_conditional_variance_decomposition.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
dsge_simulated_theoretical_correlation.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
dsge_simulated_theoretical_covariance.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
dsge_simulated_theoretical_variance_decomposition.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
dsgevar_posterior_density.m
Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
2011-09-22 11:17:31 +02:00
dy_date.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
dyn2vec.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
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_figure.m
Added utilities for dynare figure creation and saving.
2012-01-12 17:46:40 +01:00
dyn_first_order_solver.m
added a comment for test of eigenvalues close to 0/0
2012-04-23 13:22:19 +02:00
dyn_forecast.m
Store histval information for endogenous in M_.endo_histval
2011-12-28 11:35:22 +01:00
dyn_ramsey_static.m
fixing bug in computing steady state of Ramsey policy
2012-04-23 13:39:50 +02:00
dyn_risky_steadystate_solver.m
fixing problems in risky steady state
2012-04-21 21:21:45 +02:00
dyn_saveas.m
When nodisplay=1, the figure has to be set visible before saving and closing, otherwise it is saved as not visible and when users try to open it, the saved figure is invisible (ticket 216).
2012-04-29 21:18:33 +02:00
dyn_second_order_solver.m
minor changes to new functions and completing headers
2011-12-20 16:34:30 +01:00
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
dyn_waitbar.m
Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly.
2011-12-13 18:32:57 +01:00
dyn_waitbar_close.m
Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly.
2011-12-13 18:32:57 +01:00
dynare.m
Simplify logic of test since Octave 3.2 is now the minimal requirement
2012-04-04 22:16:39 +02:00
dynare_config.m
New function for testing an Octave Forge package
2012-04-20 21:36:49 +02:00
dynare_estimation.m
Estimation with analytic scores and hessian;
2012-04-29 21:18:33 +02:00
dynare_estimation_1.m
Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution.
2012-05-30 11:22:59 +02:00
dynare_estimation_init.m
Estimation with analytic scores and hessian;
2012-04-29 21:18:33 +02:00
dynare_gradient.m
Estimation with analytic scores and hessian;
2012-04-29 21:18:33 +02:00
dynare_graph.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
dynare_graph_close.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
dynare_graph_init.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
dynare_identification.m
Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures.
2012-04-25 11:47:40 +02:00
dynare_resolve.m
Changed the name of DsgeLikelihood (-> dsge_likelihood).
2011-12-26 17:46:48 +01:00
dynare_sensitivity.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
dynare_solve.m
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
dynare_solve_block_or_bytecode.m
removed error messages form dynare_solve_block_or_bytecope and replace
2012-04-23 14:27:18 +02:00
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
Updated copyright notices
2011-02-04 17:27:33 +01:00
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
Updated copyright notices
2011-02-04 17:27:33 +01:00
dyntable.m
improved dyntable.m
2011-04-18 11:25:55 +02:00
ep_residuals.m
Added (exogenous) homotopic steps in reversed extended path.
2010-05-12 17:56:37 +02:00
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
fixed bug related to clear priordens;
2012-05-31 14:40:23 +02:00
evaluate_planner_objective.m
replacing call to dr1() by call to stochastic_solvers()
2012-03-15 16:45:25 +01:00
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
fixed bug related to clear priordens;
2012-05-31 14:40:23 +02:00
evaluate_smoother.m
Improve doc and error handling for shock_decomposition on calibrated model
2012-05-29 16:25:52 +02:00
evaluate_static_model.m
Need to evaluate the recursive blocks to compute the temporary terms
2012-02-17 10:38:39 +01:00
evaluate_steady_state.m
Fixed bug in evaluate_steady_state.m that prevents parameter updating
2012-05-11 09:34:46 +02:00
evaluate_steady_state_file.m
Take care of cases where steady state file updates some but not all parameters that are NaN.
2012-05-11 18:16:23 +02:00
f_var.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
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
Updated copyright notices
2011-02-04 17:27:33 +01:00
fjaco.m
use of numerical Jacobian to check analytic results.
2010-03-09 10:05:13 +01:00
forcst.m
fixing bug in forecast HPD interval
2011-10-27 22:08:10 +02:00
forcst2.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
forcst2a.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
forcst_unc.m
Removed globals from resol.m (changed calling sequence). Added texinfo header.
2011-09-17 12:53:38 +02:00
forecast_graphs.m
Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures.
2012-04-25 11:47:40 +02:00
formdata.m
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
ftest.m
replace deprecated Matlab function setstr with char
2010-09-27 16:05:52 +02:00
gauss_hermite_weights_and_nodes.m
Added unitary test.
2011-12-19 15:54:30 +01:00
gauss_legendre_weights_and_nodes.m
Added routine for computing weights and nodes of the Gauss Legendre quadrature.
2012-01-20 16:40:17 +01:00
gcompare.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
gensylv_fp.m
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
2012-04-20 19:23:00 +02:00
getH.m
1) fixed infinite loop
2012-04-04 16:43:44 +02:00
getIrfShocksIndx.m
irf_shocks bug fix in stoch_simul (Thanks to J. Pfeifer for pointing this out)
2011-07-07 16:04:02 +02:00
getJJ.m
Added output arguments needed for analytic scores.
2011-04-12 17:37:02 +02:00
getPowerDeriv.m
Fixed bug in getPowerDeriv.m where the nth derivative of 0^n evaluated to 0 instead of n!
2012-05-17 09:10:54 +02:00
get_Hessian.m
Extension to full Hessian (partial commit, to be debugged).
2011-11-05 11:08:00 +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_existing_subsamples_indx.m
estimation: change name handling for correlation statements
2012-03-30 15:37:14 +02:00
get_moments_size.m
Fixed function header
2011-12-14 14:43:17 +01:00
get_name_of_the_last_mh_file.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
get_new_or_existing_ei_index.m
estimation: change name handling for correlation statements
2012-03-30 15:37:14 +02:00
get_optimal_policy_discount_factor.m
removing options_.discount_factor that is replaced by parameter optimal_policy_discount_factor
2011-05-24 16:02:42 +02:00
get_param_by_name.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
get_posterior_parameters.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
get_prior_info.m
Removed global from prior_bounds. Added texinfo header.
2011-09-14 23:41:37 +02:00
get_subsamples_range_indx.m
bug fix: wrong index used in test
2012-04-03 18:33:24 +02:00
get_the_name.m
+ Removed globals from get_the_name routine. Added texinfo header.
2011-09-14 23:41:37 +02:00
get_variance_of_endogenous_variables.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
global_initialization.m
fixed issues relative to homotopy (type I) when the user wants to
2012-05-17 17:27:07 +02:00
gmhmaxlik.m
Replace waitbar by dyn_waitbar.
2011-12-20 16:59:44 +01:00
graph_decomp.m
shock_decomposition: bug correction
2011-04-30 19:52:26 +02:00
hess_element.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
hessian.m
Added a second gstep option used as a parameter for the routine computing the hessian matrix.
2012-03-09 16:36:26 +01:00
homotopic_steps.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
homotopy1.m
Cleaning homotopy1. Removing globals from homotopy3. Now it returns
2012-05-20 08:47:54 +02:00
homotopy2.m
The global oo_.steady_state should also be updated in the homotopy loop
2012-03-09 11:47:13 +01:00
homotopy3.m
fixing homotopy
2012-05-20 14:22:46 +02:00
ident_bruteforce.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
identification_analysis.m
Estimation with analytic scores and hessian;
2012-04-29 21:18:33 +02:00
identification_checks.m
Fine tuning of checks of the rank condition
2011-09-01 11:16:42 +02:00
imcforecast.m
corrected bug linked to new handling of datasets
2011-11-01 16:44:31 +01:00
independent_metropolis_hastings.m
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
independent_metropolis_hastings_core.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
indnv.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
initial_estimation_checks.m
Fixed optimizer = 5 for dsge-vars and all other cases that do not allow computing the outer product of gradient (non-linear optimizers as well).
2012-05-31 14:42:52 +02:00
initialize_from_mode.m
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
initvalf.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
internals.m
Fixed bug and streamlined the routines for unitary tests.
2011-12-21 18:14:17 +01:00
irf.m
Removed references to options_.simul_seed.
2010-11-27 00:19:22 +01:00
isconst.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
isint.m
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
2009-12-16 17:17:34 +00:00
ispd.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
jacob_element.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
k_order_pert.m
Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
2012-01-09 12:39:09 +01:00
kalman_transition_matrix.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
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
list_of_parameters_calibrated_as_NaN.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
lnsrch1.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
lnsrch1_wrapper_one_boundary.m
Corrections for steady_state operator bug with bytecode. lnsrch1_wrapper_one_boundary, omitted in the previous commit, is now corrected.
2011-03-16 09:59:40 +01:00
lnsrch1_wrapper_two_boundaries.m
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
long_run_variance.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
lpdfgam.m
Added analytic derivatives for prior distributions.
2011-11-05 10:32:37 +01:00
lpdfgbeta.m
errors fixed in 2nd order derivatives
2011-11-07 09:17:56 +01:00
lpdfig1.m
errors fixed in 2nd order derivatives
2011-11-07 09:17:56 +01:00
lpdfig2.m
Added analytic derivatives for prior distributions.
2011-11-05 10:32:37 +01:00
lpdfnorm.m
Added analytic derivatives for prior distributions.
2011-11-05 10:32:37 +01:00
lyapunov_symm.m
Test if control toolbox is present if lyapunov=square_root_solver
2012-04-20 21:37:29 +02:00
make_ex_.m
Removed useless calls to set_default_options.
2011-12-02 12:14:38 +01:00
make_y_.m
fixing bug related to computation of steady state introduced in commit f8ecc4d6ba
2012-04-22 10:11:29 +02:00
marginal_density.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
matlab_ver_less_than.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
maximize_prior_density.m
Fixed bug.
2011-05-05 17:51:40 +02:00
mcforecast3.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
mcompare.m
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
metropolis_draw.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
metropolis_hastings_initialization.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
metropolis_run_analysis.m
permits analysis of incomplete Metropolis run
2011-10-13 17:12:54 +02:00
mexErrCheck.m
Macro used to clean up after encountering an error in a mex file (previously handled by mexErrMsgTxt) and helper m file
2010-09-23 10:43:16 +02:00
mh_autocorrelation_function.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
mh_optimal_bandwidth.m
octave fix;
2011-10-25 17:59:00 +02:00
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_DiffuseKalmanSmootherH1_Z.m
fixing bug with smoother with univariate filters
2011-11-02 14:02:12 +01:00
missing_DiffuseKalmanSmootherH3_Z.m
fixed bug for measurement errors returned by smoother
2011-11-04 21:15:47 +01:00
mode_check.m
Fixed output list of objective function (to cope with new list for analytic derivatives).
2012-05-30 11:26:07 +02:00
model_comparison.m
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
model_diagnostics.m
enhanced model_diagnostics to deal with bytecode and blocks
2012-05-26 20:50:17 +02:00
model_info.m
Corrects a bug with model_info under Octave
2011-09-16 17:24:11 +02:00
moment_function.m
Estimation with analytic scores and hessian;
2012-04-29 21:18:33 +02:00
moments.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
mr_gstep.m
Rename line search function as csminwel1
2012-04-29 21:18:33 +02:00
mr_hessian.m
Fixed optimizer = 5 for dsge-vars and all other cases that do not allow computing the outer product of gradient (non-linear optimizers as well).
2012-05-31 14:42:52 +02:00
mult_elimination.m
improve output of mult_elimination
2011-05-11 08:16:27 +02:00
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
Updated copyright notices
2011-02-04 17:27:33 +01:00
myboxplot.m
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
mydelete.m
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
2009-12-16 17:17:34 +00:00
name2index.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
newrat.m
Fixed optimizer = 5 for dsge-vars and all other cases that do not allow computing the outer product of gradient (non-linear optimizers as well).
2012-05-31 14:42:52 +02:00
non_linear_dsge_likelihood.m
Fixed bug (cost_flag->exit_flag).
2012-03-04 22:13:00 +01:00
numgrad2.m
Estimation with analytic scores and hessian;
2012-04-29 21:18:33 +02:00
numgrad3.m
Estimation with analytic scores and hessian;
2012-04-29 21:18:33 +02:00
numgrad5.m
Estimation with analytic scores and hessian;
2012-04-29 21:18:33 +02:00
octave_ver_less_than.m
attempt to fix occasional problem with octave_ver_less_than.m
2011-12-09 17:45:52 +01:00
osr.m
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
osr1.m
storing osr objective value in oo_.osr.objective_function
2012-04-21 21:39:06 +02:00
osr_obj.m
fixing bugs related to recent changes for analytic derivatives
2012-04-30 13:35:36 +02:00
perfect_foresight_simulation.m
Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.
2011-12-12 14:20:14 +01:00
plot_icforecast.m
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
plot_identification.m
Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures.
2012-04-25 11:47:40 +02:00
plot_priors.m
added nodisplay and graph_format options and applied to prior plots and graphs in estimstion routine. Tex tables also splitted when more than 50 params are estimated.
2012-02-13 11:58:28 +01:00
pltorg.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
pm3.m
Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution.
2012-05-30 11:22:59 +02:00
pm3_core.m
Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures.
2012-04-25 11:47:40 +02:00
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
making sure variance of subsample is not very small before computing kernel density
2011-03-28 09:17:36 +02:00
print_bytecode_dynamic_model.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
print_bytecode_static_model.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
print_info.m
Added missing codes to print_info.m and fixed typo
2012-04-25 12:03:52 +02:00
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
Fixed typo.
2011-09-17 14:09:48 +02:00
prior_draw.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
prior_posterior_statistics.m
Fixes around latex output: use of longtable for parameter estimates and various fixes for posterior analysis, also for parallel execution.
2012-05-30 11:22:59 +02:00
prior_posterior_statistics_core.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
prior_sampler.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
priordens.m
provisions for analytic 1st and 2nd derivatives
2011-11-07 09:17:38 +01:00
qmc_sequence.m
Updated header. Added unitary test.
2011-12-23 12:12:13 +01:00
qr2.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
qzdiv.m
use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time)
2011-02-10 15:54:23 +01:00
qzswitch.m
use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time)
2011-02-10 15:54:23 +01:00
ramsey_policy.m
fixing bugs in Ramsey policy
2012-04-21 21:16:57 +02:00
random_walk_metropolis_hastings.m
adding a first attempt for adaptive Metropolis Hastings
2011-07-24 19:52:05 +02:00
random_walk_metropolis_hastings_core.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
read_data_.m
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
read_variables.m
improving data reading function to avoid name conflicts
2011-11-03 10:18:39 +01:00
recursive_moments.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
reduced_rank_cholesky.m
Added routine performing reduced rank Cholesky factorization.
2011-12-27 17:55:05 +01:00
resid.m
resid: print residuals even if a *_steadystate.m file reports an error
2012-05-20 21:35:34 +02:00
resol.m
removing options_ and oo_ from dr1.m output arguments
2012-01-08 18:51:51 +01:00
restricted_steadystate.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
reversed_extended_path.m
Fixed bug introduced while removing variables from resol.m.
2011-09-17 15:24:04 +02:00
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
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
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
Updated copyright notices
2011-02-04 17:27:33 +01:00
schur_statespace_transformation.m
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
score.m
bug fixes in analytic likelihood scores.
2011-11-07 09:18:26 +01:00
selec_posterior_draws.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
select_from_table.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
selif.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
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
Updated copyright notices
2011-02-04 17:27:33 +01:00
set_default_option.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
set_dynare_seed.m
RandStream: compatibility fix for MATLAB >= 7.12
2012-04-20 14:42:30 +02:00
set_dynare_threads.m
Parallelization of local_state_space_iteration_2 (used in non linear filters).
2012-03-05 23:11:49 +01:00
set_param_value.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
set_parameters.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
set_prior.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
set_shocks.m
allowing for vector of deterministic shocks
2011-10-13 21:55:55 +02:00
set_state_space.m
fixed bug at order 2, when a variable is absent at the current period;
2011-11-26 19:29:57 +01:00
set_stationary_variables_list.m
Clean-up last remnants of unit_root_vars ( Closes : #167 )
2011-10-14 16:22:47 +02:00
shock_decomposition.m
allowing historical time in shock decomposition
2011-04-18 11:25:55 +02:00
sim1.m
Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.
2011-12-12 14:20:14 +01:00
sim1a.m
new algorithm for deterministic simulations. Not yet integrated into
2012-01-28 16:17:59 +01:00
simk.m
Fix crash in solver for purely forward models
2012-05-15 18:37:17 +02:00
simplex_optimization_routine.m
Estimation with analytic scores and hessian;
2012-04-29 21:18:33 +02:00
simul.m
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
simulated_moment_uncertainty.m
typo fixed
2012-04-04 10:36:54 +02:00
simulated_moments_estimation.m
RandStream: compatibility fix for MATLAB >= 7.12
2012-04-20 14:42:30 +02:00
simult.m
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-31 10:10:41 +01:00
simult_.m
Fix simult_.m when order=3 but k_order_solver has not been specified
2011-10-27 16:45:17 +02:00
simultxdet.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
size_of_the_reduced_form_model.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
smm_objective.m
RandStream: compatibility fix for MATLAB >= 7.12
2012-04-20 14:42:30 +02:00
solve1.m
removed debugging code from nonlinear solver when Jacobian is near
2012-05-30 10:25:10 +02:00
solve_one_boundary.m
fix to license call (checkout only works for Matlab version >= 2011a)
2012-01-09 11:57:47 +01:00
solve_perfect_foresight_model.m
Fixed bugs in routines related to the extended path algorithm.
2012-03-04 22:09:18 +01:00
solve_stochastic_perfect_foresight_model.m
Removing debugging code for extended path. Updating test cases.
2012-06-01 15:01:25 +02:00
solve_two_boundaries.m
Get rid of global variables
2011-11-25 13:07:50 +01:00
steady.m
print residuals when steady fails. Printing steady state or residuals
2012-05-20 21:36:29 +02:00
steady_.m
factoring out steady-state computations; steady_state_model now
2011-10-12 21:51:14 +02:00
stoch_simul.m
Fixed bug introduced in bda0b1b228
2012-04-26 08:48:31 +02:00
stoch_simul_sparse.m
Fixed bug introduced in bda0b1b228
2012-04-26 08:48:31 +02:00
stochastic_solvers.m
removed specialized code for solving purely forward models: it is true
2012-06-02 14:14:24 +02:00
subset.m
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
symmetric_matrix_index.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
test_for_deep_parameters_calibration.m
NaN parameters warning: remove \n, it is not interpreted in a warning context (at least under Octave)
2010-12-08 11:32:45 +01:00
th_autocovariances.m
No longer report momemts in stoch_simul with order>=3 if periods not specified
2011-10-27 18:03:42 +02:00
thet2tau.m
Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410).
2011-09-22 11:17:31 +02:00
trace_plot.m
added dname as argument to CheckPath function and changed all calls to
2011-12-15 17:35:27 +01:00
transition_matrix.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
uniform_specification.m
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
user_has_matlab_license.m
Fix crash on older MATLAB introduced in previous commit
2012-01-09 12:15:43 +01:00
user_has_octave_forge_package.m
New function for testing an Octave Forge package
2012-04-20 21:36:49 +02:00
var_sample_moments.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
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
Fixed bugs in varlist_indices.m (thanks to Johannes Pfeifer for pointing them)
2011-01-10 13:11:25 +01:00
vnorm.m
Identification is made compatible with octave.
2011-10-27 13:09:26 +02:00
warning_config.m
Disable more warnings under Octave
2012-03-14 16:39:34 +01:00
writedata.m
Updated copyright notices
2011-02-04 17:27:33 +01:00
writedata_text.m
Updated copyright notices
2011-02-04 17:27:33 +01:00