Commit Graph

667 Commits (25121bca4f9c97fed28599e9f9adeba2028e5bd0)

Author SHA1 Message Date
ferhat ac2e5cfd52 - In extended path
- fix an error with results print out
  - fix an error withe exogenous initialization
2015-11-19 17:03:05 +01:00
ferhat 77f5d572de Fix the output arguments in case of bytecode failure 2015-11-06 15:06:17 +01:00
Stéphane Adjemian (Charybdis) 2ec1579cd0 Fixed warnings in bytecode compilation.
Removed unused variables.
2015-10-19 18:01:38 +02:00
ferhat 7c5272d852 Allows to compute the extended path and the conditional forecasts with bytecode 2015-09-22 15:39:49 +02:00
Sébastien Villemot d0628af1f2 No longer compile ordschur.oct for Octave >= 4.0.
The function is now an Octave builtin.
2015-03-17 17:53:11 +01:00
Houtan Bastani 1b869b26a7 fix dates for changes in 86c3c0fb1b and a40323d2fb 2015-01-08 18:39:04 +01:00
ferhat 86c3c0fb1b Checks that fields endo_names, exo_names and param_names exist 2015-01-06 10:30:52 +01:00
ferhat 24b2993f50 Solves issues in deterministic simulation:
- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation
- allows to use bytecode in solve_perfect_foresight_model.m
- Adds model information in bytecode
2014-12-17 09:37:43 +01:00
Houtan Bastani cf910cb64f build system: add flag for mex compilation on OS X 10.9 2014-07-24 12:18:38 +02:00
Sébastien Villemot 9b5a09958c Fixes to make install.
- fix DESTDIR for preprocessor and MEX files (it was duplicated)
- don't install libdynare++.a
2014-07-18 12:15:36 +02:00
Houtan Bastani 8d2b79a224 make install, closes #576 2014-07-16 16:18:06 +02:00
Sébastien Villemot 41295ad602 Minor cleanups in k_order_perturbation DLL. 2014-03-21 17:26:55 +01:00
Sébastien Villemot 050b495a52 Fix an invalid memory access in k_order_perturbation DLL.
In the case where a 2nd/3rd derivative is symbolically not zero but numerically
zero at the evaluation point, the last lines of the g2/g3 matrices (in
KordpDynare::calcDerivativesAtSteady()) where uninitialized (these matrices
store the sparse hessian/3rd-deriv in coordinate list form, i.e. with 3 columns
and as many rows as non-zero elements). When reconstructing the dense
hessian/3rd-deriv matrix out of g2/g3, this would result in invalid memory
accesses.
2014-03-21 17:26:48 +01:00
Sébastien Villemot 9d32204790 Ensure that -lpthread is statically linked under MinGW. 2014-03-10 17:25:39 +01:00
Sébastien Villemot 75ae191d33 Upgrade to a newer version of the AX_BOOST_BASE macro.
Our workaround for cross-compilation has been incorporated upstream.
2014-03-03 11:13:27 +01:00
Michel Juillard 45f7de33e8 sobol qmc_sequence MEX: dimension larger than 1111 returns a proper
Matlab error message instead of crashing
2014-02-15 21:11:42 +01:00
Sébastien Villemot 5308da2cad Upgrade the minimum requirement to MATLAB 7.5 (R2007b). 2014-02-03 15:52:54 +01:00
Sébastien Villemot e5d4defb41 Fix handling of qz_criterium in k_order_perturbation MEX.
If the MEX file was called with options_.qz_criterium=[], it would not use a
correct default value (but would use NaN).

Closes #574
2014-01-27 15:33:37 +01:00
Sébastien Villemot 66d48f5917 Compatibility fixes for Octave 3.8.
- no longer use OCTAVE_QUIT in MEX files; this seems now only possible in
  oct-files. (Ref #304)
- do not build linsolve.oct on Octave >= 3.8, it is available natively.
- do not add strjoin.m to the patch on Octave >= 3.8, it is available natively.
- default_save_options has been renamed save_default_options.
2014-01-03 11:05:39 +01:00
Sébastien Villemot 85f001885e Estimation DLL: fix bug with creating MAT files
Similar problem to #446
2013-12-06 14:46:44 +01:00
Houtan Bastani a8d07308a9 ms-sbvar: support ctrl-c changes in submodule, #304 2013-12-05 16:13:58 +01:00
Sébastien Villemot 7ada720e7b Bump version number 2013-12-02 17:55:10 +01:00
Houtan Bastani 830c09760e preprocessor: remove clang warning on declaration of const static double in class definition 2013-11-22 14:59:34 +01:00
Houtan Bastani 3c75923e2d revert £ change as 156 is an extended ascii code 2013-11-05 19:06:20 +01:00
Houtan Bastani 0e4bb3f8e9 fix typo 2013-11-05 18:06:24 +01:00
Houtan Bastani 5352fb4d16 preprocessor and matlab mex fixes for clang compilation 2013-11-05 18:04:57 +01:00
ferhat f4cee9d5e5 Corrects a bug in the way to test for the presence of the global variables 2013-10-28 14:26:42 +01:00
Stéphane Adjemian (Charybdis) 399b6d2615 Specialized maxit in bytecode mex (dynamic simulation vs steady state). 2013-10-09 16:55:46 +02:00
Stéphane Adjemian (Charybdis) d8052342f3 Fixed bug introduced in cc0d9b42f0 (bytecode.cc).
Problem when reading nested structures.
2013-10-09 16:26:29 +02:00
Stéphane Adjemian (Charybdis) cc0d9b42f0 Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
Sébastien Villemot 82edf48256 No longer consider automake warnings as fatal
With automake 1.14 there are a lot of new warnings related to the way we deal
with MEX files (they are compiled from source files located in a different
tree). Automake wants us to use the 'subdir-objects' option, but it breaks in
our case.

In automake 2.0, the 'subdir-objects' option will be activated by default, so
we will have to refactor the build system for MEX files. But for now we can
live with the automake warnings.
2013-09-09 14:50:32 +02:00
Sébastien Villemot d8e9bc978d Revert "Compatibility fix with automake 1.14"
This reverts commit 7541bb52f5.

This commit was breaking compilation of MEX files: the subdir-objects option
does not deal well with source files that are under a distinct tree.
2013-09-09 14:47:29 +02:00
Sébastien Villemot 7541bb52f5 Compatibility fix with automake 1.14 2013-09-06 15:00:37 +02:00
Sébastien Villemot c34c90e8cb Fix bug in linsolve when second argument is a zero-column matrix
Fixes crash of 1st-order purely forward models under Octave
2013-08-15 12:19:51 +02:00
Stéphane Adjemian (Charybdis) 5a4399e9b3 Removed openmp pragmas in bytecode.
This commit fixes #420, so that bytecode doesn't crash when Dynare is compiled with --enable-openmp flag.
2013-07-11 15:12:41 +02:00
Stéphane Adjemian (Charybdis) cb2228acad Merge branch 'master' into experimental-mjdgges-threshold 2013-06-12 17:27:25 +02:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Sébastien Villemot f1c8ec60c7 Remove various compilation warnings 2013-06-12 16:05:35 +02:00
Sébastien Villemot 555fc98673 Fix bug in gemv binding 2013-06-12 16:05:35 +02:00
Stéphane Adjemian (Charybdis) 7fc92c96d9 Fixed bug related to the test on the number of input arguments. 2013-06-12 10:21:27 +02:00
Stéphane Adjemian (Charybdis) b81fcbeeb1 Added an option for the threshold level of the 0/0 generalized eigenvalue test.
The option is passed in the fourth input argument of mjdgges. If the
mex is called with less than four arguments, then the threshold level
takes its previous (hardcoded) default value: 1e-6.
2013-06-12 09:46:32 +02:00
Ferhat Mihoubi b1da2f2b7d "slowc" option is now available to solve a simple equation in bytecode 2013-06-10 16:46:54 +02:00
Ferhat Mihoubi bdee6d14ec Fix the problems related to the initialization of ilu preconditioner using BiCGStab and also a bug in the BiCGStab in case of block (without bytecode) model options. 2013-06-08 17:16:20 +02:00
ferhat 4e7050baf9 Use ilu with type=ilutp instead of nofill
Contrary to luinc command ilu with nofill option doesn't not allow for partial
pivoting
2013-05-23 11:44:29 +02:00
Sébastien Villemot 2670be408e Bug fix in steady state solver 2013-04-19 18:01:19 +02:00
Sébastien Villemot 7495668ef2 Minor simplification and improvements 2013-04-19 18:01:19 +02:00
Sébastien Villemot e1f702f83a Various fixes to steady state computation in estimation DLL
Still not working… Valgrind detects unitialized values during the call to
hybridjs…
2013-04-18 18:28:34 +02:00
Stéphane Adjemian (Charybdis) 8eed899f92 Fixed bug. Compilation of bytecode was crashing with USE_OMP. 2013-04-18 11:20:35 +02:00
Houtan Bastani 47b53dbeea build system: osx fix for bytecode mex in octave 2013-04-17 17:45:28 +02:00
Sébastien Villemot 8dbf195422 Compatibility fix with GCC 4.8 2013-04-15 17:18:38 +02:00