3025a14ed9
Adapt for removal of luinc in MATLAB R2013a
2013-03-25 12:05:56 +01:00
37592309fb
Distribute dynumfpack.h in tarball
2013-03-24 09:42:45 +01:00
1db892efc4
Fix compilation problems of bytecode with UMFPACK and MATLAB's libut
2013-03-23 13:02:07 +01:00
19032f4b07
Adds an umfpack definition file for matlab on windows
2013-03-22 16:38:34 +01:00
43a50dd395
- adds the kernel CUDA file for SparseMatrix
2013-03-22 16:36:30 +01:00
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
2a51248832
Adds a block Kalman filter using GPU
2013-03-22 15:47:57 +01:00
03e487a092
Major update of bytecode:
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- Iterative linear solvers using CUDA
- interpreter.cc decomposed
2013-03-22 15:44:34 +01:00
ba889e853c
Preprocessor interface and documentation for endogenous_prior option
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Closes #321
2013-03-18 11:12:49 +01:00
f89edf476e
Start refactoring of penalty handling
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Handle all events that lead to a penalty through an exception.
Next steps:
- make all exceptions derive from a common class containing info code and
penalty value
- catch these exceptions at the top-level, and construct the penalty-adjusted
likelihood
2013-03-06 17:55:15 +01:00
82930ee29a
Implementation of steady state computation in estim DLL, using the GSL
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Does not seem very robust (fails on fs2000), need to investigate why.
2013-03-06 16:58:22 +01:00
871cbbe448
Construct the filename of the dynamic MEX file only at the deepest level
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In the calling chain, only pass the basename of the MOD file.
2013-03-05 14:45:47 +01:00
325a2ea90e
Remove unused field n_exog of DynamicModelDLL class
2013-03-05 13:00:57 +01:00
75fbd38524
Handle constant in Kalman filter
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Previously, the filter was only working with options_.noconstant, i.e. when the
data are centered.
2013-02-07 18:34:17 +01:00
be2764520a
Estimation DLL: explicitly fail with option loglinear or observation trends
2013-02-07 17:00:48 +01:00
6fc94a12d0
C++ DecisionRules: support models with no static variables
2013-02-07 16:03:11 +01:00
ea3d2cd1ed
Include right header in definition of LogLikelihoodSubSample
2013-02-05 15:49:47 +01:00
da046d378e
Fix typos
2013-02-05 15:49:27 +01:00
a06e3d9714
Clarify error message of logposterior DLL for purely backward/forward models
2013-02-05 14:57:38 +01:00
21055da526
Remove incorrect use of static keyword
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This leads to a crash when the DLL is called several times in the same
Octave/MATLAB session.
2013-01-30 18:39:18 +01:00
deb9ece36d
Fix MOD-file name in Kalman tests
2013-01-30 16:44:10 +01:00
f60acd4366
Relax criterion for decision rules test
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Otherwise it fails with on Karaba
2013-01-30 16:43:35 +01:00
b3acdc0836
Make various functions more generic, using templates
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This was necessary to make some tests work again
2013-01-30 16:43:02 +01:00
02fee79fc7
Add some sanity checks
2013-01-30 16:27:13 +01:00
5beec53458
Remove unused function prototype
2013-01-30 16:26:56 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
31a13db66a
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
bc1872625b
Fix typo in previous commit
2012-11-06 14:44:29 +01:00
50fd1a4c0d
In the two boundaries solver, gives up the symbolic solver if a stable computation solution could not be found on the first third of the simulation period
2012-11-06 14:38:51 +01:00
c031b463ff
Use my @dynare.org address
2012-10-01 16:41:18 +02:00
0332309647
Remove embedded SLICOT, rely on external binary
2012-09-13 11:08:42 +02:00
53709a3214
Ensure compatibility with matio 1.5
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Closes : #275
2012-08-07 14:44:45 +02:00
e5dd2d31ec
fix typo
2012-08-07 11:39:47 +02:00
2e65a9ab96
Provide a better implementation of linsolve for Octave
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Closes : #273
2012-08-06 18:26:16 +02:00
f5f5ca1a83
removing printing used for debugging
2012-08-01 18:38:42 +02:00
2244af9c62
adding pruning option for 3rd order
2012-07-31 21:50:59 +02:00
84164dc57e
adding possibility to pass derivative matrices to k_order_perturbation
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MEX function
2012-07-07 21:21:28 +02:00
287b134884
k_order mex: added derivatives as members of KorderpDynare
2012-07-06 13:52:17 +02:00
83623723d9
Block kalman filter: enclose OpenMP statements in conditionals
2012-06-11 14:31:33 +02:00
4a9592a50c
Fix LAPACK type error
2012-06-11 12:25:56 +02:00
2a8436aa44
Extends the block Kalman filter to the missing observations case (not called for the moment)
2012-06-11 10:39:25 +02:00
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
c079ace8c3
Remove various compiler warnings
2012-06-08 19:06:03 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
6cb7a5f1e5
Corrects a bug in the arguments returned by bytecode
2012-06-06 16:32:01 +02:00
7dbd826d7e
Code cleaning
2012-06-06 16:30:28 +02:00
f36f76760a
Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
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(complement to commit cd0bc28e
2012-05-21 18:34:10 +02:00
e63c41184c
bytecode: removing debuging message
2012-05-20 14:37:30 +02:00
615535ad88
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
b96c35a1a4
ms-sbvar: remove unused code
2012-04-13 15:56:25 +02:00
Sébastien Villemot
Ferhat Mihoubi
Sébastien Villemot
Houtan Bastani
Michel Juillard