GitLab

* fixed synopsis and options of estimation command
* version number equal to 4.0.3.1 (for immediate release)
* various cosmetic changes


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4.1: modified csminwel.m to make sure to choose always the lowest point, even if it was reached before the last traversing

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trunk preprocessor: use different tokens for inv_gamma_pdf and inv_gamma1_pdf (for more explicit error messages and for consistency with ln and log)


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* fixed synopsis and explanations for varobs, observation_trends, estimated_params, estimated_params_init, estimated_params_bounds
* various cosmetic changes


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     adding matlab_versions_compatibility.h to start factorizing necessary code

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an hypercube of max dimension 1111).

Because of a fortran 77 source  compiled with gfortran (g77 is no more
available on recent  debian system), we have to  override the gfortran
library shipped with matlab. This can be done using the LD_PRELOAD
environment  variable  in  the  .bashrc *or*  removing  the  libraries
distributed with  matlab *or*  modifying the script  .matlab7rc.sh. We
may provide  a (python or whatever)  script to do this  when dynare is
installed.


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trunk: fixed bug with USE_DLL (stoch_simul was calling stoch_simul_sparse, because of wrong handling of options_.model_mode)


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     added function row_header_width.m


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* Bug fix in prior_sampler.
* Print  more informations  (BK conditions,  steadys state  or mjdgges
* problems...) when running get_prior_info.


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     in Matlab version 7.3, Matlab Lapack library only uses it from version 7.8
     (needs to be merged in 4.0)


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the one from the matlab version <mod>_dynamic.m is so we sparse it anyway to be able to pass it to sparse_hessian_times_B_kronecker_C


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-removed saving of bayestopt_ in *_mode.mat
-added hooks for Gianni Lombardo's optimization routines

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Changed  the description  of the  available optimization  routines for
estimation.


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More robust version of get_name_of_the_last_mh_file.m.


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Do not  print the  message "The most  negative..."  if the  hessian of
minus the posterior kernel is positive definite.


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Efficiency & Cosmetic  changes related to the design  of bayestopt_ and
the computation of the prior density.

bayestopt_.p1 is always the prior mean
bayestopt_.p2 is always the prior standard deviation
bayestopt_.p3 is unchanged
bayestopt_.p4 is unchanged
bayestopt_.p5 [new field] is the prior mode
bayestopt_.p6 [new field] is the first hyper-parameter of the prior density
bayestopt_.p7 [new field] is the second hyper-parameter of the prior density
 
These fields are defined in  set_prior and are never changed after. In
the previous version of Dynare,  the hyper parameters of the densities
were  updated at  each iteration  of the  optimization routine  or the
metropolis.

Removed fields pmean and pstdev.

Vectorized the code in priordens.

Fixed the bug mentionned by Gianni. If a (logged) density is evaluated
outside the  prior domain, the  output of priordens if  minus infinity
(instead of a complex number).


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state is complex.


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(persistent variables are used).


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set_dynare_threads  in ./matlab/thread/multi (the  user has  no access
to this function if mex files are compiled without the openmp flag).


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* Removed from build_matlab.m the compilation of mex files with openmp.
* Added build_matlab_multithread.m (where openmp is used if availabe).
* Cosmetic changes.


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penalty defined in the steady state file.


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