4ad491b0a8
Partial Information: a minor makeup change to PCL_resol.m
2010-10-04 13:58:26 +01:00
1b2fbc895d
small bug fix (isunx in place of isunix)
2010-09-29 16:35:39 +02:00
1fc3d503ee
improved identification checks, using svd in place of eig.
2010-09-29 16:18:57 +02:00
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
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
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
47ca9b628d
replace deprecated Matlab function isstr with ischar
2010-09-27 16:05:52 +02:00
34b28b8043
replace deprecated Matlab function setstr with char
2010-09-27 16:05:52 +02:00
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
ae14d0fc9e
replaced display() by disp() as display() is buggy in Octave
2010-09-25 14:45:28 +02:00
ad89d0f15d
Forecast with deterministic exogenous: removed duplicate forecast graph ( closes #103 )
2010-09-24 18:32:53 +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- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137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
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
92cb073f3a
dynare_simul_: remove instances of mexErrMsgTxt
2010-09-23 10:45:35 +02:00
982b4d0491
gensylv: remove instances of mexErrMsgTxt
2010-09-23 10:45:27 +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
2c38a1913c
change element-wise OR (|) to short-circuit OR (||)
2010-09-23 10:44:48 +02:00
e32c8b1b76
k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt
2010-09-23 10:44:39 +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
750f92ace1
Cleanups related to the removal of leads and lags in deterministic model
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(introduced in 60f7678669
2010-09-21 13:35:55 +02:00
25b3c84b40
RESID command is compatible now with block option and without bytecode option (closes ticket #45 )
2010-09-17 16:54:43 +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
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
f268513ffb
correction of model_info's printouts
2010-09-17 12:13:39 +02:00
70fb16b8da
independent Metropolis: factorizing computation of covariance of proposal
2010-09-15 09:07:52 +02:00
243006b2d7
metropolis: factorizing computation of covariance of proposal
2010-09-15 08:59:51 +02:00
f6aace084b
corrected bug in the sequence of tasks in dynare_esitmation_1 introduced in 29f9bb9
2010-09-13 21:35:08 +02:00
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
c47b177577
Provisions for MATLAB R2010b (7.11)
2010-09-10 13:08:32 +02:00
49daa411f4
dynare_config.m: added path for SWZ
2010-09-08 21:08:20 +02:00
d1f548e7c5
Parallel: fix quoting issues on Unix
2010-09-07 11:38:50 +02:00
34fda83963
Parallel: the addpath for DYNARE path is given at the level of masterParallel.m
2010-09-06 17:24:16 +02:00
87c80f69b6
Minor change to preamble
2010-09-06 16:59:57 +02:00
58c4c483c5
Added MatlabPath to the Parallel structure
2010-09-06 14:50:55 +02:00
c214587686
Parallel system: add new option DynarePath to specify Dynare path on the slaves
2010-09-06 12:54:55 +02:00
bc155fd0df
Changed calling sequence of prior_draw.m.
2010-09-03 15:23:05 +02:00
b16c56b71c
Removed debugging informations display introduced in the previous commit.
2010-09-01 22:23:18 +02:00
29f9bb953e
Fixed bug related to the mh based approximation of the posterior covariance matrix (used
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for the jumping distribution).
2010-09-01 22:15:47 +02:00
ded34f990b
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-09-01 22:14:32 +02:00
6870010e9a
Fixed bug related to the console mode (text waitbar).
2010-09-01 22:12:38 +02:00
18c9479176
SWZ: include in build system
2010-09-01 11:15:42 +02:00
137c4cf6b1
SWZ: make comments conform to ansi C standard
2010-09-01 11:15:28 +02:00
60a3c2cad4
SWZ: replace tabs with spaces
2010-09-01 11:07:32 +02:00
8b782e7b00
SWZ: replace matrix.h with swzmatrix.h
2010-09-01 11:04:49 +02:00
8cf788af44
SWZ: replace fprintf(stderr, with swz_fprintf_err(
2010-09-01 11:03:52 +02:00
94217de476
SWZ: replace exit with swzExit
2010-09-01 11:03:31 +02:00
820aca6683
SWZ: replace free with swzFree
2010-09-01 11:03:09 +02:00
George Perendia
Marco Ratto
Houtan Bastani
Sébastien Villemot
Michel Juillard
Ferhat Mihoubi
Pablo Winant
JUILLARD Michel
Stéphane Adjemian (Scylla)