dynare/matlab
adjemian 9e266024f8 Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@911 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-13 12:39:23 +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 v4 CutSample.m: removed eval() in eval(dir()) 2006-03-03 10:41:33 +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: further corrections 2006-03-13 10:57:01 +00:00
DiffuseKalmanSmootherH1.m v4 DiffuseKalmanSmoother*.m: merged with version 3 to add k-period ahead forecast 2006-03-04 17:37:11 +00:00
DiffuseKalmanSmootherH3.m v4: bug correction in DiffuseKalmanSmoother* + new option_.diffuse_d (DiffuseKalmanSmootherH3corr.m) isn't corrected 2006-03-13 10:21:14 +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 Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready). 2006-09-13 12:39:23 +00:00
DsgeLikelihood_hh.m added for outer product gradient and Hessian 2006-07-05 16:15:08 +00:00
DsgeSmoother.m v4: reduced state space for likelihood computation 2006-06-03 19:45:05 +00:00
DsgeVarLikelihood.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
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 Allow to retrieve logposterior values for MH runs, 2006-05-04 08:52:43 +00:00
GetOneDraw.m Allow to retrieve logposterior values for MH runs, 2006-05-04 08:52:43 +00:00
GetPosteriorParametersStatistics.m v4: replaced \ by / in directory names 2006-01-16 08:20:11 +00:00
InitSeed.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
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 1) mcfiles structure does not work when number of MH files is > 9; 2006-05-04 08:55:49 +00:00
PlotPosteriorDistributions.m Corrections related to the use of options posterior_mode_estimation. 2006-07-28 10:00:31 +00:00
PosteriorIRF.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
PosteriorSmoother.m stock parameter values, steady state values and log-posterior values for sensitivity analysis purposes 2006-05-04 08:57:37 +00:00
ReshapeMatFiles.m Various bug corrections & new field options_.B specifying the number of draws from the posterior or prior distributions used to build the IRFs. 2006-03-17 11:20:25 +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 Correction of bugs related to the _steadystate file. 2006-07-17 08:47:30 +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: new version from Chris Sims 2006-03-05 21:00:33 +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 Removed rawdata = log(rawdata) if option_.loglinear = 1 2006-07-18 12:28:12 +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 Correction of bugs related to the _steadystate file. 2006-07-17 08:47:30 +00:00
dynare_estimation.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
dynare_m.exe v4 parser: added constant/noconstant option 2006-09-11 13:59:06 +00:00
dynare_resolve.m v4: global dr_ -> oo_.dr; corrected bug with dr_algo=1 2006-01-18 16:50:33 +00:00
dynare_sensitivity.m opt_gsa updated 2006-06-20 14:57:08 +00:00
dynare_solve.m v4: various updates to Matlab code 2006-08-24 13:07:26 +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 MCF of likelihood and prior 2006-06-20 14:58:43 +00:00
fnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
forcst.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
forecast.m v4: new functions 2006-07-31 15:48:11 +00:00
ftest.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
gamm_rnd.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
gcompare.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
generalized_cholesky.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
generalized_cholesky2.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
gensylv.dll new functions 2005-09-11 14:16:48 +00:00
gensylv.mexglx v4: adding Linux binaries 2006-01-16 12:46:19 +00:00
get_the_name.m Added posterior densities 2005-09-25 14:10:41 +00:00
global_initialization.m v4: various updates to Matlab code 2006-08-24 13:07:26 +00:00
gmhmaxlik.m Corrections related to the use of options posterior_mode_estimation. 2006-07-28 10:00:31 +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
indnv.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
initial_estimation_checks.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
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 v4 irf.m: corrected bug for 2nd order approximation 2006-04-29 20:15:58 +00:00
kalman_transition_matrix.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
kernel_density_estimate.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lnsrch.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lnsrch1.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lpdfbeta.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lpdfgam.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lpdfgbeta.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lpdfig1.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lpdfig2.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lpdfnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
lptauSEQ.m v4 : adding Marco's sensitivity routines' 2006-01-19 06:37:21 +00:00
lyapunov_symm.m v3,v4: corrected lyapunov_symm.m 2006-06-17 11:46:18 +00:00
make_ex_.m v4: cleanup unused function 2006-06-02 07:42:00 +00:00
make_y_.m v4: changed oo_.y_simul in oo_.endo_simul 2006-07-31 15:46:55 +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
mcompare.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
metropolis.m Changed call to metropolis.m. 2006-07-05 14:06:45 +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
mjdgges.mexglx v4: adding Linux binaries 2006-01-16 12:46:19 +00:00
mode_check.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
mr_gstep.m v4 added M.Ratto's change to diffuse filter/smoother and optmizer 2006-03-03 13:13:00 +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
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 v4: sensitivity code reshaped and optimizer updated [Marco] 2006-03-13 11:46:43 +00:00
numgrad.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
osr.m v4 osr: bug corrections 2006-07-31 15:45:12 +00:00
osr1.m v4 osr: bug corrections 2006-07-31 15:45:12 +00:00
osr_obj.m v4 osr: bug corrections 2006-07-31 15:45:12 +00:00
p2toperc.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
pgamma.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
plot_priors.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
pltorg.m posterior irf and bug corrections. New files : PosteriorIRF.m and GetOneDraw.m. 2005-09-26 12:40:14 +00:00
pnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
posterior_density_estimate.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
posterior_distribution.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
posterior_moments.m 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_bounds.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
priordens.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
qbeta.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
qchisq.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
qgamma.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
qnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
qzdiv.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
qzswitch.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
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 Correction of bugs related to the _steadystate file. 2006-07-17 08:47:30 +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
rfvar3.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
rndprior.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
rows.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
rplot.m v4: changed oo_.y_simul in oo_.endo_simul 2006-07-31 15:46:55 +00:00
sec2hms.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
selif.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
set_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 various bugs 2006-03-10 13:04:50 +00:00
set_prior.m set_prior.m: estim_params_.param_vals has changed 2005-09-11 14:31:35 +00:00
set_shocks.m v4 set_shocks.m: added M_.maximum_lag to the periods index 2006-04-29 14:40:35 +00:00
set_state_space.m v3+v4: added inv_order_var to dr 2006-09-10 14:54:02 +00:00
sim1.m v4: changed oo_.y_simul in oo_.endo_simul 2006-07-31 15:46:55 +00:00
simk.m v4: changed oo_.y_simul in oo_.endo_simul 2006-07-31 15:46:55 +00:00
simul.m v4: changed oo_.y_simul in oo_.endo_simul 2006-07-31 15:46:55 +00:00
simult.m v4: changed oo_.y_simul in oo_.endo_simul 2006-07-31 15:46:55 +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 v3+4 solve1.m: bug correction 2006-07-31 17:17:05 +00:00
stab_map_.m nspred debugged 2006-06-20 14:59:37 +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 Correction of bugs related to the _steadystate file. 2006-07-17 08:47:30 +00:00
stoch_simul.m v4: various updates to Matlab code 2006-08-24 13:07:26 +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: ported changes for computing variance in unit root models 2006-04-20 09:08:25 +00:00
transition_matrix.m v4: corrected stoch_simul for iter_\ncorrected backward models in dr1.m\nadded datatomfile.m and transition_matrix.m 2006-01-06 15:12:00 +00:00
uniform_specification.m new functions 2005-09-11 14:16:48 +00:00
union.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
var_sample_moments.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
varprior.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00