..
doc
adding dynare_v4/matlab/doc with m2html documentation
2006-06-27 19:46:58 +00:00
ChangeLog
dynare_v4 from CVS
2005-02-18 19:54:39 +00:00
CheckPath.m
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
v4: more changes related to new filter
2008-02-04 17:52:16 +00:00
DiffuseKalmanSmoother3.m
header updated
2008-01-11 15:19:51 +00:00
DiffuseKalmanSmoother3_Z.m
v4: more changes related to new filter
2008-02-04 17:52:16 +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
header updated
2008-03-03 10:37:14 +00:00
DsgeLikelihood_hh.m
header updated
2008-03-03 10:43:43 +00:00
DsgeSmoother.m
header updated
2008-03-03 11:10:16 +00:00
DsgeVarLikelihood.m
Bug correction.
2008-03-27 09:19:38 +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
header updated
2008-01-21 17:04:24 +00:00
MakeAllFigures.m
dynare_v4 from CVS
2005-02-18 19:54:39 +00:00
McMCDiagnostics.m
header updated
2008-01-21 17:29:24 +00:00
PlotPosteriorDistributions.m
header updated
2008-01-10 15:13:48 +00:00
PosteriorFilterSmootherAndForecast.m
The dimension of the last saved stock matrix has to be variable, not fixed.
2008-04-10 08:53:36 +00:00
PosteriorIRF.m
header updated
2008-01-21 17:06:21 +00:00
ReshapeMatFiles.m
header updated
2008-01-28 15:42:09 +00:00
UnivariateSpectralDensity.m
Added theoretical spectral density (in stoch_simul.m)
2006-05-24 16:46:32 +00:00
asamin.m
dynare_v4 from CVS
2005-02-18 19:54:39 +00:00
beta_rnd.m
dynare_v4 from CVS
2005-02-18 19:54:39 +00:00
bfgsi.m
dynare_v4 from CVS
2005-02-18 19:54:39 +00:00
bicgstab.m
dynare_v4 from CVS
2005-02-18 19:54:39 +00:00
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
New features:
2007-11-20 23:24:01 +00:00
calib_obj2.m
dynare_v4 from CVS
2005-02-18 19:54:39 +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
compute_mh_covariance_matrix.m
header updated
2008-01-17 11:10:12 +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
v4 disp_th_moments.m: corrected bug with non stationary variables
2006-07-09 08:46:46 +00:00
dnorm.m
dynare_v4 from CVS
2005-02-18 19:54:39 +00:00
dr1.m
v4: removed use of ordqz and reinstated 2007b/mjdgges.mexw32
2008-01-18 19:59:10 +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
header updated
2008-01-17 15:45:44 +00:00
dsge_posterior_theoretical_variance_decomposition.m
header updated
2008-01-17 15:47:36 +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+preprocessor: fix display of preprocessor error message (was truncated by Matlab if too long)
2008-04-02 15:01:52 +00:00
dynare_estimation.m
v4 : dynare_estimation.m: corrected bug with load_mh_file
2008-03-30 08:33:59 +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: fixing initvalf
2008-04-14 07:22:10 +00:00
dynare_resolve.m
header updated
2008-01-28 14:46:20 +00:00
dynare_sensitivity.m
Default empty list of names and use of ':' for all names;
2008-04-14 09:14:37 +00:00
dynare_solve.m
header updated
2008-01-03 12:12:07 +00:00
dynasave.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
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
New release of deterministic simulation.
2007-06-01 11:43:49 +00:00
f_var.m
dynare_v4 from CVS
2005-02-18 19:54:39 +00:00
ff1_.m
header updated
2008-01-29 13:34:02 +00:00
ffill.m
header updated
2008-01-28 14:28:06 +00:00
forcst.m
v4: added forecast out of posterior mode (or maximum likelihood, non-tested)
2008-02-17 14:58:34 +00:00
forcst_unc.m
header updated
2008-01-17 16:05:08 +00:00
forecast.m
v4 forecast.m: bug correction when var_list is empty
2008-02-20 13:12:58 +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_innovation_contemporaneous_impact.m
header updated
2008-01-17 15:53:58 +00:00
get_param_by_name.m
v4 new function
2008-01-27 09:31:38 +00:00
get_posterior_parameters.m
header updated
2008-01-21 16:25:00 +00:00
get_the_name.m
modified header
2008-01-10 16:52:21 +00:00
get_variance_of_endogenous_variables.m
header updated
2008-01-29 13:25:26 +00:00
global_initialization.m
v4: added options for homotopy
2008-03-24 08:56:48 +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: allow syntax of homotopy_setup without initial value
2008-04-03 16:22:52 +00:00
homotopy2.m
v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value
2008-04-03 16:22:52 +00:00
homotopy3.m
v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value
2008-04-03 16:22:52 +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
header updated
2008-01-21 12:17:46 +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
header updated
2008-01-24 14:45:58 +00:00
kernel_density_estimate.m
header updated
2008-01-21 12:09:31 +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
header updated
2008-01-21 17:10:47 +00:00
make_ex_.m
header updated
2007-12-20 16:27:02 +00:00
make_y_.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
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
header updated
2008-01-28 15:48:50 +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
v4 added M.Ratto's change to diffuse filter/smoother and optmizer
2006-03-03 13:13:00 +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 osr1: correcting the correction ...
2007-06-20 13:57:31 +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
v4: corrected bugs for option SMOOTHER. There are still problems with variable and file names
2007-12-13 20:34:07 +00:00
pnorm.m
dynare_v4 from CVS
2005-02-18 19:54:39 +00:00
posterior_moments.m
header updated
2008-01-10 15:28:03 +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
header updated
2008-01-21 17:16:02 +00:00
priordens.m
header modifier
2008-01-10 15:03:35 +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
header updated
2008-01-17 11:06:49 +00:00
qzdiv.m
dynare_v4 from CVS
2005-02-18 19:54:39 +00:00
qzswitch.m
dynare_v4 from CVS
2005-02-18 19:54:39 +00:00
ramsey_dynamic.m
v4 ramsey_dynamic.m: added missing semi-colons
2008-03-12 16:46:51 +00:00
ramsey_policy.m
v4: new function for ramsey_policy; correction in ramsey_dynamic.m
2007-06-30 06:33:17 +00:00
ramsey_static.m
header updated
2008-01-28 14:34:20 +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
header updated
2008-01-17 11:05:49 +00:00
resid.m
The global ys0_ is useless now...
2008-01-24 14:12:39 +00:00
resol.m
header updated
2008-01-03 12:00:54 +00:00
restricted_steadystate.m
bug correction in restricted_steadystate.m
2006-09-15 14:31:12 +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
header updated
2008-01-17 15:52:13 +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
header updated
2007-12-20 16:21:18 +00:00
simk.m
header updated
2007-12-20 15:48:12 +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
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
header updated
2008-01-10 14:29:29 +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
sylvester3.m
dynare_v4 from CVS
2005-02-18 19:54:39 +00:00
sylvester3a.m
dynare_v4 from CVS
2005-02-18 19:54:39 +00:00
table.m
dynare_v4 from CVS
2005-02-18 19:54:39 +00:00
th_autocovariances.m
v4 th_autocovariances.m: corrected bug in case of multiple unit roots
2008-03-29 08:52:00 +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
header updated
2008-01-17 13:08:50 +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