<p>The AIM subsystem in the AIM subdirectory of the main Dynare matlab directory contains Matlab functions necessary for using
<p>The AIM subsystem in the AIM subdirectory of the main Dynare matlab directory contains MATLAB functions necessary for using
Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see <ahref="http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html">http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html</a> ).
</p>
<p>It cosists of:</p>
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@@ -92,7 +92,7 @@ p.footer {
</div>
<div>
<ul>
<li>A subset of Matlab routines from Gary Anderson's own AIM package needed to compute and solve system passed on and returned
<li>A subset of MATLAB routines from Gary Anderson's own AIM package needed to compute and solve system passed on and returned
by dynAIMsolver1 whose names start with SP.. of which <b>SPAmalg.m</b> is the main driver:
</li>
</ul>
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@@ -215,7 +215,7 @@ p.footer {
can produce ~ one order closer results to the Dynare solutiion
then when if plain jacobia_ is passed,
i.e. diff < e-14 for aa and diff < *e-13 for jacobia_ if Q' is used.</pre><p>GP July 2008</p>
<p>part of DYNARE, copyright Dynare Team (1996-2008) Gnu Public License.</p>
<p>part of Dynare, copyright Dynare Team (1996-2008) Gnu Public License.</p>
<pclass="footer"><br>
Published with MATLAB® 7.1<br></p>
</div>
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@@ -225,7 +225,7 @@ p.footer {
%% AIM Solver Subsystem
% The AIM subsystem in the AIM subdirectory of the main Dynare matlab
% directory contains Matlab functions necessary for using
% directory contains MATLAB functions necessary for using
% Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html ).
%
% It cosists of:
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@@ -236,7 +236,7 @@ p.footer {
% gu=dr.hgu from the AIM outputs. ("1" in the title is for 1st order
% solver).
%
% * A subset of Matlab routines from Gary Anderson's own AIM package needed to compute
% * A subset of MATLAB routines from Gary Anderson's own AIM package needed to compute
% and solve system passed on and returned by dynAIMsolver1 whose names start with SP..
% of which *SPAmalg.m* is the main driver:
%
...
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@@ -394,10 +394,10 @@ p.footer {
%
% GP July 2008
%
% part of DYNARE, copyright Dynare Team (1996-2008)
% part of Dynare, copyright Dynare Team (1996-2008)
The AIM subsystem in the AIM subdirectory of the main Dynare matlab directory contains Matlab functions necessary for using Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see \begin{verbatim}http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html\end{verbatim} ).
The AIM subsystem in the AIM subdirectory of the main Dynare matlab directory contains MATLAB functions necessary for using Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see \begin{verbatim}http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html\end{verbatim} ).
\end{par}\vspace{1em}
\begin{par}
It cosists of:
...
...
@@ -41,7 +41,7 @@ It cosists of:
\end{itemize}
\begin{itemize}
\setlength{\itemsep}{-1ex}
\item A subset of Matlab routines from Gary Anderson's own AIM package needed to compute and solve system passed on and returned by dynAIMsolver1 whose names start with SP.. of which \textbf{SPAmalg.m} is the main driver:
\item A subset of MATLAB routines from Gary Anderson's own AIM package needed to compute and solve system passed on and returned by dynAIMsolver1 whose names start with SP.. of which \textbf{SPAmalg.m} is the main driver:
\end{itemize}
\begin{itemize}
\setlength{\itemsep}{-1ex}
...
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@@ -235,7 +235,7 @@ Dynare use:
GP July 2008
\end{par}\vspace{1em}
\begin{par}
part of DYNARE, copyright Dynare Team (1996-2008) Gnu Public License.
part of Dynare, copyright Dynare Team (1996-2008) Gnu Public License.
@@ -969,7 +969,7 @@ On the other hand, under the parallel implementation, a parallel monitoring plot
\section{Parallel DYNARE: testing}
We checked the new parallel platform for DYNARE performing a number of tests, using different models and computer architectures. We present here all tests performed with Windows Xp/Matlab. However, similar tests were performed successfully under Linux/Ubuntu environment.
We checked the new parallel platform for DYNARE performing a number of tests, using different models and computer architectures. We present here all tests performed with Windows XP/MATLAB. However, similar tests were performed successfully under Linux/Ubuntu environment.
In the Bayesian estimation of DSGE models with DYNARE, most of the computing time is devoted to the posterior parameter estimation with the Metropolis algorithm. The first and second tests are therefore focused on the parallelization of the Random Walking Metropolis Hastings algorithm (Sections \ref{s:test1}-\ref{s:test2}). In addition, further tests (Sections \ref{s:test3}-\ref{s:test4}) are devoted to test all the parallelized functions in DYNARE. Finally, we compare the two parallel implementations of the Metropolis Hastings algorithms, available in DYNARE: the Independent and the Random Walk (Section \ref{s:test5}).