Sébastien Villemot
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375f65d946
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Build system: add NDEBUG flag under Windows for MEX files, for consistency with other platforms
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2010-08-24 16:24:03 +02:00 |
Sébastien Villemot
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0893e963cb
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Build system: change the way we detect the GSL, to make it work when cross-compiling
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2010-08-24 16:24:03 +02:00 |
Sébastien Villemot
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b0b916eb1d
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Reference manual: for order=3, mention that use_dll and a compiler are needed
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2010-08-24 15:51:51 +02:00 |
Sébastien Villemot
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9edb4d7361
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Reference manual:
- describe 3rd order approximation (closes #124)
- improve description of variable reordering
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2010-08-24 15:44:29 +02:00 |
Sébastien Villemot
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6d06fbb547
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Reference manual: update related to the fact that HP filter is now available with empirical moments (4.2 only)
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2010-08-24 11:27:31 +02:00 |
Sébastien Villemot
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3d2a698ab9
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Minor fix: replace operator & by && in MATLAB conditionals (for better compatibility with Octave)
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2010-08-23 17:39:46 +02:00 |
Sébastien Villemot
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b842251c2c
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Added missing copyright notice
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2010-08-20 16:01:43 +02:00 |
Sébastien Villemot
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971309918c
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Reference manual: fix the name of some output variables of estimation in oo_
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2010-08-19 17:52:41 +02:00 |
Sébastien Villemot
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068160b57b
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Reference manual: fix syntax of "shock_decomposition"
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2010-08-19 16:23:00 +02:00 |
Sébastien Villemot
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b671e68f37
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moments_varendo: fix an obvious missing initialization bug
(see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2678)
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2010-08-19 15:40:12 +02:00 |
Sébastien Villemot
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e5ce0264bf
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Preprocessor: when removing lags greater than 2 on endogenous or lags on exogenous, don't substitute model local variables that do not need to
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2010-08-19 15:20:54 +02:00 |
Sébastien Villemot
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a8fddd68ff
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SWZ DLL: fix calls to Lapack routines for cross-platform compatibility
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2010-08-13 18:50:22 +02:00 |
Sébastien Villemot
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0657c7151a
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Preprocessor: in the parameter derivatives file, add the global "oo_" when the STEADY_STATE operator is used
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2010-08-12 18:16:24 +02:00 |
Sébastien Villemot
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c38f4893ef
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Merge remote branch 'george/master'
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2010-08-12 18:01:51 +02:00 |
Michel Juillard
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8420d82dea
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bug correction in Posterior IRFs
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2010-08-11 12:04:14 +02:00 |
Michel Juillard
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e4986047ae
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moments_varendo: compute variance decomposition only if there is more than one exogenous variable
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2010-08-11 12:03:19 +02:00 |
Michel Juillard
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8440c17499
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preprocessor: fixing bug for OSR optim_weights with covariances
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2010-08-10 20:16:59 +02:00 |
Michel Juillard
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c92f0f8f09
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SWZ: adding two additional examples for 3 and 4 Markov Switching states
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2010-08-09 11:23:46 +02:00 |
Michel Juillard
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d6fdf8fc7f
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SWZ: added code for generating Markov Chain priors for more than 2 states
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2010-08-09 11:13:36 +02:00 |
Michel Juillard
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356fe7b248
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adding tests for estimation with measurement errors
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2010-08-06 18:01:50 +02:00 |
Michel Juillard
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3db736f31d
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corrected bugs in estimation of models with measurement errors
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2010-08-06 17:54:56 +02:00 |
Michel Juillard
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848e53c1f2
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removing duplicate file
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2010-08-06 17:52:22 +02:00 |
George Perendia
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61da05b5e4
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C++ Estimation DLL: KalmanFilter, dynlapack and LapackBindings with Cholesky decomp. based matrix inverter
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2010-08-04 15:57:52 +01:00 |
George Perendia
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1ac71f3d0c
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Estimation C++ DLL: 4 fixes and some additional files used in testing: sweuromodel_dll.mod, data and DsgeLikelihood.m modified for testing under octave
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2010-08-04 14:52:56 +01:00 |
Michel Juillard
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a0dc2ce4ee
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SWZ: purging all intermediary files at the beginning of SWZ processing
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2010-07-31 11:22:59 +02:00 |
Michel Juillard
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201227ee0c
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SWZ: added missing fclose() occurrences
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2010-07-31 11:20:13 +02:00 |
Michel Juillard
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15bd597f75
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SWZ: adding missing fclose()
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2010-07-30 23:08:00 +02:00 |
Michel Juillard
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6b8dd7b89b
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SWZ bug correction
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2010-07-30 15:32:17 +02:00 |
Michel Juillard
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61aca0c915
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renamed csminwel() to csminwel1() to avoid name clash with a different version used in SWZ
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2010-07-28 15:26:56 +02:00 |
Michel Juillard
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abd558930e
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add explicit error message for attempts to simulate a perfectly backward model
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2010-07-23 11:02:03 +02:00 |
Michel Juillard
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3d0420d220
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corrected bug in dr1 when used for check of eigenvalues in a deterministic setup (simul and not stoch_simul)
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2010-07-23 10:52:33 +02:00 |
Michel Juillard
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89bdc81ada
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suppressed computation of steady state inside k_order_perturbation
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2010-07-17 10:18:25 +02:00 |
Michel Juillard
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96bdf8c371
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make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero.
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2010-07-17 10:14:22 +02:00 |
Michel Juillard
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42310f3825
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swz: change default to use mex functions
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2010-07-12 20:51:24 +02:00 |
Sébastien Villemot
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9642683b7d
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Build system: fix for building source tarball
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2010-07-12 14:30:57 +02:00 |
Sébastien Villemot
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acf5451c1f
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Build system: rename 'loglikelihood' to 'logposterior'
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2010-07-09 12:48:08 +02:00 |
George Perendia
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50c1e0a8ec
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C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc
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2010-07-08 09:56:19 +01:00 |
George Perendia
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5c01144793
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C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc
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2010-07-08 09:56:18 +01:00 |
Houtan Bastani
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ffaee8d4e9
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SWZ: GPL copyright on code written by Dynare Team
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2010-07-06 17:30:55 +02:00 |
Houtan Bastani
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e4de5c21a8
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SWZ: misc code cleanup
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2010-07-06 13:01:04 +02:00 |
Houtan Bastani
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1868cd7943
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SWZ: replace exit with swzExit
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2010-07-06 12:19:17 +02:00 |
Houtan Bastani
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7aeb61b0f8
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SWZ: replace free with swzFree
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2010-07-05 19:27:45 +02:00 |
Houtan Bastani
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bf38d85c04
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SWZ: replace realloc with swzRealloc
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2010-07-05 19:27:35 +02:00 |
Houtan Bastani
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571f430085
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SWZ: replace calloc with swzCalloc
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2010-07-05 19:27:21 +02:00 |
Houtan Bastani
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08f2b2b5c4
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SWZ: replace malloc with swzMalloc
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2010-07-05 18:40:19 +02:00 |
Sébastien Villemot
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a7f5b6f557
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Reference manual: fix the definition of 4th prior parameter (not used for generalized gamma distribution)
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2010-07-05 18:25:46 +02:00 |
Stéphane Adjemian (Scylla)
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df5f28c08f
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Rewrote the DSGE-VAR entry in the manual.
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2010-07-05 15:23:17 +02:00 |
Houtan Bastani
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298506d730
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DSGE-VAR: add entry in manual
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2010-07-01 15:28:08 +02:00 |
Sébastien Villemot
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e7d3b5acee
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Updates to macroprocessor slides
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2010-07-01 15:21:41 +02:00 |
Houtan Bastani
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ad28c2054d
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Add boost/math and boost/random to configure script for mex build system
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2010-07-01 14:15:08 +02:00 |