Sébastien Villemot
c8e59f1361
Do not put -lumfpack in LIBS, rather use a special variable for it
2013-03-29 15:30:31 +01:00
Sébastien Villemot
513ae741e3
Build system for MEX/Octave: use Octave's LDFLAGS in the configure script
...
This will facilitate the detection of UMFPACK under Windows
2013-03-29 15:07:58 +01:00
Sébastien Villemot
3025a14ed9
Adapt for removal of luinc in MATLAB R2013a
2013-03-25 12:05:56 +01:00
Sébastien Villemot
37592309fb
Distribute dynumfpack.h in tarball
2013-03-24 09:42:45 +01:00
Sébastien Villemot
86db8d805c
Add configure test for UMFPACK
2013-03-23 17:09:00 +01:00
Sébastien Villemot
1db892efc4
Fix compilation problems of bytecode with UMFPACK and MATLAB's libut
2013-03-23 13:02:07 +01:00
Ferhat Mihoubi
19032f4b07
Adds an umfpack definition file for matlab on windows
2013-03-22 16:38:34 +01:00
Ferhat Mihoubi
43a50dd395
- adds the kernel CUDA file for SparseMatrix
2013-03-22 16:36:30 +01:00
Ferhat Mihoubi
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
Ferhat Mihoubi
2a51248832
Adds a block Kalman filter using GPU
2013-03-22 15:47:57 +01:00
Ferhat Mihoubi
03e487a092
Major update of bytecode:
...
- Iterative linear solvers using CUDA
- interpreter.cc decomposed
2013-03-22 15:44:34 +01:00
Sébastien Villemot
ba889e853c
Preprocessor interface and documentation for endogenous_prior option
...
Closes #321
2013-03-18 11:12:49 +01:00
Sébastien Villemot
f89edf476e
Start refactoring of penalty handling
...
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
Sébastien Villemot
82930ee29a
Implementation of steady state computation in estim DLL, using the GSL
...
Does not seem very robust (fails on fs2000), need to investigate why.
2013-03-06 16:58:22 +01:00
Sébastien Villemot
871cbbe448
Construct the filename of the dynamic MEX file only at the deepest level
...
In the calling chain, only pass the basename of the MOD file.
2013-03-05 14:45:47 +01:00
Sébastien Villemot
325a2ea90e
Remove unused field n_exog of DynamicModelDLL class
2013-03-05 13:00:57 +01:00
Sébastien Villemot
75fbd38524
Handle constant in Kalman filter
...
Previously, the filter was only working with options_.noconstant, i.e. when the
data are centered.
2013-02-07 18:34:17 +01:00
Sébastien Villemot
be2764520a
Estimation DLL: explicitly fail with option loglinear or observation trends
2013-02-07 17:00:48 +01:00
Sébastien Villemot
6fc94a12d0
C++ DecisionRules: support models with no static variables
2013-02-07 16:03:11 +01:00
Sébastien Villemot
ea3d2cd1ed
Include right header in definition of LogLikelihoodSubSample
2013-02-05 15:49:47 +01:00
Sébastien Villemot
da046d378e
Fix typos
2013-02-05 15:49:27 +01:00
Sébastien Villemot
a06e3d9714
Clarify error message of logposterior DLL for purely backward/forward models
2013-02-05 14:57:38 +01:00
Sébastien Villemot
21055da526
Remove incorrect use of static keyword
...
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
Sébastien Villemot
deb9ece36d
Fix MOD-file name in Kalman tests
2013-01-30 16:44:10 +01:00
Sébastien Villemot
f60acd4366
Relax criterion for decision rules test
...
Otherwise it fails with on Karaba
2013-01-30 16:43:35 +01:00
Sébastien Villemot
b3acdc0836
Make various functions more generic, using templates
...
This was necessary to make some tests work again
2013-01-30 16:43:02 +01:00
Sébastien Villemot
02fee79fc7
Add some sanity checks
2013-01-30 16:27:13 +01:00
Sébastien Villemot
5beec53458
Remove unused function prototype
2013-01-30 16:26:56 +01:00
Sébastien Villemot
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
...
Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Sébastien Villemot
31a13db66a
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
Sébastien Villemot
bc1872625b
Fix typo in previous commit
2012-11-06 14:44:29 +01:00
Ferhat
50fd1a4c0d
In the two boundaries solver, gives up the symbolic solver if a stable computation solution could not be found on the first third of the simulation period
2012-11-06 14:38:51 +01:00
Sébastien Villemot
18af0655a3
More spurious executable perms
2012-10-13 22:08:56 +02:00
Sébastien Villemot
3d39d77917
Remove spurious executable permissions
2012-10-13 16:10:01 +02:00
Sébastien Villemot
c031b463ff
Use my @dynare.org address
2012-10-01 16:41:18 +02:00
Sébastien Villemot
3e612e0211
Fix build system with Automake 1.12
2012-09-28 17:31:39 +02:00
Sébastien Villemot
5d5771a823
Another typo
2012-09-25 19:58:03 +02:00
Sébastien Villemot
6cfec3f6ad
More CPPFLAGS_MATIO fun
2012-09-25 19:53:20 +02:00
Sébastien Villemot
08f7c61e89
Add missing CPPFLAGS_MATIO
2012-09-25 14:25:02 +02:00
Sébastien Villemot
3589c04f49
Add missing CPPFLAGS_MATIO
2012-09-21 07:29:11 +02:00
Sébastien Villemot
4d98c2007f
Rename CFLAGS_MATIO to CPPFLAGS_MATIO
2012-09-20 22:53:47 +02:00
Houtan Bastani
4f54391e94
add --with-matio option to configure
2012-09-19 12:11:57 +02:00
Houtan Bastani
fd66086c38
bug fix: configure output should be no for k-order if matlab is not present
2012-09-19 12:11:57 +02:00
Houtan Bastani
e48f535004
bug fix: ms_sbvar requires matio under octave but configure output doesn't state that it's missing.
2012-09-19 12:11:57 +02:00
Houtan Bastani
a54af094f2
bug fix: slicot configuration (allow path specification using --with-slicot flag)
2012-09-18 14:45:32 +02:00
Houtan Bastani
469a1d2c25
fix slicot configuration on OS X
2012-09-17 11:58:18 +02:00
Sébastien Villemot
c07ffd8705
Merge branch 'slicot'
2012-09-13 11:11:46 +02:00
Sébastien Villemot
0332309647
Remove embedded SLICOT, rely on external binary
2012-09-13 11:08:42 +02:00
Sébastien Villemot
5f861cb0d8
Use MatIO in Dynare++ instead of the home-made engine
2012-08-23 18:31:07 +02:00
Sébastien Villemot
53709a3214
Ensure compatibility with matio 1.5
...
Closes : #275
2012-08-07 14:44:45 +02:00