Sébastien Villemot
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0332309647
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Remove embedded SLICOT, rely on external binary
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2012-09-13 11:08:42 +02:00 |
Sébastien Villemot
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53709a3214
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Ensure compatibility with matio 1.5
Closes: #275
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2012-08-07 14:44:45 +02:00 |
Houtan Bastani
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e5dd2d31ec
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fix typo
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2012-08-07 11:39:47 +02:00 |
Sébastien Villemot
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2e65a9ab96
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Provide a better implementation of linsolve for Octave
Closes: #273
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2012-08-06 18:26:16 +02:00 |
Michel Juillard
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f5f5ca1a83
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removing printing used for debugging
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2012-08-01 18:38:42 +02:00 |
Michel Juillard
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2244af9c62
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adding pruning option for 3rd order
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2012-07-31 21:50:59 +02:00 |
Michel Juillard
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84164dc57e
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adding possibility to pass derivative matrices to k_order_perturbation
MEX function
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2012-07-07 21:21:28 +02:00 |
Michel Juillard
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287b134884
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k_order mex: added derivatives as members of KorderpDynare
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2012-07-06 13:52:17 +02:00 |
Sébastien Villemot
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83623723d9
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Block kalman filter: enclose OpenMP statements in conditionals
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2012-06-11 14:31:33 +02:00 |
Sébastien Villemot
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4a9592a50c
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Fix LAPACK type error
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2012-06-11 12:25:56 +02:00 |
Ferhat Mihoubi
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2a8436aa44
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Extends the block Kalman filter to the missing observations case (not called for the moment)
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2012-06-11 10:39:25 +02:00 |
Sébastien Villemot
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02efbd31a8
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Convert files to Unix EOL
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2012-06-08 19:10:19 +02:00 |
Sébastien Villemot
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c079ace8c3
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Remove various compiler warnings
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2012-06-08 19:06:03 +02:00 |
Sébastien Villemot
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1f9cea669a
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Update copyright notices
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2012-06-08 18:22:34 +02:00 |
Ferhat Mihoubi
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6cb7a5f1e5
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Corrects a bug in the arguments returned by bytecode
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2012-06-06 16:32:01 +02:00 |
Ferhat Mihoubi
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7dbd826d7e
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Code cleaning
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2012-06-06 16:30:28 +02:00 |
Sébastien Villemot
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f36f76760a
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Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
(complement to commit cd0bc28e )
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2012-05-21 18:34:10 +02:00 |
Michel Juillard
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e63c41184c
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bytecode: removing debuging message
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2012-05-20 14:37:30 +02:00 |
Sébastien Villemot
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615535ad88
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Fix compilation errors with GCC 4.7
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2012-05-08 16:10:10 +02:00 |
Houtan Bastani
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b96c35a1a4
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ms-sbvar: remove unused code
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2012-04-13 15:56:25 +02:00 |
Houtan Bastani
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402363bab2
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MS-SBVAR: rewrite ms_variance_decomposition
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2012-03-08 17:54:35 +01:00 |
Houtan Bastani
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5f60f1bd27
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MS-SBVAR: rewrite ms_forecast
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2012-03-08 17:54:05 +01:00 |
Houtan Bastani
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864e0b7c7e
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MS-SBVAR: rewrite ms_irf
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2012-03-08 17:53:58 +01:00 |
Ferhat Mihoubi
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3730957e9f
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Considers both 'inf' and 'nan' results in functions return and improves an error message
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2012-03-06 11:09:46 +01:00 |
Ferhat Mihoubi
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3072c6e611
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Displays more details in case of singular system
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2012-03-06 11:03:13 +01:00 |
Stéphane Adjemian (Charybdis)
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a2f3a53634
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Parallelization of local_state_space_iteration_2 (used in non linear filters).
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2012-03-05 23:11:49 +01:00 |
Sébastien Villemot
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c49d33e6ba
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Add local_state_space_iterations subdir to dist rule
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2012-03-05 18:53:59 +01:00 |
Stéphane Adjemian (Charybdis)
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40329e3e29
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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.
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2012-03-04 22:07:27 +01:00 |
Sébastien Villemot
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89ca683ab9
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Fix "make dist" following changes in estimation DLL
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2012-02-24 12:21:33 +01:00 |
Michel Juillard
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da0beac147
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updating calling sequence for estimation dll and introducing templates
when necessary
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2012-02-23 18:39:41 +01:00 |
Ferhat
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eb567f5202
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Cleaning the code: getting rid of unused variables
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2012-02-17 10:59:39 +01:00 |
Sébastien Villemot
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a66594caed
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Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
Closes: #235
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2012-01-09 12:39:09 +01:00 |
Stéphane Adjemian (Charybdis)
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3e84e333b4
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Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1.
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2011-12-26 17:46:48 +01:00 |
Sébastien Villemot
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cb9858d6a5
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Minor improvements and bugfix to qmc_sequence
* make 2nd argument optional
* fix bug related to 3rd argument
* simplify code
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2011-12-26 16:09:33 +01:00 |
Sébastien Villemot
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a1c466a3bb
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Fix license notice of qmc_sequence MEX
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2011-12-26 15:40:44 +01:00 |
Sébastien Villemot
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1d4301bd97
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Fix build failure on Octave/32-bit
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2011-12-26 14:41:02 +01:00 |
Stéphane Adjemian (Charybdis)
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6bb3a1c736
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Fixed bug. Wrong calling sequence to dgemm.
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2011-12-23 12:10:23 +01:00 |
Stéphane Adjemian (Charybdis)
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b9d47ae42e
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Fixed the inverse Gaussian Cumulative Distribution Function. Return -Inf/Inf if input is equal to
0/1.
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2011-12-23 11:16:06 +01:00 |
Stéphane Adjemian (Charybdis)
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be6f82f145
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Fixed bug (wrong size in memcpy for the last input argument).
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2011-12-23 10:43:52 +01:00 |
Stéphane Adjemian (Charybdis)
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dccc8478aa
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Fixed warning message (warning: cast to pointer from integer of different size).
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2011-12-22 13:08:26 +01:00 |
Stéphane Adjemian (Charybdis)
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699b93b9d4
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Fixed mex error message (use DYN_MEX_FUNC_ERR_MSG_TXT).
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2011-12-22 12:14:39 +01:00 |
Stéphane Adjemian (Charybdis)
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1aa26572f4
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Fixed headers.
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2011-12-22 12:11:20 +01:00 |
Stéphane Adjemian (Charybdis)
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645dc7dc45
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Fixed headers.
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2011-12-22 11:32:53 +01:00 |
Stéphane Adjemian (Charybdis)
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4869fff243
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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.
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2011-12-21 18:23:15 +01:00 |
Stéphane Adjemian (Charybdis)
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3ba5a645be
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Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0.
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2011-12-12 14:20:14 +01:00 |
Stéphane Adjemian (Charybdis)
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a36cf30118
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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.
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2011-12-12 14:20:14 +01:00 |
Sébastien Villemot
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fefe425c61
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mjdgges: add missing math.h header (for fabs())
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2011-12-12 10:35:39 +01:00 |
Michel Juillard
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6927a261e3
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changing int* in lapack_int*
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2011-11-26 10:59:22 +01:00 |
Ferhat Mihoubi
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1f8e4a517b
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Corrects the computation of the determinant of the covariance of the forecast error
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2011-11-25 14:45:54 +01:00 |
Ferhat Mihoubi
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715e528462
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Corrects bugs in case of singular covariance matrix of the forecast error
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2011-11-25 14:44:23 +01:00 |