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1532 Commits (3db736f31d747badfa8720a0d4c01c21571ab4d5)

Author SHA1 Message Date
Michel Juillard 3db736f31d corrected bugs in estimation of models with measurement errors 2010-08-06 17:54:56 +02:00
Michel Juillard a0dc2ce4ee SWZ: purging all intermediary files at the beginning of SWZ processing 2010-07-31 11:22:59 +02:00
Michel Juillard 201227ee0c SWZ: added missing fclose() occurrences 2010-07-31 11:20:13 +02:00
Michel Juillard 15bd597f75 SWZ: adding missing fclose() 2010-07-30 23:08:00 +02:00
Michel Juillard 6b8dd7b89b SWZ bug correction 2010-07-30 15:32:17 +02:00
Michel Juillard 61aca0c915 renamed csminwel() to csminwel1() to avoid name clash with a different version used in SWZ 2010-07-28 15:26:56 +02:00
Michel Juillard abd558930e add explicit error message for attempts to simulate a perfectly backward model 2010-07-23 11:02:03 +02:00
Michel Juillard 3d0420d220 corrected bug in dr1 when used for check of eigenvalues in a deterministic setup (simul and not stoch_simul) 2010-07-23 10:52:33 +02:00
Michel Juillard 42310f3825 swz: change default to use mex functions 2010-07-12 20:51:24 +02:00
Houtan Bastani ffaee8d4e9 SWZ: GPL copyright on code written by Dynare Team 2010-07-06 17:30:55 +02:00
Houtan Bastani e4de5c21a8 SWZ: misc code cleanup 2010-07-06 13:01:04 +02:00
Houtan Bastani 1868cd7943 SWZ: replace exit with swzExit 2010-07-06 12:19:17 +02:00
Houtan Bastani 7aeb61b0f8 SWZ: replace free with swzFree 2010-07-05 19:27:45 +02:00
Houtan Bastani bf38d85c04 SWZ: replace realloc with swzRealloc 2010-07-05 19:27:35 +02:00
Houtan Bastani 571f430085 SWZ: replace calloc with swzCalloc 2010-07-05 19:27:21 +02:00
Houtan Bastani 08f2b2b5c4 SWZ: replace malloc with swzMalloc 2010-07-05 18:40:19 +02:00
Michel Juillard 6a224e78a0 computes posterior distribution of conditional variance decomposition only if option conditional_variance_decomposition is specified in estimation 2010-06-26 15:51:12 +02:00
Michel Juillard b400e97887 added missing initialization in kalman_smoother 2010-06-26 15:14:11 +02:00
Michel Juillard c574544b16 adding a check to Metropolis Hasting initialization in order not to accept a penalized posterior value 2010-06-26 11:51:40 +02:00
Stéphane Adjemian (Scylla) be1e0f1b8a Fixed bug for mode_compute=6 in Octave. Added an option to replace waitbar in matlab by 
textbar (as in Octave). The user has to set options_.console_mode before the
estimation command. Cosmetic changes in gmhmaxlik (mode_compute=6).
 2010-06-25 15:03:04 +02:00
Stéphane Adjemian (Scylla) bb47d78611 Fixed bug in Kalman filter routines + Cosmetic changes. 2010-06-24 18:20:07 +02:00
Stéphane Adjemian (Scylla) 706b68e7ef Do not build plots of the posterior IRFs with Octave. 2010-06-24 18:11:08 +02:00
Stéphane Adjemian (Scylla) 3aaccc59e3 Changes related to the new interface for the dsge-var models. 2010-06-24 12:53:10 +02:00
Stéphane Adjemian (Scylla) 2aba780744 Removed two empty lines. 2010-06-24 12:52:28 +02:00
Stéphane Adjemian (Scylla) cc4c63f4d0 Fixed bug introduced with the parallelization of PosteriorIRF.m. 
Changes related to the new interface for dsge-var models.
 2010-06-24 12:49:27 +02:00
Stéphane Adjemian (Scylla) ed03fe89c9 Bug fix. 2010-06-24 12:41:52 +02:00
Houtan Bastani 9b5df05804 DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement 2010-06-22 10:38:43 +02:00
Michel Juillard 61e78763da correcting bug in kalman filter when it reaches the steady state (multivariate diffuse Kalman filter, both versions, regular Kalman filter with missing observations) 2010-06-09 18:00:17 +02:00
Stéphane Adjemian (Scylla) a512b9b263 Bug fix. We don't have to check the convergence of the Kalman filter to its steady state if the 
covariance matrix F is singular.
 2010-06-09 11:04:59 +02:00
Michel Juillard 1098fb4571 ramsey_policy: eliminating unnecessary leads and lags 2010-06-01 20:36:48 +02:00
Michel Juillard 039611223b Author: Michel Juillard <michel.juillard@ens.fr> 
--- log message follows this line ---
ramsey_policy adding printing of steady state value of Lagrange multipliers
 2010-06-01 20:35:27 +02:00
Sébastien Villemot 9318856a4e SWZ: finalize build system for MEX by adding a test for GSL 2010-06-01 15:33:45 +02:00
Sébastien Villemot 53443fbd01 SWZ: modification for Octave, whose 'mexPrintf' has 'void' return type 2010-06-01 15:23:16 +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 aa625cc046 produce consistent output 2010-06-01 11:18:56 +02:00
Houtan Bastani 762e703692 Allow the user to pass a constant seed 2010-06-01 11:18:55 +02:00
Houtan Bastani 478cfee0e4 modified sz_prd to work both with standalone files and with mex 2010-06-01 11:18:55 +02:00
Houtan Bastani 72ea2cc07c when printing to stdout, use printf and return val 2010-06-01 11:18:55 +02:00
Houtan Bastani 358640ba4f Mex files / modifications for mex 2010-06-01 11:18:55 +02:00
Houtan Bastani 601c087baa conform to ANSI-C (C90) standard (for -ansi flag under Linux) 2010-06-01 11:18:55 +02:00
Houtan Bastani 341e6a2924 remove trailing whitespace and replace tabs with spaces 2010-06-01 11:18:55 +02:00
Houtan Bastani bd626b07f9 replace DOS ending with UNIX, 2010-06-01 11:18:55 +02:00
Houtan Bastani d265fcba2d if FILE * is stdout, replace fprintf(FILE *, with printf 2010-06-01 11:18:54 +02:00
Houtan Bastani 1bc7bf7fbb make blas and lapack functions work with matlab 2010-06-01 11:18:54 +02:00
Houtan Bastani 14a081c0f5 add swz_fprintf_err to handle printing to stderr 2010-06-01 11:18:54 +02:00
Houtan Bastani c955ae6242 replace 'fprintf(stdout,' with 'printf(' 2010-06-01 11:18:54 +02:00
Houtan Bastani 49cfafce92 prepare modifications for mex 2010-06-01 11:18:54 +02:00
Houtan Bastani 24e5ef8404 moved matrix.h to swzmatrix.h because of conflict with matrix.h provided by Matlab 2010-06-01 11:18:54 +02:00
Houtan Bastani ac0f324d6f build swz standalone executables only against gsl 2010-06-01 11:18:54 +02:00
Marco Ratto e5705ef0bf 1) first fixes in synchronization of remote clusters under linux; 
2) changes to header/comments
 2010-05-31 11:57:19 +02:00