5059c48460
solve_algo=7 (GMRES) is forbidden under Octave
2010-10-22 16:52:02 +02:00
55c6089deb
Reference manual: update solve_algo and stack_solve_algo options with new values
2010-10-22 16:52:02 +02:00
39718c8645
- extends steady algorithms to solve_algo=5, 6, 7 and 8 for a block decomposed model without bytcode
...
- 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
fc31afb356
- The Jacobian matrix in the block decomposed model without bytecode option is now sparse
2010-10-22 16:20:28 +02:00
f336a68ecc
Update tests for values of solve_algo and stack_solve_algo
2010-10-22 13:00:49 +02:00
a2367e9ecb
Build system: fixed typo introduced in 69fc0e320b
2010-10-22 11:50:16 +02:00
f915cbe92f
- Minor corrections in wrapper to compute the steady-state
2010-10-22 11:08:47 +02:00
1a09426706
- Correction of several bugs with Octave
...
- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
cab8941c29
qzcomplex and ordschur oct-files:
...
- added embedded tests
- minor cosmetic changes
2010-10-21 15:58:24 +02:00
2239d9f1cd
Fixed bug in diffuse filter
2010-10-21 15:43:30 +02:00
81823ad035
New oct-file for "ordschur": the diffuse filter now works under Octave
2010-10-21 15:43:13 +02:00
2f9a6ff9f4
Reference manual: added entry for partial information
2010-10-21 12:57:03 +02:00
69fc0e320b
New oct-file "qzcomplex" for bringing the complex QZ decomposition to Octave. Fixes issues with partial information under Octave.
2010-10-21 12:33:18 +02:00
8f3d84edbf
Merge remote branch 'george/master'
2010-10-20 15:04:10 +02:00
57a2e33828
Histval: fixed bug for exogenous introduced in previous commit
2010-10-20 14:56:35 +02:00
4a252d8d7c
Histval block:
...
- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
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
7f59b8074c
Preprocessor: fix possible bug in histval (need to limit search of aux vars to aux vars for lagged vars, otherwise we could have a wrong match with some other kind)
2010-10-20 11:39:09 +02:00
057908baf6
Added an example for automatic detrending
2010-10-18 16:46:08 +02:00
ebc5dbab32
Added an example of steadystate file in the examples subdir, and fix the reference manual
2010-10-18 16:44:16 +02:00
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
bcc590aafa
add preprocessor simplification rule
2010-10-18 15:51:07 +02:00
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)
...
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
4881b8c3f9
Merge remote branch 'ratto/master'
2010-10-15 12:41:50 +02:00
de490e9e4a
delete remnants of previous Bayesian irf computations
2010-10-15 11:36:26 +02:00
c15508eae0
1) better display of remote errors;
...
2) fixed bug in sync of sequence of files sent to remote slaves;
2010-10-15 11:33:40 +02:00
6612a7f0bc
Trap introduced for windows was a bug for unix
2010-10-15 11:31:26 +02:00
9123e4e70c
C++ Estimation DLL: Update of logMHMCMCposterior and auxiliary files: added progress bar and recovery from file and tied up few loose ends - still unstable !
2010-10-14 23:31:25 +01:00
6d2f9dc6d8
Added missing case in print_info
2010-10-14 12:03:36 +02:00
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
153f627dfe
Explicit error message for 2nd and 3rd order purely forward models
2010-10-13 18:52:13 +02:00
505ed643a1
Fix for computing 1st order irf of purely forward models
2010-10-13 18:52:07 +02:00
7a983a3105
sim1.m, bksup1.m: removed global variables, other minor cleanups
2010-10-13 18:51:56 +02:00
f30d6858e6
simk.m: minor cleanups
2010-10-13 18:40:21 +02:00
b4d11d399c
Resurrect simk.m for purely forward models
2010-10-13 18:38:09 +02:00
5f0dac24bf
Merge remote branch 'ferhat/master'
2010-10-12 11:40:39 +02:00
cc70913b7d
Properly close waitbar in serial computations.
2010-10-12 08:07:57 +02:00
f079411126
bug fix: precisely determine from which machine to get the output files
2010-10-11 20:17:03 +02:00
6a1826aa53
1) fixed bug introduced moving folders (parallel routines no longer on path!);
...
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
badda23160
fixed bug when one slave is local and others are remote
2010-10-11 19:37:43 +02:00
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
4b824ad8ed
- extends the error messages in mex_interface (necessary to emulate the mex functions in a standalone mode for debugging purposes)
2010-10-11 18:09:31 +02:00
f6835d1d61
- adds bytecode_debug.m m-file to save the global variables. Necessary to run bytecode in a standalone mode for debugging purposes.
2010-10-11 18:01:44 +02:00
9a0201b26a
Minor corrections on ErrorHandling
2010-10-11 17:56:23 +02:00
75dd6f0d7b
Merge remote branch 'ratto/master'
2010-10-11 17:24:07 +02:00
a5b8819518
Partial information: added missing copyright notice
2010-10-11 17:16:52 +02:00
9abc57a195
added missing utility for identification
2010-10-11 17:14:49 +02:00
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
cf9f901ef8
Partial information: moved disclyap_fast to the partial_information subdir
2010-10-11 17:11:05 +02:00
b41f2f6ccd
Testsuite: add tests files for partial information
2010-10-11 16:48:41 +02:00
Sébastien Villemot
Ferhat Mihoubi
George Perendia
Houtan Bastani
Stéphane Adjemian (Karaba)
Marco Ratto