Ferhat Mihoubi
36941dd704
- During an evaluation of the model with bytecode stores all Jacobian matrix (w.r. to endogenous of the current block, exogenous and endogenous from previous blocks) in M_block_structure.block(j)
2010-10-27 15:30:01 +02:00
Ferhat Mihoubi
c74ee8e61b
- Store the incidence matrix containing reordered equations and variable in block_structure
2010-10-27 15:30:01 +02:00
Ferhat Mihoubi
7ea9d28afd
- updates the third output argument when it is M_.block_structure.block
2010-10-27 15:30:01 +02:00
Ferhat Mihoubi
9cebf270e5
- correction of informations displayed in Solve_one_boundary
2010-10-27 15:30:00 +02:00
Marco Ratto
58a8988ef3
Moved another parallel routine previously left out.
2010-10-27 11:27:10 +02:00
Marco Ratto
b5ebff4ff4
bug fix for parallel execution
2010-10-27 11:24:23 +02:00
Marco Ratto
7ef63899b1
add paralle_info input to Analize;
...
fix spelling of function names
2010-10-27 11:05:39 +02:00
Marco Ratto
5915f8a059
Fixed misspelled routines!
2010-10-27 11:03:21 +02:00
George Perendia
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,
...
alternativelly, call dll with options_.console_mode=1
2010-10-26 18:31:32 +01:00
Marco Ratto
0a38f8ac3b
Initialize here default of MatlabOctavePath;
...
implies using global options_ in place of local argument
2010-10-25 09:53:09 +02:00
Sébastien Villemot
3f57a6ac51
Testsuite: adding missing files
2010-10-23 10:41:56 +02:00
Sébastien Villemot
fe8724d26c
Merge remote branch 'ratto/master'
2010-10-22 17:22:37 +02:00
Sébastien Villemot
0c958f16e5
Testsuite: reorganize for bock and bytecode, using a script for systematically testing options combinations
2010-10-22 16:52:02 +02:00
Sébastien Villemot
6ba0ff5415
Testsuite: cleanup partial information files
2010-10-22 16:52:02 +02:00
Sébastien Villemot
5059c48460
solve_algo=7 (GMRES) is forbidden under Octave
2010-10-22 16:52:02 +02:00
Sébastien Villemot
55c6089deb
Reference manual: update solve_algo and stack_solve_algo options with new values
2010-10-22 16:52:02 +02:00
Ferhat Mihoubi
39718c8645
- extends steady algorithms to solve_algo=5, 6, 7 and 8 for a block decomposed model without bytcode
...
- solve_algo is reordered =
* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: bytecode own solver (use Gaussian elimination + sparse matrix)
* 6: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 7: GMRES
* 8: BiCGStab
2010-10-22 16:49:47 +02:00
Ferhat Mihoubi
fc31afb356
- The Jacobian matrix in the block decomposed model without bytecode option is now sparse
2010-10-22 16:20:28 +02:00
Sébastien Villemot
f336a68ecc
Update tests for values of solve_algo and stack_solve_algo
2010-10-22 13:00:49 +02:00
Sébastien Villemot
a2367e9ecb
Build system: fixed typo introduced in 69fc0e320b
2010-10-22 11:50:16 +02:00
Marco Ratto
a46969f9fb
Deleted buggy fclose instruction
2010-10-22 11:40:29 +02:00
Marco Ratto
d8121365dd
1) Renamed options according ti WiKi table;
...
2) get rid of MasterName and DyMo;
3) more comments;
2010-10-22 11:27:26 +02:00
Ferhat Mihoubi
f915cbe92f
- Minor corrections in wrapper to compute the steady-state
2010-10-22 11:08:47 +02:00
Ferhat Mihoubi
1a09426706
- Correction of several bugs with Octave
...
- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
Sébastien Villemot
cab8941c29
qzcomplex and ordschur oct-files:
...
- added embedded tests
- minor cosmetic changes
2010-10-21 15:58:24 +02:00
Sébastien Villemot
2239d9f1cd
Fixed bug in diffuse filter
2010-10-21 15:43:30 +02:00
Sébastien Villemot
81823ad035
New oct-file for "ordschur": the diffuse filter now works under Octave
2010-10-21 15:43:13 +02:00
Sébastien Villemot
2f9a6ff9f4
Reference manual: added entry for partial information
2010-10-21 12:57:03 +02:00
Sébastien Villemot
69fc0e320b
New oct-file "qzcomplex" for bringing the complex QZ decomposition to Octave. Fixes issues with partial information under Octave.
2010-10-21 12:33:18 +02:00
Sébastien Villemot
8f3d84edbf
Merge remote branch 'george/master'
2010-10-20 15:04:10 +02:00
Sébastien Villemot
57a2e33828
Histval: fixed bug for exogenous introduced in previous commit
2010-10-20 14:56:35 +02:00
Sébastien Villemot
4a252d8d7c
Histval block:
...
- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
George Perendia
e8a193bbfb
Track #21 : Add partial information: Correcting bug stemming from the differences in QZ calculation under Octave and Matlab: modified PI_gensys to use C.Sims' Lapack zgges based qzcomplex() qz decomposition routine under Octave which gives nearly identical complex results to Matlab QZ (except for transpose of q matrix and few sign changes in the output matrices)
2010-10-20 11:50:06 +01:00
Sébastien Villemot
7f59b8074c
Preprocessor: fix possible bug in histval (need to limit search of aux vars to aux vars for lagged vars, otherwise we could have a wrong match with some other kind)
2010-10-20 11:39:09 +02:00
Sébastien Villemot
057908baf6
Added an example for automatic detrending
2010-10-18 16:46:08 +02:00
Sébastien Villemot
ebc5dbab32
Added an example of steadystate file in the examples subdir, and fix the reference manual
2010-10-18 16:44:16 +02:00
Houtan Bastani
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
Houtan Bastani
bcc590aafa
add preprocessor simplification rule
2010-10-18 15:51:07 +02:00
Stéphane Adjemian (Karaba)
567c5bcb1f
Fixed bug in the initialization of the metropolis when mode_compute=6 was previously used (so that we have an optimal mh scale factor)
...
and option load_mh_file is used. After the (stochastic) optimization, the optimal value of the scale parameter is saved in a mat file.
2010-10-18 14:39:48 +02:00
Sébastien Villemot
4881b8c3f9
Merge remote branch 'ratto/master'
2010-10-15 12:41:50 +02:00
Marco Ratto
de490e9e4a
delete remnants of previous Bayesian irf computations
2010-10-15 11:36:26 +02:00
Marco Ratto
c15508eae0
1) better display of remote errors;
...
2) fixed bug in sync of sequence of files sent to remote slaves;
2010-10-15 11:33:40 +02:00
Marco Ratto
6612a7f0bc
Trap introduced for windows was a bug for unix
2010-10-15 11:31:26 +02:00
George Perendia
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
Sébastien Villemot
6d2f9dc6d8
Added missing case in print_info
2010-10-14 12:03:36 +02:00
Sébastien Villemot
609293b398
dr1.m: move up error message for purely forward models, otherwise it is not displayed with k_order_perturbation
2010-10-14 11:36:13 +02:00
Sébastien Villemot
153f627dfe
Explicit error message for 2nd and 3rd order purely forward models
2010-10-13 18:52:13 +02:00
Sébastien Villemot
505ed643a1
Fix for computing 1st order irf of purely forward models
2010-10-13 18:52:07 +02:00
Sébastien Villemot
7a983a3105
sim1.m, bksup1.m: removed global variables, other minor cleanups
2010-10-13 18:51:56 +02:00
Sébastien Villemot
f30d6858e6
simk.m: minor cleanups
2010-10-13 18:40:21 +02:00