0f12abbe9f
bump min boost to 1.36 to accord with 72008502c1
2011-01-24 17:35:12 -05:00
55399a5dc5
Compatibility fix for Octave: under Octave, union() called on a column vector and a scalar returns a row vector, hence the need to add the 'rows' option
2011-01-24 15:34:02 -05:00
c71e0fbd6b
removing test about correlated data in initial checks before estimation: this condition is too restrictive.
2011-01-21 17:04:01 +01:00
2985413ac6
modified syntax for estimation option plot_priors + addition to manual
2011-01-21 17:04:00 +01:00
f83d7db907
Fix of .mat extension with save for octave.
2011-01-21 11:28:28 +01:00
c5c99a80f6
Special fix for peculiar behavior of ls under octave/windows (+ use of ~ispc in place of isunix/ismac)
2011-01-21 11:26:24 +01:00
78c21916da
Fixed output for octave/unix octave/win
2011-01-21 11:25:30 +01:00
6c801be332
Removed catch ME instance for octave compatibility
2011-01-21 11:22:25 +01:00
4eb91731fc
Several fixes for octave compatibility:
...
- use of ispc;
- mat extension is save files;
- remove catch ME expressions;
- added printf message for octave runs
2011-01-21 11:21:32 +01:00
28a3b38cf4
For compatibility with octave (and for better coding) use of ~ispc in place of isunix/ismac
2011-01-21 11:18:29 +01:00
a3e4a7ff09
Eliminated annoying echoes on command window
2011-01-21 11:15:49 +01:00
5031b00a45
Windows package: add dynare_simul.m to the package ( closes #126 )
2011-01-20 16:04:44 -05:00
696ee5c8f0
Dynare++ MATLAB simulation helper: add an error message when dynare_simul_ DLL not in the path
2011-01-20 16:03:54 -05:00
82a59bec79
Dynare++ MATLAB simulation helper: fixed commit 92cb073f3a
2011-01-20 15:56:26 -05:00
e0261d258c
Dynare++: fixed bug in tests
2011-01-20 15:42:53 -05:00
df2f28ed34
If default 'ar' is not available, try to find one with a host prefix ( closes #145 )
2011-01-20 15:13:32 -05:00
72008502c1
Build system: upgrade Boost version requirement
2011-01-18 16:27:54 -05:00
89c332fdd6
adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed.
2011-01-18 19:31:59 +01:00
1db24b3107
bug correction for diffuse smoother
2011-01-18 19:04:20 +01:00
c5310731d9
corrected bug affecting the smoother when called for a selected subset of variables
2011-01-18 19:04:20 +01:00
4cf358c895
Merge remote branch 'ferhat/master'
2011-01-18 17:24:42 +01:00
595675d333
Partial information changes that make adjustment for Octave and use rcond() < 1e-8 ..." to determine if a matrix is invertible plus some minor bug and formatting changes in dr1_PI.m
2011-01-17 20:40:41 +00:00
6b1f84ac27
Dynare++: in printf statements with size_t, remove %zd modifier introduced in
...
757d8c36e9
2011-01-15 19:07:26 +01:00
bc8b8e9c84
Build system: Dynare++ now depend on Boost
2011-01-15 11:33:01 +01:00
ce07223628
- The Temporary terms management with bytecode when the model is block decomposed and solve_algo<5 is now compatible with octave
...
- Gets rid of warning message during the compilation of bytecode
2011-01-14 19:24:18 +01:00
96b6f1bf05
- Corrects the following problem:
...
Octave BiCGStab algorithm involves a 0 division in case of a preconditioner equal to the LU decomposition of the A matrix (in a linear system of the form A.x = b).
- The solution:
Checks if the linear system is solved simply using: x_new = x_old + U \ (L \ x_old)
Ticket #11
2011-01-14 19:24:17 +01:00
708a062338
The Octave version of fsolve do not converge when it starts from the solution. Check if the initial guess is equal to the solution.
2011-01-14 19:24:17 +01:00
1bfbfbe73a
Dynare++: update global copyright notices to span 2004-2011
2011-01-14 16:41:24 +01:00
bf13ddcb74
Dynare++: replace obsolete hash_set and hash_map by unordered_set and unordered_map
...
- use the implementation from boost
- since these classes will probably be included in the next C++ standard, they are also available natively from g++ with option -std=c++0x, but boost is probably better for the moment
2011-01-14 16:40:59 +01:00
1ca828c134
Dynare++: fixed warning about unused functions
2011-01-14 16:29:11 +01:00
ab87ccac06
Dynare++: fixed warning about conversion of string to char* and about non void functions returning nothing
2011-01-14 16:28:26 +01:00
af0175443b
Dynare++: fixed warning about comparison of signed with unsigned integers
2011-01-14 16:23:24 +01:00
610cb6387e
Dynare++: fixed warning about redefined NOMINMAX macro
2011-01-14 16:22:58 +01:00
757d8c36e9
Dynare++: fixed warnings about printf format strings
2011-01-14 16:22:26 +01:00
ac9415a943
- The bytecode.mex file has to be called when bytecode option is specified independently of the block option.
2011-01-14 10:39:34 +01:00
206fff0e71
- Corrects the following problem:
...
Octave BiCGStab algorithm involves a 0 division in case of a preconditioner equal to the LU decomposition of the A matrix (in a linear system of the form A.x = b).
- The solution:
Checks if the linear system is solved simply using: x_new = x_old + U \ (L \ x_old)
Ticket #11
2011-01-14 10:39:33 +01:00
e2a1d77f6e
- added schur_statespace_transformation.m to factor it out of DsgeLikelihood.m and DsgeSmoother.m
...
and corrected a bug in the code
- added missing functions missing_DiffuseKalmanSmootherH1_Z.m (multivariate version) and
missing_DiffuseKalmanSmootherH3_Z.m (univariate version)
- use only these two versions of the Kalman smoother in DsgeSmoother.m
2011-01-13 21:50:26 +01:00
f7eb39f7bb
bug correction related to smoother
2011-01-13 21:45:09 +01:00
6ea053e47d
correcting bugs in diffuse Kalman smoother
2011-01-13 21:10:06 +01:00
2e0a36ae9f
Initialize estim_params_ in global_estimation.m. Necessary for smoothing models with no estimated parameters.
2011-01-13 21:10:06 +01:00
ffc53ca910
Fix integer types in Kronecker DLLs
2011-01-13 19:34:49 +01:00
23d797d214
Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function
2011-01-13 19:10:16 +01:00
e39cb94954
Build system: remove warning about parentheses (we know the priority rules of C++, no need to be reminded)
2011-01-13 19:05:58 +01:00
572f71881a
Preprocessor: add "noreturn" attribute to ParsingDriver::error, to remove some warnings about unitialized variables
2011-01-13 19:04:40 +01:00
044e3a963b
Preprocessor: remove some warnings about comparison of signed with unsigned integers
2011-01-13 19:03:55 +01:00
6f93b18802
Fix bug in histval with exogenous variables in a stochastic setup
2011-01-13 18:18:57 +01:00
9c6d65bc0a
Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128 )
2011-01-13 18:08:26 +01:00
a6a4b3bc28
Preprocessor: no longer use assert(false) as a way of marking impossible cases
2011-01-13 15:52:44 +01:00
02fd6e668c
Add error message for non-implemented features of gamrnd.m
2011-01-13 12:28:44 +01:00
9e38d85053
Change the formula for empirical autocorrelations, so that the result always lies in [-1,1] (thanks to Johannes Pfeifer for pointing this)
2011-01-12 11:26:02 +01:00
Houtan Bastani
Sébastien Villemot
Michel Juillard
Marco Ratto
George Perendia
Ferhat Mihoubi