Commits · 7107df448c2bc8036dd3e53ce6c133b20067b85a · Dóra Kocsis / dynare

26 Feb, 2009 2 commits

trunk pm3.m: fixed typo (thanks to Jamie Hall for reporting this) · 7107df44
sebastien authored Feb 26, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2439 ac1d8469-bf42-47a9-8791-bf33cf982152
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7107df44

trunk: allow the possibility of modifying Matlab matrices which have been... · 8e75f758

sebastien authored Feb 26, 2009

trunk: allow the possibility of modifying Matlab matrices which have been earlier used in initval/endval

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2437 ac1d8469-bf42-47a9-8791-bf33cf982152

8e75f758

25 Feb, 2009 1 commit
- v4.1:: Removed path to BLAS for the compilation sparse_hessian_times_B_kronecker_C. · 9016f3bb
  stepan authored Feb 25, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2436 ac1d8469-bf42-47a9-8791-bf33cf982152
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  9016f3bb
20 Feb, 2009 2 commits
- trunk: added GPL header to describe_missing_data.m · 4d48c689
  sebastien authored Feb 20, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2435 ac1d8469-bf42-47a9-8791-bf33cf982152
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  4d48c689
- trunk: changed to GPL headers in Marco Ratto's files · e287be53
  sebastien authored Feb 20, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2433 ac1d8469-bf42-47a9-8791-bf33cf982152
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  e287be53
19 Feb, 2009 3 commits

v4.1:: Removed the test for complex matrices E and D. Added a test for · 52458e94

stepan authored Feb 19, 2009

complex numbers in the jacobian matrix.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2432 ac1d8469-bf42-47a9-8791-bf33cf982152

52458e94

v4.1:: · 0bb00c71

stepan authored Feb 19, 2009

+ Added new file for prior sampling (prior_sample.m). 
+ Undo previous change on prior_draw.m (transposition of pdraw).
+ Bug correction in prior_draw.m.
+ Added field in options_: the default number of mc simulations in the
prior distribution.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2431 ac1d8469-bf42-47a9-8791-bf33cf982152

0bb00c71

v4.1:: Added a test for complex numbers in matrices E and D before the · 5f02e69a
stepan authored Feb 19, 2009
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call to mjdgges.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2430 ac1d8469-bf42-47a9-8791-bf33cf982152
```
5f02e69a

18 Feb, 2009 1 commit
- v4.1:: Transposition of the output argument. pdraw is a column vector. · 476e2d84
  stepan authored Feb 18, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2429 ac1d8469-bf42-47a9-8791-bf33cf982152
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  476e2d84
17 Feb, 2009 8 commits

v4.1:: Removed useless global declaration. · 474fc0bd

stepan authored Feb 17, 2009


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2428 ac1d8469-bf42-47a9-8791-bf33cf982152

474fc0bd

v4.1:: Changed header. · 7ceecc51

stepan authored Feb 17, 2009


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2427 ac1d8469-bf42-47a9-8791-bf33cf982152

7ceecc51

v4.1:: · 95b5c69c

stepan authored Feb 17, 2009

+ Removed input arguments 2 and 3.
+ Removed the prior bounds.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2426 ac1d8469-bf42-47a9-8791-bf33cf982152

95b5c69c

v4.1:: Added default domain for the gamma and inverted gamma · 060f47c7

stepan authored Feb 17, 2009

distributed random variables (instead of NaNs).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2425 ac1d8469-bf42-47a9-8791-bf33cf982152

060f47c7

v4.1:: Vectorization of the prior sampling algorithm. · 74c8e531
stepan authored Feb 17, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2424 ac1d8469-bf42-47a9-8791-bf33cf982152
```
74c8e531

v4.1:: Added bounds to the uniform distribution (consistently with · d082bc09

stepan authored Feb 17, 2009

the other prior distributions).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2423 ac1d8469-bf42-47a9-8791-bf33cf982152

d082bc09

v4.1:: Changes related to the gamma variate generator. · 01ba1423

stepan authored Feb 17, 2009

+ Changed headers.
+ Allows vector of coefficients when calling the Beta random generator.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2422 ac1d8469-bf42-47a9-8791-bf33cf982152

01ba1423

v4.1:: Changes related to the gamma variate generator. · a05b5e94

stepan authored Feb 17, 2009

+ Added algorithms from Devroye (1986, chapter 9).
+ Now we can generate independent gamma variates (and, as a consequence, beta)
with parameter a  <= 0.5. This was not possible  with the algorithm of
the previous version.
+ Algorithms are specialized depending on fix(a)=a, a<1 or a>1.
+ This new version can handle  vectors for a and b (same length).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2421 ac1d8469-bf42-47a9-8791-bf33cf982152

a05b5e94

16 Feb, 2009 4 commits
- corrected bug in moments_varendo · dc0f0934
  michel authored Feb 16, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2420 ac1d8469-bf42-47a9-8791-bf33cf982152
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  dc0f0934
- v4.1:: Added a function to test if a variable is integer. · 81af16d3
  stepan authored Feb 16, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2419 ac1d8469-bf42-47a9-8791-bf33cf982152
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  81af16d3
- v4.1:: Reparametrization of the exponential distribution. · e1b8fb9b
  stepan authored Feb 16, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2418 ac1d8469-bf42-47a9-8791-bf33cf982152
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  e1b8fb9b
- v4.1:: Added a random number generator for the exponential distribution. · bce9aba5
  stepan authored Feb 16, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2417 ac1d8469-bf42-47a9-8791-bf33cf982152
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  bce9aba5
12 Feb, 2009 4 commits

v4.1:: Added an error message when minus the hessian matrix at the posterior · e75b7f97

stepan authored Feb 12, 2009

"mode" is not positive definite.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2416 ac1d8469-bf42-47a9-8791-bf33cf982152

e75b7f97

Updated for passing qz_criterium and unit root models · 9ee2a23a
george authored Feb 12, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2415 ac1d8469-bf42-47a9-8791-bf33cf982152
```
9ee2a23a

v4.1:: Changes related to lyapunov_symm. · ba080ab9

stepan authored Feb 12, 2009

+ Fixed a bug introduced in the previous commit.
+ Added a threshold parameter for the complex blocks in the upper
triangular matrix T in lyapunov_symm.m (new field in options_)
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2414 ac1d8469-bf42-47a9-8791-bf33cf982152

ba080ab9

trunk preprocessor: fixed a memory management bug related to the filename being parsed · 596d2a80
sebastien authored Feb 12, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2412 ac1d8469-bf42-47a9-8791-bf33cf982152
```
596d2a80

10 Feb, 2009 1 commit

v4.1: Changes related to (posterior) 2nd order moments. · fe418672

stepan authored Feb 10, 2009

+ Efficiency changes:
++ Do not compute the variance decomposition if not needed.
++ Do not apply the Schur decomposition for each shock in case of a variance decomposition.
+ Bug corrections and cosmetic changes.
+ Corrections of some headers.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2411 ac1d8469-bf42-47a9-8791-bf33cf982152

fe418672

09 Feb, 2009 2 commits

changed k_order_perturbation.cpp to use dr.ys instead oo_.steady_state · 91264b69
george authored Feb 09, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2410 ac1d8469-bf42-47a9-8791-bf33cf982152
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91264b69

Update test model without "both" and without unit root variables and new... · 24969d42

george authored Feb 09, 2009

Update test model without "both" and without unit root variables and new Matlab test emulator of FirstOrder.cpp

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2409 ac1d8469-bf42-47a9-8791-bf33cf982152

24969d42

08 Feb, 2009 5 commits
- another correction linked to cova_compute · b0ea237a
  michel authored Feb 08, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2408 ac1d8469-bf42-47a9-8791-bf33cf982152
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  b0ea237a
- adding new function to initialize parameters from mode file · 6d3de734
  michel authored Feb 08, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2407 ac1d8469-bf42-47a9-8791-bf33cf982152
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  6d3de734
- corrected bug in handling of cova_compute · c231868f
  michel authored Feb 08, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2406 ac1d8469-bf42-47a9-8791-bf33cf982152
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  c231868f
- added option to compute covariance matrix of coefficient (default = 1) · 47c51d42
  michel authored Feb 08, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2405 ac1d8469-bf42-47a9-8791-bf33cf982152
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  47c51d42
- removed mode saving when no computation takes place (added in previous modification) · 4d99d452
  michel authored Feb 08, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2404 ac1d8469-bf42-47a9-8791-bf33cf982152
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  4d99d452
07 Feb, 2009 1 commit

estimation: save bayestopt_ in *_mode.mat file · 73873d7b

michel authored Feb 07, 2009


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2403 ac1d8469-bf42-47a9-8791-bf33cf982152

73873d7b

06 Feb, 2009 1 commit

trunk preprocessor/macro: allow empty arrays, and iteration over them in @#for... · 449baffb

sebastien authored Feb 06, 2009

trunk preprocessor/macro: allow empty arrays, and iteration over them in @#for loops (empty array can only be constructed through set difference for the moment)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2401 ac1d8469-bf42-47a9-8791-bf33cf982152

449baffb

05 Feb, 2009 2 commits
- trunk preprocessor: fixed bug in the macro-processor, when the body of a @#for loop is empty · d4e10fda
  sebastien authored Feb 05, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2399 ac1d8469-bf42-47a9-8791-bf33cf982152
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  d4e10fda
- trunk preprocessor: cosmetic change to Bison file, for consistency with other options · de5ed16e
  sebastien authored Feb 05, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2398 ac1d8469-bf42-47a9-8791-bf33cf982152
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  de5ed16e
04 Feb, 2009 3 commits
- trunk preprocessor: allow one line comments behind @#else · 7cb97d5a
  sebastien authored Feb 04, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2396 ac1d8469-bf42-47a9-8791-bf33cf982152
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  7cb97d5a
- trunk preprocessor: allow one line comments behind @#endif and @#endfor · 783b1adf
  sebastien authored Feb 04, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2394 ac1d8469-bf42-47a9-8791-bf33cf982152
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  783b1adf
- fixed bug when saving simulation with replic>1 · 80c69b42
  ratto authored Feb 04, 2009
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2393 ac1d8469-bf42-47a9-8791-bf33cf982152
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  80c69b42