Commit Graph

10878 Commits (474556e0ca6a3b24638d69c883ce255886268adf)

Author SHA1 Message Date
Stéphane Adjemian(Charybdis) 474556e0ca Added routines related to auxiliary variables. 2018-05-29 15:44:41 +02:00
Houtan Bastani d5862f93bf add comment explaining changes in 4e79d12e53 2018-05-28 14:32:11 +02:00
Houtan Bastani 4e79d12e53 move declaration of default values from global_initialization to a separate function 2018-05-28 14:07:32 +02:00
Houtan Bastani 97af53b82d fix mkdir call in global_initialization 2018-05-28 14:07:32 +02:00
Stéphane Adjemian(Charybdis) 9bdd1df3ac Do not filter by files extension in mex/octave{,32}...
... when building the windows installer.
2018-05-19 14:06:58 +02:00
Stéphane Adjemian(Charybdis) bc1f96c043 Completed 02084ce310
We do not distribute .oct files anymore.
2018-05-18 23:56:48 +02:00
Houtan Bastani 902a52b521 preprocessor submodule update 2018-05-17 16:55:20 +02:00
Sébastien Villemot 02084ce310 Remove qzcomplex Oct-file
It's actually not needed. The QZ complex decomposition can be obtained in
Octave on real matrices by casting them to the complex type.
2018-05-17 12:11:15 +02:00
Sébastien Villemot 5166b43add Fix case 2018-05-17 12:06:07 +02:00
Stéphane Adjemian(Charybdis) ac5fcbe231 Use new approach for setting aux variables in model inversion routine.
(cherry picked from commit f1ed81aae2)
2018-05-16 17:27:51 +02:00
Sébastien Villemot 14fbfa028b Move qzdiv.m and qzswitch.m to partial_information/ subdir
They are no longer used in the main codebase.
2018-05-16 17:12:48 +02:00
Sébastien Villemot 59ad26a3c9 Improve fallback code when mjdgges DLL is absent
The new code relies on qz(..., 'real'), ordqz and ordeig, and returns a real
decomposition. The previous version was using Sims' qzdiv and returned a
complex decomposition.

As a consequence, we can drop options_.qzdiv, which was used to detect when
imaginary parts had to be dropped.

This code does not work on Octave for the time being, but this is acceptable
since it is only a fallback.
2018-05-16 17:12:48 +02:00
Sébastien Villemot c180777818 Move check about Octave version to the same place as check for MATLAB 2018-05-16 17:12:48 +02:00
Sébastien Villemot 42b82087d5 Remove codepaths for unsupported Octave versions 2018-05-16 17:12:48 +02:00
Stéphane Adjemian(Charybdis) afbac2e8eb Added strsplit routine in missing. 2018-05-16 16:41:43 +02:00
Stéphane Adjemian(Charybdis) f53be721c1 Added new option mh_tune_jscale.
Works only with the Random Walk Metropolis Hastings algorithm.

Closes #1598
2018-05-16 16:37:22 +02:00
Sébastien Villemot 3f674f0f26 Enforce minimal Octave version in the configure script 2018-05-16 10:50:27 +02:00
Sébastien Villemot e2c2f2d966 Remove fallbacks for ilu, linsolve and ordschur under Octave
These functions are all included in Octave 4.2.
2018-05-16 10:48:44 +02:00
Sébastien Villemot a3301777c9 Update my email and affiliation 2018-05-16 10:23:30 +02:00
Sébastien Villemot f665379fcc Kludge for bug in MinGW, that defines __STDC_UTF_16__ but not char16_t
This breaks the matrix.h of older MATLABs (e.g. R2009a). Also see <uchar.h>.
2018-05-15 19:29:17 +02:00
Sébastien Villemot fbddfc0aae Require C99 when compiling MEX files, since mjdgges now uses C99 features 2018-05-15 14:53:56 +02:00
Sébastien Villemot 7a2aa211bf Make mjdgges DLL compatible with MATLAB interleaved complex API
This API was introduced in MATLAB 9.4 (R2018a), because the internal
representation of complex numbers has changed.
2018-05-14 15:16:09 +02:00
Sébastien Villemot 473b2f59ef Provisions for MATLAB 9.4 (R2018a)
Take into account the API break in the MEX interface (new interleaved complex API).
But do not split MEX directories on MacOS X for the time being.
2018-05-14 15:16:03 +02:00
Stéphane Adjemian(Charybdis) 3fe758c2b2 Cosmetic change in doc headers. 2018-05-05 21:58:52 +02:00
Stéphane Adjemian(Charybdis) 8f53be2a6f Impose the consistency of the count of unstable eigenvalues...
... Between stoch_simul and check. Added sdim (the number of stable
eigenvalues) and edim (the complementary number of explosive eigenvalues) in dr
structure. The test is always done with sdim (or edim) returned by mjdgges.
2018-05-05 19:53:13 +02:00
Stéphane Adjemian(Charybdis) fa15c3dbc7 Updated dates submodule. Closes #1601. 2018-05-05 14:56:56 +02:00
Stéphane Adjemian(Charybdis) fa67aeb7a6 Fixes issue #1607. 2018-05-05 10:29:37 +02:00
Stéphane Adjemian(Charybdis) 891e3ba7be Cosmetic change in doc headers. 2018-05-05 10:24:01 +02:00
Adrian Bunk 9e06eb8e65 Set the input encoding in parallel.tex
This fixes compilation with TeX Live 2018.
2018-04-23 17:49:15 +02:00
Houtan Bastani 2294761440 preprocessor: submodule update. Closes #1602 2018-04-18 14:41:13 +02:00
Stéphane Adjemian(Charybdis) cee6dda44d Fixed check for octave version.
We should not issue a warning if version() is greater than supported_octave_version().
2018-03-24 22:48:45 +01:00
Houtan Bastani fdb72bb633 doc: fix warnings 2018-03-20 16:48:57 +01:00
Houtan Bastani 7f3120eb2e preprocessor: submodule update; introduction of on-the-fly variable declaration 2018-03-20 16:43:06 +01:00
Stéphane Adjemian(Charybdis) bf6b96a860 Updated the preprocessor module (bug fix). 2018-03-13 09:25:17 +01:00
Stéphane Adjemian(Charybdis) 85b88e133b Fixed integration tests related to the simulation of backward models.
Use the histval interface for setting the initial conditions.
2018-03-12 09:47:06 +01:00
Stéphane Adjemian(Charybdis) aa4cabcbeb Fixed bug (simulation of backward models).
Was crashing with three inputs (last one is for innovations) when the first input was an empty array.
2018-03-12 09:45:15 +01:00
Stéphane Adjemian(Charybdis) 8263bbba8a Use new mechanism for setting auxiliary time series. 2018-03-12 09:34:56 +01:00
Stéphane Adjemian(Charybdis) d96aca093e Fixes for julia 0.6.x.
Updated the preprocessor module (adds new static and dynamic routines which
only return the jacobian).
2018-03-10 16:05:14 +01:00
Houtan Bastani 909956f0bc preprocessor: submodule update 2018-03-07 13:16:15 +01:00
Houtan Bastani c0cd92fa04 preprocessor: submodule update 2018-03-07 13:02:06 +01:00
Houtan Bastani 613f02aece preprocessor: submodule update 2018-03-05 14:19:56 +01:00
Stéphane Adjemian(Charybdis) 86be2cb998 Fixed typo. 2018-03-02 10:26:48 +01:00
Stéphane Adjemian(Charybdis) 1a15a8b7a8 Updated preprocessor (julia fix). 2018-03-01 16:02:16 +01:00
Stéphane Adjemian(Charybdis) 857a3842e3 Cosmetic change.
Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.
2018-03-01 10:13:44 +01:00
Stéphane Adjemian(Charybdis) b84e3054e3 Various fixes for backward models routines. 2018-03-01 09:29:48 +01:00
Houtan Bastani e5085b7256 preprocessor: submodule update 2018-02-28 12:10:35 +01:00
Houtan Bastani ebc73ad704 preprocessor: submodule update 2018-02-26 17:23:19 +01:00
Houtan Bastani 8a6e3cc7fe preprocessor: submodule update 2018-02-21 17:26:44 +01:00
Houtan Bastani 667bfb6948 dseries: submodule update 2018-02-20 11:03:12 +01:00
Houtan Bastani 5d1a132374 move preprocessor and macroprocessor documentation to preprocessor submodule 2018-02-19 15:10:07 +01:00