ChangeLog 17.4 KB
Newer Older
michel's avatar
michel committed
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
:ext:pythie.cepremap.cnrs.fr/var/lib/cvs
2004-03-31  michel@MICHEL-LAT  <michel@michel-lat>

	* dynare.m: set path for c:\dynare_v4\matlab

2004-03-30  benzougar  <benzougar@michel-lat>

	* sim1.m: global variable start_simul removed : defined only here

	* not_used/ff1_.m:
	Moving this file to main root dir  : ff1_.m is used by dr1.m, m2html fails
	declaring this file unused.

	* ff1_.m:
	Moving this file from not_used  : ff1_.m is used by dr1.m, m2html fails
	declaring this file unused.

2004-03-29  michel@MICHEL-LAT  <michel@michel-lat>

	* ChangeLog, not_used/brm.m, not_used/cols.m: *** empty log message ***

	* not_used/datatomfile.m, not_used/diffext.m, not_used/equiv.m, not_used/ff1_.m, not_used/ff2_.m, not_used/ff2a_.m, not_used/ff_simul.m, not_used/ff_simul1.m, not_used/ff_simul2.m, not_used/fff.m, not_used/fs_dyn.m, not_used/fx_.m, not_used/hessext.m, not_used/hpfast.m, not_used/jacob2.m, not_used/lpdfig.m, not_used/pdfig.m, not_used/reshapel.m, not_used/resid0.m, not_used/rfrot.m, not_used/set_start_date.m, not_used/testifft.m, not_used/transition_matrix.m, not_used/var_index.m, not_used/var_state_index.m:
	registering unreferenced functions

:ext:pythie.cepremap.cnrs.fr/var/lib/cvs
2004-03-29  michel@MICHEL-LAT  <michel@michel-lat>

	* not_used/datatomfile.m, not_used/diffext.m, not_used/equiv.m, not_used/ff1_.m, not_used/ff2_.m, not_used/ff2a_.m, not_used/ff_simul.m, not_used/ff_simul1.m, not_used/ff_simul2.m, not_used/fff.m, not_used/fs_dyn.m, not_used/fx_.m, not_used/hessext.m, not_used/hpfast.m, not_used/jacob2.m, not_used/lpdfig.m, not_used/pdfig.m, not_used/reshapel.m, not_used/resid0.m, not_used/rfrot.m, not_used/set_start_date.m, not_used/testifft.m, not_used/transition_matrix.m, not_used/var_index.m, not_used/var_state_index.m:
	registering unreferenced functions

2004-03-27  michel@MICHEL-LAT  <michel@michel-lat>

	* ChangeLog, dr1.m, sylvester3a.m, th_autocovariances.m:
	merged changes in r0327

	* ChangeLog, brm.m, cols.m, datatomfile.m, diffext.m, equiv.m, ff1_.m, ff2_.m, ff2a_.m, ff_simul.m, ff_simul1.m, ff_simul2.m, fff.m, fs_dyn.m, fx_.m, hessext.m, hpfast.m, jacob2.m, lpdfig.m, pdfig.m, reshapel.m, resid0.m, rfrot.m, set_start_date.m, testifft.m, transition_matrix.m, var_index.m, var_state_index.m:
	*** empty log message ***

	* brm.m, cols.m, datatomfile.m, diffext.m, equiv.m, ff1_.m, ff2_.m, ff2a_.m, ff_simul.m, ff_simul1.m, ff_simul2.m, fff.m, fs_dyn.m, fx_.m, hessext.m, hpfast.m, jacob2.m, lpdfig.m, pdfig.m, reshapel.m, resid0.m, rfrot.m, set_start_date.m, testifft.m, transition_matrix.m, var_index.m, var_state_index.m:
	adding abdel change

	* brm.m, cols.m, datatomfile.m, diffext.m, equiv.m, ff1_.m, ff2_.m, ff2a_.m, ff_simul.m, ff_simul1.m, ff_simul2.m, fff.m, fs_dyn.m, fx_.m, hessext.m, hpfast.m, jacob2.m, lpdfig.m, not_used/brm.m, not_used/cols.m, not_used/datatomfile.m, not_used/diffext.m, not_used/equiv.m, not_used/ff1_.m, not_used/ff2_.m, not_used/ff2a_.m, not_used/ff_simul.m, not_used/ff_simul1.m, not_used/ff_simul2.m, not_used/fff.m, not_used/fs_dyn.m, not_used/fx_.m, not_used/hessext.m, not_used/hpfast.m, not_used/jacob2.m, not_used/lpdfig.m, not_used/pdfig.m, not_used/reshapel.m, not_used/resid0.m, not_used/rfrot.m, not_used/set_start_date.m, not_used/testifft.m, not_used/transition_matrix.m, not_used/var_index.m, not_used/var_state_index.m, pdfig.m, reshapel.m, resid0.m, rfrot.m, set_start_date.m, testifft.m, transition_matrix.m, var_index.m, var_state_index.m:
	adding Abdel change

	* ChangeLog, asamin.dll, asamin.m: abdels sorting unused functions

	* th_autocovariances.m:
	corrected bug in computation of theoretical mean of 2nd order approximation of models with lags on more than 1 period

	* sylvester3a.m:
	new function: increases accuracy of sylvester solution by running iterations

	* dr1.m: call sylvester3a after sylvester3 to increase accuracy

:ext:pythie.cepremap.cnrs.fr/var/lib/cvs
=======
2004-03-27  michel@MICHEL-LAT  <michel@michel-lat>

	* th_autocovariances.m:
	corrected bug in computation of theoretical mean of 2nd order approximation of models with lags on more than 1 period

	* sylvester3a.m:
	new function: increases accuracy of sylvester solution by running iterations

	* dr1.m: call sylvester3a after sylvester3 to increase accuracy

2004-02-28  michel@MICHEL-LAT  <michel@michel-lat>

	* dynare_m.exe: *** empty log message ***

	* initial_estimation_checks.m: new function

	* mj_optmumlik.m:
	set dr1_test_(1)=4 when f matrix is singular in Kalman filter

	* dynare_estimation.m: added call to init_estimation_check()

:ext:pythie.cepremap.cnrs.fr/var/lib/cvs
2004-02-28  michel@MICHEL-LAT  <michel@michel-lat>

	* dynare_m.exe: *** empty log message ***

	* initial_estimation_checks.m: new function

	* mj_optmumlik.m:
	set dr1_test_(1)=4 when f matrix is singular in Kalman filter

	* dynare_estimation.m: added call to init_estimation_check()

2004-02-24  michel@MICHEL-LAT  <michel@michel-lat>

	* dynare_estimation.m: - set default for option loglinear

2004-02-20  michel@MICHEL-LAT  <michel@michel-lat>

	* rplot.m: added legend when several curves

	* rplot.m: corrected bug for several variables

	* varprior.m, rfvar3.m: new file

	* prior_bounds.m: replaced qgamma by mj_qgamma to avoid overflow

	* numgrad.m, mj_qgamma.m, mgnldnsty.m, matrictint.m: new file

	* marginal_density.m: use maxpost as standardization factor

	* fs_dyn.m: new file

	* dynare_m.exe, asamin.dll: *** empty log message ***

	* dynare_estimation.m: added option nodiagnostic

	* csminwel.m, csminit.m: new file

	* compDist.m: -replaced qgamma by mj_qgamma to avoid overflow problems
	-added 'Interpreter' 'none' to title()

	* bfgsi.m: new file

	* ChangeLog: *** empty log message ***

:ext:pythie.cepremap.cnrs.fr/var/lib/cvs
2004-02-20  michel@MICHEL-LAT  <michel@michel-lat>

	* rplot.m: added legend when several curves

	* rplot.m: corrected bug for several variables

	* varprior.m, rfvar3.m: new file

	* prior_bounds.m: replaced qgamma by mj_qgamma to avoid overflow

	* numgrad.m, mj_qgamma.m, mgnldnsty.m, matrictint.m: new file

	* marginal_density.m: use maxpost as standardization factor

	* fs_dyn.m: new file

	* dynare_m.exe, asamin.dll: *** empty log message ***

	* dynare_estimation.m: added option nodiagnostic

	* csminwel.m, csminit.m: new file

	* compDist.m: -replaced qgamma by mj_qgamma to avoid overflow problems
	-added 'Interpreter' 'none' to title()

	* bfgsi.m: new file

	* ChangeLog: *** empty log message ***

:ext:pythie.cepremap.cnrs.fr/var/lib/cvs
2004-02-17  michel@MICHEL-LAT  <michel@michel-lat>

	* set_prior.m: -bug correction (options_ must be global)

	* posterior_density_estimate.m: -bug removal

	* mj_optmumlik.m: -adapted for non zero means and linear trend
	-modified for use with different optimizers

	* dynare_resolve.m:
	-now returns also steady state for current parameter values

	* dynare_m.exe: -added new options

	* dynare_estimation.m: -added trend_coeff
	-prefilter default is now zero
	-default optimizer is Sims' csminwel
	-prints priors first
	-added non zero means
	-different report for ML and Bayesian estimation
	-corrected bug in sscanf syntax
	-added automatic loglinear approximation

	* dr11.m: added option loglinear
	non-unique steady state triggers dir_test(1) = 5

	* dr1.m: added option loglinear

	* compDist.m:
	-Changed to display first priors, then priors and posterior
	-various bugs corrected

2004-02-13  michel@MICHEL-LAT  <michel@michel-lat>

	* prior_bounds.m: added offset for gamma distribution (p3)

2004-02-11  michel@MICHEL-LAT  <michel@michel-lat>

	* priordens.m: added shift parameter p3(i) to gamma density

2004-02-09  michel@MICHEL-LAT  <michel@michel-lat>

	* posterior_moments.m: post_mean is now a column instead of a row

2004-02-03  michel@MICHEL-LAT  <michel@michel-lat>

	* mcmc_diagnostic.m:
	corrected bug (missing parentheses) in parameter offsets

2004-01-27  michel@MICHEL-LAT  <michel@michel-lat>

	* metropolis.m:
	corrected computation of logpo2 for initial value of MH chain

	* dynare_estimation.m:
	added initialization of logpo2 when mh_load_file == 0 and included it in argument of metropolis()

:ext:pythie.cepremap.cnrs.fr/var/lib/cvs
2004-01-27  michel@MICHEL-LAT  <michel@michel-lat>

	* metropolis.m:
	corrected computation of logpo2 for initial value of MH chain

	* dynare_estimation.m:
	added initialization of logpo2 when mh_load_file == 0 and included it in argument of metropolis()

2004-01-26  michel@MICHEL-LAT  <michel@michel-lat>

	* dynare_m.exe: corrected option bugs

	* dynare_estimation.m: changed options defaults to match manual

	* disp_th_moments.m: removed bugs in writing moments to oo_

	* disp_moments.m: write moments in global variable oo_

:ext:pythie.cepremap.cnrs.fr/var/lib/cvs
2004-01-26  michel@MICHEL-LAT  <michel@michel-lat>

	* dynare_m.exe: corrected option bugs

	* dynare_estimation.m: changed options defaults to match manual

	* disp_th_moments.m: removed bugs in writing moments to oo_

	* disp_moments.m: write moments in global variable oo_

2004-01-24  michel@MICHEL-LAT  <michel@michel-lat>

	* simult_.m: corrected 02 instead of o2 for simul_algo == 1

	* disp_th_moments.m: put mean, var and autocorr in global variable oo_

2004-01-23  michel@MICHEL-LAT  <michel@michel-lat>

	* priordens.m: changed pmean into p1

	* marginal_density.m: suppressed debug printings

	* mj_optmumlik.m: suppressed message when singularity in Kalman filter

	* set_prior.m: suppressed debug printing

	* set_prior.m: new function

	* qchisq.m: new function from stixbox

	* priordens.m:
	changed calling sequence of inverse gamma 1 and added inverse gamma 2

	* mj_optmumlik.m:
	-added early return if singularity inside Kalman filter
	-now passes p1 and not pmean to priordens

	* metropolis.m:
	add logpo2 (log of posterior density) to function output

	* mcmc_diagnostic.m: added 'Interpreter','none' to graph titles

	* marginal_density.m, lpdfig2.m, lpdfig1.m, inverse_gamma_specification.m:
	new function

	* dynare_m.exe: added new estimation options

	* dynare_estimation.m: -mh_init_scale set to 2*mh_jscale
	-priors are now set in set_prior()
	-p2 is now pstdev (as specified by the user)
	-modified code for load_mh_file option when mh_replic = 0
	-metropolis now returns x2 and logpo2
	-added call to marginal density and report
	-smoothed observation error graph only if observation errors

	* dr11.m: removed warnings for singularity and other conditions

	* ChangeLog: *** empty log message ***

:ext:pythie.cepremap.cnrs.fr/var/lib/cvs
2004-01-23  michel@MICHEL-LAT  <michel@michel-lat>

	* set_prior.m: new function

	* qchisq.m: new function from stixbox

	* priordens.m:
	changed calling sequence of inverse gamma 1 and added inverse gamma 2

	* mj_optmumlik.m:
	-added early return if singularity inside Kalman filter
	-now passes p1 and not pmean to priordens

	* metropolis.m:
	add logpo2 (log of posterior density) to function output

	* mcmc_diagnostic.m: added 'Interpreter','none' to graph titles

	* marginal_density.m, lpdfig2.m, lpdfig1.m, inverse_gamma_specification.m:
	new function

	* dynare_m.exe: added new estimation options

	* dynare_estimation.m: -mh_init_scale set to 2*mh_jscale
	-priors are now set in set_prior()
	-p2 is now pstdev (as specified by the user)
	-modified code for load_mh_file option when mh_replic = 0
	-metropolis now returns x2 and logpo2
	-added call to marginal density and report
	-smoothed observation error graph only if observation errors

	* dr11.m: removed warnings for singularity and other conditions

	* ChangeLog: *** empty log message ***

2004-01-20  michel@MICHEL-LAT  <michel@michel-lat>

	* mcmcdiags.m: added deletion of temporary files

2004-01-17  michel@MICHEL-LAT  <michel@michel-lat>

	* mj_optmumlik.m:
	changed filter so that first observation is used. State variables go now from period 0 to T

	* dynare_estimation.m:
	change code at the end of the function to match the fact that aTt starts now in period 0 instead of 1.

:ext:pythie.cepremap.cnrs.fr/var/lib/cvs
2004-01-17  michel@MICHEL-LAT  <michel@michel-lat>

	* mj_optmumlik.m:
	changed filter so that first observation is used. State variables go now from period 0 to T

	* dynare_estimation.m:
	change code at the end of the function to match the fact that aTt starts now in period 0 instead of 1.

:ext:pythie.cepremap.cnrs.fr/var/lib/cvs
2004-01-17  michel@MICHEL-LAT  <michel@michel-lat>

	* dynare_estimation.m:
	change code at the end of the function to match the fact that aTt starts now in period 0 instead of 1.

2004-01-16  michel@MICHEL-LAT  <michel@michel-lat>

	* asamin.dll, asamin.m, check_mh.m, generalized_cholesky.m, generalized_cholesky2.m, hessian2.m, lpdfnorm.m, mcmc_diagnostic.m, mcmcdiags.m, mode_check.m, my_subplot.m, pdfig.m, pgamma.m, pnorm.m, posterior_density_estimate.m, prior_bounds.m, qbeta.m, qgamma.m, qnorm.m:
	*** empty log message ***

	* resol1.m: changed specification of invalid conditions

	* posterior_moments.m: adapted for several chains

	* metropolis.m: added random initial point and several chains

	* dynare_resolve.m: changed specification of invalid conditions

	* dynare_m.exe: new version of parser

	* dynare_estimation.m:
	added options for partial processing and MCMC convergence diagnostics

	* dr11.m: changed specification of invalid conditions

	* dr1.m: *** empty log message ***

	* compDist.m:
	corrected bug on density of lognormal instead of log of normal density

	* mj_optmumlik.m:
	corrected bug that included presample observations in computing log likelihood constant

2004-01-01  michel@MICHEL-LAT  <michel@michel-lat>

	* stoch_simul.m: corrects bug in orthogonalized shocks

	* th_autocovariances.m:
	corrects bug in computing second order theorectical mean

	* priordens.m:
	corrected bug in priordens: log of normal density was in fact density of lognormal...

	* metropolis.m: now keeps track of rejected draws in x3

	* make_ex_.m:
	corrected bug in initialization of exe_ in absecnce of initval data

	* dynare_m.exe: *** empty log message ***

2003-12-31  michel@MICHEL-LAT  <michel@michel-lat>

	* priordens.m:
	corrected bug for uniform distribution (ln instead of log)

2003-12-04  michel@MICHEL-LAT  <michel@michel-lat>

	* dynare_estimation.m, dynare_m.exe:
	corrected bug in setting estimated parameter value with ML estimation

2003-12-03  michel@MICHEL-LAT  <michel@michel-lat>

	* dynare_estimation.m: corrected typo

2003-12-02  michel@MICHEL-LAT  <michel@michel-lat>

	* dynare_estimation.m: firt release of dynare_test to testers

2003-12-01  michel@MICHEL-LAT  <michel@michel-lat>

	* compDist.m, dynare_estimation.m, dynare_m.exe, metropolis.m:
	added jscale option and minor changes

	* compDist.m, dynare_estimation.m, dynare_m.exe, lpdfig.m, metropolis.m, mj_optmumlik.m, posterior_moments.m, priordens.m:
	integrates metropolis hasting

2003-11-26  michel@MICHEL-LAT  <michel@michel-lat>

	* hessian_sparse.m, hessian.m:
	resolved name conflict between hessian matrix and hessian function

2003-11-25  michel@MICHEL-LAT  <michel@michel-lat>

	* dgamma.m, dbeta.m, dynare_estimation.m, metropolis.m:
	recompute hessian after optimization in dynare_estimation

	* dynare_m.exe, hessian.m, hessian_sparse.m: *** empty log message ***

	* dr11.m, dr1.m: replaced jacob2 by hessian_sparse

	* mjdgges.dll, compDist.m, metropolis.m, rndprior.m:
	*** empty log message ***

	* compDist.m:
	debugging metropolis, corrected call for gamma_rnd in rndprior

2003-11-24  michel@MICHEL-LAT  <michel@michel-lat>

	* dynare_estimation.m: removed comments that inhibited graphs

	* resol1.m: put back in computation of steady state if necessary. 
	It should matter for models where estimated parameters don't change 
	the steady state

2003-11-23  michel@MICHEL-LAT  <michel@michel-lat>

	* stoch_simul.m: changed to orthogonalized IRFs

	* rndprior.m, priordens.m: need to check parameters

	* metropolis.m: adapted for Dynare

	* lpdfig.m: need to check arguments

	* irf.m: changed input for orthogonalized IRF

	* dynare_estimation.m: added metropolis

	* compDist.m: need to check distribution arguments

	* dynare.m: changed directory name

2003-11-18  michel@MICHEL-LAT  <michel@michel-lat>

	* mj_optmumlik.m: changed input parameters for priordens()

2003-11-17  michel@MICHEL-LAT  <michel@michel-lat>

	* beta_rnd.m, gamm_rnd.m, rand_beta.m: *** empty log message ***

2003-11-16  michel@MICHEL-LAT  <michel@michel-lat>

	* rand_beta.m: *** empty log message ***

2003-11-14  michel@MICHEL-LAT  <michel@michel-lat>

	* bicgstab.m, bksup.m, bksup1.m, bksupk.m, brm.m, bseastr.m, calib.m, calib_obj.m, calib_obj2.m, check.m, cols.m, compDist.m, datatomfile.m, dcompare.m, diffext.m, disp_dr.m, disp_moments.m, disp_th_moments.m, dlognorm.m, dnorm.m, dr1.m, dr11.m, dr2.m, dsample.m, dy_date.m, dyn2vec.m, dynare.m, dynare_estimation.m, dynare_resolve.m, dynare_solve.m, dynasave.m, dynatype.m, equiv.m, f_var.m, fbeta.m, ff1_.m, ff2_.m, ff2a_.m, ff_simul.m, ff_simul1.m, ff_simul2.m, fff.m, ffill.m, fgamma.m, figamm.m, fnorm.m, forcst.m, ftest.m, fx_.m, gcompare.m, hessext.m, hpfast.m, indnv.m, initvalf_.m, irf.m, jacob.m, jacob2.m, jacob_a.m, kalman_transition_matrix.m, linear.m, lnsrch.m, lnsrch1.m, lpdfbeta.m, lpdfgam.m, lpdfig.m, lyapunov_symm.m, make_ex_.m, make_y_.m, mcompare.m, metropolis.m, mj_optmumlik.m, olr.m, olr1.m, olr2.m, osr.m, osr1.m, osr_obj.m, p2toperc.m, priordens.m, qzdiv.m, qzswitch.m, reshapel.m, resid.m, resid0.m, resol.m, resol1.m, rfrot.m, rndprior.m, rows.m, rplot.m, selif.m, set_default_option.m, set_shocks.m, set_start_date.m, set_state_space.m, sim1.m, simk.m, simul.m, simult.m, simult_.m, solve1.m, steady.m, steady_.m, sylvester3.m, table.m, testifft.m, th_autocovariances.m, transition_matrix.m, union.m, var_index.m, var_state_index.m:
	start

	* stoch_simul.m: New file.