dynare/matlab
Stéphane Adjemian (Charybdis) f932fc8c78 Return the whole simulated paths instead of only the contemporaneous reaction of the endogenous variables.
Otherwise we can not test the number of periods and we cannot use the previous solution
to initialize the following (stochastic) perfect foresight problem.
2012-03-08 12:49:04 +01:00
..
@dynDate Changed name of dynDates class to dynDate. dynDates will be used latter for irregular and unsorted sequence of dates. 2011-10-21 11:38:45 +02:00
@dynDates Changed unitary test. 2011-10-21 11:38:46 +02:00
@dynSeries Changed name of dynDates class to dynDate. dynDates will be used latter for irregular and unsorted sequence of dates. 2011-10-21 11:38:45 +02:00
@dynTime Changed unitary test. 2011-10-21 11:38:46 +02:00
AIM Update header for AIM files 2011-09-27 16:15:49 +02:00
distributions update copyright dates for files already modified in 2012 2012-01-04 14:42:06 +01:00
ep now extended_path with order = 0 calls solve_perfect_foresight_model() 2012-03-05 12:35:55 +01:00
gensylv Removed annoying display. 2011-06-23 17:48:09 +02:00
gsa Improved display of bivariate projections when pprior=0, 2012-02-06 16:01:09 +01:00
kalman fixing bug in recent commit 919c2f8fb4 2012-01-23 16:24:47 +01:00
kronecker Updated internal documentation (new format). 2011-09-05 18:57:42 +02:00
missing Move 'nanmean' under 'matlab/missing' and add the necessary logic 2011-09-27 16:59:21 +02:00
ms-sbvar MS-SBVAR: support non 4 digit years (fix thanks to Margarita Zabelina) 2012-02-02 12:30:50 +01:00
parallel security checks before removing remote folders 2012-02-10 22:44:09 +01:00
partial_information Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
particle Parallelization of local_state_space_iteration_2 (used in non linear filters). 2012-03-05 23:11:49 +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
utilities Fixed bug related to the path to the testes routine. 2012-03-04 22:07:27 +01:00
AHessian.m bug fixes in analytic likelihood scores. 2011-11-07 09:18:26 +01:00
CheckPath.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
CutSample.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
DsgeSmoother.m fixing bug with smoother with univariate filters 2011-11-02 14:02:12 +01:00
DsgeVarLikelihood.m Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410). 2011-09-22 11:17:31 +02:00
GetAllPosteriorDraws.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
GetOneDraw.m Fixed bugs related to global sensitivity analysis. 2011-02-25 09:27:33 +01:00
GetPosteriorParametersStatistics.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
MakeAllFigures.m Updated copyright notices 2011-02-04 17:27:33 +01:00
McMCDiagnostics.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +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 added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
PosteriorFilterSmootherAndForecast.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
PosteriorIRF.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
PosteriorIRF_core1.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
PosteriorIRF_core2.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
ReshapeMatFiles.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
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 Updated copyright notices 2011-02-04 17:27:33 +01:00
adaptive_metropolis_hastings.m now adaptive Metropolis creates a sequence of adaptive_metropolis_proposal_NN.mat files keeping track of covariance updates. adaptive Metropolis can now be continued in subsequent runs 2011-08-15 15:27:30 +02:00
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
bfgsi.m Updated copyright notices 2011-02-04 17:27:33 +01:00
bicgstab_.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
bksup0.m Added files for extended path simulations. 2009-11-03 13:45:52 +00:00
bksup1.m sim1.m, bksup1.m: removed global variables, other minor cleanups 2010-10-13 18:51:56 +02:00
bksupk.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
block_bytecode_mfs_steadystate.m Get rid of global variables 2011-11-25 13:07:50 +01:00
block_mfs_steadystate.m Get rid of global variables 2011-11-25 13:07:50 +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 Updated copyright notices 2011-02-04 17:27:33 +01:00
bvar_irf.m Updated copyright notices 2011-02-04 17:27:33 +01:00
bvar_toolbox.m Added missing comma 2011-09-09 17:24:03 +02:00
bytecode_steadystate.m Get rid of global variables 2011-11-25 13:07:50 +01:00
cartesian_product_of_sets.m Added two routines for evaluating multivariate integrals with gaussian quadratures. 2011-12-16 11:42:03 +01:00
check.m Fixed bugs. 2011-09-17 13:33:57 +02:00
check_list_of_variables.m Updated copyright notices 2011-02-04 17:27:33 +01:00
check_model.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
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 added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
cmaes.m Add CMAES (Ticket #245) for mode optimization 2012-03-04 22:07:26 +01:00
compute_mh_covariance_matrix.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +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
conditional_variance_decomposition.m added an error if periods in conditional_variance_decomposition option 2011-11-20 15:13:05 +01:00
conditional_variance_decomposition_mc_analysis.m Updated copyright notices 2011-02-04 17:27:33 +01:00
convertAimCodeToInfo.m Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
correlation_mc_analysis.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
cosn.m Removed trap which sometimes gives problems. 2011-05-02 11:03:56 +02:00
covariance_mc_analysis.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
csminit1.m Fix function name in header 2011-09-09 14:46:05 +02:00
csminwel1.m Renamed some files related to csminwel 2011-06-23 15:57:06 +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
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
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 removing options_.discount_factor that is replaced by parameter optimal_policy_discount_factor 2011-05-24 16:02:42 +02:00
discretionary_policy_engine.m discretionary policy: made returned info values compatible with Dynare 2011-04-05 13:50:21 +02:00
disp_dr.m Correct a bug in the printout of the decision rule 2011-10-12 14:48:28 +02:00
disp_identification.m small bug fix 2011-11-05 11:09:10 +01:00
disp_model_summary.m replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
disp_moments.m Allow non-integer values for hp_filter parameter 2011-09-08 17:29:49 +02:00
disp_steady_state.m Updated copyright notices 2011-02-04 17:27:33 +01:00
disp_th_moments.m Allow non-integer values for hp_filter parameter 2011-09-08 17:29:49 +02:00
display_conditional_variance_decomposition.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dr1.m removing options_ and oo_ from dr1.m output arguments 2012-01-08 18:51:51 +01:00
dr_block.m Adds fixed point solvers for Sylvester and Lyapunov equations 2012-03-06 12:03:23 +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 Adds fixed point solvers for Sylvester and Lyapunov equations 2012-03-06 12:03:23 +01:00
dsge_likelihood_hh.m calling always multivariate Kalman filter first, even if univariate 2012-01-22 18:59:19 +01:00
dsge_posterior_kernel.m Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve. 2011-09-19 16:41:53 +02:00
dsge_simulated_theoretical_conditional_variance_decomposition.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
dsge_simulated_theoretical_correlation.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
dsge_simulated_theoretical_covariance.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
dsge_simulated_theoretical_variance_decomposition.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
dsgevar_posterior_density.m Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410). 2011-09-22 11:17:31 +02:00
dy_date.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dyn2vec.m Updated copyright notices 2011-02-04 17:27:33 +01:00
dyn_diag_vech.m v4.2: changed vech functions names to avoid conflict with other toolboxes 2010-01-23 16:55:28 +00:00
dyn_figure.m Added utilities for dynare figure creation and saving. 2012-01-12 17:46:40 +01:00
dyn_forecast.m Store histval information for endogenous in M_.endo_histval 2011-12-28 11:35:22 +01:00
dyn_ramsey_static.m fixing problem with Ramsey policy and auxiliary variables 2012-02-02 12:04:41 +01:00
dyn_saveas.m Added utilities for dynare figure creation and saving. 2012-01-12 17:46:40 +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 Removed internal documentation an unitary test options from the dynare command. Created instead 2011-09-12 11:46:14 +02:00
dynare_config.m Added routine to compute one step ahead state space iteration (mex and m). The state space 2012-03-04 22:07:27 +01:00
dynare_estimation.m fixing bug in prior_posterior_statistics.m and in recursive estimation 2011-10-21 22:06:09 +02:00
dynare_estimation_1.m Bug fix. When the estimation command is used, do not issue an error message if options_.order>1. In this 2012-03-05 14:56:02 +01:00
dynare_estimation_init.m Added missing field in bayestopt_ (restrict_var_list, indices for the state and observed variables). 2012-03-04 22:12:59 +01:00
dynare_gradient.m Updated copyright notices 2011-02-04 17:27:33 +01:00
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 added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
dynare_resolve.m Changed the name of DsgeLikelihood (-> dsge_likelihood). 2011-12-26 17:46:48 +01:00
dynare_sensitivity.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
dynare_solve.m fix to license call (checkout only works for Matlab version >= 2011a) 2012-01-09 11:57:47 +01:00
dynare_solve_block_or_bytecode.m fixed bug in calling solve_one_boundary (introduced in 12187710e7) 2011-11-28 14:18:02 +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 improved dyntable.m 2011-04-18 11:25:55 +02:00
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 Changed the name of DsgeLikelihood (-> dsge_likelihood). 2011-12-26 17:46:48 +01:00
evaluate_planner_objective.m Changed the order of the output arguments in kronecker product related mex routines. 2011-09-05 18:57:42 +02:00
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 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
evaluate_smoother.m Removed globals from resol.m (changed calling sequence). Added texinfo header. 2011-09-17 12:53:38 +02:00
evaluate_static_model.m Need to evaluate the recursive blocks to compute the temporary terms 2012-02-17 10:38:39 +01:00
evaluate_steady_state.m Removed useless else statement. 2012-03-06 22:54:21 +01:00
evaluate_steady_state_file.m When using steady state in the old format, M_ should be updated beforehand. 2011-11-07 09:14:26 +01:00
f_var.m Updated copyright notices 2011-02-04 17:27:33 +01:00
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 fixing bug in forecast HPD interval 2011-10-27 22:08:10 +02:00
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 Removed globals from resol.m (changed calling sequence). Added texinfo header. 2011-09-17 12:53:38 +02:00
forecast_graphs.m Updated copyright notices 2011-02-04 17:27:33 +01:00
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 Added unitary test. 2011-12-19 15:54:30 +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 Adds fixed point solvers for Sylvester and Lyapunov equations 2012-03-06 12:03:23 +01:00
getH.m Extended for second order derivatives and full Hessian. 2011-11-05 11:04:08 +01:00
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 Added output arguments needed for analytic scores. 2011-04-12 17:37:02 +02:00
getPowerDeriv.m bug fix: getPowerDeriv not accessible from modfile.m 2011-07-19 14:35:35 +02:00
get_Hessian.m Extension to full Hessian (partial commit, to be debugged). 2011-11-05 11:08:00 +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_moments_size.m Fixed function header 2011-12-14 14:43:17 +01:00
get_name_of_the_last_mh_file.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
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 Removed global from prior_bounds. Added texinfo header. 2011-09-14 23:41:37 +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_variance_of_endogenous_variables.m Updated copyright notices 2011-02-04 17:27:33 +01:00
global_initialization.m Changed defaults related to extended path. Removed some unused options. 2012-03-08 12:45:53 +01:00
gmhmaxlik.m Replace waitbar by dyn_waitbar. 2011-12-20 16:59:44 +01:00
graph_decomp.m shock_decomposition: bug correction 2011-04-30 19:52:26 +02:00
hess_element.m Updated copyright notices 2011-02-04 17:27:33 +01:00
hessian.m Added a test on the first input argument. If func is a function handle, then str2func should not be used. 2011-09-20 10:21:40 +02:00
homotopic_steps.m Updated copyright notices 2011-02-04 17:27:33 +01:00
homotopy1.m fixing more problems with steady state refactoring 2011-10-13 17:14:41 +02:00
homotopy2.m fixing more problems with steady state refactoring 2011-10-13 17:14:41 +02:00
homotopy3.m fixing more problems with steady state refactoring 2011-10-13 17:14:41 +02:00
ident_bruteforce.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
identification_analysis.m Changed the name of DsgeLikelihood (-> dsge_likelihood). 2011-12-26 17:46:48 +01:00
identification_checks.m Fine tuning of checks of the rank condition 2011-09-01 11:16:42 +02:00
imcforecast.m corrected bug linked to new handling of datasets 2011-11-01 16:44:31 +01:00
independent_metropolis_hastings.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
independent_metropolis_hastings_core.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
indnv.m Updated copyright notices 2011-02-04 17:27:33 +01:00
initial_estimation_checks.m adding comment explaining initialization of persistent variable 2012-01-09 21:23:17 +01:00
initialize_from_mode.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
initvalf.m Updated copyright notices 2011-02-04 17:27:33 +01:00
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 Add MEXEXT define to build system, adapt relevant DLL and Windows packaging 2012-01-09 12:39:09 +01:00
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 Corrections for steady_state operator bug with bytecode. lnsrch1_wrapper_one_boundary, omitted in the previous commit, is now corrected. 2011-03-16 09:59:40 +01:00
lnsrch1_wrapper_two_boundaries.m new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken. 2011-03-13 17:06:57 +01:00
long_run_variance.m Updated copyright notices 2011-02-04 17:27:33 +01:00
lpdfgam.m Added analytic derivatives for prior distributions. 2011-11-05 10:32:37 +01:00
lpdfgbeta.m errors fixed in 2nd order derivatives 2011-11-07 09:17:56 +01:00
lpdfig1.m errors fixed in 2nd order derivatives 2011-11-07 09:17:56 +01:00
lpdfig2.m Added analytic derivatives for prior distributions. 2011-11-05 10:32:37 +01:00
lpdfnorm.m Added analytic derivatives for prior distributions. 2011-11-05 10:32:37 +01:00
lyapunov_symm.m Adds fixed point solvers for Sylvester and Lyapunov equations 2012-03-06 12:03:23 +01:00
make_ex_.m Removed useless calls to set_default_options. 2011-12-02 12:14:38 +01:00
make_y_.m Store histval information for endogenous in M_.endo_histval 2011-12-28 11:35:22 +01:00
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 Fixed bug. 2011-05-05 17:51:40 +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 added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
metropolis_hastings_initialization.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
metropolis_run_analysis.m permits analysis of incomplete Metropolis run 2011-10-13 17:12:54 +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 added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
mh_optimal_bandwidth.m octave fix; 2011-10-25 17:59:00 +02:00
minus_logged_prior_density.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
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 Fixed texinfo header. 2012-03-05 23:11:49 +01:00
model_comparison.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
model_diagnostics.m Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
model_info.m Corrects a bug with model_info under Octave 2011-09-16 17:24:11 +02:00
moment_function.m Bug fixes. 2010-02-17 18:27:20 +01:00
moments.m Updated copyright notices 2011-02-04 17:27:33 +01:00
mr_gstep.m added info about each parameter for the sequence of univariate iterations. 2012-02-10 17:37:02 +01:00
mr_hessian.m Re-introduced a small selection of variables to save. 2011-11-04 09:23:10 +01:00
mult_elimination.m improve output of mult_elimination 2011-05-11 08:16:27 +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 Updated copyright notices 2011-02-04 17:27:33 +01:00
newrat.m Revert "added calls to re-initialize persistent variable 'penalty' in dsge_likelihood() and dsge_likelihood_hh() before calling the optimizer" 2012-01-09 20:47:11 +01:00
non_linear_dsge_likelihood.m Fixed bug (cost_flag->exit_flag). 2012-03-04 22:13:00 +01:00
numgrad2.m g0 has to be initialized 2012-02-17 10:41:42 +01:00
numgrad3.m Updated copyright notices 2011-02-04 17:27:33 +01:00
numgrad5.m Updated copyright notices 2011-02-04 17:27:33 +01:00
octave_ver_less_than.m attempt to fix occasional problem with octave_ver_less_than.m 2011-12-09 17:45:52 +01:00
osr.m Updated copyright notices 2011-02-04 17:27:33 +01:00
osr1.m factoring out steady-state computations; steady_state_model now 2011-10-12 21:51:14 +02:00
osr_obj.m Removed globals from resol.m (changed calling sequence). Added texinfo header. 2011-09-17 12:53:38 +02:00
perfect_foresight_simulation.m Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
plot_icforecast.m plot_conditional_forecast: add an error message under Octave <= 3.2 2011-10-21 18:15:35 +02:00
plot_identification.m Identification is made compatible with octave. 2011-10-27 13:09:26 +02:00
plot_priors.m + Removed globals from get_the_name routine. Added texinfo header. 2011-09-14 23:41:37 +02:00
pltorg.m Updated copyright notices 2011-02-04 17:27:33 +01:00
pm3.m under parallel execution do not do parallel plots when some slave is octave, irrespective to master being matlab. 2011-04-06 14:22:34 +02:00
pm3_core.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
posterior_analysis.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
posterior_moments.m making sure variance of subsample is not very small before computing kernel density 2011-03-28 09:17:36 +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 matlab: add missing error code 2012-01-30 18:04:24 +01:00
prior_analysis.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
prior_bounds.m Fixed typo. 2011-09-17 14:09:48 +02:00
prior_draw.m Updated copyright notices 2011-02-04 17:27:33 +01:00
prior_posterior_statistics.m * bug fix when posterior filter or forecast are not triggered. (thanks to Daniel from the Dynare Forum) 2012-01-12 17:48:29 +01:00
prior_posterior_statistics_core.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
prior_sampler.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
priordens.m provisions for analytic 1st and 2nd derivatives 2011-11-07 09:17:38 +01:00
qmc_sequence.m Updated header. Added unitary test. 2011-12-23 12:12:13 +01:00
qr2.m Updated copyright notices 2011-02-04 17:27:33 +01:00
qzdiv.m use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time) 2011-02-10 15:54:23 +01:00
qzswitch.m use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time) 2011-02-10 15:54:23 +01:00
ramsey_policy.m fixing evaluation of objective function under optimal policy 2011-05-24 16:02:42 +02:00
random_walk_metropolis_hastings.m adding a first attempt for adaptive Metropolis Hastings 2011-07-24 19:52:05 +02:00
random_walk_metropolis_hastings_core.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
read_data_.m replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
read_variables.m improving data reading function to avoid name conflicts 2011-11-03 10:18:39 +01:00
recursive_moments.m Updated copyright notices 2011-02-04 17:27:33 +01:00
reduced_rank_cholesky.m Added routine performing reduced rank Cholesky factorization. 2011-12-27 17:55:05 +01:00
resid.m Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
resol.m removing options_ and oo_ from dr1.m output arguments 2012-01-08 18:51:51 +01:00
restricted_steadystate.m Updated copyright notices 2011-02-04 17:27:33 +01:00
reversed_extended_path.m Fixed bug introduced while removing variables from resol.m. 2011-09-17 15:24:04 +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 Fix crash of rplot with models with no lags (fixed #71) 2009-12-18 09:39:53 +00:00
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 bug fixes in analytic likelihood scores. 2011-11-07 09:18:26 +01:00
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 Updated copyright notices 2011-02-04 17:27:33 +01:00
set_default_option.m Updated copyright notices 2011-02-04 17:27:33 +01:00
set_dynare_seed.m Fixed compatibility problem with MATLAB <= 7.3 2011-02-21 12:05:48 +01:00
set_dynare_threads.m Parallelization of local_state_space_iteration_2 (used in non linear filters). 2012-03-05 23:11:49 +01:00
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 added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
set_shocks.m allowing for vector of deterministic shocks 2011-10-13 21:55:55 +02:00
set_state_space.m fixed bug at order 2, when a variable is absent at the current period; 2011-11-26 19:29:57 +01:00
set_stationary_variables_list.m Clean-up last remnants of unit_root_vars (Closes: #167) 2011-10-14 16:22:47 +02:00
shock_decomposition.m allowing historical time in shock decomposition 2011-04-18 11:25:55 +02:00
sim1.m Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
sim1a.m new algorithm for deterministic simulations. Not yet integrated into 2012-01-28 16:17:59 +01:00
simk.m Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
simplex_optimization_routine.m Deleted trailing white spaces. 2012-03-04 22:12:59 +01:00
simul.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
simulated_moment_uncertainty.m added missing utility for identification 2010-10-11 17:14:49 +02:00
simulated_moments_estimation.m explicit mat extension with save (octave compatibility) 2011-04-06 13:08:22 +02:00
simult.m Initialize empirical simulations with information provided in histval 2011-12-21 18:37:45 +01:00
simult_.m Fix simult_.m when order=3 but k_order_solver has not been specified 2011-10-27 16:45:17 +02:00
simultxdet.m Updated copyright notices 2011-02-04 17:27:33 +01:00
size_of_the_reduced_form_model.m Updated copyright notices 2011-02-04 17:27:33 +01:00
smm_objective.m Removed globals from check routine. Added texinfo header. 2011-09-17 12:53:38 +02:00
solve1.m Updated copyright notices 2011-02-04 17:27:33 +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 Fixed bugs in routines related to the extended path algorithm. 2012-03-04 22:09:18 +01:00
solve_stochastic_perfect_foresight_model.m Return the whole simulated paths instead of only the contemporaneous reaction of the endogenous variables. 2012-03-08 12:49:04 +01:00
solve_two_boundaries.m Get rid of global variables 2011-11-25 13:07:50 +01:00
steady.m Remove spurious initialization of oo_.endo_simul in steady 2011-12-28 10:52:16 +01:00
steady_.m factoring out steady-state computations; steady_state_model now 2011-10-12 21:51:14 +02:00
stoch_simul.m Store histval information for endogenous in M_.endo_histval 2011-12-28 11:35:22 +01:00
stoch_simul_sparse.m Store histval information for endogenous in M_.endo_histval 2011-12-28 11:35:22 +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 No longer report momemts in stoch_simul with order>=3 if periods not specified 2011-10-27 18:03:42 +02:00
thet2tau.m Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410). 2011-09-22 11:17:31 +02:00
trace_plot.m added dname as argument to CheckPath function and changed all calls to 2011-12-15 17:35:27 +01:00
transition_matrix.m Updated copyright notices 2011-02-04 17:27:33 +01:00
uniform_specification.m use || and && as opposed to | and & where appropriate 2011-02-16 15:14:38 +01:00
user_has_matlab_license.m Fix crash on older MATLAB introduced in previous commit 2012-01-09 12:15:43 +01:00
var_sample_moments.m Updated copyright notices 2011-02-04 17:27:33 +01:00
variance_decomposition_mc_analysis.m Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 2009-12-16 17:17:34 +00:00
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 Identification is made compatible with octave. 2011-10-27 13:09:26 +02:00
warning_config.m In MATLAB >= 7.7, don't display a warning if we use deprecated interface to set seed of random number generators 2010-04-06 16:52:05 +02:00
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