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2662 Commits (1554054bf0a9d0826eed3faed15b3653531916a8)

Author SHA1 Message Date
Sébastien Villemot 81f0cf1bc3 Bytecode DLL: provisions for Microsoft Visual C++ 2010-06-09 18:35:35 +02:00
Sébastien Villemot 045e2e21ef Bytecode DLL: bugfix for erf() 2010-06-09 18:31:39 +02:00
Michel Juillard 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
Sébastien Villemot 69b9b7fc84 Build system: fix for MinGW-TDM 4.5 2010-06-09 17:55:04 +02:00
Houtan Bastani 28d30d9a62 Bug fix: catch the case when a parameter follows a beta distribution with mean = std err = 0.5 2010-06-09 15:09:55 +02:00
Houtan Bastani 26dc6f7a54 fix typo in manual 2010-06-09 12:21:21 +02:00
Sébastien Villemot fe61608ede Estimation DLL: bugfix in LogLikelihoodMain 2010-06-09 11:42:23 +02:00
Sébastien Villemot bedc69beb8 Estimation DLL: pass the name of the dynamic MEX file through the whole hierarchy of constructors (instead of the basename of the MOD file) 2010-06-09 11:42:22 +02:00
Sébastien Villemot 35ad5b1aba Estimation DLL: removed useless "mode" information in Prior class 2010-06-09 11:42:22 +02:00
Sébastien Villemot 90e9506d93 Estimation DLL: added test MOD file 2010-06-09 11:39:03 +02:00
Sébastien Villemot ab0d4a143e Build system: added new test for C++ prior classes 2010-06-09 11:37:42 +02:00
Sébastien Villemot 228d0d6d85 Merge remote branch 'george/master' 2010-06-09 11:31:26 +02:00
Stéphane Adjemian (Scylla) a512b9b263 Bug fix. We don't have to check the convergence of the Kalman filter to its steady state if the 
covariance matrix F is singular.
 2010-06-09 11:04:59 +02:00
Stéphane Adjemian (Scylla) 251b6c80c0 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-06-09 10:29:42 +02:00
George Perendia 69abb07f05 C++ Estimation DLL: Adding basic Uniform and Gaussian random number generators to Priors.hh and a basic test routine 2010-06-08 16:38:49 +01:00
Sébastien Villemot bed8f4b689 Preprocessor: use a sparse representation for the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters 2010-06-07 18:46:57 +02:00
Sébastien Villemot 30d34f2445 Preprocessor: only compute on demand the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters 2010-06-07 16:42:27 +02:00
Sébastien Villemot 4a23d93199 Preprocessor: changing return order of parameter derivatives to match Marco's code 2010-06-04 09:57:56 +03:00
Sébastien Villemot 57ae51d0bf Ref. manual: mention that parameters can now be set from the 'steady_state_model' block 2010-06-04 09:35:45 +03:00
Sébastien Villemot 996a646d8f Preprocessor: fix for 'steady_state_model' when not computing Ramsey policy' 2010-06-04 09:33:54 +03:00
Michel Juillard ade0cd9d26 steady_state_model: authorizing change in parameter values in steady_state_model block + removing ys_ initialization to zero 2010-06-03 15:59:35 +02:00
George Perendia 4f98b560ad Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing 2010-06-02 13:38:27 +01:00
Michel Juillard 1098fb4571 ramsey_policy: eliminating unnecessary leads and lags 2010-06-01 20:36:48 +02:00
Michel Juillard 039611223b Author: Michel Juillard <michel.juillard@ens.fr> 
--- log message follows this line ---
ramsey_policy adding printing of steady state value of Lagrange multipliers
 2010-06-01 20:35:27 +02:00
Sébastien Villemot b33238a00e Ref. manual: fix typo 2010-06-01 19:00:22 +02:00
Sébastien Villemot 9318856a4e SWZ: finalize build system for MEX by adding a test for GSL 2010-06-01 15:33:45 +02:00
Sébastien Villemot 53443fbd01 SWZ: modification for Octave, whose 'mexPrintf' has 'void' return type 2010-06-01 15:23:16 +02:00
Houtan Bastani 359b90d4fc use __APPLE__ as opposed to passing a MACOSX flag via make 2010-06-01 14:08:00 +02:00
Houtan Bastani aa625cc046 produce consistent output 2010-06-01 11:18:56 +02:00
Houtan Bastani 762e703692 Allow the user to pass a constant seed 2010-06-01 11:18:55 +02:00
Houtan Bastani 478cfee0e4 modified sz_prd to work both with standalone files and with mex 2010-06-01 11:18:55 +02:00
Houtan Bastani 28602be1e8 include in build system 2010-06-01 11:18:55 +02:00
Houtan Bastani 72ea2cc07c when printing to stdout, use printf and return val 2010-06-01 11:18:55 +02:00
Houtan Bastani 358640ba4f Mex files / modifications for mex 2010-06-01 11:18:55 +02:00
Houtan Bastani 601c087baa conform to ANSI-C (C90) standard (for -ansi flag under Linux) 2010-06-01 11:18:55 +02:00
Houtan Bastani 341e6a2924 remove trailing whitespace and replace tabs with spaces 2010-06-01 11:18:55 +02:00
Houtan Bastani bd626b07f9 replace DOS ending with UNIX, 2010-06-01 11:18:55 +02:00
Houtan Bastani d265fcba2d if FILE * is stdout, replace fprintf(FILE *, with printf 2010-06-01 11:18:54 +02:00
Houtan Bastani 1bc7bf7fbb make blas and lapack functions work with matlab 2010-06-01 11:18:54 +02:00
Houtan Bastani 14a081c0f5 add swz_fprintf_err to handle printing to stderr 2010-06-01 11:18:54 +02:00
Houtan Bastani c955ae6242 replace 'fprintf(stdout,' with 'printf(' 2010-06-01 11:18:54 +02:00
Houtan Bastani 49cfafce92 prepare modifications for mex 2010-06-01 11:18:54 +02:00
Houtan Bastani 24e5ef8404 moved matrix.h to swzmatrix.h because of conflict with matrix.h provided by Matlab 2010-06-01 11:18:54 +02:00
Houtan Bastani 08dece966c ignore file created by OS X filesystem 2010-06-01 11:18:54 +02:00
Houtan Bastani ac0f324d6f build swz standalone executables only against gsl 2010-06-01 11:18:54 +02:00
Sébastien Villemot ccaa8e6443 Preprocessor and ref. manual: added 'pruning' option (closes #104) 2010-05-31 18:38:49 +02:00
Sébastien Villemot c58312d3b7 Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values 2010-05-31 17:43:17 +02:00
Sébastien Villemot 4cca2874ae Testsuite: 
* added optimal_policy/mult_elimination_test.mod to the testsuite
* moved ramsey.mod to optimal_policy/
 2010-05-31 16:19:21 +02:00
Marco Ratto e5705ef0bf 1) first fixes in synchronization of remote clusters under linux; 
2) changes to header/comments
 2010-05-31 11:57:19 +02:00
Marco Ratto 839b77d679 1) eliminated us of struct2local; 
2) changes to header/comments.
 2010-05-31 11:55:25 +02:00