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
2c0b3469be
Estimation DLL, Vector class: fixed bug in the copy constructor
2010-06-10 19:13:20 +02:00
110a33a0c8
Estimation DLL, QRDecomposition: fix memory leak
2010-06-10 19:13:20 +02:00
a1df331c58
Estimation DLL: fixed test for Prior PDF following the removal of "mode" in the Prior class
2010-06-10 19:13:20 +02:00
81f0cf1bc3
Bytecode DLL: provisions for Microsoft Visual C++
2010-06-09 18:35:35 +02:00
045e2e21ef
Bytecode DLL: bugfix for erf()
2010-06-09 18:31:39 +02:00
fe61608ede
Estimation DLL: bugfix in LogLikelihoodMain
2010-06-09 11:42:23 +02:00
bedc69beb8
Estimation DLL: pass the name of the dynamic MEX file through the whole hierarchy of constructors (instead of the basename of the MOD file)
2010-06-09 11:42:22 +02:00
35ad5b1aba
Estimation DLL: removed useless "mode" information in Prior class
2010-06-09 11:42:22 +02:00
90e9506d93
Estimation DLL: added test MOD file
2010-06-09 11:39:03 +02:00
ab0d4a143e
Build system: added new test for C++ prior classes
2010-06-09 11:37:42 +02:00
69abb07f05
C++ Estimation DLL: Adding basic Uniform and Gaussian random number generators to Priors.hh and a basic test routine
2010-06-08 16:38:49 +01:00
4f98b560ad
Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing
2010-06-02 13:38:27 +01:00
9318856a4e
SWZ: finalize build system for MEX by adding a test for GSL
2010-06-01 15:33:45 +02:00
359b90d4fc
use __APPLE__ as opposed to passing a MACOSX flag via make
2010-06-01 14:08:00 +02:00
762e703692
Allow the user to pass a constant seed
2010-06-01 11:18:55 +02:00
28602be1e8
include in build system
2010-06-01 11:18:55 +02:00
1bc7bf7fbb
make blas and lapack functions work with matlab
2010-06-01 11:18:54 +02:00
508422307e
Estimation C++DLL: adding Standard dev. to Prior.cc & .hh
2010-05-25 17:53:58 +01:00
a3d798836e
k_order_perturbation: fixing bug in making of tensor of 3rd order derivatives
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modifying tests and adding a new test against dynare++ output (fs2000k4.mod)
2010-05-22 16:12:39 +02:00
399d66d81c
Estimation DLL, generalized Schur decomposition: fix bug with complex part of infinite generalized eigenvalue (was NaN instead of zero)
2010-05-14 19:26:52 +02:00
894ed518c8
mjdgges.c: eliminates bogus imaginary NaNs in eigenvalues
2010-05-14 15:03:15 +02:00
6f11442c7b
Estimation DLL: fix to testModelSolution
2010-05-07 18:18:24 +02:00
775a1f6471
Estimation DLL: updating test function
2010-05-07 17:09:51 +01:00
1c5c7f3fbf
Estimation DLL: adding LapackBindings.hh
2010-05-07 17:00:56 +01:00
b903776e0c
Estimation DLL: fixed type errors in VDVEigDecomposition class
2010-05-07 17:17:30 +02:00
3688a6ef5a
Estimation DLL: bugfix in constructors for vector views
2010-05-07 17:17:30 +02:00
55fc3feea4
Estimation: Update of main files
2010-05-07 16:08:58 +01:00
b101dbd483
Estimation DLL: give the possibility to construct Vector/Matrix views out of other views
2010-05-07 12:18:45 +02:00
3292ee68c2
Build system: updates for estimation DLL
2010-05-07 10:40:03 +02:00
ec5fd63063
Estimation DLL: removed obsolete file
2010-05-07 10:39:54 +02:00
e4f640f201
Estimation DLL: simplification of the handling of indices in T and R matrices
2010-05-06 18:57:15 +02:00
5aa17370e8
Estimation DLL: minor type fix
2010-05-06 16:45:50 +02:00
2b5a907bb0
Estimation DLL: optimization in Kalman filter
2010-05-06 16:30:13 +02:00
ba0503628e
Estimation DLL: no longer pass lead/lag incidence matrix as argument, this is redundant with the zeta indices
2010-05-06 15:32:11 +02:00
6bdfc2958b
Estimation DLL: removed obsolete files
2010-05-06 15:31:06 +02:00
31d9dd2481
estimation: extending LogLikelihoodSubSample.hh
2010-05-06 12:45:40 +01:00
c729b8984d
Estimation Adding more Headers
2010-05-06 12:37:06 +01:00
1819272d51
Estimation: Fix to VDVEigDecomposition.hh
2010-05-05 18:01:59 +01:00
ba31b9bcbf
Estimation libmat VDV Eigen decomposition class
2010-05-05 16:47:47 +01:00
208210c6fd
Merge remote branch 'george/master'
2010-04-23 18:31:38 +02:00
43b2aae64e
C++ Estimation Minor changes to KalmanFilter initialisation and testing routines to improve handling structural changes parameters and test accuracy
2010-04-23 15:28:42 +01:00
18c36c3dd5
Merge remote branch 'george/master'
2010-04-16 18:34:57 +02:00
e9846ae65f
C++ Estimaion: Minor change KalmanFilter.* to use gain matrix KFinv for conversion check and cosmetic changes to ModelSolution.cc, testInitKalman.cc and testkalman.cc
2010-04-16 17:00:51 +01:00
f849b11563
The functions erf, normpdf and normcdf work fine with bytecode option
2010-04-16 17:00:05 +02:00
0281c5138a
Build system: added new testKalman for Estimation DLL
2010-04-13 18:41:15 +02:00
a489c8810d
C++ Estimation: Adding test and fixing a bug for KalmanFilter.cc and making some cosmetic changes to InitializeKalmanFilter.cc and ModelSolution.cc
2010-04-13 12:38:13 +01:00
b8bf1794ca
Minor fix in prototype of LAPACK dgees
2010-04-02 14:53:14 +02:00
f0fc974b9e
!st draft Kalman Filter main, auxiliary an test routines for C++ estimation
2010-04-01 13:36:58 +01:00
127e5ca05a
Minor data initiation bug fix in testInitKalman.cc
2010-03-16 16:54:28 +00:00
b1e90e59af
Estimation DLL: added testInitKalman to the build system, and modify it to accept the dynamic DLL as argument
2010-03-16 15:57:10 +01:00
d93a5af70b
Estimation DLL, DynamicDLL class: removed dependency on MEX header, unnecessary and makes the compilation of test files more complicated
2010-03-16 15:55:37 +01:00
35377ff303
Estimation DLL, InitializeKalmanFilter: removed unknown header
2010-03-16 15:55:08 +01:00
f62dce714e
Minor modification of types
2010-03-16 13:52:00 +00:00
c738941044
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-16 13:27:29 +00:00
881b1168fe
Adding InitializeKalmanFilter.cc/hh, its supporting files: DetrendData.cc/hh (a basic one), libmat/DiscLyapFast.cc, a test driver routine and a minor amendment to ModelSolution.hh.
2010-03-16 13:26:05 +00:00
fd3c35937b
Estimation DLL, dynamic DLL loading: minor changes to testModelSolution (now takes the full name of the dynamic DLL in argument)
2010-03-16 10:27:58 +01:00
3c8bfc5ef0
Estimation DLL, dynamic DLL loading: fixed memory leaks
2010-03-16 10:27:58 +01:00
882ea0ed75
Amending assertions in BlasBindings.hh
2010-03-15 12:12:43 +00:00
2449a4365c
K-order DLL, DynareNameList class: removed memory leaks
2010-03-09 18:30:23 +01:00
d95b0cf6d7
K-order DLL, KordpDynare class: removed memory leaks
2010-03-09 18:30:23 +01:00
bb3675e75c
K-order DLL, DynamicDLL class: removed memory leaks
2010-03-09 18:30:23 +01:00
1b3bc4a825
K-order DLL: removed useless stuff
2010-03-09 18:30:23 +01:00
1bc6da864c
Estimation DLL, matrix library: adding test-repmat to build system
2010-03-08 13:50:02 +01:00
2aab5b47f2
Estimation DLL, matrix library: minor fixes for removing compiler warnings
2010-03-08 13:49:47 +01:00
a78ca35807
Adding test-repmat.cc - a test for new Matrix.hh repmat utilities
2010-03-08 12:39:25 +00:00
fa54eb55ca
Adding 8 new template functions to Matrix.hh mat namespace, few of which emulate Matlab repmat and assign / reorder by vector.
2010-03-08 12:22:23 +00:00
5d0e93adfe
Declare libmat destructors virtual
2010-03-08 10:09:45 +00:00
3475341ac9
Bytecode DLL: fixed compilation with MSVC
2010-02-23 16:04:32 +01:00
263725aa1f
Estimation DLL, ModelSolution class:
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* fixed initialization of matrices
* removed useless ModelSolutionException, rather forward upwards the exception thrown below
* DynamicModelDLL is now a full member instead of a pointer
2010-02-22 15:58:44 +01:00
3cacb48c81
Estimation DLL, MEX utils: fix compilation issues
2010-02-22 15:56:00 +01:00
a17207fb56
Estimation DLL: fixed remaining EOL problems
2010-02-22 15:09:48 +01:00
f430e53e01
Fixing of the testModelSolution.cc
2010-02-22 13:26:47 +00:00
30d9feb146
Estimation DLL:
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* finished test for DecisionRules
* added new test for LUSolver
* improved test for QRDecomposition
2010-02-19 18:42:02 +01:00
dcf10eba56
Estimation DLL: added decision rules w.r. to exogenous shocks
2010-02-19 18:41:12 +01:00
5ee45cfb60
Estimation DLL: fixed decision rules with respect to state variables (ghx)
2010-02-19 18:00:34 +01:00
547a912d5e
Estimation DLL, matrix library:
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* fixed various bugs
* added utility for computing the infinite norm
* changed the direction of mat::transpose(A, B) for consistency with GSL
2010-02-19 17:04:45 +01:00
0ef2f8c4bd
Estimation DLL: optimization of DecisionRules
2010-02-19 14:24:29 +01:00
9e9eeb533b
Build system: fixed minor bug in configure script
2010-02-19 11:51:09 +01:00
faa5da07dc
Bug correction in error messages and reduction of memory requirement during simulation
2010-02-19 11:03:53 +01:00
229d0e1ea4
Merge remote branch 'george/master'
2010-02-18 19:19:14 +01:00
a78bdab6d3
Estimation DLL: test file for DecisionRules based on example1.mod (only checks the eigenvalues for the moment)
2010-02-18 19:18:25 +01:00
1280000ee4
Estimation DLL: fixed various bugs in DecisionRules
2010-02-18 19:17:55 +01:00
cd9f9ff1b9
Estimation DLL, matrix library: fixed bug in mat::row_copy()
2010-02-18 19:11:09 +01:00
9a77efe440
Amend Estimation C++ ModelSolution, some utils (new Matrix version of dynamic_dll) and a test routine
2010-02-18 17:45:28 +00:00
07091a6b63
Estimation DLL, matrix library: removed useless end-of-lines
2010-02-18 18:11:21 +01:00
9ac6553776
Estimation DLL, matrix library: fixed bug in MatrixView::setAll()
2010-02-18 18:10:59 +01:00
4f7ef5f49d
Estimation DLL, matrix library: added utility for computing A=B'
2010-02-18 18:10:45 +01:00
b737535955
Estimation DLL, matrix library: fixed problem in QRDecomposition (two workspaces are needed of different sizes) by imposing in the constructor the size of the matrix to be left-multiplied by Q
2010-02-18 18:10:16 +01:00
30ee44f8b4
Estimation DLL, matrix library: fixed bug in mat::negate(),;mat::add(), mat::sub()
2010-02-18 18:09:04 +01:00
daf97deb04
Estimation DLL, matrix library: fixed incorrect assertion in col_copy()
2010-02-17 12:22:02 +01:00
440db94603
Estimation DLL, DecisionRules: fixed incorrect matrix dimensions
2010-02-17 12:21:39 +01:00
8fa10d61cc
Build system: fix the creation of tarball
2010-02-13 09:52:43 +01:00
fb97797405
Estimation DLL: first version of matrix library + still unfinished decision rules computation
2010-02-09 19:15:59 +01:00
cf8f793c55
k_order_perturbation: give a value to model residuals, otherwise valgrind logs are cluttered with unitialized value errors
2010-02-09 14:32:40 +01:00
34ab1a5686
k_order_perturbation: fixed illegal cast
2010-02-09 14:24:16 +01:00
6d958b6e8d
Improvement of the floating point error messages (the equation and the location of the error are displayed)
2010-02-06 15:07:56 +01:00
cea26af06e
Uses the initial method to manage the floating exceptions
2010-02-05 18:50:57 +01:00
f7ac31b58a
Improves the global convergence of Newton method for static model
2010-02-05 18:33:34 +01:00
4a33777ef7
Adds exceptions management on floating point operations using cfenv.h from gcc
2010-02-05 12:07:46 +01:00
ef521882cc
Fixed 4.2 version numbers
2010-02-02 18:23:31 +01:00
00c73845e0
Build system: further fixes for possibly empty directories (needed because of Git migration)
2010-02-01 10:50:29 +01:00
cb1cc4049b
convergence error message changed in bytecode
2010-01-29 17:51:39 +01:00
d6aa4f1329
Build system: create empty directories (needed because of Git migration)
2010-01-29 15:13:34 +01:00
b5727e0658
Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00
0efd5b1621
"bytecode" option can be used without "block" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
98de32dfcb
build_matlab: fix for 64-bit Mac (thanks to Jacob Smith for reporting)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3371 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 09:14:09 +00:00
cda4f57a7c
build_matlab.m: add support for 64-bit Mac Intel
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3368 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-19 11:21:58 +00:00
b52ab3efcf
Build system fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3331 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 10:59:02 +00:00
34012243d5
Fixes for Cygwin 1.7 (which has gcc/g++ version 4 by default)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3320 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 12:15:16 +00:00
e7adf28fbd
A few more copyright fixes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3316 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 09:54:43 +00:00
1d64cb1ef9
build_matlab.m: activate POSIX threads on Linux and Mac OS
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3304 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 09:40:45 +00:00
65fc856710
k_order_perturbation: renamed source files with *.cc and *.hh extensions, for compliance with Dynare coding standards + adapted the build system accordingly
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3260 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-17 11:00:50 +00:00
9eb14e0017
Removed obsolete build_octave
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3254 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:29:51 +00:00
f3549b4c64
Beautified MEX source code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3251 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:18:38 +00:00
aa23ed73e9
preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
fb8406ef0a
USE_DLL option now works with MSVC + Added new options for Windows to 'dynare' command, to select the compiler: 'cygwin' and 'msvc' + Added the mexopts.bat for Cygwin in the SVN
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3223 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 14:46:21 +00:00
4bcbd06980
k_order_perturbation: cosmetic change
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3207 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 10:01:41 +00:00
effee9ffab
removed more leaks
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3205 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 17:03:59 +00:00
5c75c9aaee
removed more leaks in calcDerivatives
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3204 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 12:48:18 +00:00
12d7abab24
removed leaks in calcDerivatives
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3203 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 12:35:55 +00:00
8198b1a1eb
4.1 k_order_perturbation: correcting bug in releasing _dynamic.DLL (Windows version)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3200 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 21:21:06 +00:00
5031122649
4.1 k_order_perturbation: simplifying dynamic_dll code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3199 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 14:10:43 +00:00
f22fa8979c
4.1 k_order_perturbation: fixing typos
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3198 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 13:21:52 +00:00
c6ed380a08
Additional #if !defined(__CYGWIN32__) && !defined(_WIN32)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3197 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 12:21:38 +00:00
e690320b1d
4.1: more defined __CYGWIN32__
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3196 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 11:56:11 +00:00
684d8ac822
Cleared up DynareMxArrayToString in k_order_perturbation.cpp and changed #ifdef to #if defined() in dynamic_dll.cpp
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3195 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 00:03:22 +00:00
95547b3d09
Build system: for MATLAB < 7.1, require that the user provides MEXEXT on the configure command line
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3190 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-02 13:42:25 +00:00
0dd2bdf39a
k_order_perturbation: fix for compilation with MS Visual C++
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3185 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 15:18:48 +00:00
ff6f2a90ea
Updating Working Prototype for performance testing
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3182 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 13:34:34 +00:00
ad71ee53c2
k_order_perturbation: cosmetic changes for the sake of clarity
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3180 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 20:31:11 +00:00
03600d9131
k_order_perturbation DLL:
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* no longer use mexPrintf()/mexErrMsgTxt() outside mexFunction(): use exceptions to report errors, in order to be able to integrate the code in a standalone executable
* fixed a few memory leaks (other still remain)
* fixed a buffer overflow issue in the filename of the dynamic MEX (using C++ string object)
* various cosmetic cleanups
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3177 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 16:31:27 +00:00
5f05a14b17
v4.1: fixing k_order_perturbation DLL for order == 3
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3170 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 20:50:39 +00:00
d28442f206
Update, still subject to further testing
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3160 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-20 17:43:05 +00:00
cdbbc97fc7
build_matlab.m: fixes for MSVC (object files have extension .obj)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3130 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 11:32:08 +00:00
93b4e4c74d
build_matlab.m: added building of dynare_simul_ + factorized compilation of libdynare++ (fixes trac issue #50 )
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3129 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 11:14:19 +00:00
8bfc97626f
build_matlab.m: reverted back to r3123 version
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3127 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-05 10:04:00 +00:00
91df747554
Minor updates
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3124 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 17:20:35 +00:00
George Perendia
Houtan Bastani
Sébastien Villemot
Michel Juillard
Ferhat Mihoubi
unknown
ferhat
sebastien
george
michel