dynare/matlab
Sébastien Villemot a5be9dd845 Add trust-region nonlinear solver.
Closes #260
2014-02-04 17:56:27 +01:00
..
@dates Adds setdiff method to dates 2014-01-21 14:37:43 -06:00
@dseries If us and ts are dseries objects, chain(ts,us) and ts.chain(us) return the same dseries object. 2014-02-01 11:38:10 +01:00
@dynTimeIndex Renamed dynSeries class as dseries. 2013-10-18 17:38:43 +02:00
AIM Update copyright notices 2012-06-08 18:22:34 +02:00
distributions update copyright dates for files already modified in 2012 2012-01-04 14:42:06 +01:00
ep Transposed the definition of the innovations in (stochastic) extended path routine, so that, for a given state of the random number generator, stochastic simulations obtained with extended_path and stoch_simul commands consider the same innovations (when the number of shocks is greater than one). Otherwise the stochastic simulations cannot be compared. 2013-12-17 22:49:37 +01:00
gensylv Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
gsa Cosmetic change 2013-12-10 17:35:55 +01:00
kalman Fix copyright notices 2013-06-12 17:04:46 +02:00
kronecker Fix copyright notices 2013-06-12 17:04:46 +02:00
missing Upgrade the minimum requirement to MATLAB 7.5 (R2007b). 2014-02-03 15:52:54 +01:00
ms-sbvar ms-sbvar: add confirm_recursive_rmdir 2013-12-18 12:48:20 +01:00
parallel Upgrade the minimum requirement to MATLAB 7.5 (R2007b). 2014-02-03 15:52:54 +01:00
partial_information Move add_auxiliary_variables_to_steadystate to partial_information directory. 2014-01-28 17:48:08 +01:00
particle Fixed bugs (misuse of inputname function, as in commit #4ce2c3644af333733d802383559de8c0340213bd). 2013-09-07 14:31:50 +02:00
qz Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
reports reporting: check passed values 2014-02-04 17:03:25 +01:00
utilities Added new routine that converts a string of Key-Value pairs in a cell. 2014-02-03 12:25:29 +01:00
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 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
DsgeSmoother.m Cosmetic changes. 2014-01-30 13:00:25 +01:00
GetAllPosteriorDraws.m Update copyright notices 2012-06-08 18:22:34 +02:00
GetOneDraw.m Update copyright notices 2012-06-08 18:22:34 +02:00
GetPosteriorMeanVariance.m Merge branch 'master' into fix-mcmc-algorithm 2013-11-22 16:56:23 +01:00
GetPosteriorParametersStatistics.m Correct name of output folder in writing TeX-Code 2013-11-29 10:25:25 +01:00
MakeAllFigures.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
McMCDiagnostics.m Fix sample on which Geweke convergence diagnostics is computed 2014-01-27 10:34:13 +01:00
McMCDiagnostics_core.m Removed check_presence_consecutive_MC_files in McMCDiagnostics. Cosmetic changes. 2013-11-22 11:28:24 +01:00
PlotPosteriorDistributions.m Fix several bugs related to estimated measurement errors 2013-03-21 20:51:12 +01:00
PosteriorFilterSmootherAndForecast.m Cosmetic changes. 2014-01-30 13:00:25 +01:00
PosteriorIRF.m Closes #567. 2013-12-18 16:44:31 +01:00
PosteriorIRF_core1.m Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood. 2013-11-16 23:33:37 +01:00
PosteriorIRF_core2.m Add debugging information for not displayed IRFs due to size 2013-10-12 10:42:16 +02:00
ReshapeMatFiles.m Update copyright notices 2012-06-08 18:22:34 +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 Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
adaptive_metropolis_hastings.m Cosmetic change. Renamed "acceptation rates" as "acceptance ratios". 2013-11-27 11:34:49 +01:00
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 Corrects a typo, checks that the number of dates and the number of values are equal, Warns instead of reporting an error if the basic_plan is applied on a shock that is used in a flip_plan (flip_plan has the higher priority) 2014-01-21 14:42:44 -06:00
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 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 Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
bvar_irf.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
bvar_toolbox.m Remove useless calls to set_default_option 2012-04-20 17:08:11 +02:00
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
check.m fix typo fix 2013-12-08 11:40:10 +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 If a DSGE-VAR is estimated, check that the user do not try to estimate/calibrate correlations between structural innovations and that there is no measurement errors. Closes #521. 2013-11-16 23:26:19 +01:00
check_file_extension.m Moved check_file_extension routine from matlab/@dynSeries/private to matlab. 2012-12-03 16:15:36 +01:00
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 Add new options consider_all_endogenous and consider_only_observed. 2014-02-04 14:49:06 +01:00
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 Fixed bug. 2013-12-13 15:53:06 +01:00
check_prior_analysis_data.m Update copyright notices 2012-06-08 18:22:34 +02:00
check_prior_bounds.m Add possibility to initialize parameters from calibrated model 2013-11-06 13:50:46 +01:00
cmaes.m adding set_dynare_random_generator_state() and 2012-08-29 17:58:54 +02:00
common_strings_in_cell_arrays.m Added new routine. 2013-03-21 16:42:12 +01:00
compute_mh_covariance_matrix.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
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
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 Fix copyright notices 2013-06-12 17:04:46 +02:00
convertAimCodeToInfo.m Update copyright notices 2012-06-08 18:22:34 +02:00
correlation_mc_analysis.m Fix copyright notices 2013-06-12 17:04:46 +02:00
cosn.m Fix copyright notices 2013-06-12 17:04:46 +02:00
covariance_mc_analysis.m Fix copyright notices 2013-06-12 17:04:46 +02:00
csminit1.m Fix function name in header 2011-09-09 14:46:05 +02:00
csminwel1.m Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood. 2013-11-16 23:33:37 +01:00
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 fix try / catch statement in tests for octave 2013-11-26 17:35:27 +01:00
cycle_reduction.m Reduced the dimension of the problem in the unitary test for cycle_reduction and logarithmic_reduction routines. 2013-12-16 09:44:15 +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
det_cond_forecast.m New syntax used to call the conditional forecast using the extended path method. It allows to match the endogenous and the shock that are flipped. 2014-01-02 16:13:03 +01:00
det_forecast.m Same as 38712d987c. 2013-10-09 15:31:48 +02:00
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 Renamed options_.solve_maxit as options_.dp.maxit. 2013-10-09 15:37:21 +02:00
discretionary_policy_engine.m Convert files to Unix EOL 2012-06-08 19:10:19 +02:00
disp_dr.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
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 Remove useless calls to set_default_option 2012-04-20 17:08:11 +02:00
disp_steady_state.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
disp_th_moments.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
display_conditional_variance_decomposition.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
display_estimation_results_table.m Fix Latex Bug in display_estimation_results_table.m 2014-01-28 18:39:51 +01:00
do_parameter_initialization.m Fix typo in use_calibration 2013-11-21 21:19:29 +01:00
dr_block.m Cosmetic changes. 2014-01-30 13:00:25 +01:00
draw_prior_density.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
dsample.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dsge_likelihood.m Bugfixes for correlated shocks 2013-11-05 15:55:29 +01:00
dsge_simulated_theoretical_conditional_variance_decomposition.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
dsge_simulated_theoretical_correlation.m Update copyright notices 2012-06-08 18:22:34 +02:00
dsge_simulated_theoretical_covariance.m Update copyright notices 2012-06-08 18:22:34 +02:00
dsge_simulated_theoretical_variance_decomposition.m fixing bug in writing variance decomposition files 2012-10-21 10:14:38 +02:00
dsge_var_likelihood.m Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood. 2013-11-16 23:33:37 +01:00
dsgevar_posterior_density.m Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood. 2013-11-16 23:33:37 +01:00
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 input argument four (options_.qz_zero_threshold) when calling mjdgges. 2013-06-12 10:23:07 +02:00
dyn_forecast.m Fix copyright notices 2013-06-12 17:04:46 +02:00
dyn_ramsey_static.m Update copyright notices 2012-06-08 18:22:34 +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 Header fix 2013-08-15 11:46:14 +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 Upgrade the minimum requirement to MATLAB 7.5 (R2007b). 2014-02-03 15:52:54 +01:00
dynare_config.m Upgrade the minimum requirement to MATLAB 7.5 (R2007b). 2014-02-03 15:52:54 +01:00
dynare_estimation.m Make sure that estimation works after loglinear option in stoch_simul with initval-block 2014-01-30 08:53:58 +01:00
dynare_estimation_1.m Changed the handling of optimization options in dynare_estimation_1.m. Removed calls to strsplit. Closes #605. 2014-02-03 12:25:29 +01:00
dynare_estimation_init.m Rewrote the error message issued when the prefilter option in used while the steady state of the observed variables is non zero (introduced in commit d82252e805). 2014-01-30 17:57:36 +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 1) Define a new type of parameter Random_prior_params, when prior/posterior mean mode do not work and the code searches randomly in the prior space a parameter combination that provides unique saddle path solution; 2013-12-10 11:05:54 +01:00
dynare_resolve.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
dynare_sensitivity.m Cosmetic changes. 2014-01-30 13:00:25 +01:00
dynare_solve.m Add trust-region nonlinear solver. 2014-02-04 17:56:27 +01:00
dynare_solve_block_or_bytecode.m Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +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 Don't fail when all values are NaN/Inf 2013-01-07 17:03:47 +01:00
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 Bug fix with irf restriction on period larger than 1 2013-12-10 10:54:47 +01:00
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 Update copyright notices 2012-06-08 18:22:34 +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 ramsey_policy: correcting the computation of the value of the 2013-12-13 10:44:29 +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 Changes related to the treatment of the (optionally) provided mode file. 2013-09-10 22:25:16 +02:00
evaluate_static_model.m Remove duplicate information in M_.blocksMFS 2012-11-16 17:39:03 +01:00
evaluate_steady_state.m Add debugging info to steady state for linear models 2013-07-28 00:12:19 +02:00
evaluate_steady_state_file.m Added missing semicolon. 2012-09-20 16:38:19 +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 New syntax used to call the conditional forecast using the extended path method. It allows to match the endogenous and the shock that are flipped. 2014-01-02 16:13:03 +01:00
forcst.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +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
forcst_unc.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
forecast_graphs.m Fix copyright notices 2013-06-12 17:04:46 +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 Fix copyright notices 2013-06-12 17:04:46 +02:00
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 Update copyright notices 2012-06-08 18:22:34 +02:00
getH.m Fix to compute derivatives with Kronecker products (just for testing). 2012-09-18 10:41:16 +02:00
getIrfShocksIndx.m Filter out shocks specified twice for IRF generation 2013-10-11 19:32:52 +02:00
getJJ.m Fix copyright notices 2013-06-12 17:04:46 +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 Add possibility to initialize parameters from calibrated model 2013-11-06 13:50:46 +01:00
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_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 Fix several bugs related to estimated measurement errors 2013-03-21 20:51:12 +01:00
get_prior_info.m Change get_prior_info.m to reflect user-specified bounds. Also corrects LaTeX-code 2014-01-28 18:45:40 +01:00
get_random_string.m Added new routine to generate strings randomly. 2013-09-19 14:43:35 +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 Fix several bugs related to estimated measurement errors 2013-03-21 20:51:12 +01:00
get_variables_list.m Rename set_stationary_variables_list to get_variables_list 2012-06-06 12:27:46 +02:00
get_variance_of_endogenous_variables.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
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 Merge pull request #607 from JohannesPfeifer/unique_varlist 2014-02-04 05:14:05 -08:00
gmhmaxlik.m Harmonize terminology in gmhmaxlik.m 2013-12-30 13:55:30 +01:00
graph_decomp.m Move axis command after plot in graph_decomp for not overriding it 2013-07-03 09:20:48 +02:00
hess_element.m Updated copyright notices 2011-02-04 17:27:33 +01:00
hessian.m Update copyright notices 2012-06-08 18:22:34 +02:00
hessian_sparse.m Reduce memory requirements for analytic Hessian. 2012-08-21 16:00:55 +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 Trap the case where only one parameter is estimated and only one non-constant row is available in Jacobian: (1) do not use vnorm; (2) do not use advanced option. 2013-12-06 08:21:10 +01:00
identification_checks.m Trap the case where only one parameter is estimated and only one non-constant row is available in Jacobian: (1) do not use vnorm; (2) do not use advanced option. 2013-12-06 08:21:10 +01:00
imcforecast.m Remove more remnants from old deterministic conditional forecast syntax. 2014-01-03 12:09:39 +01:00
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 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
indnv.m Updated copyright notices 2011-02-04 17:27:33 +01:00
init_plan.m New syntax used to call the conditional forecast using the extended path method. It allows to match the endogenous and the shock that are flipped. 2014-01-02 16:13:03 +01:00
initial_estimation_checks.m Fix bug in test for stochastic singularity 2013-07-28 16:59:41 +02:00
initialize_from_mode.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
initvalf.m Various fixes related to data-loading 2012-10-08 13:00:55 +02:00
insert_column_vector_in_a_matrix.m Added missing unitary tests in the testsuite. 2013-11-13 10:59:44 +01:00
insert_object_in_a_one_dimensional_cell_array.m Added missing unitary tests in the testsuite. 2013-11-13 10:59:44 +01:00
internals.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
irf.m Removed references to options_.simul_seed. 2010-11-27 00:19:22 +01:00
isaletter.m Fixed typo. 2013-09-05 10:14:02 +02:00
isconst.m Updated copyright notices 2011-02-04 17:27:33 +01:00
isdseries.m Added isdseries routine. Returns 1 if the input is a dseries object, 0 otherwise. 2013-11-06 17:15:19 +01:00
isglobalinbase.m Added new routine to test if a global variable exist in the base workspace. 2013-11-29 19:02:40 +01:00
isint.m Bug fix. Input must be numeric in the first place. 2013-11-29 19:02:40 +01:00
ispd.m Rewrote ispd routine more efficiently using cholesky decomposition. 2013-06-20 12:57:53 +02:00
isquare.m Added new routine. 2013-06-20 12:56:53 +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_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 Update copyright notices 2012-06-08 18:22:34 +02:00
load_csv_file_data.m Improvements in load_csv_file_data 2013-11-26 18:19:48 +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 Cosmetic change. Renamed "acceptation rates" as "acceptance ratios". 2013-11-27 11:34:49 +01:00
load_m_file_data.m Fix for Octave (need to add extension of the m script). 2013-11-29 19:02:40 +01:00
load_mat_file_data.m Fixed bug appearing if FREQ__ is not specified but INIT__ is (wrong default). Note that we never need to specify FREQ__ which is deduced from INIT__. 2013-11-07 15:03:18 +01:00
load_xls_file_data.m load_xls_file_data: under Octave, fail gracefully if io is not present 2013-11-26 18:19:48 +01:00
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 removed useless test with exist() that is very expensive in 2014-02-01 16:26:18 +01:00
make_ex_.m Update copyright notices 2012-06-08 18:22:34 +02:00
make_y_.m Update copyright notices 2012-06-08 18:22:34 +02:00
marginal_density.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
matlab_ver_less_than.m Add missing semicolon. 2014-02-04 17:56:27 +01:00
maximize_prior_density.m Fix copyright notices 2013-06-12 17:04:46 +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 Closes #567. 2013-12-18 16:44:31 +01:00
metropolis_hastings_initialization.m Cosmetic change. Renamed "acceptation rates" as "acceptance ratios". 2013-11-27 11:34:49 +01:00
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 octave fix; 2011-10-25 17:59:00 +02:00
minus_logged_prior_density.m Change minus_logged_prior_density.m to reflect new treatment of estimated and calibrated covariances 2014-01-28 18:42:47 +01:00
missing_DiffuseKalmanSmootherH1_Z.m Speeds up the Kalman smoother 2014-01-14 17:32:45 +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 Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
model_comparison.m Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
model_diagnostics.m Fix typo in model_diagnostics.m 2013-11-08 08:27:29 +01:00
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
mr_gstep.m Merge remote-tracking branch 'ratto/master' 2012-06-08 18:24:18 +02:00
mr_hessian.m Fixes to mode_compute=5. (1) force univariate steps at every iteration: improve robustness at the expenses of a bit less efficiency; (2) fix gradient computation for special cases when the value of the parameters get stacked at the prior boundary. 2013-12-07 10:52:27 +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
newrat.m Fixes to mode_compute=5. (1) force univariate steps at every iteration: improve robustness at the expenses of a bit less efficiency; (2) fix gradient computation for special cases when the value of the parameters get stacked at the prior boundary. 2013-12-07 10:52:27 +01:00
non_linear_dsge_likelihood.m Issue an error message if loglinear option is equal to 1 in non linear likelihood routine. 2014-01-30 14:39:06 +01:00
numgrad2.m Removed useless output arguments from numerical gradient routines. 2014-01-24 15:47:46 +01:00
numgrad3.m Removed useless output arguments from numerical gradient routines. 2014-01-24 15:47:46 +01:00
numgrad3_.m Deactivate the rescaling of the perturbation in numgrad3_ and numgrad5_ routines. 2014-01-29 12:36:34 +01:00
numgrad5.m Removed useless output arguments from numerical gradient routines. 2014-01-24 15:47:46 +01:00
numgrad5_.m Deactivate the rescaling of the perturbation in numgrad3_ and numgrad5_ routines. 2014-01-29 12:36:34 +01:00
octave_ver_less_than.m Update copyright notices 2012-06-08 18:22:34 +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 osr: added optimal value of parameters to oo_.osr.optim_params; moved 2013-12-11 19:24:29 +01:00
osr1.m osr: added optimal value of parameters to oo_.osr.optim_params; moved 2013-12-11 19:24:29 +01:00
osr_obj.m Bugfixes for OSR 2013-08-13 11:51:50 +02:00
perfect_foresight_simulation.m Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
plot_icforecast.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
plot_identification.m Fixed bad representation of identification patterns for moment information matrix (and also fixed figure title) 2013-12-10 11:22:15 +01:00
plot_priors.m Update copyright notices 2012-06-08 18:22:34 +02:00
pltorg.m Updated copyright notices 2011-02-04 17:27:33 +01:00
pm3.m Initialize stock1_filter_step_ahead to prevent crash in Octave 2013-12-13 18:29:48 +01:00
pm3_core.m Update copyright notices 2012-06-08 18:22:34 +02:00
posterior_analysis.m Closes #567. 2013-12-18 16:44:31 +01:00
posterior_moments.m Update copyright notices 2012-06-08 18:22:34 +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 explicit error message for case 52 in print_info (DSGE-VAR models). 2013-11-16 23:35:10 +01:00
prior_analysis.m Update copyright notices 2012-06-08 18:22:34 +02:00
prior_bounds.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
prior_draw.m Updated copyright notices 2011-02-04 17:27:33 +01:00
prior_posterior_statistics.m Closes #567. 2013-12-18 16:44:31 +01:00
prior_posterior_statistics_core.m Cosmetic changes. 2014-01-30 13:00:25 +01:00
prior_sampler.m Fixed bug (wrong index). 2012-09-19 17:03:07 +02:00
priordens.m Add comments to make clear distinction between generalized distribution and user-imposed bound 2014-01-28 18:41:07 +01:00
qmc_sequence.m Update copyright notices 2012-06-08 18:22:34 +02:00
qr2.m Fix copyright notices 2013-06-12 17:04:46 +02:00
quadratic_matrix_equation_solver.m Added a new routine to solve quadratic matrix equation (based on a Newton algorithm with line search). 2012-07-12 14:43:21 +02:00
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 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
random_walk_metropolis_hastings_core.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
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 Use load_xls_file_data in read_variables (for consistency with CSV) 2013-11-26 18:19:48 +01:00
recursive_moments.m Updated copyright notices 2011-02-04 17:27:33 +01:00
reduced_rank_cholesky.m Update copyright notices 2012-06-08 18:22:34 +02:00
replace_object_in_a_one_dimensional_cell_array.m Added routine. 2013-03-28 12:31:34 +01:00
resid.m Fixed typo that prevented correct updating of parameters when using resid together with the steady_state_model block 2013-11-21 19:39:50 +01:00
resol.m Check if the steady state is strictly positive when simulating/estimating a model with loglinear option. 2014-01-30 13:03:03 +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
rndprior.m Efficiency & Cosmetic changes related to the design of bayestopt_ and 2009-04-06 14:38:37 +00:00
row_header_width.m Suppress output of row_header_width 2013-04-27 08:28:24 +02:00
rplot.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
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 Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
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 Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +01:00
set_default_option.m Updated copyright notices 2011-02-04 17:27:33 +01:00
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 Add comments to make clear distinction between generalized distribution and user-imposed bound 2014-01-28 18:41:07 +01:00
set_shocks.m allowing for vector of deterministic shocks 2011-10-13 21:55:55 +02:00
set_state_space.m Filters out error due to model being purely static. 2013-11-07 10:22:24 +01:00
setup_stochastic_perfect_foresight_model_solver.m Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
shiftS.m Added argument to shiftS routine so that it can be called recursively to remove more than one element in a one dimensional cell array. 2013-09-03 16:17:35 +02:00
shock_decomposition.m Initialize epsilon in shock_decomposition.m 2013-12-30 13:54:48 +01:00
sim1.m Cosmetic/Efficiency changes. 2013-12-30 15:41:06 +01:00
sim1_lbj.m Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
sim1_purely_backward.m Remove bad_cond_flag argument from solve1. 2014-02-04 17:56:27 +01:00
sim1_purely_forward.m Remove bad_cond_flag argument from solve1. 2014-02-04 17:56:27 +01:00
simplex_optimization_routine.m Fixed bug in simplex_optimization_routine (simplex -> options). 2013-11-16 20:22:37 +01:00
simpsa.m Fixed bug caused by the size of the vector of parameters (transposition needed). 2013-10-02 17:08:04 +02:00
simpsaget.m Fix license info for simpsa 2013-10-02 18:42:36 +02:00
simpsaset.m Added simpsa routines (new optimization algorithm) 2013-10-02 15:29:56 +02:00
simul.m Fix treatment of error conditions in bytecode. 2013-12-13 16:49:08 +01:00
simul_backward_nonlinear_model.m Remove bad_cond_flag argument from solve1. 2014-02-04 17:56:27 +01:00
simulated_moment_uncertainty.m Update copyright notices 2012-06-08 18:22:34 +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 Fix bug in simult_ for purely forward looking models 2013-07-24 23:36:46 +02:00
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. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
smm_objective.m check only returns eigenvalues, not the whole oo_ 2013-01-15 16:45:15 +01:00
solve1.m Remove bad_cond_flag argument from solve1. 2014-02-04 17:56:27 +01:00
solve_one_boundary.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
solve_perfect_foresight_model.m Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
solve_two_boundaries.m fix comment 2013-11-19 13:47:28 +01:00
steady.m Fix display of residuals before displaying error message 2013-08-25 11:31:32 +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 More explicit commenting of stoch_simul.m related to loglinear option 2014-01-30 09:09:25 +01:00
stochastic_solvers.m Cosmetic changes. 2014-01-30 13:00:25 +01:00
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 Fix bug when unit root models provide NaN's or Inf's in g_omega 2014-01-30 10:38:46 +01:00
thet2tau.m Fix copyright notices 2013-06-12 17:04:46 +02:00
trace_plot.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
transition_matrix.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
trust_region.m Add trust-region nonlinear solver. 2014-02-04 17:56:27 +01:00
uniform_specification.m Update copyright notices 2012-06-08 18:22:34 +02:00
update_last_mh_history_file.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
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 Fix copyright notices 2013-06-12 17:04:46 +02:00
varlist_indices.m Convert use of unique to be compatible with older Matlab version 2014-02-03 13:19:11 +01:00
vnorm.m Update copyright notices 2012-06-08 18:22:34 +02:00
warning_config.m Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +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_mh_history_file.m Fixed bug (missing output argument). 2013-11-22 11:13:49 +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