dynare/matlab
adjemian f12c2f4ed6 Bug corrections and cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1897 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 17:13:36 +00:00
..
doc adding dynare_v4/matlab/doc with m2html documentation 2006-06-27 19:46:58 +00:00
gensylv Added a dynare configuration routine and bug corrections. 2008-05-16 08:18:37 +00:00
kronecker Added a dynare configuration routine and bug corrections. 2008-05-16 08:18:37 +00:00
qz v4 matlab: 2008-06-06 12:50:47 +00:00
ChangeLog dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
CheckPath.m header updated 2008-01-15 10:41:52 +00:00
CutSample.m header updated 2008-01-15 10:38:47 +00:00
DiffuseKalmanSmoother1.m header updated 2008-01-11 15:13:59 +00:00
DiffuseKalmanSmoother1_Z.m corrected bug in filter shock decomposition when kalman_algo = 4 2008-06-21 16:17:57 +00:00
DiffuseKalmanSmoother3.m header updated 2008-01-11 15:19:51 +00:00
DiffuseKalmanSmoother3_Z.m v4: fixed bug concerning handling of filter decomposition (decomp) in DiffuseKalmanSmoother1_Z. and DsgeSmoother.m 2008-05-01 15:41:15 +00:00
DiffuseKalmanSmootherH1.m header updated 2008-01-11 15:16:49 +00:00
DiffuseKalmanSmootherH3.m header updated 2008-01-16 15:54:47 +00:00
DiffuseKalmanSmootherH3corr.m header updated 2008-01-16 15:56:17 +00:00
DiffuseLikelihood1.m header updated 2008-01-11 14:26:33 +00:00
DiffuseLikelihood1_Z.m v4 added new triangular algorithm for diffuse kalman filter (options_.kalman_algo=4,5) 2008-01-27 09:34:20 +00:00
DiffuseLikelihood3.m header updated 2008-01-11 14:31:51 +00:00
DiffuseLikelihood3_Z.m v4 bug correction and correct smoother for new diffuse algorithm 2008-01-30 21:32:20 +00:00
DiffuseLikelihoodH1.m header updated 2008-01-11 14:22:41 +00:00
DiffuseLikelihoodH3.m header updated 2008-01-11 14:34:57 +00:00
DiffuseLikelihoodH3corr.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
DsgeLikelihood.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
DsgeLikelihood_hh.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
DsgeSmoother.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
DsgeVarLikelihood.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
GetAllPosteriorDraws.m header updated 2008-01-17 13:18:20 +00:00
GetOneDraw.m header updated 2008-01-11 13:50:16 +00:00
GetPosteriorParametersStatistics.m Changed posterior_moments (global variable options_ is not needed anymore, mh_conf_sig is a new input argument) + Cosmetic changes. 2008-05-19 13:22:57 +00:00
MakeAllFigures.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
McMCDiagnostics.m v4 McMCDiagnostics.m: fixed incorrect function name 2008-06-09 10:40:48 +00:00
PlotPosteriorDistributions.m header updated 2008-01-10 15:13:48 +00:00
PosteriorFilterSmootherAndForecast.m dynare_v4: exploitation of posterior distribution (unfinished) 2008-06-16 10:38:36 +00:00
PosteriorIRF.m Cosmetic change in var_sample_moments + Removed one global. 2008-06-17 21:44:00 +00:00
ReshapeMatFiles.m header updated 2008-01-28 15:42:09 +00:00
UnivariateSpectralDensity.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +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
bicgstab_.m New features: 2007-11-20 23:24:01 +00:00
bksup1.m header updated 2008-01-03 11:16:18 +00:00
bksupk.m header updated 2008-01-03 11:12:25 +00:00
bseastr.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
bvar_density.m header updated 2008-01-28 15:55:01 +00:00
bvar_forecast.m header updated 2008-03-03 10:52:19 +00:00
bvar_toolbox.m header updated 2008-01-17 16:25:06 +00:00
calib.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
calib_obj.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
calib_obj2.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
check.m header updated 2008-01-03 11:36:48 +00:00
check_model.m v4: cleanup unused function 2006-06-02 07:42:00 +00:00
check_name.m Bug corrections and cosmetic changes. 2008-06-24 17:13:36 +00:00
check_posterior_analysis_data.m Bug corrections and cosmetic changes. 2008-06-24 17:13:36 +00:00
cols.m Bug corrections and cosmetic changes. 2008-06-24 17:13:36 +00:00
compute_mh_covariance_matrix.m header updated 2008-01-17 11:10:12 +00:00
compute_model_moments.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
covariance_posterior_analysis.m Bug corrections and cosmetic changes. 2008-06-24 17:13:36 +00:00
csminit.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
csminwel.m v4 csminwel.m: setting values for return variables even if failure 2006-10-29 17:10:05 +00:00
csolve.m v4: csolve uses analytical Jacobian when possible 2007-11-27 14:16:13 +00:00
datatomfile.m v4: datatomfile.m: header correction 2008-02-20 19:45:34 +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 Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
dnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
dr1.m Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m 2008-06-19 09:45:28 +00:00
draw_prior_density.m header updated 2008-01-10 15:21:59 +00:00
dsample.m header updated 2008-01-29 13:46:45 +00:00
dsge_posterior_theoretical_covariance.m Bug corrections and cosmetic changes. 2008-06-24 17:13:36 +00:00
dsge_posterior_theoretical_variance_decomposition.m Bug corrections and cosmetic changes. 2008-06-24 17:13:36 +00:00
dsgevar_posterior_density.m Correction of bug in the definition of the dsge-var prior. 2008-03-18 10:28:53 +00:00
dy_date.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
dyn2vec.m header updated 2007-12-21 16:57:36 +00:00
dynare.m v4 matlab: 2008-05-27 09:46:44 +00:00
dynare_config.m v4 matlab: 2008-05-27 09:46:44 +00:00
dynare_estimation.m v4 matlab: removed useless asamin.m and added an error message for mode_compute=2 2008-06-23 10:58:32 +00:00
dynare_estimation_init.m trap for sensitivity analysis and empty datafile 2008-04-14 09:00:24 +00:00
dynare_graph.m header updated 2008-01-17 16:08:06 +00:00
dynare_graph_close.m header updated 2008-01-17 16:09:22 +00:00
dynare_graph_init.m header updated 2008-03-03 11:12:39 +00:00
dynare_m.exe v4: dropped Scilab support 2008-06-16 16:33:28 +00:00
dynare_resolve.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
dynare_sensitivity.m Impose redform=1 when morris=1; 2008-04-14 14:31:45 +00:00
dynare_solve.m header updated 2008-01-03 12:12:07 +00:00
dynare_version.m v4 adding dynare_version.m 2008-05-01 13:34:14 +00:00
dynasave.m v4: fixed bugs for dynasave 2008-05-02 13:54:59 +00:00
dynatype.m Bug correction. Initialization of deterministic simulations was buggy when we start from an arbitrary initial condition (ie when steady is not used after initval). 2008-02-07 10:50:31 +00:00
erase_compiled_function.m v4 matlab: 2008-05-23 14:45:37 +00:00
f_var.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
ff1_.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
ffill.m header updated 2008-01-28 14:28:06 +00:00
forcst.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
forcst2.m v4: adding forcst2.m 2008-05-02 04:49:44 +00:00
forcst2a.m v4: added forecast, updated dynare_m.exe 2008-05-01 12:04:48 +00:00
forcst_unc.m header updated 2008-01-17 16:05:08 +00:00
forecast.m v4: added forecast, updated dynare_m.exe 2008-05-01 12:04:48 +00:00
forecast_graphs.m v4: added forecast out of posterior mode (or maximum likelihood, non-tested) 2008-02-17 14:58:34 +00:00
formdata.m header updated 2008-03-03 11:16:47 +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
get_date_of_a_file.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
get_innovation_contemporaneous_impact.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
get_moments_size.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
get_name_of_the_last_mh_file.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
get_param_by_name.m v4 new function 2008-01-27 09:31:38 +00:00
get_posterior_parameters.m v4 get_posterior_parameters.m: bug correction 2008-05-02 18:37:05 +00:00
get_the_name.m modified header 2008-01-10 16:52:21 +00:00
get_variance_of_endogenous_variables.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
global_initialization.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
gmhmaxlik.m header updated 2008-01-17 13:04:35 +00:00
hessian.m header updated 2007-12-21 17:27:11 +00:00
hessian_sparse.m header updated 2008-01-29 13:50:02 +00:00
homotopy1.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
homotopy2.m v4 homotopy2.m: removed incorrect executable property 2008-06-16 07:51:15 +00:00
homotopy3.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
imcforecast.m v4 matlab: removed spurious svn:executable properties 2008-01-11 11:58:56 +00:00
indnv.m header updated 2008-01-28 14:37:50 +00:00
initial_estimation_checks.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
initvalf.m v4: fixing initvalf 2008-04-14 07:22:10 +00:00
inverse_gamma_specification.m header updated 2008-01-11 16:05:00 +00:00
irf.m header updated 2008-01-21 11:18:56 +00:00
ispd.m header updated 2008-01-17 13:06:54 +00:00
kalman_transition_matrix.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
kernel_density_estimate.m v4 kernel_density_estimate.m: replaced calls to inline() by anonymous functions (much faster) 2008-06-12 14:42:16 +00:00
lnsrch1.m header updated 2007-12-21 16:32:21 +00:00
lpdfgam.m header updated 2008-01-11 15:46:23 +00:00
lpdfgbeta.m header updated 2008-01-11 15:45:52 +00:00
lpdfig1.m header updated 2008-01-11 15:49:59 +00:00
lpdfig2.m header updated 2008-01-11 15:51:51 +00:00
lpdfnorm.m header updated 2008-01-11 15:57:20 +00:00
lyapunov_symm.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
make_ex_.m header updated 2007-12-20 16:27:02 +00:00
make_y_.m Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m 2008-06-19 09:45:28 +00:00
marginal_density.m header updated 2008-01-17 14:53:48 +00:00
mcforecast3.m v4 matlab: removed spurious svn:executable properties 2008-01-11 11:58:56 +00:00
mcompare.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
metropolis_draw.m header updated 2008-01-28 15:52:37 +00:00
metropolis_hastings_initialization.m Added multivariate student as a proposal distribution for the metropolis hastings. 2008-03-13 08:27:55 +00:00
mh_optimal_bandwidth.m Changed posterior_moments (global variable options_ is not needed anymore, mh_conf_sig is a new input argument) + Cosmetic changes. 2008-05-19 13:22:57 +00:00
mj_qgamma.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
mode_check.m header updated 2008-01-21 11:51:09 +00:00
mr_gstep.m glue for restricted Newton steps 2006-09-28 10:47:53 +00:00
mr_hessian.m Fixed bug when actual parameter value is NULL. 2008-05-29 15:15:32 +00:00
mult_elimination.m header updated 2008-03-03 11:26:03 +00:00
my_ordeig.m header updated 2008-01-28 14:50:59 +00:00
my_subplot.m header updated 2008-03-03 11:28:13 +00:00
newrat.m added restricted Newton steps 2006-09-28 10:47:17 +00:00
numgrad.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
osr.m v4 osr.m: use stoch_simul for output 2006-11-16 20:20:45 +00:00
osr1.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
osr_obj.m v4: changes around restricted state space representation 2006-09-17 15:23:45 +00:00
pgamma.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
plot_icforecast.m v4 matlab: removed spurious svn:executable properties 2008-01-11 11:58:56 +00:00
plot_priors.m header updated 2008-01-10 15:12:20 +00:00
pltorg.m posterior irf and bug corrections. New files : PosteriorIRF.m and GetOneDraw.m. 2005-09-26 12:40:14 +00:00
pm3.m Idem 1836 2008-05-19 13:27:17 +00:00
pnorm.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
posterior_analysis.m Bug corrections and cosmetic changes. 2008-06-24 17:13:36 +00:00
posterior_moments.m Changed posterior_moments (global variable options_ is not needed anymore, mh_conf_sig is a new input argument) + Cosmetic changes. 2008-05-19 13:22:57 +00:00
print_info.m header updated 2008-01-03 11:31:19 +00:00
prior_analysis.m header updated 2008-01-17 15:59:01 +00:00
prior_bounds.m header updated 2008-01-10 15:06:35 +00:00
prior_draw.m v4: corrected bug in prior_draw.m (inv-gamma2) 2008-05-02 04:55:06 +00:00
prior_posterior_statistics.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
priordens.m v4: corrected bug in prior_draw.m (inv-gamma2) 2008-05-02 04:55:06 +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
qr2.m Changed header text. 2008-05-16 16:10:30 +00:00
ramsey_dynamic.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
ramsey_policy.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
ramsey_static.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
rand_inverse_wishart.m header updated 2008-01-17 16:16:32 +00:00
rand_matrix_normal.m header updated 2008-01-21 16:15:02 +00:00
rand_multivariate_normal.m Added multivariate student as a proposal distribution for the metropolis hastings. 2008-03-13 08:27:55 +00:00
rand_multivariate_student.m Added multivariate student as a proposal distribution for the metropolis hastings. 2008-03-13 08:27:55 +00:00
random_walk_metropolis_hastings.m bug correction 2008-03-30 09:58:47 +00:00
read_data_.m header updated 2008-01-28 17:02:08 +00:00
read_variables.m header updated 2008-01-28 14:32:26 +00:00
recursive_moments.m Cosmetic changes and factorization of a division. 2008-05-16 15:59:41 +00:00
resid.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
resol.m Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m 2008-06-19 09:45:28 +00:00
restricted_steadystate.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
rndprior.m header updated 2008-01-29 13:20:25 +00:00
rows.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
rplot.m header updated 2008-01-29 13:52:37 +00:00
save_results.m header updated 2008-01-17 16:00:51 +00:00
sec2hms.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
selec_posterior_draws.m Computation of 2nd order posterior moments (depending on the size of the model the posterior distribution of dr is saved on disk). 2008-06-17 21:23:02 +00:00
selif.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
set_all_parameters.m v4 added missing ; in set_all_parameters.m 2008-02-17 10:33:25 +00:00
set_default_option.m header updated 2008-01-21 11:01:12 +00:00
set_param_value.m v4: new function set_param_value to set parameter values. Usefull when mixing Dynare and Matlab 2007-04-05 10:25:01 +00:00
set_parameters.m v4 bug corrections in dealing with measurement errors 2008-02-16 17:02:39 +00:00
set_prior.m header updated 2008-01-10 15:09:42 +00:00
set_shocks.m header updated 2008-01-29 13:30:25 +00:00
set_state_space.m header updated 2007-12-20 16:29:30 +00:00
set_stationary_variables_list.m Bug correction. 2007-10-10 16:11:55 +00:00
sim1.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
simk.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
simul.m Correction of a bug related to the previous commit (the initialization of the path is given by the solution of the first order approximation of the model iff there is no deterministic shocks). 2008-02-11 15:04:31 +00:00
simult.m header updated 2007-12-21 17:06:34 +00:00
simult_.m For deterministic simulations of a path between an arbitrary initial condition and the steady state, the path is initialized with the solution obtained from a first order approximation of the model => The number of iterations required for the convergence of the Newton is less important, and on a simple growth model with CES technology I observe also a reduction of the error size. 2008-02-11 14:42:46 +00:00
size_of_the_reduced_form_model.m Computation of 2nd order posterior moments (depending on the size of the model the posterior distribution of dr is saved on disk). 2008-06-17 21:23:02 +00:00
solve1.m header updated 2008-01-03 12:21:25 +00:00
steady.m v4 matlab+preprocessor: the three homotopy modes should now work 2008-03-31 16:19:16 +00:00
steady_.m v4 matlab+preprocessor: 2008-06-06 14:01:02 +00:00
stoch_simul.m Set options_.replic equal to one if the model is linear or if a first order approximation is used. The default value was (for second order *and* first order approximations) 50, and this bug was dramatically slowing down the stochastic simulations (when we simulate time series with thousands of periods). 2007-10-04 15:36:00 +00:00
subset.m bug correction 2006-11-17 16:27:33 +00:00
symmetric_matrix_index.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
table.m dynare_v4 from CVS 2005-02-18 19:54:39 +00:00
th_autocovariances.m Added new functions for posterior distribution processing (second order moments) + Removed global variables. 2008-06-21 08:33:31 +00:00
transition_matrix.m header updated 2008-01-03 11:48:28 +00:00
uniform_specification.m header updated 2008-01-11 16:01:00 +00:00
var_sample_moments.m Cosmetic change in var_sample_moments + Removed one global. 2008-06-17 21:44:00 +00:00
variance_decomposition_posterior_analysis.m Bug corrections and cosmetic changes. 2008-06-24 17:13:36 +00:00
writedata.m New release of deterministic simulation. 2007-06-01 11:43:49 +00:00
writedata_text.m Adding Markowitz criteria in the linear solver (new option in simul: "Markowitz=val" - with val a strictly positive real) 2007-06-03 22:35:30 +00:00