stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
2,640 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

347 Commits (356fe7b248c808da195f037a52c0e9a66218822f)

Author SHA1 Message Date
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 Build system: fix for building source tarball 2010-07-12 14:30:57 +02:00
Sébastien Villemot acf5451c1f Build system: rename 'loglikelihood' to 'logposterior' 2010-07-09 12:48:08 +02:00
George Perendia 50c1e0a8ec 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
Sébastien Villemot 3688a6ef5a Estimation DLL: bugfix in constructors for vector views 2010-05-07 17:17:30 +02:00
George Perendia 55fc3feea4 Estimation: Update of main files 2010-05-07 16:08:58 +01:00
Sébastien Villemot b101dbd483 Estimation DLL: give the possibility to construct Vector/Matrix views out of other views 2010-05-07 12:18:45 +02:00
Sébastien Villemot 3292ee68c2 Build system: updates for estimation DLL 2010-05-07 10:40:03 +02:00
Sébastien Villemot ec5fd63063 Estimation DLL: removed obsolete file 2010-05-07 10:39:54 +02:00
Sébastien Villemot e4f640f201 Estimation DLL: simplification of the handling of indices in T and R matrices 2010-05-06 18:57:15 +02:00
Sébastien Villemot 5aa17370e8 Estimation DLL: minor type fix 2010-05-06 16:45:50 +02:00