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
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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 |
Houtan Bastani
|
e5dd2d31ec
|
fix typo
|
2012-08-07 11:39:47 +02:00 |
Sébastien Villemot
|
2e65a9ab96
|
Provide a better implementation of linsolve for Octave
Closes: #273
|
2012-08-06 18:26:16 +02:00 |
Houtan Bastani
|
7c4b36695d
|
change autoconf min version to match that of root config file
|
2012-08-02 16:17:08 +02:00 |
Michel Juillard
|
f5f5ca1a83
|
removing printing used for debugging
|
2012-08-01 18:38:42 +02:00 |
Michel Juillard
|
2244af9c62
|
adding pruning option for 3rd order
|
2012-07-31 21:50:59 +02:00 |
Michel Juillard
|
84164dc57e
|
adding possibility to pass derivative matrices to k_order_perturbation
MEX function
|
2012-07-07 21:21:28 +02:00 |
Michel Juillard
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287b134884
|
k_order mex: added derivatives as members of KorderpDynare
|
2012-07-06 13:52:17 +02:00 |
Sébastien Villemot
|
83623723d9
|
Block kalman filter: enclose OpenMP statements in conditionals
|
2012-06-11 14:31:33 +02:00 |
Sébastien Villemot
|
4a9592a50c
|
Fix LAPACK type error
|
2012-06-11 12:25:56 +02:00 |
Sébastien Villemot
|
91967eac6d
|
Bump version numbers
|
2012-06-11 12:07:10 +02:00 |
Ferhat Mihoubi
|
2a8436aa44
|
Extends the block Kalman filter to the missing observations case (not called for the moment)
|
2012-06-11 10:39:25 +02:00 |
Sébastien Villemot
|
02efbd31a8
|
Convert files to Unix EOL
|
2012-06-08 19:10:19 +02:00 |
Sébastien Villemot
|
c079ace8c3
|
Remove various compiler warnings
|
2012-06-08 19:06:03 +02:00 |
Sébastien Villemot
|
1f9cea669a
|
Update copyright notices
|
2012-06-08 18:22:34 +02:00 |
Ferhat Mihoubi
|
6cb7a5f1e5
|
Corrects a bug in the arguments returned by bytecode
|
2012-06-06 16:32:01 +02:00 |
Ferhat Mihoubi
|
7dbd826d7e
|
Code cleaning
|
2012-06-06 16:30:28 +02:00 |
Sébastien Villemot
|
f36f76760a
|
Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
(complement to commit cd0bc28e )
|
2012-05-21 18:34:10 +02:00 |
Michel Juillard
|
e63c41184c
|
bytecode: removing debuging message
|
2012-05-20 14:37:30 +02:00 |
Sébastien Villemot
|
615535ad88
|
Fix compilation errors with GCC 4.7
|
2012-05-08 16:10:10 +02:00 |
Sébastien Villemot
|
ff4285d6fb
|
matio is a requirement for ms-sbvar under Octave
|
2012-04-20 11:50:03 +02:00 |
Houtan Bastani
|
9576255ead
|
Create new contrib folder & move ms-sbvar submodules there
|
2012-04-19 11:02:40 +02:00 |
Houtan Bastani
|
b96c35a1a4
|
ms-sbvar: remove unused code
|
2012-04-13 15:56:25 +02:00 |
Houtan Bastani
|
f402d59acf
|
ms-sbvar: link to Matio library for Octave compilation
|
2012-04-13 15:54:48 +02:00 |
Houtan Bastani
|
402363bab2
|
MS-SBVAR: rewrite ms_variance_decomposition
|
2012-03-08 17:54:35 +01:00 |
Houtan Bastani
|
5f60f1bd27
|
MS-SBVAR: rewrite ms_forecast
|
2012-03-08 17:54:05 +01:00 |
Houtan Bastani
|
864e0b7c7e
|
MS-SBVAR: rewrite ms_irf
|
2012-03-08 17:53:58 +01:00 |
Ferhat Mihoubi
|
3730957e9f
|
Considers both 'inf' and 'nan' results in functions return and improves an error message
|
2012-03-06 11:09:46 +01:00 |
Ferhat Mihoubi
|
3072c6e611
|
Displays more details in case of singular system
|
2012-03-06 11:03:13 +01:00 |
Stéphane Adjemian (Charybdis)
|
a2f3a53634
|
Parallelization of local_state_space_iteration_2 (used in non linear filters).
|
2012-03-05 23:11:49 +01:00 |
Sébastien Villemot
|
c49d33e6ba
|
Add local_state_space_iterations subdir to dist rule
|
2012-03-05 18:53:59 +01:00 |
Stéphane Adjemian (Charybdis)
|
40329e3e29
|
Added routine to compute one step ahead state space iteration (mex and m). The state space
equations are approximated at order two around the deterministic steady state.
|
2012-03-04 22:07:27 +01:00 |
Sébastien Villemot
|
89ca683ab9
|
Fix "make dist" following changes in estimation DLL
|
2012-02-24 12:21:33 +01:00 |
Michel Juillard
|
da0beac147
|
updating calling sequence for estimation dll and introducing templates
when necessary
|
2012-02-23 18:39:41 +01:00 |
Ferhat
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eb567f5202
|
Cleaning the code: getting rid of unused variables
|
2012-02-17 10:59:39 +01:00 |
Sébastien Villemot
|
a66594caed
|
Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
Closes: #235
|
2012-01-09 12:39:09 +01:00 |
Sébastien Villemot
|
2185924081
|
Build system: fix for Octave 3.4
|
2011-12-28 13:05:30 +01:00 |
Sébastien Villemot
|
d33f149178
|
Windows package: build against Octave 3.4.3
|
2011-12-26 18:00:08 +01:00 |
Stéphane Adjemian (Charybdis)
|
3e84e333b4
|
Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1.
|
2011-12-26 17:46:48 +01:00 |
Sébastien Villemot
|
cb9858d6a5
|
Minor improvements and bugfix to qmc_sequence
* make 2nd argument optional
* fix bug related to 3rd argument
* simplify code
|
2011-12-26 16:09:33 +01:00 |
Sébastien Villemot
|
a1c466a3bb
|
Fix license notice of qmc_sequence MEX
|
2011-12-26 15:40:44 +01:00 |
Sébastien Villemot
|
1d4301bd97
|
Fix build failure on Octave/32-bit
|
2011-12-26 14:41:02 +01:00 |
Stéphane Adjemian (Charybdis)
|
6bb3a1c736
|
Fixed bug. Wrong calling sequence to dgemm.
|
2011-12-23 12:10:23 +01:00 |
Stéphane Adjemian (Charybdis)
|
b9d47ae42e
|
Fixed the inverse Gaussian Cumulative Distribution Function. Return -Inf/Inf if input is equal to
0/1.
|
2011-12-23 11:16:06 +01:00 |
Stéphane Adjemian (Charybdis)
|
be6f82f145
|
Fixed bug (wrong size in memcpy for the last input argument).
|
2011-12-23 10:43:52 +01:00 |
Stéphane Adjemian (Charybdis)
|
bdee23876d
|
Fixed Octave's mex extension for qmc_sequence.
|
2011-12-22 14:32:32 +01:00 |
Stéphane Adjemian (Charybdis)
|
f28084e79b
|
Removed binary.
|
2011-12-22 14:32:07 +01:00 |
Stéphane Adjemian (Charybdis)
|
dccc8478aa
|
Fixed warning message (warning: cast to pointer from integer of different size).
|
2011-12-22 13:08:26 +01:00 |
Stéphane Adjemian (Charybdis)
|
699b93b9d4
|
Fixed mex error message (use DYN_MEX_FUNC_ERR_MSG_TXT).
|
2011-12-22 12:14:39 +01:00 |
Stéphane Adjemian (Charybdis)
|
1aa26572f4
|
Fixed headers.
|
2011-12-22 12:11:20 +01:00 |
Stéphane Adjemian (Charybdis)
|
645dc7dc45
|
Fixed headers.
|
2011-12-22 11:32:53 +01:00 |
Stéphane Adjemian (Charybdis)
|
4869fff243
|
Added new mex file for computing Quasi Monte-Carlo sequences (Sobol), texinfo headers and unitary tests are available in <DYNARE_PATH>/matlab/qmc_sequence.m.
|
2011-12-21 18:23:15 +01:00 |
Stéphane Adjemian (Charybdis)
|
3ba5a645be
|
Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0.
|
2011-12-12 14:20:14 +01:00 |
Stéphane Adjemian (Charybdis)
|
a36cf30118
|
Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.
|
2011-12-12 14:20:14 +01:00 |
Sébastien Villemot
|
fefe425c61
|
mjdgges: add missing math.h header (for fabs())
|
2011-12-12 10:35:39 +01:00 |
Michel Juillard
|
6927a261e3
|
changing int* in lapack_int*
|
2011-11-26 10:59:22 +01:00 |
Ferhat Mihoubi
|
1f8e4a517b
|
Corrects the computation of the determinant of the covariance of the forecast error
|
2011-11-25 14:45:54 +01:00 |
Ferhat Mihoubi
|
715e528462
|
Corrects bugs in case of singular covariance matrix of the forecast error
|
2011-11-25 14:44:23 +01:00 |
Ferhat Mihoubi
|
bae787c5a1
|
Provides informations on errors from BLAS
|
2011-11-25 14:31:26 +01:00 |
Ferhat Mihoubi
|
7df4621b6b
|
Correct the size of covariance matrix of innovations
|
2011-11-25 14:27:25 +01:00 |
Michel Juillard
|
b58eaa8e2b
|
introducing new test for 0/0 case in mjdgges
|
2011-11-18 22:12:36 +01:00 |
Sébastien Villemot
|
d4b4060d69
|
Fix build failure with -Werror=format-security
See Debian bug #646258 (http://bugs.debian.org/646258) and
http://wiki.debian.org/ReleaseGoals/SecurityHardeningBuildFlags for details.
|
2011-11-07 15:29:06 +01:00 |
Ferhat Mihoubi
|
d336bb00a0
|
Correction of a bug the dimension of Q matrix is equal to the number of shocks, not to the number of observable variables
|
2011-10-28 22:40:05 +02:00 |
Ferhat Mihoubi
|
ca10372607
|
* Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable
|
2011-10-28 22:25:05 +02:00 |
Sébastien Villemot
|
ebcc9d8f91
|
Fix crash of mjdgges when options_.qz_criterium = []
|
2011-09-28 16:00:36 +02:00 |
Sébastien Villemot
|
a3ec794f48
|
Build system: adding files forgotten in a1ee7f1ee4
|
2011-09-26 10:17:01 +02:00 |
Sébastien Villemot
|
a1ee7f1ee4
|
block_kalman_filter: add MEX to build system
|
2011-09-23 18:22:15 +02:00 |
Sébastien Villemot
|
324ad05ec1
|
block_kalman_filter: fix memory leak
|
2011-09-23 18:22:00 +02:00 |
Sébastien Villemot
|
3f2e29f7bf
|
Adapt block_kalman_filter to Dynare's way of handling errors in MEX files
|
2011-09-23 18:21:04 +02:00 |
Sébastien Villemot
|
b21a99d9d2
|
Adapt block_kalman_filter for Dynare's BLAS/LAPACK framework
|
2011-09-23 18:15:18 +02:00 |
Ferhat Mihoubi
|
3d1a0c2652
|
block-Kalman filter is now available when block option is used
|
2011-09-20 14:18:31 +02:00 |
Stéphane Adjemian (Charybdis)
|
560800bcc5
|
Changed the order of the output arguments in kronecker product related mex routines.
|
2011-09-05 18:57:42 +02:00 |
Houtan Bastani
|
d7c06ead1e
|
ms-sbvar bugfix: replace shocks with shocks_per_parameter
|
2011-08-30 16:12:00 +02:00 |
Houtan Bastani
|
6ef0f0c94d
|
ms-sbvar bugfix: remove option shocks as it is not used
|
2011-08-23 13:43:24 +02:00 |
Houtan Bastani
|
383b12df0e
|
ms-sbvar bugfix: change the way options are passed to irf, forecast and variance decomposition mex functions
|
2011-08-23 13:43:24 +02:00 |
Ferhat Mihoubi
|
567ef44f6d
|
- Corrects the simulation period for a forward looking system
|
2011-08-11 14:15:49 +02:00 |
Stéphane Adjemian (Charybdis)
|
52fa569f00
|
Changed default value of the tolerance parameter.
|
2011-06-28 14:49:56 +02:00 |
Stéphane Adjemian (Charybdis)
|
f2450932da
|
Use DYN_MEX_FUNC_ERR_MSG_TXT when INFO>0.
|
2011-06-28 14:49:56 +02:00 |
Stéphane Adjemian (Charybdis)
|
10a21fdaa8
|
Cosmetic changes.
|
2011-06-28 14:49:56 +02:00 |
Ferhat Mihoubi
|
fe1b241186
|
Add an option in bytecode to prevent the display of error messages .
|
2011-06-18 17:15:47 +02:00 |
Jacob Smith
|
a07b0ae614
|
Bug Fix, when using parameter uncertainty on multiple regimes
|
2011-06-16 10:30:07 -04:00 |
Sébastien Villemot
|
fee32bdf25
|
Fix compilation problems with GCC 4.6
|
2011-06-13 11:38:09 +02:00 |
Michel Juillard
|
d53a1f5d04
|
MS-SBVAR: bug correction (replacing mxFree by free for space allocated with new)
|
2011-05-31 11:31:38 +02:00 |
Houtan Bastani
|
a44a384146
|
remove extraneous code
|
2011-05-23 17:36:29 +02:00 |
Houtan Bastani
|
561d07e89b
|
SWZ: bug fix
|
2011-05-20 14:34:21 +02:00 |
Houtan Bastani
|
cd021d33f6
|
SWZ: make mex files return error code
|
2011-05-20 14:34:07 +02:00 |