dynare/matlab
Michel Juillard 9c42ebaa56 fix bug introduced in commit 105100c7fe 2015-11-30 21:31:25 +01:00
..
@dynTimeIndex Fixed error message. 2014-04-30 15:43:51 +02:00
AIM Update copyright notices 2012-06-08 18:22:34 +02:00
cli Replace globals in disp_th_moments.m by function arguments 2015-10-12 20:42:03 +02:00
distributions Fix computation of prior mode for uniform distribution 2015-07-27 10:19:02 +02:00
ep ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2() 2015-07-28 17:17:25 +02:00
gensylv Add initialization of c1 to sylvester3.m 2015-06-06 18:45:05 +02:00
gsa Provisions to to show in plots the parameter value around which the sensitivity analysis with the option neighborhood_width is done. 2015-10-13 10:44:13 +02:00
kalman & into && 2015-11-09 09:03:55 +01:00
kronecker Fix copyright notices 2013-06-12 17:04:46 +02:00
lmmcp small bug corrections 2015-07-27 16:52:36 +02:00
missing gsa: corrcoef: add missing function from octave forge nan package, #796 2014-11-25 11:25:45 +01:00
modules Updated the dates submodule. 2015-11-11 22:51:25 +01:00
ms-sbvar finalize svar_global_identification_check 2015-08-24 14:53:27 +02:00
occbin adding occbin original files from 20140630 2015-06-04 14:18:46 +02:00
optimization Add missing input argument in newrat.m to prevent crashes 2015-11-28 14:06:10 +01:00
parallel Revert "remove global objective_function_penalty_base" 2015-10-09 14:23:31 +02:00
partial_information Add iteration maximum to disclyap_fast.m prevent infinite loops 2015-07-22 15:08:25 +02:00
particles@5922f88182 Updates particles submodule (mainly bug fixes). 2015-10-12 15:51:16 +02:00
perfect-foresight-models Corrections in the way to handle the exogenous 2015-11-19 17:04:56 +01:00
qz Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
reduced_form_models/local_state_space_iteration_2 Removed local_state_space_iterations_2 routine from particles module. 2014-11-13 15:53:26 +01:00
utilities Updated m-unit-tests submodule. 2015-09-01 14:55:23 +02:00
AHessian.m Fix copyright notices 2013-06-12 17:04:46 +02:00
AIM_first_order_solver.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
CheckPath.m Add a second output argument to CheckPath nonzero iff the routine creates a new directory. 2013-12-13 15:53:06 +01:00
CutSample.m Replace global variables in CutSample.m and metropolis_draw.m by function arguments 2015-07-28 15:36:59 +02:00
DsgeSmoother.m - Once Schur stape space transformation is done, map immediately Pinf and Pstar onto the original variablesm to avoid propagation of errors related to multiple unit and zero eigenvalues. 2015-10-13 17:26:39 +02:00
GetAllPosteriorDraws.m Update copyright notices 2012-06-08 18:22:34 +02:00
GetOneDraw.m Make GetOneDraw.m only compute posterior for prior if needed 2015-07-28 15:37:00 +02:00
GetPosteriorMeanVariance.m Merge branch 'master' into fix-mcmc-algorithm 2013-11-22 16:56:23 +01:00
GetPosteriorParametersStatistics.m Get rid of eval statements by using indirect indexing of structures 2015-10-12 15:36:42 +02:00
MakeAllFigures.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
McMCDiagnostics.m Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected) 2015-06-08 17:57:15 +02:00
McMCDiagnostics_core.m Improve tractability of McMCDiagnostics_core.m by adding header and comments. Also uses more intuitive variable names 2014-10-09 10:57:28 +02:00
PlotPosteriorDistributions.m Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected) 2015-06-08 17:57:15 +02:00
PosteriorIRF.m Get rid of eval statements by using indirect indexing of structures 2015-10-12 15:36:42 +02:00
PosteriorIRF_core1.m Revert "adapted dsge-var code for new handling of penalties" 2015-10-09 14:23:31 +02:00
PosteriorIRF_core2.m Make irf_plot_threshold consistent with manual 2015-08-14 12:36:08 +02:00
ReshapeMatFiles.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
TaRB_metropolis_hastings_core.m Revert "remove global objective_function_penalty_base" 2015-10-09 14:23:31 +02:00
TaRB_optimizer_wrapper.m Revert "More fixing related to objective_function_penalty_base" 2015-10-09 14:23:31 +02:00
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 Add one-sided HP filter 2015-10-13 20:50:03 +02:00
adaptive_metropolis_hastings.m Cosmetic change. Renamed "acceptation rates" as "acceptance ratios". 2013-11-27 11:34:49 +01:00
add_filter_subtitle.m Adjust table titles to accommodate new filter options 2015-10-12 20:42:02 +02:00
add_path_to_mex_files.m Fixed bug. 2015-06-05 11:32:44 +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
basic_plan.m Fix a typo in basic_plan.m 2015-11-27 12:11:42 +01:00
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 Remove duplicate information in M_.blocksMFS 2012-11-16 17:39:03 +01:00
block_mfs_steadystate.m Remove duplicate information in M_.blocksMFS 2012-11-16 17:39:03 +01:00
bseastr.m Updated copyright notices 2011-02-04 17:27:33 +01:00
bvar_density.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
bvar_forecast.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
bvar_irf.m Port bugfix #920 for Bayesian IRFs to BVAR routine 2015-06-15 19:31:09 +02:00
bvar_toolbox.m Filter out stale or inconsistent number of observations. 2014-03-11 12:11:47 +01:00
bytecode_steadystate.m Update copyright notices 2012-06-08 18:22:34 +02:00
cartesian_product_of_sets.m Fix copyright notices 2013-06-12 17:04:46 +02:00
cellofchar2mfile.m Closes #1057. 2015-11-12 14:38:16 +01:00
check.m Make check.m display error messages 2014-02-28 13:06:01 +01:00
check_consistency_covariances.m Add function to check covariances for consistency in stochastic simulations 2013-11-05 15:36:06 +01:00
check_dsge_var_model.m Cosmetic changes. 2014-06-20 11:57:46 +02:00
check_for_calibrated_covariances.m Add missing function check_for_calibrated_covariances.m 2013-11-06 07:13:35 +01:00
check_list_of_variables.m Make check_list_of_variables.m reflect that varobs is now a cell array. 2015-06-07 17:25:04 +02:00
check_matlab_path.m Make check_matlab_path.m able to deal with one-letter files 2015-08-27 15:34:54 +02:00
check_model.m Add function to check covariances for consistency in stochastic simulations 2013-11-05 15:36:06 +01:00
check_name.m Updated copyright notices 2011-02-04 17:27:33 +01:00
check_posterior_analysis_data.m Various cosmetic fixes 2015-08-10 21:35:51 +02:00
check_prior_analysis_data.m Various cosmetic fixes 2015-08-10 21:35:51 +02:00
check_prior_bounds.m Fixed prior bounds (according to the doc in master branch). 2014-10-20 16:18:54 +02:00
check_valid_ver.m modify version checking files to work with versions with 2 and 3 numbers, #915 2015-07-31 13:46:37 +02:00
chol_SE.m Add functionality for TaRB 2015-06-08 16:44:44 +02:00
clear_persistent_variables.m Closes #1057. 2015-11-12 14:38:16 +01:00
collect_LaTeX_Files.m Initialize M_.dname=M_.fname in global_initialization.m 2015-07-28 15:23:53 +02:00
compute_mh_covariance_matrix.m Add saving of parameter names to make loading of mh_mode-file compatible with mode_file option 2014-07-02 15:20:07 +02:00
compute_model_moments.m 1) proper use of new nodecomposition option; 2014-11-18 15:23:26 +01:00
compute_moments_varendo.m Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
compute_overall_acceptance_ratio.m internals --display-mh-history displays the overall acceptance ratios (ie using all the mcmc draws saved on disk) instead of the current acceptance ratios (ie using the mcmc draws generated by the last estimation command). Graphical and text waitbars display the current acceptance ratios. The current acceptance ratios are saved in the mh-history files. 2013-11-27 11:56:38 +01:00
conditional_variance_decomposition.m Update copyright notices 2012-06-08 18:22:34 +02:00
conditional_variance_decomposition_mc_analysis.m Cosmetic change. 2015-10-22 16:10:34 +02:00
convertAimCodeToInfo.m Update copyright notices 2012-06-08 18:22:34 +02:00
convert_dyn_45_to_44.m Merge pull request #1023 from JohannesPfeifer/posterior_std 2015-08-13 16:10:12 +02:00
convert_oo_.m fix general oo_ conversion function: make recursive, works in both directions, #915 2015-08-07 11:42:33 +02:00
correlation_mc_analysis.m Deblank field names to prevent crashes during computation of posterior moments 2015-10-23 08:53:23 +02:00
cosn.m Fix copyright notices 2013-06-12 17:04:46 +02:00
covariance_mc_analysis.m Deblank field names to prevent crashes during computation of posterior moments 2015-10-23 08:53:23 +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
cubature_with_gaussian_weight.m Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +01:00
cycle_reduction.m Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +01:00
datatomfile.m Added the possibility to rename the selected variables to be saved in a data file. 2013-06-17 17:52:26 +02:00
dcompare.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
delete_mh_history_files.m Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes. 2013-11-20 18:03:12 +01:00
discretionary_policy.m Save planner objective function with discretionary_policy 2015-08-26 10:00:35 +02:00
discretionary_policy_1.m Base evaluation of linearity at steady state for exogenous variables 2015-08-30 11:56:26 +02:00
discretionary_policy_engine.m Document discretionary_policy_engine.m 2015-08-30 11:14:35 +02:00
disp_dr.m Add missing deblank to disp_dr.m 2015-05-11 17:40:03 +02:00
disp_identification.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
disp_model_summary.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
disp_moments.m Set Filter order for BK-filter in disp_moments.m to more reasonable value 2015-11-28 14:06:56 +01:00
disp_steady_state.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
disp_th_moments.m Add one-sided HP filter 2015-10-13 20:50:03 +02:00
display_conditional_variance_decomposition.m Add LaTeX-output option to table from stoch_simul.m 2015-10-12 20:42:04 +02:00
display_estimation_results_table.m Redefine oo_.posterior_std and add oo_.posterior_std_at_mode 2015-08-11 11:24:58 +02:00
display_problematic_vars_Jacobian.m Fix wrong display type in display_problematic_vars_Jacobian.m 2015-08-15 11:58:43 +02:00
do_parameter_initialization.m Fix typo in use_calibration 2013-11-21 21:19:29 +01:00
dr_block.m Merged with master 2015-03-13 15:53:18 +01:00
draw_prior_density.m Do not truncate the plotted prior densities with the truncation 2014-10-16 15:27:40 +02:00
dsample.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dsge_likelihood.m adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach 2015-11-28 17:38:00 +01:00
dsge_simulated_theoretical_conditional_variance_decomposition.m Delete stale files from previous MCMC runs 2015-05-09 15:13:59 +02:00
dsge_simulated_theoretical_correlation.m Delete stale files from previous MCMC runs 2015-05-09 15:13:59 +02:00
dsge_simulated_theoretical_covariance.m Delete stale files from previous MCMC runs 2015-05-09 15:13:59 +02:00
dsge_simulated_theoretical_variance_decomposition.m Merge pull request #691 from JohannesPfeifer/var_decomp_unit 2015-07-20 14:03:22 +02:00
dsge_var_likelihood.m Revert "adapted dsge-var code for new handling of penalties" 2015-10-09 14:23:31 +02:00
dsgevar_posterior_density.m Revert "adapted dsge-var code for new handling of penalties" 2015-10-09 14:23:31 +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 fixed bug introduced in commit caa04fb251 2015-07-31 19:37:55 +02:00
dyn_forecast.m fix bug introduced in commit 105100c7fe 2015-11-30 21:31:25 +01:00
dyn_latex_table.m Add LaTeX-output option to table from stoch_simul.m 2015-10-12 20:42:04 +02:00
dyn_ramsey_static.m fix calls to dynare_solve() when Jacobian of function must be computed 2015-05-26 15:51:09 +02:00
dyn_risky_steadystate_solver.m Remove bad_cond_flag argument from solve1. 2014-02-04 17:56:27 +01:00
dyn_saveas.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
dyn_second_order_solver.m Make sure that no variable is named hessian. 2015-05-10 08:17:40 +02:00
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 Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
dyn_waitbar_close.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
dynare.m Revert "Add check for valid filename" 2015-04-22 13:55:35 +02:00
dynare_config.m update reporting path 2015-10-16 15:37:39 +02:00
dynare_estimation.m Remove redundant check whether nobs is empty from dynare_estimation.m 2015-08-25 15:40:44 +02:00
dynare_estimation_1.m adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach 2015-11-28 17:38:00 +01:00
dynare_estimation_init.m fix problem with nobs 2015-11-28 17:38:00 +01:00
dynare_gradient.m Update copyright notices 2012-06-08 18:22:34 +02:00
dynare_graph.m Make BVAR obey graph-options and save to graph folder 2013-05-24 11:04:21 +02:00
dynare_graph_close.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dynare_graph_init.m Make BVAR obey graph-options and save to graph folder 2013-05-24 11:04:21 +02:00
dynare_identification.m Initialize M_.dname=M_.fname in global_initialization.m 2015-07-28 15:23:53 +02:00
dynare_resolve.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
dynare_sensitivity.m Initialize M_.dname=M_.fname in global_initialization.m 2015-07-28 15:23:53 +02:00
dynare_solve.m small bug corrections 2015-07-27 16:52:36 +02:00
dynare_solve_block_or_bytecode.m fix typo introduced in f03839cf12 2015-05-26 12:11:24 +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 Add check for field existence to dynasave.m 2015-05-05 16:09:05 +02:00
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 Improve display of tables 2015-04-22 15:26:03 +02:00
endogenous_prior.m Restrict endogenous prior to stationary models and allow for measurement error 2013-03-18 23:46:15 +01:00
endogenous_prior_restrictions.m 1) check for restricted or extened var list 2014-09-12 14:49:25 +02:00
ep_residuals.m Clean up use of verbosity option 2014-09-12 10:33:37 +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 Revert "More fixing of the same" 2015-10-09 14:23:31 +02:00
evaluate_max_dynamic_residual.m Added new routine to compute the max. abs. error associated to a path (perfect foresight models). Use this routine to compute (and report) the true max. abs. error when sim1 (stack_algo==0) is used with option endogenous_terminal_period. 2013-12-28 17:41:36 +01:00
evaluate_planner_objective.m fixed bug introduced in commit 660fc6 2015-11-10 09:27:36 +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 Update copyright notices 2012-06-08 18:22:34 +02:00
evaluate_smoother.m Added persistent variable in evaluate_smoother routine (dataset_info which describes the distribution of missing data). Changed type of dataset_. 2014-06-19 12:31:35 +02:00
evaluate_static_model.m Remove duplicate information in M_.blocksMFS 2012-11-16 17:39:03 +01:00
evaluate_steady_state.m Check whether steady state file returns column vector 2015-10-12 16:17:56 +02:00
evaluate_steady_state_file.m Add missing return statement to evaluate_steady_state_file.m 2015-07-27 18:10:27 +02:00
execute_prior_posterior_function.m prior_posterior_function: save results to different structures, depending on which command was called 2015-10-14 11:19:12 +02:00
f_var.m Updated copyright notices 2011-02-04 17:27:33 +01:00
fastgensylv.m Fix copyright notices 2013-06-12 17:04:46 +02:00
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
flip_plan.m Allows to compute the extended path and the conditional forecasts with bytecode 2015-09-22 15:39:49 +02:00
forcst.m Properly initialize var_yf in forcst.m 2014-11-16 21:08:17 +01:00
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
forecast_graphs.m Initialize M_.dname=M_.fname in global_initialization.m 2015-07-28 15:23:53 +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 Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +01:00
gauss_legendre_weights_and_nodes.m Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +01:00
gcompare.m Updated copyright notices 2011-02-04 17:27:33 +01:00
gensylv_fp.m Update copyright notices 2012-06-08 18:22:34 +02:00
getH.m Fix bug for models with leads and legs in exo variables 2015-06-10 15:57:30 +02:00
getIrfShocksIndx.m Filter out shocks specified twice for IRF generation 2013-10-11 19:32:52 +02:00
getJJ.m Assigning unique function for each input argument of lyapunov_symm.m 2015-07-22 15:11:39 +02:00
getPowerDeriv.m Update copyright notices 2012-06-08 18:22:34 +02:00
get_Hessian.m Extension to full Hessian (partial commit, to be debugged). 2011-11-05 11:08:00 +01:00
get_all_parameters.m Account for cases where estim_params_ is empty or has only been filled with field full_calibration_detected 2015-07-21 11:41:39 +02:00
get_cells_id.m Moved get_cells_id routine from matlab/@dynSeries/private to matlab. 2012-12-03 16:15:36 +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_dynare_random_generator_state.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
get_existing_subsamples_indx.m estimation: change name handling for correlation statements 2012-03-30 15:37:14 +02:00
get_file_extension.m Rewrote get_file_extension. 2015-11-26 20:53:13 +01:00
get_moments_size.m Update copyright notices 2012-06-08 18:22:34 +02:00
get_name_of_the_last_mh_file.m Bug fixes (related to the loading of the mcmc files) + Cosmetic changes. 2013-12-13 12:49:19 +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 Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +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 Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
get_variables_list.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
get_variance_of_endogenous_variables.m Assigning unique function for each input argument of lyapunov_symm.m 2015-07-22 15:11:39 +02:00
geweke_chi2_test.m Add Geweke 1992 convergence diagnostics 2013-09-16 18:47:15 +02:00
geweke_moments.m Add Geweke 1992 convergence diagnostics 2013-09-16 18:47:15 +02:00
global_initialization.m adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach 2015-11-28 17:38:00 +01:00
graph_decomp.m Add headers and more documentation to shock_decomposition.m and graph_decomp.m 2015-07-24 10:08:43 +02:00
hess_element.m Updated copyright notices 2011-02-04 17:27:33 +01:00
hessian.m Added unitary test for hessian routine. 2014-11-14 16:33:34 +01:00
hessian_sparse.m Reduce memory requirements for analytic Hessian. 2012-08-21 16:00:55 +02:00
histvalf.m Fix histvalf.m for steady state files 2015-06-07 17:28:16 +02:00
homotopy1.m Update copyright notices 2012-06-08 18:22:34 +02:00
homotopy2.m Update copyright notices 2012-06-08 18:22:34 +02:00
homotopy3.m Update copyright notices 2012-06-08 18:22:34 +02:00
ident_bruteforce.m Fix copyright notices 2013-06-12 17:04:46 +02:00
identification_analysis.m Revert "More fixing related to objective_function_penalty_base" 2015-10-09 14:23:31 +02:00
identification_checks.m Fix rank condition check, using default MATLAB tolerance (thanks to Jesper Linde and Malin Adolfson) 2015-10-13 10:45:35 +02:00
imcforecast.m Revert "adding provision for histval in conditional_forecasts" 2015-07-20 10:16:03 +02:00
independent_metropolis_hastings.m internals --display-mh-history displays the overall acceptance ratios (ie using all the mcmc draws saved on disk) instead of the current acceptance ratios (ie using the mcmc draws generated by the last estimation command). Graphical and text waitbars display the current acceptance ratios. The current acceptance ratios are saved in the mh-history files. 2013-11-27 11:56:38 +01:00
independent_metropolis_hastings_core.m Revert "remove global objective_function_penalty_base" 2015-10-09 14:23:31 +02:00
indnv.m Updated copyright notices 2011-02-04 17:27:33 +01:00
init_plan.m Allows to compute the extended path and the conditional forecasts with bytecode 2015-09-22 15:39:49 +02:00
initial_estimation_checks.m Merge pull request #1100 from JohannesPfeifer/initial_check_par_names 2015-11-04 14:40:43 +01:00
initialize_from_mode.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
initvalf.m Fix reading in of initval files from Excel 2014-11-27 10:44:21 +01:00
internals.m Adapated internals routine (name of dynTest routine has changed). 2014-11-09 22:20:43 +01:00
irf.m Removed references to options_.simul_seed. 2010-11-27 00:19:22 +01:00
isolder.m Do not ask for confirmation when deleting a non empty directory (Octave) 2015-10-07 18:13:44 +02:00
jacob_element.m Updated copyright notices 2011-02-04 17:27:33 +01:00
k_order_pert.m Cosmetic changes. 2014-01-30 13:00:25 +01:00
k_order_perturbation.m Fix copyright notices 2013-06-12 17:04:46 +02:00
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_functions_to_be_cleared.m Closes #1057. 2015-11-12 14:38:16 +01:00
list_of_parameters_calibrated_as_NaN.m Updated copyright notices 2011-02-04 17:27:33 +01:00
lnsrch1.m Provide additional debugging info before lnsrch1 crashes with error 2013-07-18 15:04:00 +02:00
lnsrch1_wrapper_one_boundary.m Update copyright notices 2012-06-08 18:22:34 +02:00
lnsrch1_wrapper_two_boundaries.m fix copyright dates 2015-02-18 03:06:33 +01:00
load_first_mh_history_file.m Added options to the internals command to load mh-history files or display informations about MCMC settings and state. 2013-11-26 11:28:40 +01:00
load_last_mh_history_file.m Add indicator for successful run of MCMC and provide error message if load_mh_file is used with crashed chain 2015-08-11 14:37:37 +02:00
load_m_file_data_legacy.m Fixed bug (appearing only with Matlab and legacy data interface) if the m data file is in the current directory. 2014-10-23 11:08:26 +02:00
logarithmic_reduction.m Added logarithmic reduction algorithm to solve quadratic matrix equation. 2012-07-11 18:26:22 +02:00
long_run_variance.m Updated copyright notices 2011-02-04 17:27:33 +01:00
lpdfgam.m Update copyright notices 2012-06-08 18:22:34 +02:00
lpdfgbeta.m Add comments to make clear distinction between generalized distribution and user-imposed bound 2014-01-28 18:41:07 +01:00
lpdfig1.m Update copyright notices 2012-06-08 18:22:34 +02:00
lpdfig2.m Update copyright notices 2012-06-08 18:22:34 +02:00
lpdfnorm.m Update copyright notices 2012-06-08 18:22:34 +02:00
lyapunov_symm.m Assigning unique function for each input argument of lyapunov_symm.m 2015-07-22 15:11:39 +02:00
marginal_density.m marginal_density.m: Rely on already computed inverse of SIGMA 2015-07-23 18:18:31 +02:00
matlab_ver_less_than.m Add missing semicolon. 2014-02-04 17:56:27 +01:00
maximize_prior_density.m Make sure that no variable is named hessian. 2015-05-10 08:17:40 +02:00
mcforecast3.m Account for initial values when making conditional forecasts 2015-06-08 15:42:14 +02:00
mcompare.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
metropolis_draw.m Replace global variables in CutSample.m and metropolis_draw.m by function arguments 2015-07-28 15:36:59 +02:00
metropolis_hastings_initialization.m Manually merged PR #1022. 2015-08-13 14:49:39 +02:00
metropolis_run_analysis.m Update copyright notices 2012-06-08 18:22:34 +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 Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes. 2013-11-20 18:03:12 +01:00
mh_optimal_bandwidth.m Replace inline by anonymous functions 2015-08-25 09:44:48 +02:00
minus_logged_prior_density.m Revert "remove global objective_function_penalty_base" 2015-10-09 14:23:31 +02:00
missing_DiffuseKalmanSmootherH1_Z.m Make multivariate kalman filter and smoother robust to badly scaled covariance matrix of observables. 2015-10-13 17:15:01 +02:00
missing_DiffuseKalmanSmootherH3_Z.m proper use on diffuse_kalman_tol in univariate diffuse filter and smoother 2015-10-13 17:28:29 +02:00
mode_check.m Move closing of file in mode_check.m out of the loop 2015-11-28 14:07:36 +01:00
model_comparison.m model_comparison: Do not issue warning if all prior densities are 1 2015-08-13 17:49:15 +02:00
model_diagnostics.m Merge pull request #729 from JohannesPfeifer/complex_jacobian 2015-07-20 14:08:33 +02:00
model_info.m Corrects a bug in model_info 2012-06-11 10:32:44 +02:00
moment_function.m Update copyright notices 2012-06-08 18:22:34 +02:00
moments.m Updated copyright notices 2011-02-04 17:27:33 +01:00
mult_elimination.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +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 Fixed bug in name2index 2013-04-29 23:17:11 +02:00
non_linear_dsge_likelihood.m Filter out failure of k_order_pert in likelihood computation 2015-10-11 17:55:27 +02:00
octave_ver_less_than.m Update copyright notices 2012-06-08 18:22:34 +02:00
one_sided_hp_filter.m Add one-sided HP filter 2015-10-13 20:50:03 +02:00
optimize_prior.m Revert "remove global objective_function_penalty_base" 2015-10-09 14:23:31 +02:00
options2cell.m Added a routine to copy options organized in struct into a cell. 2013-10-08 15:17:18 +02:00
osr.m Fixed bug in osr. 2014-06-27 18:39:39 +02:00
osr1.m Revert "More fixing related to objective_function_penalty_base" 2015-10-09 14:23:31 +02:00
osr_obj.m Revert "More fixing related to objective_function_penalty_base" 2015-10-09 14:23:31 +02:00
plot_icforecast.m Take care of more requested plot periods than unconditional forecast periods 2015-06-08 15:33:54 +02:00
plot_identification.m Account for NaN in graphs during identification if ML is used 2015-06-05 16:40:01 +02:00
plot_priors.m Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected) 2015-06-08 17:57:15 +02:00
pltorg.m Updated copyright notices 2011-02-04 17:27:33 +01:00
pm3.m Allow suppressing density of smoother and forecast objects 2015-10-12 15:34:52 +02:00
pm3_core.m Update copyright notices 2012-06-08 18:22:34 +02:00
posterior_analysis.m Allow suppressing density of smoother and forecast objects 2015-10-12 15:34:52 +02:00
posterior_moments.m Transform hard-coded kernel density options to real options 2015-10-12 15:34:51 +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 Ascertain that only correct steady states for linear models are accepted 2015-06-08 18:09:39 +02:00
print_table_prior.m Added new routines. 2015-02-27 17:05:11 +01:00
printline.m Removed last character if string is renurned in a variable. 2015-02-26 16:18:33 +01:00
prior_analysis.m Allow suppressing density of smoother and forecast objects 2015-10-12 15:34:52 +02:00
prior_bounds.m Fixed prior bounds (according to the doc in master branch). 2014-10-20 16:18:54 +02:00
prior_draw.m Cosmetic improvements in prior_draw.m 2015-07-28 15:37:00 +02:00
prior_posterior_statistics.m Cosmetic Fixes to Metropolis-Hastings routines 2015-04-25 19:28:16 +02:00
prior_posterior_statistics_core.m Bug fixed for incomplete stock matrices of log-posterior kernel and steady state 2015-04-14 12:10:46 +02:00
prior_sampler.m Fixed bug (wrong index). 2012-09-19 17:03:07 +02:00
priordens.m Add check whether initial prior is Inf 2015-04-01 16:30:46 +02:00
qmc_sequence.m Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +01:00
qr2.m Fix copyright notices 2013-06-12 17:04:46 +02:00
quadratic_matrix_equation_solver.m Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +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 fixed welfare evaluation for arbirtrary value of the state 2012-06-13 21:00:38 +02:00
random_walk_metropolis_hastings.m Revert "remove global objective_function_penalty_base" 2015-10-09 14:23:31 +02:00
random_walk_metropolis_hastings_core.m Cosmetic Fixes to Metropolis-Hastings routines 2015-04-25 19:28:16 +02:00
read_data_.m Update copyright notices 2012-06-08 18:22:34 +02:00
read_key_value_string.m Added new routine that converts a string of Key-Value pairs in a cell. 2014-02-03 12:25:29 +01:00
read_variables.m Merge branch 'master' into use-dynSeries 2014-04-30 10:10:30 +02:00
recursive_moments.m Updated copyright notices 2011-02-04 17:27:33 +01:00
reduced_rank_cholesky.m Replaced calls to dyn_assert by calls to dassert. 2014-11-08 09:28:53 +01:00
resid.m Remove automatic error from resid.m when steady state does not solve. 2015-10-13 13:45:54 +02:00
resol.m Merge pull request #816 from JohannesPfeifer/loglinear_steady_error 2015-03-01 16:30:29 +01:00
restricted_steadystate.m Updated copyright notices 2011-02-04 17:27:33 +01:00
reversed_extended_path.m Update copyright notices 2012-06-08 18:22:34 +02:00
row_header_width.m Suppress output of row_header_width 2013-04-27 08:28:24 +02:00
rplot.m Filter out empty oo_.endo_simul in rplot.m 2014-09-29 15:00:45 +02:00
sample_autocovariance.m Added autocorrelogram for the posterior draws. 2008-09-02 10:16:44 +00:00
sample_hp_filter.m Added methods in dynSeries class for filtering (hptrend and hpcycle). 2013-09-18 11:34:10 +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 Exclude zero columns of T from Kitagawa transformation, since ordschur is extremely noisy for multiple zero eigenvalues. 2015-04-03 18:02:03 +02:00
score.m Update copyright notices 2012-06-08 18:22:34 +02:00
selec_posterior_draws.m Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes. 2013-11-20 18:03:12 +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 Port changes from #511 to gsa/set_shocks_param.m 2015-06-05 16:56:32 +02:00
set_default_option.m Fix for empty and nan fields. 2014-06-27 18:41:04 +02:00
set_dynare_random_generator_state.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
set_dynare_seed.m Upgrade the minimum requirement to MATLAB 7.5 (R2007b). 2014-02-03 15:52:54 +01:00
set_dynare_threads.m Update copyright notices 2012-06-08 18:22:34 +02:00
set_param_value.m Updated copyright notices 2011-02-04 17:27:33 +01:00
set_parameters.m Fix typo in field naming 2013-11-07 07:59:12 +01:00
set_prior.m Bug fix. Closes issue #1094. 2015-10-17 17:44:25 +02:00
set_state_space.m Filters out error due to model being purely static. 2013-11-07 10:22:24 +01:00
shiftS.m reporting, dates: make shiftS calls more efficient 2014-02-06 15:30:19 +01:00
shock_decomposition.m Add headers and more documentation to shock_decomposition.m and graph_decomp.m 2015-07-24 10:08:43 +02:00
simul_backward_nonlinear_model.m Remove bad_cond_flag argument from solve1. 2014-02-04 17:56:27 +01:00
simulated_moment_uncertainty.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
simulated_moments_estimation.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
simult.m simulations: draw random shocks so that, given a seed, the sequence is the same, independently of the number of periods 2012-07-25 15:00:57 +02:00
simult_.m preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844 2015-02-10 03:39:18 +01:00
simultxdet.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
size_of_the_reduced_form_model.m Updated copyright notices 2011-02-04 17:27:33 +01:00
skipline.m Cosmetic changes. 2015-02-18 18:21:45 +01:00
smm_objective.m check only returns eigenvalues, not the whole oo_ 2013-01-15 16:45:15 +01:00
smoother2histval.m Properly handle case when post_metropolis=0: here steady_state must be added to smoothed variables. 2014-09-12 15:35:00 +02:00
solve1.m removed 1e6 in expression forcing a non-singular Jacobian 2014-09-30 08:13:31 +02:00
solve_one_boundary.m Fixed licence header. 2015-02-20 14:48:25 +01:00
solve_perfect_foresight_model.m Solves issues in deterministic simulation: 2014-12-17 09:37:43 +01:00
solve_two_boundaries.m Fixed homotopy for perfect foresight models with block option, cosmetic changes. 2015-02-20 14:48:25 +01:00
steady.m In debugging modus, provide termination values of steady state finding. 2015-07-24 10:44:46 +02:00
steady_.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
step_length_correction.m Fix copyright notices 2013-06-12 17:04:46 +02:00
stoch_simul.m Add LaTeX-output option to table from stoch_simul.m 2015-10-12 20:42:04 +02:00
stochastic_solvers.m Merge pull request #729 from JohannesPfeifer/complex_jacobian 2015-07-20 14:08:33 +02:00
subset.m Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
symmetric_matrix_index.m Various cosmetic fixes 2015-08-10 21:35:51 +02:00
test_for_deep_parameters_calibration.m Do not print warning backtrace when some parameters are not initialized. 2015-09-03 18:31:02 +02:00
th_autocovariances.m Add bandpass filter to th_autocovariances.m 2015-10-12 20:41:58 +02:00
thet2tau.m Assigning unique function for each input argument of lyapunov_symm.m 2015-07-22 15:11:39 +02:00
trace_plot.m Add possibility to plot posterior density to trace_plot.m 2015-05-04 10:49:24 +02:00
transition_matrix.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
trust_region.m Test for solution before breaking with error code -3 in trust_region.m 2015-10-06 13:59:59 +02:00
uniform_specification.m Update copyright notices 2012-06-08 18:22:34 +02:00
update_last_mh_history_file.m Cosmetic improvements in *_mh_history_file 2015-08-11 14:33:45 +02:00
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 Adapted code for dsge-var models. 2014-06-23 10:55:08 +02:00
variance_decomposition_mc_analysis.m Deblank field names to prevent crashes during computation of posterior moments 2015-10-23 08:53:23 +02:00
varlist_indices.m Convert use of unique to be compatible with older Matlab version 2014-02-03 13:19:11 +01:00
ver_greater_than.m modify version checking files to work with versions with 2 and 3 numbers, #915 2015-07-31 13:46:37 +02:00
ver_greater_than_equal.m change convert_oo_ to be forward compatible 2015-04-30 15:25:54 +02:00
ver_less_than.m modify version checking files to work with versions with 2 and 3 numbers, #915 2015-07-31 13:46:37 +02:00
vnorm.m Update copyright notices 2012-06-08 18:22:34 +02:00
warning_config.m Remove obsolete warning code for Octave < 3.6. 2015-03-17 18:01:36 +01:00
write_latex_definitions.m write_latex_definitions: remove lines that prevented this code from being included in a larger latex doc 2013-12-09 17:36:08 +01:00
write_latex_parameter_table.m Bugfixes related to collect_LaTeX_Files.m 2015-07-26 17:49:54 +02:00
write_mh_history_file.m Cosmetic improvements in *_mh_history_file 2015-08-11 14:33:45 +02:00
write_table_prior.m Added new routines. 2015-02-27 17:05:11 +01:00
writecellofchar.m Closes #1057. 2015-11-12 14:38:16 +01:00
writedata.m Fix test for availability of xlswrite. 2014-02-03 15:52:54 +01:00
writedata_text.m Updated copyright notices 2011-02-04 17:27:33 +01:00
writematrixofchar.m Closes #1057. 2015-11-12 14:38:16 +01:00