Sébastien Villemot
ebec02c6e4
local_state_space_iteration_2 MEX: yet more fixes to comments
...
In particular, use ε instead of u in mathematical expressions for consistency
with the C++ variable name.
2021-10-22 17:57:29 +02:00
Sébastien Villemot
0be7e0a0d7
local_state_space_iteration_2 MEX: more fixes to comments
2021-10-21 16:34:57 +02:00
Sébastien Villemot
05ea09eee9
local_state_space_iteration_2 MEX: error out properly when trying to use with BLAS+MATLAB+parallelization
...
By the way, rename the C preprocessor symbol so that it is undefined by
default.
2021-10-20 15:50:34 +02:00
Sébastien Villemot
e3b1f9e79a
local_state_space_iteration_2 MEX: various fixes to comments
2021-10-20 15:39:58 +02:00
Sébastien Villemot
ce282dc29c
local_state_space_iteration_2 MEX: fix bug when there are more shocks that states
...
The code that computes ghx·yhat+ghu·u (both with and without pruning) was
making the implicit assumption that q⩽n, i.e. that the number of shocks is less
than or equal to the number of states. If q>n, it would try to read invalid
memory references in ghx and yhat, and would thus either crash or return dummy
results.
Closes : #1820
2021-10-14 16:18:17 +02:00
Sébastien Villemot
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Sébastien Villemot
c9eb6920c9
local_state_space_iteration_k MEX: fix bug in output
...
In its output, the MEX was returning values for all endogenous variables, but
it was used in a context where only the variables from oo_.dr.restrict_var_list
were expected (as is done with local_state_space_iteration_2 MEX).
This commit fixes this discrepancy, and also fixes the test that was checking
that both MEX are returning the same output.
Closes : #1768
2021-03-10 13:45:29 +01:00
Sébastien Villemot
b901b7af86
Global reindentation of MEX sources
2019-12-20 16:30:24 +01:00
Sébastien Villemot
996bdd6c64
New local_state_space_iteration_k MEX, for nonlinear filters at k-order
...
It applies the approximated policy function to a set of particles, using
Dynare++ routines.
There is support for parallelization, using Dynare++ multithreading
model (itself based on C++11 threads; we don’t use OpenMP because it is
incompatible with MKL). For the time being, default to a single thread. This
should be later refined through empirical testing.
2019-12-20 11:31:56 +01:00
Sébastien Villemot
6ff7d4c56c
C++17: use structured bindings instead of std::tie
2019-09-11 16:06:35 +02:00
Sébastien Villemot
f45738c09e
local_state_space_iteration_2 MEX: fix error message
2019-06-28 17:49:02 +02:00
Sébastien Villemot
ca1a1ae0f2
local_state_space_iterations_2 MEX: minor stylistic improvement
2019-06-27 17:34:10 +02:00
Sébastien Villemot
7c39b12b7b
Always compile MEX files with OpenMP (when they can take advantage of it)
...
As a consequence, remove the --enable-openmp option of the configure script.
2019-06-25 17:26:17 +02:00
Sébastien Villemot
faa3185bdf
local state space iterations 2 DLL: various modernizations and simplifications
2019-04-30 15:54:49 +02:00
Sébastien Villemot
f5e2bfc30a
Ask GCC to warn about C-style casts (-Wold-style-cast)
...
Adapt the code accordingly.
2019-04-23 13:03:20 +02:00
Sébastien Villemot
57848930c6
Use Unicode copyright symbol (in UTF-8 encoding)
...
Do not use it in MATLAB source files, since unfortunately the MATLAB editor
does not support UTF-8.
2019-04-16 11:42:16 +02:00
Stéphane Adjemian (Charybdis)
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis)
b4448937cc
Fixed indentation of c/h/cc/hh files.
2017-05-16 16:30:27 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Sébastien Villemot
f1c8ec60c7
Remove various compilation warnings
2013-06-12 16:05:35 +02:00
Sébastien Villemot
c079ace8c3
Remove various compiler warnings
2012-06-08 19:06:03 +02:00
Stéphane Adjemian (Charybdis)
a2f3a53634
Parallelization of local_state_space_iteration_2 (used in non linear filters).
2012-03-05 23:11:49 +01:00
Stéphane Adjemian (Charybdis)
40329e3e29
Added routine to compute one step ahead state space iteration (mex and m). The state space
...
equations are approximated at order two around the deterministic steady state.
2012-03-04 22:07:27 +01:00