4c141a2044
- First unix platform fixes (working for parallel runs of the local machine; remote commands still to be implemented);
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- avoid use of ls and use dir instead (ls gives different results in win and unix);
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2693 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 06:57:18 +00:00
c68ea2110a
- Parallel info passed outside options_ structure;
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- optional use of remote Mh folder;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2692 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 06:50:07 +00:00
7c07a0dab5
Included check for existence of structure of Global variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2691 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 06:48:07 +00:00
490fc6a900
Single structure in output
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(OutputFileName included in the structure).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2690 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 06:46:47 +00:00
02c7b204d8
4.1: allow smoother computation when mode_compute=0
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2685 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 15:49:00 +00:00
10f712268e
v4.1: header + reindent
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2684 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-20 16:28:46 +00:00
6f5d4b3c95
trunk: fixed several copyright headers
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2681 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-19 08:57:07 +00:00
12cf9afce4
4.1: header, indentation, Unix format
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2679 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-16 07:37:30 +00:00
2d846f0da7
1) Fixed problems in file exchange when multiple computers are used at the same time;
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2) contains traps for unix, with commented instructions to be `translated' appropriately for the unix environment.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2677 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-15 16:38:18 +00:00
7243a36938
Parallelized version with main and core routine.
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1) Contains a trap such that for unix systems no parallel computation is done, for the moment.
2) _core routine uses and stores independent seeds for each chain;
3) Seeds for each chain are stored in record.
4) when no parallel option is chosen, usual serial functionality is kept.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2676 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-15 16:36:51 +00:00
c8329915b2
Seeds are always initialized and stored for each chain independently
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2675 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-15 16:33:20 +00:00
58e512dd49
4.1: correcting a rarely occuring bug
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2672 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-13 19:58:28 +00:00
2eed8a5fb2
4.1: corrected bug in initialization of horizon for case: 'simul'
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2669 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 20:34:23 +00:00
ec4b45cc7c
Bug correction (condition info==19 was not used in DsgeLikelihood and DsgeVarLikelihood).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2667 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 11:38:06 +00:00
74a2ffcd95
Implements new features:
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-) defines globals;
-) passes local variables as argument to the core function;
-) retrieves output structure and passes to the MasterThread.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2666 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:25:33 +00:00
41f59bfb51
Initialize parallel structure at 0.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2665 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:23:51 +00:00
e13b3917fb
Utility converting structure fields in local variables with the same name as fields
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2664 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:23:18 +00:00
b9eb917797
Message passing utility for parallel computing.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2663 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:22:32 +00:00
3dc04fba5f
Save intermediary results of the MH-based optimization routine.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2662 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-07 15:20:08 +00:00
1b2b16db13
Extracting ghs2 from g_0
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2657 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-05 20:19:45 +00:00
1b7df60410
4.1: initializing M_.params = [] for the case where there are no parameters declared in the model
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2656 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-04 19:31:48 +00:00
e9f59ebd51
trunk read_variables.m: fixed Octave compatibility problem
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2651 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 13:22:06 +00:00
008fbff5c0
trunk dynare_config.m:
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* fixed bug with Octave (under Octave, exist() return 2 instead of 3 if given the FULL path of a MEX)
* remove the path to MEX files if no MEX detected
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2648 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:35:05 +00:00
349630ba85
If option mode_file is used in the estimation command, replace the covariance of the
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jumping distribution by an identity matrix when the covariance matrix obtained with
a previous call to another optimization routine is not positive definite.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2646 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 22:38:38 +00:00
afb3cba759
Rationalised loops
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2644 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 17:03:54 +00:00
76c426b76a
4.1: kordpert: renamed dr1_k_order.m to dr1.m in order to switch to k_order_perturbation by changing Matlab path
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fixed bugs in reordering in kordpert/dr1.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2639 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-27 19:15:13 +00:00
90e38a4e8b
4.1: simplication of sorting code for returning ghxx ghxu ghuu and ghs2 to Dynare
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2633 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 16:26:02 +00:00
057e9b157a
4.1: renamed functions ramsey_static. -> dyn_ramsey_static_.m
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ramsey_dynamic. -> dyn_ramsey_dynamic_.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2630 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 08:42:29 +00:00
4e9ec4602c
Update: completed algorithm for unpacking g_2 into ghxx/xu/uu seems to works ok now
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2629 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 08:23:02 +00:00
096b2f2541
trunk:
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* created a directory "matlab/matlab", for functions missing under Matlab (but existing under Octave)
* created a directory "matlab/octave", for functions missing under Octave (but existing under Matlab)
* moved "mex/octave/rcond.m" to "matlab/octave/"
* moved "matlab/rows.m" to "matlab/matlab/rows.m" (Octave has builtin "rows")
* renamed "matlab/cols.m" to "matlab/matlab/columns.m" (Octave has builtin "columns")
* moved "matlab/distributions/toolbox" to "matlab/matlab/stats"
* adapted "dynare_config.m" to reflect these changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2628 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 16:08:27 +00:00
da6e5e6712
trunk: fix header of stoch_simul_sparse.m
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2626 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 15:15:50 +00:00
a47232a0f7
trunk: renamed table.m to dyntable.m (name clash with Octave's table)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2625 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 15:15:18 +00:00
d0f72fd5cf
Update of, not yet complete algorithm for unpacking g_2 into ghxx/xu/uu; works ok for ghxu and ghs2 but still not yet completely for ghxx and ghuu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2624 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 07:59:27 +00:00
2053243f78
Update of, not yet complete algorithm for unpacking g_2 into ghxx/xu/uu; added logic for 2nd order derivative symmetry and some other improvements but still not finished yet
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2623 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 01:20:21 +00:00
d7b8c64d8b
Not yet working implementation of new MJ's Algorithm for unpacking g_2 into ghxx/xu/uu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2622 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 17:00:39 +00:00
e6324245be
Minor update to retrieve 2nd order rule from perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2620 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 14:27:27 +00:00
08baf6dca5
v4.1: fixing bugs in table for posterior mean
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2615 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-22 21:34:45 +00:00
398f0af5f7
Generic engines for parallel coding in MATLAB.
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Isolated functions so far.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2612 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 12:15:34 +00:00
38ba90e004
Traps for bad x values in optimizer.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2611 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 12:09:44 +00:00
f4d21cfdcf
minor update
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2609 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-19 10:46:04 +00:00
db2bcba968
trunk: reverted r2572 changeset
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2601 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 14:07:57 +00:00
6dc870727d
trunk preprocessor:
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* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model)
* for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel)
* removed sparse static file (to be later replaced by new algorithm for steady state computation on large models)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:39:53 +00:00
ca974cdf48
The sparse option in model is now compatible with homotopy => matlab commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2589 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 16:57:37 +00:00
d8c19044d2
4.1: sets natural boundaries when options_.prior_trunc == 0 (to be merged in 4.0)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2585 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 18:19:03 +00:00
af7bacdf94
trunk: adapted erase_compiled_function to deal with all possible MEX extensions
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2583 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 15:37:57 +00:00
e45bf380fa
4.1: modified csminwel.m to make sure to choose always the lowest point, even if it was reached before the last traversing
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2582 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 15:35:07 +00:00
c00e5ac992
trunk: fixed bug with USE_DLL and second order (Hessian matrix was not sparse)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2572 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 10:07:37 +00:00
695a638f09
trunk: fixed bug with USE_DLL (stoch_simul was calling stoch_simul_sparse, because of wrong handling of options_.model_mode)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2571 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 10:02:45 +00:00
aa843c739d
4.1: corrected estimation results tables with long parameter names
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added function row_header_width.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2570 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-08 20:04:19 +00:00
48b4d50f09
Removed the printed value of indx.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2568 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 22:12:50 +00:00
ratto
michel
sebastien
stepan
george
ferhat