61e78763da
correcting bug in kalman filter when it reaches the steady state (multivariate diffuse Kalman filter, both versions, regular Kalman filter with missing observations)
2010-06-09 18:00:17 +02:00
a512b9b263
Bug fix. We don't have to check the convergence of the Kalman filter to its steady state if the
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covariance matrix F is singular.
2010-06-09 11:04:59 +02:00
1098fb4571
ramsey_policy: eliminating unnecessary leads and lags
2010-06-01 20:36:48 +02:00
039611223b
Author: Michel Juillard <michel.juillard@ens.fr>
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ramsey_policy adding printing of steady state value of Lagrange multipliers
2010-06-01 20:35:27 +02:00
9318856a4e
SWZ: finalize build system for MEX by adding a test for GSL
2010-06-01 15:33:45 +02:00
53443fbd01
SWZ: modification for Octave, whose 'mexPrintf' has 'void' return type
2010-06-01 15:23:16 +02:00
359b90d4fc
use __APPLE__ as opposed to passing a MACOSX flag via make
2010-06-01 14:08:00 +02:00
aa625cc046
produce consistent output
2010-06-01 11:18:56 +02:00
762e703692
Allow the user to pass a constant seed
2010-06-01 11:18:55 +02:00
478cfee0e4
modified sz_prd to work both with standalone files and with mex
2010-06-01 11:18:55 +02:00
72ea2cc07c
when printing to stdout, use printf and return val
2010-06-01 11:18:55 +02:00
358640ba4f
Mex files / modifications for mex
2010-06-01 11:18:55 +02:00
601c087baa
conform to ANSI-C (C90) standard (for -ansi flag under Linux)
2010-06-01 11:18:55 +02:00
341e6a2924
remove trailing whitespace and replace tabs with spaces
2010-06-01 11:18:55 +02:00
bd626b07f9
replace DOS ending with UNIX,
2010-06-01 11:18:55 +02:00
d265fcba2d
if FILE * is stdout, replace fprintf(FILE *, with printf
2010-06-01 11:18:54 +02:00
1bc7bf7fbb
make blas and lapack functions work with matlab
2010-06-01 11:18:54 +02:00
14a081c0f5
add swz_fprintf_err to handle printing to stderr
2010-06-01 11:18:54 +02:00
c955ae6242
replace 'fprintf(stdout,' with 'printf('
2010-06-01 11:18:54 +02:00
49cfafce92
prepare modifications for mex
2010-06-01 11:18:54 +02:00
24e5ef8404
moved matrix.h to swzmatrix.h because of conflict with matrix.h provided by Matlab
2010-06-01 11:18:54 +02:00
ac0f324d6f
build swz standalone executables only against gsl
2010-06-01 11:18:54 +02:00
e5705ef0bf
1) first fixes in synchronization of remote clusters under linux;
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2) changes to header/comments
2010-05-31 11:57:19 +02:00
839b77d679
1) eliminated us of struct2local;
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2) changes to header/comments.
2010-05-31 11:55:25 +02:00
55764e667f
1) eliminated use of struct2local;
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2) changes to header/comments.
2010-05-31 11:54:22 +02:00
1021e43d47
1) eliminates use of struct2local;
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2) changes to header
2010-05-31 11:52:38 +02:00
26a78ba595
1) eliminate use of struct2local;
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2) fix bug with iterations equal to B+1 (in place of B);
3) changes to header/comments
2010-05-31 11:51:56 +02:00
befe661f34
1) minor fix for number of runs == B (they were B+1);
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2) changes to header/comments
2010-05-31 11:50:48 +02:00
36903ee8e1
1) eliminated the use of struct2local;
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2) better heading/comments
2010-05-31 11:49:24 +02:00
73c46ee9ce
Changes to header/comments.
2010-05-31 11:48:34 +02:00
88289ce751
1) eliminated use of struct2local;
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2) better header /commenting
2010-05-31 11:47:30 +02:00
e84c8dc1e0
Header/commenting changes
2010-05-31 11:46:38 +02:00
0450edda3b
Merged with masterParallelMan (which will be eliminated).
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Improved header/commenting;
2010-05-31 11:45:57 +02:00
77ee04ef37
use of struct2local is eliminated;
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Header is improved;
2010-05-31 11:45:04 +02:00
6625ca416e
Minor changes to header/commenting
2010-05-31 11:44:00 +02:00
cbf9739d90
Minor header changes.
2010-05-31 11:27:19 +02:00
d85fc06444
Bug fix.
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Header improvement.
2010-05-31 11:26:45 +02:00
40d38909ba
Improved header/commenting
2010-05-31 11:25:42 +02:00
7365e55b0c
Improved header
2010-05-31 11:24:55 +02:00
457cc27367
Improved header/commenting
2010-05-31 11:24:24 +02:00
e070be083a
Minor change in header
2010-05-31 11:23:38 +02:00
124a6c5c12
correct bug when <fname>_steadystate.m file changes the value of parameters + display steady state in Ramsey policy
2010-05-29 07:48:00 +02:00
bb583d6cf6
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-25 15:10:19 +02:00
945c434afe
(1) Added pruning algorithm for second order simulations (matlab code).
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(2) Speed improvement in second order simulations (replaced call to matlab's kron function by call to
A_times_B_kronecker_C).
(3) Removed useless globals.
(4) Cosmetic changes and corrections on headers.
2010-05-25 14:00:08 +02:00
7f74639cc1
ramsey_policy: dr1 returns with info(1)=20 and info(2) = resids'*resids if we can't find the steady state under Ramsey policy
2010-05-21 15:57:27 +02:00
56e4c35b39
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-21 11:51:34 +02:00
7e73744b13
osr: bug correction when there are auxiliary variables
2010-05-20 09:38:47 +02:00
7d94b012dd
Added (exogenous) homotopic steps in reversed extended path.
2010-05-12 17:56:37 +02:00
0889df6161
Completed the reversed extended path routines.
2010-05-12 16:52:26 +02:00
135e802f73
Added loop over t for computing the innovations (reversed extended path routine).
2010-05-11 22:43:10 +02:00
Michel Juillard
Stéphane Adjemian (Scylla)
Sébastien Villemot
Houtan Bastani
Marco Ratto