85f001885e
Estimation DLL: fix bug with creating MAT files
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Similar problem to #446
2013-12-06 14:46:44 +01:00
f1c8ec60c7
Remove various compilation warnings
2013-06-12 16:05:35 +02:00
ba889e853c
Preprocessor interface and documentation for endogenous_prior option
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Closes #321
2013-03-18 11:12:49 +01:00
f89edf476e
Start refactoring of penalty handling
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Handle all events that lead to a penalty through an exception.
Next steps:
- make all exceptions derive from a common class containing info code and
penalty value
- catch these exceptions at the top-level, and construct the penalty-adjusted
likelihood
2013-03-06 17:55:15 +01:00
871cbbe448
Construct the filename of the dynamic MEX file only at the deepest level
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In the calling chain, only pass the basename of the MOD file.
2013-03-05 14:45:47 +01:00
75fbd38524
Handle constant in Kalman filter
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Previously, the filter was only working with options_.noconstant, i.e. when the
data are centered.
2013-02-07 18:34:17 +01:00
be2764520a
Estimation DLL: explicitly fail with option loglinear or observation trends
2013-02-07 17:00:48 +01:00
21055da526
Remove incorrect use of static keyword
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This leads to a crash when the DLL is called several times in the same
Octave/MATLAB session.
2013-01-30 18:39:18 +01:00
53709a3214
Ensure compatibility with matio 1.5
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Closes : #275
2012-08-07 14:44:45 +02:00
da0beac147
updating calling sequence for estimation dll and introducing templates
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when necessary
2012-02-23 18:39:41 +01:00
a66594caed
Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
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Closes : #235
2012-01-09 12:39:09 +01:00
69375f4b93
logMHMCMCposterior: remove instances of mexErrMsgText
2011-02-11 12:25:10 +01:00
4ac3a6c5a4
replace mex.h with dynmex.h
2011-02-11 12:24:13 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
cc2a9d90ac
Global reindentation of MEX source files
2011-02-04 16:53:12 +01:00
887209208f
Estimation C++ DLL: Adding the new Proposal class with common, adjustable seed for both normal and uniform rng and the associated changes including the removal of now obsolete RandSampler class.
2010-12-24 09:49:59 +00:00
befa1b966b
Estimation DLL: removed illegal casts from pointer to integer
2010-12-09 10:49:44 +01:00
fa3e19fdfb
C++ Estimation DLL: Update of logMHMCMCposterior.cc with a draft octave MAT draws file save and adding a test random_walk_metropolis_hastings_core.m: Octave version crashes at start of DLL and Matlab version finishes with low acceptance due to frequent B&K and reports error within debugger too - needs more debugging!
2010-12-07 23:03:11 +00:00
036867765b
logMHMCMCposterior: minor compatibility fix for Octave (the 3rd arg of mexPutVariable() is not marked "const" under Octave)
2010-10-28 10:17:38 +02:00
8d3d004105
logMHMCMCposterior: under Octave, do load/save MAT files, because the "mat.h" interface does not exist
2010-10-28 10:15:53 +02:00
f8815c8896
C++ Estimation DLL: Update to logMHMCMCposterior.cc mexFunction DLL driver: its call to close waitbar seems to cause crashes and it is for now left commented out and the waitbar neeeds to be closed manually or,
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alternativelly, call dll with options_.console_mode=1
2010-10-26 18:31:32 +01:00
9123e4e70c
C++ Estimation DLL: Update of logMHMCMCposterior and auxiliary files: added progress bar and recovery from file and tied up few loose ends - still unstable !
2010-10-14 23:31:25 +01:00
d7e8870c18
C++ Estimation DLL: Adding draft logMHMCMCposterior.cc mexFile driver for the modified RandomWalkMetropolisHastings.cc and other related files inc. draft test random_walk_metropolis_hastings_core.m
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Still missing functionality: Sliding progress bar, seed change and loading old, incomplete (failed) run files
2010-10-04 13:58:25 +01:00
Sébastien Villemot
Sébastien Villemot
Michel Juillard
Houtan Bastani
George Perendia