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562 Commits (54aff15b6a89a50675a3fc5984d4d33b8a04e13b)

Author SHA1 Message Date
Michel Juillard 84164dc57e adding possibility to pass derivative matrices to k_order_perturbation 
MEX function
 2012-07-07 21:21:28 +02:00
Michel Juillard 287b134884 k_order mex: added derivatives as members of KorderpDynare 2012-07-06 13:52:17 +02:00
Sébastien Villemot 83623723d9 Block kalman filter: enclose OpenMP statements in conditionals 2012-06-11 14:31:33 +02:00
Sébastien Villemot 4a9592a50c Fix LAPACK type error 2012-06-11 12:25:56 +02:00
Sébastien Villemot 91967eac6d Bump version numbers 2012-06-11 12:07:10 +02:00
Ferhat Mihoubi 2a8436aa44 Extends the block Kalman filter to the missing observations case (not called for the moment) 2012-06-11 10:39:25 +02:00
Sébastien Villemot 02efbd31a8 Convert files to Unix EOL 2012-06-08 19:10:19 +02:00
Sébastien Villemot c079ace8c3 Remove various compiler warnings 2012-06-08 19:06:03 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Ferhat Mihoubi 6cb7a5f1e5 Corrects a bug in the arguments returned by bytecode 2012-06-06 16:32:01 +02:00
Ferhat Mihoubi 7dbd826d7e Code cleaning 2012-06-06 16:30:28 +02:00
Sébastien Villemot f36f76760a Fix bug where the nth derivative of 0^n evaluated to 0 instead of n! 
(complement to commit cd0bc28e)
 2012-05-21 18:34:10 +02:00
Michel Juillard e63c41184c bytecode: removing debuging message 2012-05-20 14:37:30 +02:00
Sébastien Villemot 615535ad88 Fix compilation errors with GCC 4.7 2012-05-08 16:10:10 +02:00
Sébastien Villemot ff4285d6fb matio is a requirement for ms-sbvar under Octave 2012-04-20 11:50:03 +02:00
Houtan Bastani 9576255ead Create new contrib folder & move ms-sbvar submodules there 2012-04-19 11:02:40 +02:00
Houtan Bastani b96c35a1a4 ms-sbvar: remove unused code 2012-04-13 15:56:25 +02:00
Houtan Bastani f402d59acf ms-sbvar: link to Matio library for Octave compilation 2012-04-13 15:54:48 +02:00
Houtan Bastani 402363bab2 MS-SBVAR: rewrite ms_variance_decomposition 2012-03-08 17:54:35 +01:00
Houtan Bastani 5f60f1bd27 MS-SBVAR: rewrite ms_forecast 2012-03-08 17:54:05 +01:00
Houtan Bastani 864e0b7c7e MS-SBVAR: rewrite ms_irf 2012-03-08 17:53:58 +01:00
Ferhat Mihoubi 3730957e9f Considers both 'inf' and 'nan' results in functions return and improves an error message 2012-03-06 11:09:46 +01:00
Ferhat Mihoubi 3072c6e611 Displays more details in case of singular system 2012-03-06 11:03:13 +01:00
Stéphane Adjemian (Charybdis) a2f3a53634 Parallelization of local_state_space_iteration_2 (used in non linear filters). 2012-03-05 23:11:49 +01:00
Sébastien Villemot c49d33e6ba Add local_state_space_iterations subdir to dist rule 2012-03-05 18:53:59 +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
Sébastien Villemot 89ca683ab9 Fix "make dist" following changes in estimation DLL 2012-02-24 12:21:33 +01:00
Michel Juillard da0beac147 updating calling sequence for estimation dll and introducing templates 
when necessary
 2012-02-23 18:39:41 +01:00
Ferhat eb567f5202 Cleaning the code: getting rid of unused variables 2012-02-17 10:59:39 +01:00
Sébastien Villemot a66594caed Add MEXEXT define to build system, adapt relevant DLL and Windows packaging 
Closes: #235
 2012-01-09 12:39:09 +01:00
Sébastien Villemot 2185924081 Build system: fix for Octave 3.4 2011-12-28 13:05:30 +01:00
Sébastien Villemot d33f149178 Windows package: build against Octave 3.4.3 2011-12-26 18:00:08 +01:00
Stéphane Adjemian (Charybdis) 3e84e333b4 Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1. 2011-12-26 17:46:48 +01:00
Sébastien Villemot cb9858d6a5 Minor improvements and bugfix to qmc_sequence 
* make 2nd argument optional
* fix bug related to 3rd argument
* simplify code
 2011-12-26 16:09:33 +01:00
Sébastien Villemot a1c466a3bb Fix license notice of qmc_sequence MEX 2011-12-26 15:40:44 +01:00
Sébastien Villemot 1d4301bd97 Fix build failure on Octave/32-bit 2011-12-26 14:41:02 +01:00
Stéphane Adjemian (Charybdis) 6bb3a1c736 Fixed bug. Wrong calling sequence to dgemm. 2011-12-23 12:10:23 +01:00
Stéphane Adjemian (Charybdis) b9d47ae42e Fixed the inverse Gaussian Cumulative Distribution Function. Return -Inf/Inf if input is equal to 
0/1.
 2011-12-23 11:16:06 +01:00
Stéphane Adjemian (Charybdis) be6f82f145 Fixed bug (wrong size in memcpy for the last input argument). 2011-12-23 10:43:52 +01:00
Stéphane Adjemian (Charybdis) bdee23876d Fixed Octave's mex extension for qmc_sequence. 2011-12-22 14:32:32 +01:00
Stéphane Adjemian (Charybdis) f28084e79b Removed binary. 2011-12-22 14:32:07 +01:00
Stéphane Adjemian (Charybdis) dccc8478aa Fixed warning message (warning: cast to pointer from integer of different size). 2011-12-22 13:08:26 +01:00
Stéphane Adjemian (Charybdis) 699b93b9d4 Fixed mex error message (use DYN_MEX_FUNC_ERR_MSG_TXT). 2011-12-22 12:14:39 +01:00
Stéphane Adjemian (Charybdis) 1aa26572f4 Fixed headers. 2011-12-22 12:11:20 +01:00
Stéphane Adjemian (Charybdis) 645dc7dc45 Fixed headers. 2011-12-22 11:32:53 +01:00
Stéphane Adjemian (Charybdis) 4869fff243 Added new mex file for computing Quasi Monte-Carlo sequences (Sobol), texinfo headers and unitary tests are available in <DYNARE_PATH>/matlab/qmc_sequence.m. 2011-12-21 18:23:15 +01:00
Stéphane Adjemian (Charybdis) 3ba5a645be Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) a36cf30118 Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
Sébastien Villemot fefe425c61 mjdgges: add missing math.h header (for fabs()) 2011-12-12 10:35:39 +01:00
Michel Juillard 6927a261e3 changing int* in lapack_int* 2011-11-26 10:59:22 +01:00