dynare/matlab
Johannes Pfeifer ebc7d6f67a Add comment why use of old correlation matrix from previous draw is correct and revert change
Due to only using the diagonal of Sigma_e and the correlation matrix having ones on the diagonal, the diagonal entries of the covariance matrix are correctly built from recent draw. Later, when using the new draw for the correlations, only the correctly updated diagonal entries of Sigma_e are used.
2013-03-21 20:49:33 +01:00
..
@dynDate fix typo 2013-03-15 16:43:56 +01:00
@dynDates dynDates: bug fix 2013-03-15 18:56:03 +01:00
@dynSeries Allow declaration of dates with lowercase frequencies. 2013-03-14 18:35:35 +01:00
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 stochastic extended path: additional changes 2013-03-12 09:36:58 +01:00
gensylv Update copyright notices 2012-06-08 18:22:34 +02:00
gsa bug fix in call to priordens; 2013-03-19 17:07:14 +01:00
kalman Bugfix in rplot + typo correction 2013-03-18 10:59:32 +01:00
kronecker Fix copyright notices 2012-10-31 17:03:49 +01:00
missing issquare exists under Octave and returns the matrix dim if it is square 2012-08-06 18:26:16 +02:00
ms-sbvar ms-sbvar: made option final_year optional is using the entire sample 2012-10-24 14:05:54 +02:00
parallel Need to pass the entire global workspace, if subroutines called by the _core loops need them. Updated parallel test. 2012-09-11 15:45:08 +02:00
partial_information Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
particle fix copyright dates 2013-02-15 11:58:30 +01:00
qz Moved qzdiv.m and qzswitch.m to top-level (they are now used by both partial information code and mjdgges.m) 2010-10-11 17:14:33 +02:00
reports reporting: @table: only print given date range 2013-03-19 14:35:05 +01:00
utilities Moved isweekly, ismonthly, isquaterly and isyearly routines from matlab/@dynSeries/private to matlab/utilities/dates. Adapted dynare_config conformably to these changes. 2012-12-03 16:15:36 +01:00
AHessian.m 1) Extended optimizer = 5 for analytic derivatives; 2012-06-08 14:23:18 +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 Removed annoying warning messages. 2012-09-06 12:22:32 +02:00
CutSample.m changed warnings into errors when load_mh_file or recovery is used and 2012-10-08 11:50:48 +02:00
DsgeSmoother.m Update copyright notices 2012-06-08 18:22:34 +02:00
DsgeVarLikelihood.m fixed problem with penalty in estimation. Created a new global scalar: 2012-08-28 12:17:07 +02:00
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 Update copyright notices 2012-06-08 18:22:34 +02:00
GetPosteriorParametersStatistics.m Update copyright notices 2012-06-08 18:22:34 +02:00
MakeAllFigures.m Updated copyright notices 2011-02-04 17:27:33 +01:00
McMCDiagnostics.m Make graph titles more expressive 2013-03-17 22:45:50 +01:00
McMCDiagnostics_core.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
PlotPosteriorDistributions.m Update copyright notices 2012-06-08 18:22:34 +02:00
PosteriorFilterSmootherAndForecast.m Update copyright notices 2012-06-08 18:22:34 +02:00
PosteriorIRF.m Make storage of moments consistent with manual 2013-03-10 19:46:31 +01:00
PosteriorIRF_core1.m Bugfix in PosteriorIRFs 2013-02-28 12:00:40 -05:00
PosteriorIRF_core2.m bug fix: lots of new empty figures were generated 2012-06-14 18:55:06 +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 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
adaptive_metropolis_hastings.m Store MCMC information recorded in record in oo_ 2013-03-17 22:49:28 +01:00
add_auxiliary_variables_to_steadystate.m fixing bug for computation of expectation auxiliary variables 2011-09-29 21:22:27 +02:00
autoregressive_process_specification.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
bfgsi1.m Rename bfgsi.m to bfgsi1.m to avoid clash with the one provided by Tao Zha 2012-04-20 17:25:08 +02:00
bicgstab_.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
bksup0.m Added files for extended path simulations. 2009-11-03 13:45:52 +00:00
bksup1.m sim1.m, bksup1.m: removed global variables, other minor cleanups 2010-10-13 18:51:56 +02:00
bksupk.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
block_bytecode_mfs_steadystate.m 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 Updated copyright notices 2011-02-04 17:27:33 +01:00
bvar_forecast.m Update copyright notices 2012-06-08 18:22:34 +02:00
bvar_irf.m Update copyright notices 2012-06-08 18:22:34 +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 2012-10-31 17:03:49 +01:00
check.m check only returns eigenvalues, not the whole oo_ 2013-01-15 16:45:15 +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_list_of_variables.m Update copyright notices 2012-06-08 18:22:34 +02:00
check_model.m Removed global from check_model routine. 2012-07-03 11:29:18 +02:00
check_name.m Updated copyright notices 2011-02-04 17:27:33 +01:00
check_posterior_analysis_data.m Updated copyright notices 2011-02-04 17:27:33 +01:00
check_prior_analysis_data.m Update copyright notices 2012-06-08 18:22:34 +02:00
cmaes.m adding set_dynare_random_generator_state() and 2012-08-29 17:58:54 +02:00
compute_mh_covariance_matrix.m Update copyright notices 2012-06-08 18:22:34 +02:00
compute_model_moments.m Updated copyright notices 2011-02-04 17:27:33 +01:00
compute_moments_varendo.m Updated copyright notices 2011-02-04 17:27:33 +01:00
conditional_variance_decomposition.m Update copyright notices 2012-06-08 18:22:34 +02:00
conditional_variance_decomposition_mc_analysis.m Make field names consistent with different analysis steps and manual 2013-03-17 22:47:47 +01:00
convertAimCodeToInfo.m Update copyright notices 2012-06-08 18:22:34 +02:00
correlation_mc_analysis.m Make field names consistent with different analysis steps and manual 2013-03-17 22:47:47 +01:00
cosn.m Fixed bug reported by Rob Luginbuhl in dynare forum 2012-06-29 00:50:54 +02:00
covariance_mc_analysis.m Make field names consistent with different analysis steps and manual 2013-03-17 22:47:47 +01:00
csminit1.m Fix function name in header 2011-09-09 14:46:05 +02:00
csminwel1.m Initialize returned variables. 2012-09-24 12:59:04 +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 Cosmetic change. Redifinition of the nodes (removed the division by the square root of two) so that the routine is specialized for the integration of functions with gaussian weights. 2012-11-29 12:56:01 +01:00
cycle_reduction.m first order and cycle reduction: fixing bugs in previous commits 2012-07-22 19:54:12 +02:00
datatomfile.m datatomfile: if no second argument, then include all endogenous variables 2010-04-30 12:23:57 +02:00
dcompare.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
det_cond_forecast.m Correction of a bug in controlled exogenous variables indexation 2013-01-18 17:00:04 +01:00
det_forecast.m Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
discretionary_policy.m adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
discretionary_policy_1.m removed useless calls to set_default_options (already set in global_initialization.m) 2012-12-06 15:42:18 +01:00
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 Increase accuracy in printing cosn for collinearity patterns 2012-09-18 10:42:01 +02:00
disp_model_summary.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
disp_moments.m Remove useless calls to set_default_option 2012-04-20 17:08:11 +02:00
disp_steady_state.m Updated copyright notices 2011-02-04 17:27:33 +01:00
disp_th_moments.m Clarify theoretical second moments for order=2 2013-03-18 22:58:06 +01:00
display_conditional_variance_decomposition.m Clarify theoretical second moments for order=2 2013-03-18 22:58:06 +01:00
dr_block.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
draw_prior_density.m fixed bug in drawing of prior densities (It must always return 2011-11-19 21:14:43 +01:00
dsample.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dsge_likelihood.m Restrict endogenous prior to stationary models and allow for measurement error 2013-03-18 23:46:15 +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
dsgevar_posterior_density.m Update copyright notices 2012-06-08 18:22:34 +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 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
dyn_forecast.m Fix bug in ML forecasting if observables are not included 2013-03-19 19:04:03 +01:00
dyn_ramsey_static.m Update copyright notices 2012-06-08 18:22:34 +02:00
dyn_risky_steadystate_solver.m added code for computing risky steady state in regular models (not 2012-09-19 22:51:44 +02:00
dyn_saveas.m Fix dyn_saveas for Octave 2013-03-16 14:21:16 +01:00
dyn_second_order_solver.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
dyn_unvech.m v4.2: changed vech functions names to avoid conflict with other toolboxes 2010-01-23 16:55:28 +00:00
dyn_vech.m v4.2: changed vech functions names to avoid conflict with other toolboxes 2010-01-23 16:55:28 +00:00
dyn_waitbar.m Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly. 2011-12-13 18:32:57 +01:00
dyn_waitbar_close.m Further generalization of dyn_waitbar for parallel execution and simplification of _core functions accordingly. 2011-12-13 18:32:57 +01:00
dynare.m bug fix: fputs not a matlab function 2013-03-18 16:25:38 +01:00
dynare_config.m reporting (WIP) 2013-02-12 14:53:36 +01:00
dynare_estimation.m Added the possibility, for each given size of the sample, to restart an arbitrary number of times the estimation when estimating a model with a recursive approach. 2012-09-06 14:13:29 +02:00
dynare_estimation_1.m Store MCMC information recorded in record in oo_ 2013-03-17 22:49:28 +01:00
dynare_estimation_init.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
dynare_gradient.m Update copyright notices 2012-06-08 18:22:34 +02:00
dynare_graph.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dynare_graph_close.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dynare_graph_init.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dynare_identification.m 1) fixed bugs when no estimated parameters are declared; 2013-03-19 16:56:10 +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 1) trap the case where the model does not solve for any parameter values in the MC sample; 2013-03-19 17:02:31 +01:00
dynare_solve.m corrected bug introduced in recent commit 48e00c5789 2012-11-01 09:26:05 +01:00
dynare_solve_block_or_bytecode.m Remove duplicate information in M_.blocksMFS 2012-11-16 17:39:03 +01:00
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
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_planner_objective.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +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 Make field names consistent with different analysis steps and manual 2013-03-17 22:47:47 +01:00
evaluate_static_model.m Remove duplicate information in M_.blocksMFS 2012-11-16 17:39:03 +01:00
evaluate_steady_state.m Update copyright notices 2012-06-08 18:22:34 +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 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
ff1_.m v4 matlab: fixed some existing copyright headers (and some other minor header issues) 2008-08-01 12:40:33 +00:00
ffill.m Updated copyright notices 2011-02-04 17:27:33 +01:00
fjaco.m use of numerical Jacobian to check analytic results. 2010-03-09 10:05:13 +01:00
forcst.m 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 Make field names consistent with different analysis steps and manual 2013-03-17 22:47:47 +01:00
forecast_graphs.m Update copyright notices 2012-06-08 18:22:34 +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 2012-10-31 17:03:49 +01:00
gauss_legendre_weights_and_nodes.m Added routine for computing weights and nodes of the Gauss Legendre quadrature. 2012-01-20 16:40:17 +01:00
gcompare.m Updated copyright notices 2011-02-04 17:27:33 +01:00
gensylv_fp.m 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 irf_shocks bug fix in stoch_simul (Thanks to J. Pfeifer for pointing this out) 2011-07-07 16:04:02 +02:00
getJJ.m -) fixed bugs when there is only one parameter estimated or when simulated moments uncertainty provides zero diagonal terms in the covariance matrix of model matrices; 2012-12-05 09:46:12 +01:00
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_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 Add missing semicolons 2013-01-30 16:58:15 +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 Update copyright notices 2012-06-08 18:22:34 +02:00
get_new_or_existing_ei_index.m estimation: change name handling for correlation statements 2012-03-30 15:37:14 +02:00
get_optimal_policy_discount_factor.m removing options_.discount_factor that is replaced by parameter optimal_policy_discount_factor 2011-05-24 16:02:42 +02:00
get_param_by_name.m Updated copyright notices 2011-02-04 17:27:33 +01:00
get_posterior_parameters.m Updated copyright notices 2011-02-04 17:27:33 +01:00
get_prior_info.m Fixed bug in get_prior_info. Initialize objective_function_penalty_base. 2012-09-24 12:59:04 +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 + Removed globals from get_the_name routine. Added texinfo header. 2011-09-14 23:41:37 +02:00
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
global_initialization.m Add endogenous priors 2013-03-17 22:51:23 +01:00
gmhmaxlik.m Improved display of mode_compute=6 optimization algorithm. Fixed bugs. Changed the options. 2012-09-29 00:08:05 +02:00
graph_decomp.m Make graph titles more expressive 2013-03-17 22:45:50 +01:00
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
homotopic_steps.m Updated copyright notices 2011-02-04 17:27:33 +01:00
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 Bug fix for when a parameter is orthogonal to any other one in the model. 2012-11-26 08:22:42 +01:00
identification_analysis.m 1) fixed bugs when no estimated parameters are declared; 2013-03-19 16:56:10 +01:00
identification_checks.m Fine tuning of checks of the rank condition 2011-09-01 11:16:42 +02:00
imcforecast.m Make field names consistent with different analysis steps and manual 2013-03-17 22:47:47 +01:00
independent_metropolis_hastings.m Store MCMC information recorded in record in oo_ 2013-03-17 22:49:28 +01:00
independent_metropolis_hastings_core.m Store MCMC information recorded in record in oo_ 2013-03-17 22:49:28 +01:00
indnv.m Updated copyright notices 2011-02-04 17:27:33 +01:00
initial_estimation_checks.m Allow quicker evaluation of likelihood with analytic derivatives. 2012-08-21 15:46:35 +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
internals.m Fixed bug and streamlined the routines for unitary tests. 2011-12-21 18:14:17 +01:00
irf.m Removed references to options_.simul_seed. 2010-11-27 00:19:22 +01:00
isconst.m Updated copyright notices 2011-02-04 17:27:33 +01:00
isint.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
ispd.m Updated copyright notices 2011-02-04 17:27:33 +01:00
jacob_element.m Updated copyright notices 2011-02-04 17:27:33 +01:00
k_order_pert.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
k_order_perturbation.m adding doc *.m file for k_order_perturbation MEX 2012-08-02 11:25:52 +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 Updated copyright notices 2011-02-04 17:27:33 +01:00
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 bug fix: typo 2013-02-05 11:18:43 +01:00
load_m_file_data.m Fixed bug. Removed file extension. 2012-12-03 16:15:36 +01:00
load_mat_file_data.m Added new routines to load data from m, mat or csv files. Used by dynSeries class. 2012-11-29 12:56:00 +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 Update copyright notices 2012-06-08 18:22:34 +02:00
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 Update copyright notices 2012-06-08 18:22:34 +02:00
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 added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
matlab_ver_less_than.m Updated copyright notices 2011-02-04 17:27:33 +01:00
maximize_prior_density.m Added check for BK and steady state in the optimization of the prior density. 2012-09-24 12:59:04 +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 Update copyright notices 2012-06-08 18:22:34 +02:00
metropolis_hastings_initialization.m Store MCMC information recorded in record in oo_ 2013-03-17 22:49:28 +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 Update copyright notices 2012-06-08 18:22:34 +02:00
mh_optimal_bandwidth.m octave fix; 2011-10-25 17:59:00 +02:00
minus_logged_prior_density.m Added check for BK and steady state in the optimization of the prior density. 2012-09-24 12:59:04 +02:00
missing_DiffuseKalmanSmootherH1_Z.m fixing bug with smoother with univariate filters 2011-11-02 14:02:12 +01:00
missing_DiffuseKalmanSmootherH3_Z.m fixed bug for measurement errors returned by smoother 2011-11-04 21:15:47 +01:00
mode_check.m Make graph titles more expressive 2013-03-17 22:45:50 +01:00
model_comparison.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
model_diagnostics.m Use maximum_endo_lag instead of maximum_lag 2013-01-07 10:40:49 +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 Trap the case when second output of objective function is empty. 2012-10-01 08:50:47 +02:00
mult_elimination.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
multivariate_sample_autocovariance.m Added functions to estimate the long run (co)variance of a 2009-12-31 10:20:32 +00:00
my_subplot.m Updated copyright notices 2011-02-04 17:27:33 +01:00
myboxplot.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
mydelete.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
name2index.m Updated copyright notices 2011-02-04 17:27:33 +01:00
newrat.m 1) Make the occurrence of sequences of univariate steps more likely; 2012-11-26 08:25:12 +01:00
non_linear_dsge_likelihood.m Removed useless instruction (default value of exit_flag is 1). 2012-11-21 10:11:30 +01:00
numgrad2.m Update copyright notices 2012-06-08 18:22:34 +02:00
numgrad2_.m Added new numgrad* routines (h specific to each direction). 2012-09-21 17:05:36 +02:00
numgrad3.m Update copyright notices 2012-06-08 18:22:34 +02:00
numgrad3_.m Added new numgrad* routines (h specific to each direction). 2012-09-21 17:05:36 +02:00
numgrad5.m Update copyright notices 2012-06-08 18:22:34 +02:00
numgrad5_.m Added new numgrad* routines (h specific to each direction). 2012-09-21 17:05:36 +02:00
octave_ver_less_than.m Update copyright notices 2012-06-08 18:22:34 +02:00
osr.m removed useless calls to set_default_options (already set in global_initialization.m) 2012-12-06 15:42:18 +01:00
osr1.m Removed global from set_state_space. 2012-07-03 11:29:18 +02:00
osr_obj.m Update copyright notices 2012-06-08 18:22:34 +02:00
perfect_foresight_simulation.m Update copyright notices 2012-06-08 18:22:34 +02:00
plot_icforecast.m Make field names consistent with different analysis steps and manual 2013-03-17 22:47:47 +01:00
plot_identification.m Add missing legend to plot 2013-03-16 11:41:03 +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 Make storage of moments consistent with manual 2013-03-10 19:46:31 +01:00
pm3_core.m Update copyright notices 2012-06-08 18:22:34 +02:00
posterior_analysis.m Update copyright notices 2012-06-08 18:22:34 +02:00
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 fix typo 2012-12-04 11:31:41 +01:00
prior_analysis.m Update copyright notices 2012-06-08 18:22:34 +02:00
prior_bounds.m Fixed bug in set_prior.m when correlations are estimated. Corrected description in header of prior_bounds.m 2012-09-14 18:00:12 +02:00
prior_draw.m Updated copyright notices 2011-02-04 17:27:33 +01:00
prior_posterior_statistics.m Update copyright notices 2012-06-08 18:22:34 +02:00
prior_posterior_statistics_core.m Fixing bug introduced in ae82c284dc 2013-03-19 20:48:09 +01:00
prior_sampler.m Fixed bug (wrong index). 2012-09-19 17:03:07 +02:00
priordens.m Fixed bug with ML estimation with analytic derivatives 2012-12-19 13:16:15 +01:00
qmc_sequence.m Update copyright notices 2012-06-08 18:22:34 +02:00
qr2.m Allow economy-size decomposition with qr2 routine. 2012-11-19 17:43:59 +01:00
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 Store MCMC information recorded in record in oo_ 2013-03-17 22:49:28 +01:00
random_walk_metropolis_hastings_core.m Store MCMC information recorded in record in oo_ 2013-03-17 22:49:28 +01:00
read_data_.m Update copyright notices 2012-06-08 18:22:34 +02:00
read_variables.m allow for missing column headings in XLS(X) data file. Such a column 2012-10-14 22:50:50 +02:00
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
resid.m Remove duplicate information in M_.blocksMFS 2012-11-16 17:39:03 +01:00
resol.m clean up resol 2012-12-06 14:58:58 +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 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
rplot.m Add figure title for rplot 2013-03-18 22:51:54 +01:00
sample_autocovariance.m Added autocorrelogram for the posterior draws. 2008-09-02 10:16:44 +00:00
sample_hp_filter.m Allow non-integer values for hp_filter parameter 2011-09-08 17:29:49 +02:00
save_params_and_steady_state.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
save_results.m Updated copyright notices 2011-02-04 17:27:33 +01:00
schur_statespace_transformation.m Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
score.m Update copyright notices 2012-06-08 18:22:34 +02:00
selec_posterior_draws.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
select_from_table.m Updated copyright notices 2011-02-04 17:27:33 +01:00
selif.m Updated copyright notices 2011-02-04 17:27:33 +01:00
send_endogenous_variables_to_workspace.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
set_all_parameters.m Add comment why use of old correlation matrix from previous draw is correct and revert change 2013-03-21 20:49:33 +01:00
set_default_option.m Updated copyright notices 2011-02-04 17:27:33 +01:00
set_dynare_random_generator_state.m Fix function header 2012-09-11 11:16:40 +02:00
set_dynare_seed.m RandStream: compatibility fix for MATLAB >= 7.12 2012-04-20 14:42:30 +02:00
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 Updated copyright notices 2011-02-04 17:27:33 +01:00
set_prior.m Fixed bug in set_prior.m when correlations are estimated. Corrected description in header of prior_bounds.m 2012-09-14 18:00:12 +02:00
set_shocks.m allowing for vector of deterministic shocks 2011-10-13 21:55:55 +02:00
set_state_space.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
setup_stochastic_perfect_foresight_model_solver.m Do not build the tree for future shocks if options_.ep.stochastic.order = 0. 2012-11-29 12:56:01 +01:00
shiftS.m Completed header. 2013-03-14 11:08:34 +01:00
shock_decomposition.m Added the possibility to save the plots generated by the shock_decomposition command. 2012-08-24 15:03:35 +02:00
sim1.m Considers a pathological case where the dynamic model is simulated on one period 2013-01-18 17:02:15 +01:00
sim1_lbj.m Update copyright notices 2012-06-08 18:22:34 +02:00
sim1_purely_backward.m Considers a pathological case where a static model is dynamically simulated 2013-01-18 17:03:12 +01:00
sim1_purely_forward.m removed globals from solve1.m 2012-08-06 23:32:40 +02:00
simplex_optimization_routine.m Update copyright notices 2012-06-08 18:22:34 +02:00
simul.m Stores the status of a deterministic simulation using bytecode in oo_.deterministic_simulation.status 2013-01-18 17:05:10 +01:00
simul_backward_nonlinear_model.m Fix copyright notices 2012-10-31 17:03:49 +01:00
simulated_moment_uncertainty.m Update copyright notices 2012-06-08 18:22:34 +02:00
simulated_moments_estimation.m RandStream: compatibility fix for MATLAB >= 7.12 2012-04-20 14:42:30 +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 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +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
smm_objective.m check only returns eigenvalues, not the whole oo_ 2013-01-15 16:45:15 +01:00
solve1.m corrected and clarified error messages when steady state computation fails 2012-10-31 11:09:25 +01:00
solve_one_boundary.m fix to license call (checkout only works for Matlab version >= 2011a) 2012-01-09 11:57:47 +01:00
solve_perfect_foresight_model.m Added comments. 2012-11-07 10:13:11 +01:00
solve_two_boundaries.m Get rid of global variables 2011-11-25 13:07:50 +01:00
steady.m fixing bug in error message for failed homotopy (steady) 2012-11-28 21:32:15 +01:00
steady_.m factoring out steady-state computations; steady_state_model now 2011-10-12 21:51:14 +02:00
step_length_correction.m Fixed bug. Added missing routine which set the step length when computing a numerical gradient. 2012-09-24 12:59:04 +02:00
stoch_simul.m Clarify theoretical second moments for order=2 2013-03-18 22:58:06 +01:00
stochastic_solvers.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +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 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
thet2tau.m Reduce memory requirements for analytic Hessian. 2012-08-21 16:00:55 +02:00
trace_plot.m Update copyright notices 2012-06-08 18:22:34 +02:00
transition_matrix.m Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 2012-11-16 20:05:13 +01:00
uniform_specification.m Update copyright notices 2012-06-08 18:22:34 +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 Updated copyright notices 2011-02-04 17:27:33 +01:00
variance_decomposition_mc_analysis.m Make field names consistent with different analysis steps and manual 2013-03-17 22:47:47 +01:00
varlist_indices.m Fixed bugs in varlist_indices.m (thanks to Johannes Pfeifer for pointing them) 2011-01-10 13:11:25 +01:00
vnorm.m Update copyright notices 2012-06-08 18:22:34 +02:00
warning_config.m Reorganization of warnings 2013-02-26 16:50:05 +01:00
writedata.m Updated copyright notices 2011-02-04 17:27:33 +01:00
writedata_text.m Updated copyright notices 2011-02-04 17:27:33 +01:00