George Perendia
17bc655159
Partial Information: Update with improved, generalised recursive PCL solution method
2011-01-11 21:57:57 +00:00
Sébastien Villemot
503b055df2
Fixed bugs in varlist_indices.m (thanks to Johannes Pfeifer for pointing them)
2011-01-10 13:11:25 +01:00
Michel Juillard
05b9c70ae8
removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.
2011-01-04 10:16:38 +01:00
Michel Juillard
256ff761e8
stochastic simulations: fix the number of generated data to be exactly options_.periods
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added ./tests/simul
2011-01-02 16:55:15 +01:00
Ferhat Mihoubi
35765ee01c
- Matlab wrappers for the "print" option of bytecode
2010-12-31 17:03:19 +01:00
Ferhat Mihoubi
aab5b2a488
- Manages the temporary terms when the model is evaluated block by block
2010-12-31 16:22:24 +01:00
Ferhat Mihoubi
129303430e
The direction is not computed in same way in the dynamic case and in the static case
2010-12-31 16:20:35 +01:00
Ferhat Mihoubi
a882a25760
- length(args) is used instead of size(args, 2) to avoid to transpose column vectors
2010-12-31 16:16:29 +01:00
Ferhat Mihoubi
2dbeddd1a9
- Manages the temporary terms when the model is evaluated block by block
2010-12-31 16:00:49 +01:00
Ferhat Mihoubi
2707965da1
- extends the compatibility of dr1 with bytecode
2010-12-31 15:56:49 +01:00
Ferhat Mihoubi
7209f3638a
- consider a non sparse matrix for the Jacobian for compatibility reasons with dynare_solve
2010-12-31 15:53:28 +01:00
Michel Juillard
dcc46959b4
The default for options_.qz_criterium is now different for different contexts:
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qz_criterium = 1+1e-6
- stoch_simul
- osr
- check
- dynare_estimation_1 with lik_init =2 or 3
qz_criterium = 1+1e-6 for dynare_estimation_1 with lik_init = 1
This correct a bug in estimation and computation of the posterior distribution of moments of endogenous variables when the priors permit roots too close to 1.
2010-12-23 08:34:13 +01:00
Michel Juillard
6bb8d41909
Revert "- added a test an a penalty in estimation (DsgeLikelihood.m) if, in a stationary model (lik_init==1), a particular parameter set generates unit roots."
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There is a better way of dealing with occasional non-stationary models in estimation
This reverts commit 8c0fb55206
.
2010-12-22 09:40:39 +01:00
Michel Juillard
8c0fb55206
- added a test an a penalty in estimation (DsgeLikelihood.m) if, in a stationary model (lik_init==1), a particular parameter set generates unit roots.
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- modified lyapunov_symm to return absolute value of unit roots in a third argument
2010-12-21 21:26:57 +01:00
Marco Ratto
ef56f87796
- fix for Octave printf
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- missing semicolon
2010-12-20 15:55:46 +01:00
Marco Ratto
55e553f6dc
Missing semi-colons
2010-12-20 15:49:55 +01:00
Marco Ratto
ac0c0a935e
Cosmethics
2010-12-17 09:22:12 +01:00
Marco Ratto
b186eb7e84
Fixes for console mode in serial and parallel execution
2010-12-17 09:21:30 +01:00
Marco Ratto
191de78310
Introduced console mode monitoring of parallel runs;
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Minor changes
2010-12-17 09:20:30 +01:00
Marco Ratto
916caf2e4b
Almost entirely rewritten:
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1) got rid of recursive form;
2) better help
3) simplified structure and split between errors and warnings.
2010-12-17 09:16:30 +01:00
Marco Ratto
c2f0037e55
small addendum to help
2010-12-17 09:14:35 +01:00
Marco Ratto
d17faaf876
cosmethics
2010-12-17 09:12:54 +01:00
Marco Ratto
41c59778cd
For slave processes on the local machine, impose the same dynare path as the master.
2010-12-17 09:11:11 +01:00
Sébastien Villemot
c0cb3dd4fb
Compatibility fix for Octave: under Octave, union() called on a column vector and a scalar returns a row vector, hence the need to add the 'rows' option
2010-12-16 16:14:23 +01:00
Houtan Bastani
b63590712c
fixed bug in argument number check and removed unused variable
2010-12-14 18:42:29 +01:00
Michel Juillard
e04a07c771
changed variable name to make clear that, for multinormal variables, we are using the Cholesky decomposition of the covariance matrix.
2010-12-11 18:09:01 +01:00
Michel Juillard
c1cb452e3d
correcting headers of all Kalman filter functions: returns MINUS loglikelihood
2010-12-10 22:31:30 +01:00
Michel Juillard
7a09356423
DsgeLikelihood.m header correction: the function returns MINUS log posterior
2010-12-10 22:28:06 +01:00
Michel Juillard
dfbd10a524
added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations.
2010-12-08 13:02:59 +01:00
Michel Juillard
ea86e8cefc
adding function evaluate_smoother that calls DsgeSmoother with a given type of parameter set
2010-12-08 13:02:59 +01:00
Sébastien Villemot
9b166fdb08
NaN parameters warning: remove \n, it is not interpreted in a warning context (at least under Octave)
2010-12-08 11:32:45 +01:00
Michel Juillard
03fac30723
remove get_innovation_contemporaneous_impact.m that isn't called by the preprocessor or by any other function
2010-12-07 13:43:17 +01:00
Sébastien Villemot
3af62c4ac9
Fixed bug in resid.m (order matters in "or" statement, because of short-circuit: "ind" is not defined if "istag" is false)
2010-12-06 18:24:08 +01:00
Michel Juillard
0d1fd700c7
Posterior distribution of conditional variance decomposition: storing the steps chosen by the user in a separate field.
2010-12-05 10:47:31 +01:00
Michel Juillard
53d391785d
corrected bug in get_name_of_the_last_mh_file.m
2010-12-01 09:57:08 +01:00
Stéphane Adjemian (Charybdis)
d4a908dda1
Removed useless input argument.
2010-11-30 10:02:37 +01:00
Sébastien Villemot
116bf69fbf
Seed: fix bug under Octave and MATLAB < 7.7
2010-11-29 11:23:59 +01:00
Michel Juillard
1fc8bbd6d3
bugs correction in computation of posterior moments for
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-conditional variance decomposition
-hpdsup
-moments with no variance in their posterior distribution
modification of computation of conditional variance decomposition
2010-11-28 11:03:40 +01:00
Stéphane Adjemian (Charybdis)
73fb71b9c8
Removed references to options_.simul_seed.
2010-11-27 00:19:22 +01:00
Ferhat Mihoubi
04469ddce1
- Add variable input arguments
...
- Correct the error condition in A_times_B_kronecker_C
2010-11-26 17:46:02 +01:00
Stéphane Adjemian (Charybdis)
db54c2d76e
Added a routine for setting the random number generator and the seed, independantly of the version of matlab. Removed the calls to rand('state',x) in simult.m and added a test file. Still need to adapt the routines related to mcmc and swz.
2010-11-26 17:16:12 +01:00
Stéphane Adjemian (Charybdis)
618f72bc91
resid displays the name of the equations if they are specified in equations tags.
2010-11-25 17:31:11 +01:00
Ferhat Mihoubi
ffaec7ba89
- First elements needed for stochastic simulation of a block decomposed model
2010-11-25 16:11:27 +01:00
Ferhat Mihoubi
61a251535f
Correction of bugs in check command with block decomposition and
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Add the missing dr_block m-file
2010-11-25 16:10:46 +01:00
Ferhat Mihoubi
b356c5e58e
add_auxiliary_variables_to_steadystate is compatible with bytecode option
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+ minor corrections in steady_.m
2010-11-25 16:00:54 +01:00
Stéphane Adjemian (Charybdis)
1626b0aa76
Added specialized code for purely forward models.
2010-11-25 14:32:33 +01:00
Sébastien Villemot
1eccfb311a
Remove obsolete files
2010-11-25 13:10:10 +01:00
Sébastien Villemot
6c22d398e6
Perfect foresight simulation: clean up handling of warnings
2010-11-24 19:01:46 +01:00
Stéphane Adjemian (Charybdis)
9d4385da5d
Put back M_.maximum_lag.
2010-11-19 16:30:55 +01:00
Stéphane Adjemian (Charybdis)
ccf778e63a
Efficiency improvements in first order stochastic simulations (Simulate data in deviation to the steady state and then,
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after the loop, add the steady state using bsxfun routine, which is parallelized in recent version of matlab). Removed
use of M_.maximum_lag.
2010-11-18 14:55:07 +01:00
Stéphane Adjemian (Charybdis)
e614227c3f
Added warning message when some of the deep parameters are not initialized.
2010-11-17 17:09:39 +01:00
Stéphane Adjemian (Charybdis)
d60c32e6a2
Fixed bug in dealing with _steadystate functions that modify deep parameters. See trac ticket #103 .
2010-11-15 14:35:21 +01:00
Stéphane Adjemian (Charybdis)
5c709e4733
Changed set_dynare_threads.m. The number of threads in parallelized mex files to be used if dynare is built with the openmp flag
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(--with-openmp) is not passed by an environment variable anymore. The function set_dynare_threads changes the default value of the
number of threads (default is 1) in the options_.threads structure. Changed calls to sparse_hessian_times_B_kronecker_C and
A_times_B_kronecker_C dlls accordingly.
2010-11-15 13:06:39 +01:00
Stéphane Adjemian (Charybdis)
37f14e9bc9
Removed unused routines for (diffuse) kalman filter evaluations.
2010-11-12 17:20:02 +01:00
Stéphane Adjemian (Charybdis)
31b734e9b3
Do not print residuals of the static equations for the equations of the auxiliary variables.
2010-11-04 14:19:28 +01:00
Marco Ratto
88dc361ba1
unix info added
2010-10-29 12:30:41 +02:00
Marco Ratto
5763721a71
almost complete version of testing routine
2010-10-29 12:28:44 +02:00
Sébastien Villemot
23ba760c3b
Implement solve_algo=0 for Octave ( closes #144 )
2010-10-28 12:07:50 +02:00
Sébastien Villemot
67c28ea5f3
PosteriorIRF: added missing ".mat" extension (necessary for Octave)
2010-10-28 10:39:53 +02:00
Sébastien Villemot
0730213059
Fix end of line convention and copyright years
2010-10-27 18:35:42 +02:00
Ferhat Mihoubi
1aceb504fd
Check command is now compatible with block and bytecode options
2010-10-27 15:34:48 +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;
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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
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
fe8724d26c
Merge remote branch 'ratto/master'
2010-10-22 17:22:37 +02:00
Sébastien Villemot
5059c48460
solve_algo=7 (GMRES) is forbidden under Octave
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
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- 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
Sébastien Villemot
f336a68ecc
Update tests for values of solve_algo and stack_solve_algo
2010-10-22 13:00:49 +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;
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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
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- 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
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
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
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)
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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
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;
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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
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
Sébastien Villemot
b4d11d399c
Resurrect simk.m for purely forward models
2010-10-13 18:38:09 +02:00
Sébastien Villemot
5f0dac24bf
Merge remote branch 'ferhat/master'
2010-10-12 11:40:39 +02:00
Marco Ratto
cc70913b7d
Properly close waitbar in serial computations.
2010-10-12 08:07:57 +02:00
Marco Ratto
f079411126
bug fix: precisely determine from which machine to get the output files
2010-10-11 20:17:03 +02:00
Marco Ratto
6a1826aa53
1) fixed bug introduced moving folders (parallel routines no longer on path!);
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2) fixed bug with logic of islocal;
3) better cleanup of remnants;
4) fixed bug with sending and DELETING P*End.txt files;
2010-10-11 19:40:42 +02:00
Marco Ratto
badda23160
fixed bug when one slave is local and others are remote
2010-10-11 19:37:43 +02:00
Ferhat Mihoubi
8f36437662
- Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11 ). The new values for solve_algo are:
...
* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 6: GMRES
* 7: BiCGStab
* 8: bytecode own solver (use Gaussian elimination + sparse matrix)
- Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
2010-10-11 19:21:32 +02:00
Sébastien Villemot
75dd6f0d7b
Merge remote branch 'ratto/master'
2010-10-11 17:24:07 +02:00
Sébastien Villemot
a5b8819518
Partial information: added missing copyright notice
2010-10-11 17:16:52 +02:00
Marco Ratto
9abc57a195
added missing utility for identification
2010-10-11 17:14:49 +02:00
Sébastien Villemot
44b268ec67
Moved qzdiv.m and qzswitch.m to top-level (they are now used by both partial information code and mjdgges.m)
2010-10-11 17:14:33 +02:00
Sébastien Villemot
cf9f901ef8
Partial information: moved disclyap_fast to the partial_information subdir
2010-10-11 17:11:05 +02:00
Sébastien Villemot
8849dd2bc9
Partial info/Octave compatibility fix: ismember() does not work with char arrays under Octave
2010-10-11 16:48:16 +02:00
Sébastien Villemot
d6c035aaea
Partial info/Octave compatibility fix: operator "|" never short-circuit, use "||" instead
2010-10-11 16:47:36 +02:00
Marco Ratto
a3b30e885a
Move parallel routines to parallel folder
2010-10-11 15:15:40 +02:00
Sébastien Villemot
02a65d5bbd
Forecast: minor cleanup
2010-10-11 12:58:38 +02:00
Sébastien Villemot
2ebebd1d28
No longer crash when all variables selected with "stoch_simul" are
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non-stationary
2010-10-11 12:58:38 +02:00
Sébastien Villemot
9d67555fc1
Fix bug in the output of stoch_simul: in the presence of non-stationary variables, and when selecting only a subset of variables for the output, the "NaN"s in the "mean" column where wrongly placed
2010-10-11 12:58:38 +02:00
Marco Ratto
eb8d0b29aa
bug fix the ls does not find the target file or folder
2010-10-11 12:33:08 +02:00
Marco Ratto
2ceca63b13
cosmetics
2010-10-08 19:45:16 +02:00
Marco Ratto
a886881fb4
bug fix for serial computation
2010-10-08 19:44:44 +02:00
Marco Ratto
9090a8f76b
Reverted adaptivity for plotting in parallel or not.
2010-10-08 19:44:10 +02:00
Marco Ratto
1a7fcd8066
Fixed bug with number of remote machines > 1
2010-10-08 19:12:55 +02:00
Marco Ratto
5c92543036
When remotes crash, loop for all slaves before stopping
2010-10-08 17:54:31 +02:00
Marco Ratto
50cdcfb037
Check that file exists before copying it
2010-10-08 17:53:31 +02:00
Marco Ratto
25230060e5
Cosmetic changes plus small bug fixes.
2010-10-08 16:19:03 +02:00
Marco Ratto
e846c5cda7
New parallel dynare:
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1) safe management of remote folder;
2) shh scp (and windows equivalent) commands are concentrated in the master;
3) management of remote crashes;
4) begin building option to interrupt remote processes;
5) better parallel waitbar: pops up only at STARTUP (can be minimized subsequently); adaptive dimension;
2010-10-08 16:15:50 +02:00
Marco Ratto
f587e0f1d2
Added new parallel utilities in parallel subfolder;
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Add parallel to dynare path;
2010-10-08 16:10:59 +02:00
Houtan Bastani
c19df582e0
external_function: modified to pass functions as string names as opposed to function handles to reduce number of calls to mexCallMatlab when use_dll option is invoked
2010-10-07 16:49:36 +02:00
Michel Juillard
32bf5e9a0e
Diffuse smoother: bug correction when singularity occurs
2010-10-04 21:59:22 +02:00
George Perendia
4ad491b0a8
Partial Information: a minor makeup change to PCL_resol.m
2010-10-04 13:58:26 +01:00
Marco Ratto
1b2fbc895d
small bug fix (isunx in place of isunix)
2010-09-29 16:35:39 +02:00
Marco Ratto
1fc3d503ee
improved identification checks, using svd in place of eig.
2010-09-29 16:18:57 +02:00
Marco Ratto
70400e5e84
Modifications following meetings in Paris (not yet completed 100%):
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1) new default option for prior_mc = 1;
2) new option: advanced (default=0). If advanced=0, simple messages and plots; advanced=1 shows all details about weak identification diagnostics;
3) new option: periods (default=300). Length of stochastic simulations to generate simulated moments for 'GMM type' analysis of strength of identification;
4) new option: replic (default = 100). Number of replicated simulated moments for 'GMM type' analysis of strength of identification;
5) new feature: allow local identification analysis WITHOUT defining priors, using parameter values as defined in the .mod file definition.
6) simplified graphical and tabular output.
2010-09-29 16:12:48 +02:00
Marco Ratto
0a637be94c
Display changes in line with meetings in Paris (not yet 100% completed):
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- simplified;
- first rank deficiency;
- why rank deficiency;
- some info about weak identification (not completed);
2010-09-29 16:04:57 +02:00
Houtan Bastani
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
Houtan Bastani
47ca9b628d
replace deprecated Matlab function isstr with ischar
2010-09-27 16:05:52 +02:00
Houtan Bastani
34b28b8043
replace deprecated Matlab function setstr with char
2010-09-27 16:05:52 +02:00
Sébastien Villemot
1a27ed9f38
OpenMP support:
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- removed build_matlab_multithread.m and isopenmp MEX file
- introduced a new option "--enable-openmp" in configure script
- when openmp support is compiled in, the default is still one thread; the user can set the number of threads with "set_dynare_threads(n)"
- closes #68
2010-09-27 15:56:19 +02:00
Michel Juillard
ae14d0fc9e
replaced display() by disp() as display() is buggy in Octave
2010-09-25 14:45:28 +02:00
Sébastien Villemot
ad89d0f15d
Forecast with deterministic exogenous: removed duplicate forecast graph ( closes #103 )
2010-09-24 18:32:53 +02:00
Ferhat Mihoubi
df1b1e4ed0
- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137
2010-09-24 12:52:58 +02:00
Pablo Winant
45ebd1b3fb
Compatibility fix for Octave. In dr1, line 384, if w1 is a scalar, condest(w1) raises an error in octave. It is equal to 1 in matlab.
2010-09-23 11:33:54 +02:00
Houtan Bastani
92cb073f3a
dynare_simul_: remove instances of mexErrMsgTxt
2010-09-23 10:45:35 +02:00
Houtan Bastani
982b4d0491
gensylv: remove instances of mexErrMsgTxt
2010-09-23 10:45:27 +02:00
Houtan Bastani
e57056ad14
sparse_hessian_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:18 +02:00
Houtan Bastani
ca24c92ed7
A_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:08 +02:00
Houtan Bastani
7b0d6da920
mjdgges: remove instances of mexErrMsgTxt
2010-09-23 10:44:59 +02:00
Houtan Bastani
2c38a1913c
change element-wise OR (|) to short-circuit OR (||)
2010-09-23 10:44:48 +02:00
Houtan Bastani
e32c8b1b76
k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt
2010-09-23 10:44:39 +02:00
Houtan Bastani
1b05a5f276
SWZ: remove instances of mexErrMsgTxt
2010-09-23 10:43:58 +02:00
Houtan Bastani
6631f2d1d0
Macro used to clean up after encountering an error in a mex file (previously handled by mexErrMsgTxt) and helper m file
2010-09-23 10:43:16 +02:00
Sébastien Villemot
750f92ace1
Cleanups related to the removal of leads and lags in deterministic model
...
(introduced in 60f7678669
)
- remove simk.m and clean simul.m
- document the change in the reference manual
2010-09-21 13:35:55 +02:00
Ferhat Mihoubi
25b3c84b40
RESID command is compatible now with block option and without bytecode option (closes ticket #45 )
2010-09-17 16:54:43 +02:00
Ferhat Mihoubi
c7eff4ba60
- Adding the relaxation method for block and/or bytecode options
...
- Changing the the stack_solve_algo option :
Previous version New version
1 : Sparse LU 0 : Sparse LU
2 : GMRES 1 : Relaxation
3 : BiCGStab 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver 4 : Sparse LU & Optimal Path
5 : bytecode own solver
2010-09-17 12:18:25 +02:00
Ferhat Mihoubi
0a3c8a4b0c
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
...
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
Ferhat Mihoubi
f268513ffb
correction of model_info's printouts
2010-09-17 12:13:39 +02:00
JUILLARD Michel
70fb16b8da
independent Metropolis: factorizing computation of covariance of proposal
2010-09-15 09:07:52 +02:00
JUILLARD Michel
243006b2d7
metropolis: factorizing computation of covariance of proposal
2010-09-15 08:59:51 +02:00
Michel Juillard
f6aace084b
corrected bug in the sequence of tasks in dynare_esitmation_1 introduced in 29f9bb9
2010-09-13 21:35:08 +02:00
Sébastien Villemot
41ff70e08c
Bugfix: when displaying decision rules, no longer crash if an EXPECTATION operator (in the past) appears as a state variable. Instead, display a (relatively uninformative) line.
2010-09-13 16:08:32 +02:00
Sébastien Villemot
c47b177577
Provisions for MATLAB R2010b (7.11)
2010-09-10 13:08:32 +02:00
Michel Juillard
49daa411f4
dynare_config.m: added path for SWZ
2010-09-08 21:08:20 +02:00
Sébastien Villemot
d1f548e7c5
Parallel: fix quoting issues on Unix
2010-09-07 11:38:50 +02:00
Marco Ratto
34fda83963
Parallel: the addpath for DYNARE path is given at the level of masterParallel.m
2010-09-06 17:24:16 +02:00
Marco Ratto
87c80f69b6
Minor change to preamble
2010-09-06 16:59:57 +02:00
Marco Ratto
58c4c483c5
Added MatlabPath to the Parallel structure
2010-09-06 14:50:55 +02:00
Sébastien Villemot
c214587686
Parallel system: add new option DynarePath to specify Dynare path on the slaves
2010-09-06 12:54:55 +02:00
Stéphane Adjemian (Scylla)
bc155fd0df
Changed calling sequence of prior_draw.m.
2010-09-03 15:23:05 +02:00
Stéphane Adjemian (Scylla)
b16c56b71c
Removed debugging informations display introduced in the previous commit.
2010-09-01 22:23:18 +02:00
Stéphane Adjemian (Scylla)
29f9bb953e
Fixed bug related to the mh based approximation of the posterior covariance matrix (used
...
for the jumping distribution).
2010-09-01 22:15:47 +02:00
Stéphane Adjemian (Scylla)
ded34f990b
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-09-01 22:14:32 +02:00
Stéphane Adjemian (Scylla)
6870010e9a
Fixed bug related to the console mode (text waitbar).
2010-09-01 22:12:38 +02:00
Houtan Bastani
18c9479176
SWZ: include in build system
2010-09-01 11:15:42 +02:00
Houtan Bastani
137c4cf6b1
SWZ: make comments conform to ansi C standard
2010-09-01 11:15:28 +02:00
Houtan Bastani
60a3c2cad4
SWZ: replace tabs with spaces
2010-09-01 11:07:32 +02:00
Houtan Bastani
8b782e7b00
SWZ: replace matrix.h with swzmatrix.h
2010-09-01 11:04:49 +02:00
Houtan Bastani
8cf788af44
SWZ: replace fprintf(stderr, with swz_fprintf_err(
2010-09-01 11:03:52 +02:00
Houtan Bastani
94217de476
SWZ: replace exit with swzExit
2010-09-01 11:03:31 +02:00
Houtan Bastani
820aca6683
SWZ: replace free with swzFree
2010-09-01 11:03:09 +02:00
Houtan Bastani
12993a8108
SWZ: replace malloc with swzMalloc
2010-09-01 11:01:00 +02:00
Houtan Bastani
3bbfc05634
SWZ: Change file ending type to unix
2010-09-01 11:00:44 +02:00
Houtan Bastani
a5ed818758
SWZ: remove extra whitespace
2010-09-01 11:00:30 +02:00
Houtan Bastani
248cc388af
SWZ: diffed and patched updated files from Dan
2010-09-01 10:45:55 +02:00
Houtan Bastani
7808df0935
SWZ: original forecast.c, dw_histogram.c and dw_histogram.h from Dan
2010-08-30 17:32:43 +02:00
Sébastien Villemot
8589be3d4b
K-order DLL: cosmetic changes
...
- remove unused argument of the DLL
- fix documentation inside source file
2010-08-30 17:11:58 +02:00
Sébastien Villemot
28a4e79cbe
OSR: minor cosmetic changes
2010-08-30 14:15:17 +02:00
Michel Juillard
d66eb3c6ae
SWZ: bug correction for attaching Markov Chains to some equations only
2010-08-25 20:53:06 +02:00
Marco Ratto
93ea89dffb
Bug fixes related to global variables in the base workspace for parallel sessions.
2010-08-25 15:18:58 +02:00
Marco Ratto
1704023419
1) Fixed problems related to global variables in the base workspace.
...
2) Minor bug in slaveparallel.m
2010-08-25 15:16:46 +02:00
Marco Ratto
5d9f6ef756
Fixed priordens needs to be properly initialized in remote, slave sessions.
2010-08-25 13:39:48 +02:00
Sébastien Villemot
3d2a698ab9
Minor fix: replace operator & by && in MATLAB conditionals (for better compatibility with Octave)
2010-08-23 17:39:46 +02:00
Sébastien Villemot
b842251c2c
Added missing copyright notice
2010-08-20 16:01:43 +02:00
Sébastien Villemot
b671e68f37
moments_varendo: fix an obvious missing initialization bug
...
(see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2678 )
2010-08-19 15:40:12 +02:00
Sébastien Villemot
a8fddd68ff
SWZ DLL: fix calls to Lapack routines for cross-platform compatibility
2010-08-13 18:50:22 +02:00
Michel Juillard
8420d82dea
bug correction in Posterior IRFs
2010-08-11 12:04:14 +02:00
Michel Juillard
e4986047ae
moments_varendo: compute variance decomposition only if there is more than one exogenous variable
2010-08-11 12:03:19 +02:00
Michel Juillard
d6fdf8fc7f
SWZ: added code for generating Markov Chain priors for more than 2 states
2010-08-09 11:13:36 +02:00
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