stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
2,522 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

288 Commits (14a081c0f5e40f3161bec2dcca891de95e4a335a)

Author SHA1 Message Date
George Perendia 508422307e Estimation C++DLL: adding Standard dev. to Prior.cc & .hh 2010-05-25 17:53:58 +01:00
Michel Juillard a3d798836e k_order_perturbation: fixing bug in making of tensor of 3rd order derivatives 
modifying tests and adding a new test against dynare++ output (fs2000k4.mod)
 2010-05-22 16:12:39 +02:00
Sébastien Villemot 399d66d81c Estimation DLL, generalized Schur decomposition: fix bug with complex part of infinite generalized eigenvalue (was NaN instead of zero) 2010-05-14 19:26:52 +02:00
Michel Juillard 894ed518c8 mjdgges.c: eliminates bogus imaginary NaNs in eigenvalues 2010-05-14 15:03:15 +02:00
Sébastien Villemot 6f11442c7b Estimation DLL: fix to testModelSolution 2010-05-07 18:18:24 +02:00
George Perendia 775a1f6471 Estimation DLL: updating test function 2010-05-07 17:09:51 +01:00
George Perendia 1c5c7f3fbf Estimation DLL: adding LapackBindings.hh 2010-05-07 17:00:56 +01:00
Sébastien Villemot b903776e0c Estimation DLL: fixed type errors in VDVEigDecomposition class 2010-05-07 17:17:30 +02:00
Sébastien Villemot 3688a6ef5a Estimation DLL: bugfix in constructors for vector views 2010-05-07 17:17:30 +02:00
George Perendia 55fc3feea4 Estimation: Update of main files 2010-05-07 16:08:58 +01:00
Sébastien Villemot b101dbd483 Estimation DLL: give the possibility to construct Vector/Matrix views out of other views 2010-05-07 12:18:45 +02:00
Sébastien Villemot 3292ee68c2 Build system: updates for estimation DLL 2010-05-07 10:40:03 +02:00
Sébastien Villemot ec5fd63063 Estimation DLL: removed obsolete file 2010-05-07 10:39:54 +02:00
Sébastien Villemot e4f640f201 Estimation DLL: simplification of the handling of indices in T and R matrices 2010-05-06 18:57:15 +02:00
Sébastien Villemot 5aa17370e8 Estimation DLL: minor type fix 2010-05-06 16:45:50 +02:00
Sébastien Villemot 2b5a907bb0 Estimation DLL: optimization in Kalman filter 2010-05-06 16:30:13 +02:00
Sébastien Villemot ba0503628e Estimation DLL: no longer pass lead/lag incidence matrix as argument, this is redundant with the zeta indices 2010-05-06 15:32:11 +02:00
Sébastien Villemot 6bdfc2958b Estimation DLL: removed obsolete files 2010-05-06 15:31:06 +02:00
George Perendia 31d9dd2481 estimation: extending LogLikelihoodSubSample.hh 2010-05-06 12:45:40 +01:00
George Perendia c729b8984d Estimation Adding more Headers 2010-05-06 12:37:06 +01:00
George Perendia 1819272d51 Estimation: Fix to VDVEigDecomposition.hh 2010-05-05 18:01:59 +01:00
George Perendia ba31b9bcbf Estimation libmat VDV Eigen decomposition class 2010-05-05 16:47:47 +01:00
Sébastien Villemot 208210c6fd Merge remote branch 'george/master' 2010-04-23 18:31:38 +02:00
George Perendia 43b2aae64e C++ Estimation Minor changes to KalmanFilter initialisation and testing routines to improve handling structural changes parameters and test accuracy 2010-04-23 15:28:42 +01:00
Sébastien Villemot 18c36c3dd5 Merge remote branch 'george/master' 2010-04-16 18:34:57 +02:00
George Perendia e9846ae65f C++ Estimaion: Minor change KalmanFilter.* to use gain matrix KFinv for conversion check and cosmetic changes to ModelSolution.cc, testInitKalman.cc and testkalman.cc 2010-04-16 17:00:51 +01:00
Ferhat Mihoubi f849b11563 The functions erf, normpdf and normcdf work fine with bytecode option 2010-04-16 17:00:05 +02:00
Sébastien Villemot 0281c5138a Build system: added new testKalman for Estimation DLL 2010-04-13 18:41:15 +02:00
George Perendia a489c8810d C++ Estimation: Adding test and fixing a bug for KalmanFilter.cc and making some cosmetic changes to InitializeKalmanFilter.cc and ModelSolution.cc 2010-04-13 12:38:13 +01:00
Sébastien Villemot b8bf1794ca Minor fix in prototype of LAPACK dgees 2010-04-02 14:53:14 +02:00
George Perendia f0fc974b9e !st draft Kalman Filter main, auxiliary an test routines for C++ estimation 2010-04-01 13:36:58 +01:00
George Perendia 127e5ca05a Minor data initiation bug fix in testInitKalman.cc 2010-03-16 16:54:28 +00:00
Sébastien Villemot b1e90e59af Estimation DLL: added testInitKalman to the build system, and modify it to accept the dynamic DLL as argument 2010-03-16 15:57:10 +01:00
Sébastien Villemot d93a5af70b Estimation DLL, DynamicDLL class: removed dependency on MEX header, unnecessary and makes the compilation of test files more complicated 2010-03-16 15:55:37 +01:00
Sébastien Villemot 35377ff303 Estimation DLL, InitializeKalmanFilter: removed unknown header 2010-03-16 15:55:08 +01:00
George Perendia f62dce714e Minor modification of types 2010-03-16 13:52:00 +00:00
George Perendia c738941044 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2010-03-16 13:27:29 +00:00
George Perendia 881b1168fe Adding InitializeKalmanFilter.cc/hh, its supporting files: DetrendData.cc/hh (a basic one), libmat/DiscLyapFast.cc, a test driver routine and a minor amendment to ModelSolution.hh. 2010-03-16 13:26:05 +00:00
Sébastien Villemot fd3c35937b Estimation DLL, dynamic DLL loading: minor changes to testModelSolution (now takes the full name of the dynamic DLL in argument) 2010-03-16 10:27:58 +01:00
Sébastien Villemot 3c8bfc5ef0 Estimation DLL, dynamic DLL loading: fixed memory leaks 2010-03-16 10:27:58 +01:00
George Perendia 882ea0ed75 Amending assertions in BlasBindings.hh 2010-03-15 12:12:43 +00:00
Sébastien Villemot 2449a4365c K-order DLL, DynareNameList class: removed memory leaks 2010-03-09 18:30:23 +01:00
Sébastien Villemot d95b0cf6d7 K-order DLL, KordpDynare class: removed memory leaks 2010-03-09 18:30:23 +01:00
Sébastien Villemot bb3675e75c K-order DLL, DynamicDLL class: removed memory leaks 2010-03-09 18:30:23 +01:00
Sébastien Villemot 1b3bc4a825 K-order DLL: removed useless stuff 2010-03-09 18:30:23 +01:00
Sébastien Villemot 1bc6da864c Estimation DLL, matrix library: adding test-repmat to build system 2010-03-08 13:50:02 +01:00
Sébastien Villemot 2aab5b47f2 Estimation DLL, matrix library: minor fixes for removing compiler warnings 2010-03-08 13:49:47 +01:00
George Perendia a78ca35807 Adding test-repmat.cc - a test for new Matrix.hh repmat utilities 2010-03-08 12:39:25 +00:00
George Perendia fa54eb55ca Adding 8 new template functions to Matrix.hh mat namespace, few of which emulate Matlab repmat and assign / reorder by vector. 2010-03-08 12:22:23 +00:00
George Perendia 5d0e93adfe Declare libmat destructors virtual 2010-03-08 10:09:45 +00:00