Houtan Bastani
0b1888bc84
Simple tests showing how to use external functions.
2010-02-23 18:16:52 +01:00
Houtan Bastani
12c4a52ebc
Add support for external functions
2010-02-23 18:15:18 +01:00
Sébastien Villemot
38b8ccf52d
Preprocessor: add error message when using USE_DLL with MSVC and some function unsupported by MSVC
2010-02-23 16:59:34 +01:00
Sébastien Villemot
eba049899e
Preprocessor:
...
* in DataTree, new functions for testing if some opcode (unary, binary or trinary) is used somewhere in the tree
* removed DataTree::containsSteadyState(), rather use a call to the new utility function
2010-02-23 16:45:56 +01:00
Sébastien Villemot
3475341ac9
Bytecode DLL: fixed compilation with MSVC
2010-02-23 16:04:32 +01:00
Sébastien Villemot
7b8166043e
Preprocessor: full support for normcdf() function, in evaluation and in C files ( closes #84 )
2010-02-23 14:39:49 +01:00
Marco Ratto
38bb29fa11
1) fixed steady state derivatives for non-stationary models;
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2) fixed derivatives using kronecker products a la Iskrev
2010-02-23 10:50:26 +01:00
Marco Ratto
bb06ec430a
1) relaxed schur_vec_tol
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2) warning off divde by zero
3) better figure layout
2010-02-23 10:47:43 +01:00
Sébastien Villemot
263725aa1f
Estimation DLL, ModelSolution class:
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* fixed initialization of matrices
* removed useless ModelSolutionException, rather forward upwards the exception thrown below
* DynamicModelDLL is now a full member instead of a pointer
2010-02-22 15:58:44 +01:00
Sébastien Villemot
3cacb48c81
Estimation DLL, MEX utils: fix compilation issues
2010-02-22 15:56:00 +01:00
Sébastien Villemot
a17207fb56
Estimation DLL: fixed remaining EOL problems
2010-02-22 15:09:48 +01:00
George Peredia
f430e53e01
Fixing of the testModelSolution.cc
2010-02-22 13:26:47 +00:00
Stéphane Adjemian (Scylla)
724229a5c7
Added an example of perfect foresight simulation with a sign function.
2010-02-20 10:59:51 +01:00
Sébastien Villemot
30d9feb146
Estimation DLL:
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* finished test for DecisionRules
* added new test for LUSolver
* improved test for QRDecomposition
2010-02-19 18:42:02 +01:00
Sébastien Villemot
dcf10eba56
Estimation DLL: added decision rules w.r. to exogenous shocks
2010-02-19 18:41:12 +01:00
Sébastien Villemot
5ee45cfb60
Estimation DLL: fixed decision rules with respect to state variables (ghx)
2010-02-19 18:00:34 +01:00
Sébastien Villemot
547a912d5e
Estimation DLL, matrix library:
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* fixed various bugs
* added utility for computing the infinite norm
* changed the direction of mat::transpose(A, B) for consistency with GSL
2010-02-19 17:04:45 +01:00
Sébastien Villemot
0ef2f8c4bd
Estimation DLL: optimization of DecisionRules
2010-02-19 14:24:29 +01:00
Sébastien Villemot
9e9eeb533b
Build system: fixed minor bug in configure script
2010-02-19 11:51:09 +01:00
Ferhat Mihoubi
faa5da07dc
Bug correction in error messages and reduction of memory requirement during simulation
2010-02-19 11:03:53 +01:00
Ferhat Mihoubi
e466748993
Bugs corrected: exogenous variable are read from and external file if oo_.exo_simul is not completely filled => allows for shocks.
2010-02-19 11:03:53 +01:00
Stéphane Adjemian (Charybdis)
e1db53caa0
dynare_config adds matlab/missing/bsxfun in the path if needed. bsxfun.m is a replacement for matlab's
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built-in bsxfun function (missing in versions older than 7.4).
2010-02-19 00:31:43 +01:00
Stéphane Adjemian (Charybdis)
9754bc7afa
Fixed bug.
2010-02-19 00:31:43 +01:00
Stéphane Adjemian (Charybdis)
1fbe76b95d
Added function a clone of matlab's built in bsxfun (missing in versions prior to 7.4).
2010-02-19 00:31:43 +01:00
Sébastien Villemot
229d0e1ea4
Merge remote branch 'george/master'
2010-02-18 19:19:14 +01:00
Sébastien Villemot
a78bdab6d3
Estimation DLL: test file for DecisionRules based on example1.mod (only checks the eigenvalues for the moment)
2010-02-18 19:18:25 +01:00
Sébastien Villemot
1280000ee4
Estimation DLL: fixed various bugs in DecisionRules
2010-02-18 19:17:55 +01:00
Sébastien Villemot
cd9f9ff1b9
Estimation DLL, matrix library: fixed bug in mat::row_copy()
2010-02-18 19:11:09 +01:00
unknown
9a77efe440
Amend Estimation C++ ModelSolution, some utils (new Matrix version of dynamic_dll) and a test routine
2010-02-18 17:45:28 +00:00
Sébastien Villemot
07091a6b63
Estimation DLL, matrix library: removed useless end-of-lines
2010-02-18 18:11:21 +01:00
Sébastien Villemot
9ac6553776
Estimation DLL, matrix library: fixed bug in MatrixView::setAll()
2010-02-18 18:10:59 +01:00
Sébastien Villemot
4f7ef5f49d
Estimation DLL, matrix library: added utility for computing A=B'
2010-02-18 18:10:45 +01:00
Sébastien Villemot
b737535955
Estimation DLL, matrix library: fixed problem in QRDecomposition (two workspaces are needed of different sizes) by imposing in the constructor the size of the matrix to be left-multiplied by Q
2010-02-18 18:10:16 +01:00
Sébastien Villemot
30ee44f8b4
Estimation DLL, matrix library: fixed bug in mat::negate(),;mat::add(), mat::sub()
2010-02-18 18:09:04 +01:00
Stéphane Adjemian (Charybdis)
b762f010cd
Fix the inconsistency between mh_drop and the number of mh draws discarded
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when computing the Brooks and Gelman convergence diagnostics.
2010-02-18 17:13:13 +01:00
Sébastien Villemot
1ae1b5ff20
Backporting bicgstab function from Octave 3.2 to Octave 3.0 ( closes #81 )
2010-02-17 18:40:52 +01:00
Sébastien Villemot
99e0d248c7
Testsuite: added test for osr
2010-02-17 18:40:52 +01:00
Sébastien Villemot
5375c23f10
Dynare++: fixed test.mod
2010-02-17 18:40:52 +01:00
Sébastien Villemot
f65ce54dc1
preprocessor: under Octave/Windows, with USE_DLL, do not require "cygwin" or "msvc" option ( closes #76 )
2010-02-17 18:40:52 +01:00
Sébastien Villemot
eb35f6b172
Added Windows executables in gitignore file
2010-02-17 18:40:52 +01:00
Stéphane Adjemian (Gpm)
10e92a8673
Merge branch 'master' of stepan@kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-02-17 18:29:44 +01:00
Stéphane Adjemian (Gpm)
de1ba423b5
Bug fixes.
2010-02-17 18:27:20 +01:00
Stéphane Adjemian (Gpm)
cbfd0fd562
Added estimation of the variance of the SMM estimator.
2010-02-17 17:48:43 +01:00
Stéphane Adjemian (Gpm)
b65178aadb
Added a function computing the gradient of a function (R^m -> R^n).
2010-02-17 17:33:52 +01:00
Stéphane Adjemian (Gpm)
f1b07fb789
Added a function computing the gap between simulated and sample moments.
2010-02-17 16:53:04 +01:00
Stéphane Adjemian (Gpm)
77570f40c7
Added mode options.optimization_routine==0 (no optimization, just read the optimization_path.mat file).
2010-02-17 16:20:37 +01:00
Sébastien Villemot
c1e7ade63e
get_variance_of_endogenous_variables.m: fixed error introduced in commit b9173a211f
2010-02-17 12:52:25 +01:00
Sébastien Villemot
9e2885d17f
Merge remote branch 'michel/master'
2010-02-17 12:51:20 +01:00
Sébastien Villemot
daf97deb04
Estimation DLL, matrix library: fixed incorrect assertion in col_copy()
2010-02-17 12:22:02 +01:00
Sébastien Villemot
440db94603
Estimation DLL, DecisionRules: fixed incorrect matrix dimensions
2010-02-17 12:21:39 +01:00