096b2f2541
trunk:
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* created a directory "matlab/matlab", for functions missing under Matlab (but existing under Octave)
* created a directory "matlab/octave", for functions missing under Octave (but existing under Matlab)
* moved "mex/octave/rcond.m" to "matlab/octave/"
* moved "matlab/rows.m" to "matlab/matlab/rows.m" (Octave has builtin "rows")
* renamed "matlab/cols.m" to "matlab/matlab/columns.m" (Octave has builtin "columns")
* moved "matlab/distributions/toolbox" to "matlab/matlab/stats"
* adapted "dynare_config.m" to reflect these changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2628 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 16:08:27 +00:00
da6e5e6712
trunk: fix header of stoch_simul_sparse.m
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2626 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 15:15:50 +00:00
a47232a0f7
trunk: renamed table.m to dyntable.m (name clash with Octave's table)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2625 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 15:15:18 +00:00
d0f72fd5cf
Update of, not yet complete algorithm for unpacking g_2 into ghxx/xu/uu; works ok for ghxu and ghs2 but still not yet completely for ghxx and ghuu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2624 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 07:59:27 +00:00
2053243f78
Update of, not yet complete algorithm for unpacking g_2 into ghxx/xu/uu; added logic for 2nd order derivative symmetry and some other improvements but still not finished yet
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2623 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 01:20:21 +00:00
d7b8c64d8b
Not yet working implementation of new MJ's Algorithm for unpacking g_2 into ghxx/xu/uu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2622 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 17:00:39 +00:00
fc71060fa6
trunk:
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* use autoconf to create the preprocessor Makefile
* the preprocessor now displays the version number
* the top-level Makefile triggers compilation of the preprocessor and of the documentation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2621 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 15:52:00 +00:00
e6324245be
Minor update to retrieve 2nd order rule from perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2620 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 14:27:27 +00:00
e58ef63b96
trunk mex/octave/rcond.m: simplification + header update (merge needed)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2618 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 13:26:34 +00:00
225a23d8a7
kordpert: added new example and standalone test code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2617 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 06:30:57 +00:00
37e9be0534
kordpert: added a simpler reordering algorithm; updated Makefile
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2616 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 06:24:43 +00:00
08baf6dca5
v4.1: fixing bugs in table for posterior mean
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2615 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-22 21:34:45 +00:00
d55470ca88
trunk preprocessor: cosmetic changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2614 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 15:54:19 +00:00
b775f1812c
trunk preprocessor:
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* added support for derivatives of Hessian w.r. to parameters
* added "identification" command which does nothing for the moment, except triggering those derivatives w.r. to params
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2613 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 13:58:15 +00:00
398f0af5f7
Generic engines for parallel coding in MATLAB.
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Isolated functions so far.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2612 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 12:15:34 +00:00
38ba90e004
Traps for bad x values in optimizer.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2611 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 12:09:44 +00:00
f7c97fcebe
trunk preprocessor: restructuring the way we decide which derivatives to compute
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2610 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 10:48:54 +00:00
f4d21cfdcf
minor update
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2609 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-19 10:46:04 +00:00
29130a04da
Update in handling hessian store
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2608 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-19 08:35:41 +00:00
785aa69aaa
mex/korderpert: providing Makefile and Makefile.include for Linux
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2607 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 20:06:04 +00:00
93d690e9f8
mex/korderpert: making k_order_test.cpp consistent with test case fs2000k.mod
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2606 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 20:04:47 +00:00
08e29a5427
mex/korderpert: fixing problem with DLL calling in Linux and one bug in debug message
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2605 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 20:04:05 +00:00
a8bed91300
trunk preprocessor:
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* fixed bug with planner_objective
* fixed another bug due to unitialized max_{lead,lags} values
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2604 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 18:07:28 +00:00
2fac4b624f
trunk mex/A_times_B_kronecker_C: fixed typo introduced in r2577
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2603 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 14:19:05 +00:00
db2bcba968
trunk: reverted r2572 changeset
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2601 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 14:07:57 +00:00
a1ad1ed033
4.1: fixing problems in gensylv for Matlab 7.8 64 bit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2599 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 09:01:55 +00:00
c4e1b8ef80
trunk preprocessor: fixed bug with normcdf derivative (introduced in r2596)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2598 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-17 21:22:44 +00:00
4bb5ce9b86
trunk preprocessor: restructuration of the code before adding derivatives w.r. to parameters (in particular, removed VariableTable, and replaced it by a system of derivation IDs)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2597 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-17 16:26:23 +00:00
03ce535f04
trunk preprocessor:
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* enforce lag=0 for DataTree and StaticModel
* various minor and cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2596 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-16 10:33:30 +00:00
da408a908f
trunk preprocessor: some cleanups related to sparse mode (removed SimulSparseStatement class and incorporated it into SimulStatement, determine mode at preprocessing time instead of runtime in StochSimulStatement)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2595 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 15:02:51 +00:00
2e9ce1fe1e
trunk preprocessor: added missing headers for recent versions of GCC
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2594 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:47:57 +00:00
845888d692
trunk preprocessor: cosmetic change for consistency in bison file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2593 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:43:54 +00:00
6dc870727d
trunk preprocessor:
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* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model)
* for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel)
* removed sparse static file (to be later replaced by new algorithm for steady state computation on large models)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:39:53 +00:00
025fb5aea1
trunk manual:
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* fixed synopsis and options of estimation command
* version number equal to 4.0.3.1 (for immediate release)
* various cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2590 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 18:29:11 +00:00
ca974cdf48
The sparse option in model is now compatible with homotopy => matlab commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2589 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 16:57:37 +00:00
ee64d9abac
The sparse option in model is now compatible with homotopy => preprocessor commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2588 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 16:56:27 +00:00
d52020c5c8
4.1: updated manual, corrected order of variables and other minor changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2587 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 12:26:25 +00:00
d8c19044d2
4.1: sets natural boundaries when options_.prior_trunc == 0 (to be merged in 4.0)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2585 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 18:19:03 +00:00
af7bacdf94
trunk: adapted erase_compiled_function to deal with all possible MEX extensions
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2583 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 15:37:57 +00:00
e45bf380fa
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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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2582 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 15:35:07 +00:00
eb2544b2a2
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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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2580 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 14:47:45 +00:00
bdd9c40203
trunk manual:
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* fixed synopsis and explanations for varobs, observation_trends, estimated_params, estimated_params_init, estimated_params_bounds
* various cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2579 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 14:40:28 +00:00
52b48c10d4
Bug fix (output path for the generated mexglx).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2578 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 14:03:28 +00:00
9fa3457791
4.1: fixing again compatibility for Matlab 7.8
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adding matlab_versions_compatibility.h to start factorizing necessary code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2577 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 13:36:06 +00:00
9992fc7d98
undoing r2575
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2576 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 13:28:28 +00:00
60abe9c0c2
Ouups! Complete previous commit.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2575 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 13:09:29 +00:00
5e1074bdab
Added a mex file for computing Sobol quasi monte carlo sequences (in
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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.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2574 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 13:03:41 +00:00
c00e5ac992
trunk: fixed bug with USE_DLL and second order (Hessian matrix was not sparse)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2572 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 10:07:37 +00:00
695a638f09
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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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2571 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 10:02:45 +00:00
aa843c739d
4.1: corrected estimation results tables with long parameter names
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added function row_header_width.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2570 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-08 20:04:19 +00:00
sebastien
george
michel
ratto
ferhat
stepan