Houtan Bastani
|
18c9479176
|
SWZ: include in build system
|
2010-09-01 11:15:42 +02:00 |
Sébastien Villemot
|
8589be3d4b
|
K-order DLL: cosmetic changes
- remove unused argument of the DLL
- fix documentation inside source file
|
2010-08-30 17:11:58 +02:00 |
Sébastien Villemot
|
a4769fc80d
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K-order DLL: no longer create an extra MAT file (useless and undocumented)
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2010-08-30 17:11:26 +02:00 |
Sébastien Villemot
|
ad127052d8
|
Build system: display a warning when compiling for the Cygwin target
|
2010-08-24 16:24:03 +02:00 |
Sébastien Villemot
|
0893e963cb
|
Build system: change the way we detect the GSL, to make it work when cross-compiling
|
2010-08-24 16:24:03 +02:00 |
George Perendia
|
61da05b5e4
|
C++ Estimation DLL: KalmanFilter, dynlapack and LapackBindings with Cholesky decomp. based matrix inverter
|
2010-08-04 15:57:52 +01:00 |
George Perendia
|
1ac71f3d0c
|
Estimation C++ DLL: 4 fixes and some additional files used in testing: sweuromodel_dll.mod, data and DsgeLikelihood.m modified for testing under octave
|
2010-08-04 14:52:56 +01:00 |
Michel Juillard
|
89bdc81ada
|
suppressed computation of steady state inside k_order_perturbation
|
2010-07-17 10:18:25 +02:00 |
Michel Juillard
|
96bdf8c371
|
make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero.
|
2010-07-17 10:14:22 +02:00 |
Sébastien Villemot
|
9642683b7d
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Build system: fix for building source tarball
|
2010-07-12 14:30:57 +02:00 |
Sébastien Villemot
|
acf5451c1f
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Build system: rename 'loglikelihood' to 'logposterior'
|
2010-07-09 12:48:08 +02:00 |
George Perendia
|
50c1e0a8ec
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C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc
|
2010-07-08 09:56:19 +01:00 |
George Perendia
|
5c01144793
|
C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc
|
2010-07-08 09:56:18 +01:00 |
Houtan Bastani
|
ad28c2054d
|
Add boost/math and boost/random to configure script for mex build system
|
2010-07-01 14:15:08 +02:00 |
Sébastien Villemot
|
f34c31307b
|
K-order: minor fix for order of initialization of data members
|
2010-06-25 15:40:36 +02:00 |
Sébastien Villemot
|
04905660b8
|
Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
|
2010-06-11 19:18:16 +02:00 |
Sébastien Villemot
|
7410094588
|
Estimation DLL: various minor changes
|
2010-06-11 19:16:03 +02:00 |
Sébastien Villemot
|
e5d093c6ad
|
Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
|
2010-06-11 19:11:27 +02:00 |
Sébastien Villemot
|
e347f2ae7a
|
Build system: adding -Wall when building MEX files
|
2010-06-11 18:40:58 +02:00 |
Sébastien Villemot
|
85f855d759
|
Estimation DLL: fixed bug in EstimatedParametersDescription::getNumberOfPeriods()
|
2010-06-11 18:03:14 +02:00 |
Sébastien Villemot
|
32e41b7b01
|
Estimation DLL, LogLikelihoodMain: fixed bug (likelihood was not initialized to zero)
|
2010-06-11 16:51:08 +02:00 |
Sébastien Villemot
|
e1b274f2dc
|
Estimation DLL, ModelSolution class: make llxSteadyState a data member
|
2010-06-11 14:54:10 +02:00 |
Sébastien Villemot
|
1e41458826
|
Estimation DLL: bugfixes in LogLikelihoodMain
|
2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
|
974e9ac0ad
|
Estimation DLL: remove 'const' qualifiers in order to be able to put these classes in std::vector (the STL want an assignment operator)
|
2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
|
8a7ed1ec48
|
Estimation DLL, VDVEigDecomposition: remove useless test in destructor
|
2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
|
2c0b3469be
|
Estimation DLL, Vector class: fixed bug in the copy constructor
|
2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
|
110a33a0c8
|
Estimation DLL, QRDecomposition: fix memory leak
|
2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
|
a1df331c58
|
Estimation DLL: fixed test for Prior PDF following the removal of "mode" in the Prior class
|
2010-06-10 19:13:20 +02:00 |
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 |
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 |
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 |
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 |
Sébastien Villemot
|
9318856a4e
|
SWZ: finalize build system for MEX by adding a test for GSL
|
2010-06-01 15:33:45 +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
|
762e703692
|
Allow the user to pass a constant seed
|
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
|
1bc7bf7fbb
|
make blas and lapack functions work with matlab
|
2010-06-01 11:18:54 +02:00 |
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 |