477652c6e9
Build system: removed obsolete build_matlab script
2010-09-27 15:51:32 +02:00
5a1caff861
Build system: fix for bug introduced in 5504811b1a
2010-09-27 14:18:39 +02:00
5504811b1a
Removed obsolete Kalman filter code
2010-09-24 13:01:52 +02:00
da1c031195
Build system: add new header for bytecode (see previous commit)
2010-09-24 12:59:46 +02:00
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- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137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
e57056ad14
sparse_hessian_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:18 +02:00
ca24c92ed7
A_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:08 +02:00
7b0d6da920
mjdgges: remove instances of mexErrMsgTxt
2010-09-23 10:44:59 +02:00
e32c8b1b76
k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt
2010-09-23 10:44:39 +02:00
1eaee02729
logposterior: remove instances of mexErrMsgTxt
2010-09-23 10:44:22 +02:00
b512a43848
fix file mode
2010-09-23 10:44:10 +02:00
1b05a5f276
SWZ: remove instances of mexErrMsgTxt
2010-09-23 10:43:58 +02:00
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
a3640239ab
Removed all MSVC workarounds, since we can now definitely drop this compiler on
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Windows/64-bit platform
2010-09-21 15:06:14 +02:00
fbbc21d577
Estimation DLL: make it compatible with changes introduced in 648c3cd177 + code simplification
2010-09-20 19:25:31 +02:00
aa8963c1db
K-order DLL: code simplification
2010-09-20 19:24:23 +02:00
d7754ca288
K-order DLL: make it compatible with changes introduced in
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648c3cd177
2010-09-20 18:30:00 +02:00
6c66e3d2af
Bytecode DLL: include dynmex.h instead of mex.h (for compatibility with older
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MATLAB)
2010-09-20 10:23:05 +02:00
0ecfc5eed9
- Incorrect type for variable map_idx_res (the variable with highest error)
2010-09-17 12:26:54 +02:00
45137f1367
- bug correction in error printout (elimination of an unused variable : nb_endo in SparseMatrix)
2010-09-17 12:26:44 +02:00
c7eff4ba60
- Adding the relaxation method for block and/or bytecode options
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- 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
77b6096962
- extends the mex_interface: bytecode's debuging purpose
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- correction of memory leaks in bytecode
2010-09-17 12:17:14 +02:00
0a3c8a4b0c
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
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- 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
99a884e09c
C++ Estimation DLL: Adding 1st cut draft RandomWalkMetropolisHastings.cc and related untested files for review
2010-09-14 12:21:45 +01:00
73fb122e1e
Estimation C++ DLL: Enhancing KalmanFilter performance using symmetric matrix and vector BLAS routines calls added or enhanced in BlasBindings.hh and dynblas.h + some minor fixes to Matrix.hh and LogPriorDensity.cc
2010-09-03 11:17:50 +01:00
18c9479176
SWZ: include in build system
2010-09-01 11:15:42 +02:00
8589be3d4b
K-order DLL: cosmetic changes
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- remove unused argument of the DLL
- fix documentation inside source file
2010-08-30 17:11:58 +02:00
a4769fc80d
K-order DLL: no longer create an extra MAT file (useless and undocumented)
2010-08-30 17:11:26 +02:00
ad127052d8
Build system: display a warning when compiling for the Cygwin target
2010-08-24 16:24:03 +02:00
0893e963cb
Build system: change the way we detect the GSL, to make it work when cross-compiling
2010-08-24 16:24:03 +02:00
61da05b5e4
C++ Estimation DLL: KalmanFilter, dynlapack and LapackBindings with Cholesky decomp. based matrix inverter
2010-08-04 15:57:52 +01:00
1ac71f3d0c
Estimation C++ DLL: 4 fixes and some additional files used in testing: sweuromodel_dll.mod, data and DsgeLikelihood.m modified for testing under octave
2010-08-04 14:52:56 +01:00
89bdc81ada
suppressed computation of steady state inside k_order_perturbation
2010-07-17 10:18:25 +02:00
96bdf8c371
make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero.
2010-07-17 10:14:22 +02:00
9642683b7d
Build system: fix for building source tarball
2010-07-12 14:30:57 +02:00
acf5451c1f
Build system: rename 'loglikelihood' to 'logposterior'
2010-07-09 12:48:08 +02:00
50c1e0a8ec
C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc
2010-07-08 09:56:19 +01:00
5c01144793
C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc
2010-07-08 09:56:18 +01:00
ad28c2054d
Add boost/math and boost/random to configure script for mex build system
2010-07-01 14:15:08 +02:00
f34c31307b
K-order: minor fix for order of initialization of data members
2010-06-25 15:40:36 +02:00
04905660b8
Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
2010-06-11 19:18:16 +02:00
7410094588
Estimation DLL: various minor changes
2010-06-11 19:16:03 +02:00
e5d093c6ad
Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
2010-06-11 19:11:27 +02:00
e347f2ae7a
Build system: adding -Wall when building MEX files
2010-06-11 18:40:58 +02:00
85f855d759
Estimation DLL: fixed bug in EstimatedParametersDescription::getNumberOfPeriods()
2010-06-11 18:03:14 +02:00
32e41b7b01
Estimation DLL, LogLikelihoodMain: fixed bug (likelihood was not initialized to zero)
2010-06-11 16:51:08 +02:00
e1b274f2dc
Estimation DLL, ModelSolution class: make llxSteadyState a data member
2010-06-11 14:54:10 +02:00
1e41458826
Estimation DLL: bugfixes in LogLikelihoodMain
2010-06-10 19:13:20 +02:00
974e9ac0ad
Estimation DLL: remove 'const' qualifiers in order to be able to put these classes in std::vector (the STL want an assignment operator)
2010-06-10 19:13:20 +02:00
8a7ed1ec48
Estimation DLL, VDVEigDecomposition: remove useless test in destructor
2010-06-10 19:13:20 +02:00
Sébastien Villemot
Ferhat Mihoubi
Houtan Bastani
George Perendia
Michel Juillard