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 |
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 |
Sébastien Villemot
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d4b4060d69
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Fix build failure with -Werror=format-security
See Debian bug #646258 (http://bugs.debian.org/646258) and
http://wiki.debian.org/ReleaseGoals/SecurityHardeningBuildFlags for details.
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2011-11-07 15:29:06 +01:00 |
Houtan Bastani
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69375f4b93
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logMHMCMCposterior: remove instances of mexErrMsgText
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2011-02-11 12:25:10 +01:00 |
Houtan Bastani
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4ac3a6c5a4
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replace mex.h with dynmex.h
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2011-02-11 12:24:13 +01:00 |
Sébastien Villemot
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3fa2339cfe
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Estimation DLL: remove warning about NOMINMAX
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2011-02-07 12:37:34 +01:00 |
Sébastien Villemot
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02652f6eb8
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Updated copyright notices
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2011-02-04 17:27:33 +01:00 |
Sébastien Villemot
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cc2a9d90ac
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Global reindentation of MEX source files
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2011-02-04 16:53:12 +01:00 |
Sébastien Villemot
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9aa79c6140
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Another build system fix
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2010-12-28 10:50:51 +01:00 |
George Perendia
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887209208f
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Estimation C++ DLL: Adding the new Proposal class with common, adjustable seed for both normal and uniform rng and the associated changes including the removal of now obsolete RandSampler class.
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2010-12-24 09:49:59 +00:00 |
Sébastien Villemot
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aa58f7bd37
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Estimation DLL, QRDecomposition: removed unused data members
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2010-12-17 10:52:00 +01:00 |
George Perendia
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424bd8257b
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Estimation C++ DLL: Bug fixing in KalmanFilter.cc - re-setting a_init and some minor refactoring and tidying up
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2010-12-17 09:02:24 +00:00 |
Sébastien Villemot
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1329b57ff2
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Estimation DLL: fix DecisionRules::compute() (was not reentrant, since GeneralizedSchurDecomposition::compute() modifies D and E)
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2010-12-13 17:15:08 +01:00 |
George Perendia
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915bb4c451
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Estimation C++ DLL: Bug-fixing Sampler
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2010-12-11 19:22:27 +00:00 |
Michel Juillard
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d38c4de498
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estimation_dll: adding test for logposterior
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2010-12-10 21:34:40 +01:00 |
Sébastien Villemot
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befa1b966b
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Estimation DLL: removed illegal casts from pointer to integer
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2010-12-09 10:49:44 +01:00 |
George Perendia
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fa3e19fdfb
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C++ Estimation DLL: Update of logMHMCMCposterior.cc with a draft octave MAT draws file save and adding a test random_walk_metropolis_hastings_core.m: Octave version crashes at start of DLL and Matlab version finishes with low acceptance due to frequent B&K and reports error within debugger too - needs more debugging!
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2010-12-07 23:03:11 +00:00 |
Sébastien Villemot
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dbe288e3ca
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Make sure "min" and "max" macros are never defined under Windows, this can create conflicts with "std::min" and "std::max"
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2010-10-29 12:01:47 +02:00 |
Sébastien Villemot
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48096db2ff
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Build system: add logMHMCMC DLL
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2010-10-28 10:17:58 +02:00 |
Sébastien Villemot
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036867765b
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logMHMCMCposterior: minor compatibility fix for Octave (the 3rd arg of mexPutVariable() is not marked "const" under Octave)
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2010-10-28 10:17:38 +02:00 |
Sébastien Villemot
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8d3d004105
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logMHMCMCposterior: under Octave, do load/save MAT files, because the "mat.h" interface does not exist
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2010-10-28 10:15:53 +02:00 |
George Perendia
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f8815c8896
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C++ Estimation DLL: Update to logMHMCMCposterior.cc mexFunction DLL driver: its call to close waitbar seems to cause crashes and it is for now left commented out and the waitbar neeeds to be closed manually or,
alternativelly, call dll with options_.console_mode=1
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2010-10-26 18:31:32 +01:00 |
George Perendia
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9123e4e70c
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C++ Estimation DLL: Update of logMHMCMCposterior and auxiliary files: added progress bar and recovery from file and tied up few loose ends - still unstable !
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2010-10-14 23:31:25 +01:00 |
Sébastien Villemot
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dbbe177ed6
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Estimation DLL: fix bug related to number of rows of matrix of endogenous (nb_row_x was incorrectly initialized in dynamic C file)
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2010-10-05 16:30:21 +02:00 |
George Perendia
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d7e8870c18
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C++ Estimation DLL: Adding draft logMHMCMCposterior.cc mexFile driver for the modified RandomWalkMetropolisHastings.cc and other related files inc. draft test random_walk_metropolis_hastings_core.m
Still missing functionality: Sliding progress bar, seed change and loading old, incomplete (failed) run files
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2010-10-04 13:58:25 +01:00 |
Houtan Bastani
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1eaee02729
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logposterior: remove instances of mexErrMsgTxt
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2010-09-23 10:44:22 +02:00 |
Sébastien Villemot
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fbbc21d577
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Estimation DLL: make it compatible with changes introduced in 648c3cd177 + code simplification
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2010-09-20 19:25:31 +02:00 |
George Perendia
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99a884e09c
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C++ Estimation DLL: Adding 1st cut draft RandomWalkMetropolisHastings.cc and related untested files for review
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2010-09-14 12:21:45 +01:00 |
George Perendia
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73fb122e1e
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Estimation C++ DLL: Enhancing KalmanFilter performance using symmetric matrix and vector BLAS routines calls added or enhanced in BlasBindings.hh and dynblas.h + some minor fixes to Matrix.hh and LogPriorDensity.cc
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2010-09-03 11:17:50 +01:00 |
George Perendia
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61da05b5e4
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C++ Estimation DLL: KalmanFilter, dynlapack and LapackBindings with Cholesky decomp. based matrix inverter
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2010-08-04 15:57:52 +01:00 |
George Perendia
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1ac71f3d0c
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Estimation C++ DLL: 4 fixes and some additional files used in testing: sweuromodel_dll.mod, data and DsgeLikelihood.m modified for testing under octave
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2010-08-04 14:52:56 +01:00 |
Sébastien Villemot
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9642683b7d
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Build system: fix for building source tarball
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2010-07-12 14:30:57 +02:00 |
Sébastien Villemot
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acf5451c1f
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Build system: rename 'loglikelihood' to 'logposterior'
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2010-07-09 12:48:08 +02:00 |
George Perendia
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50c1e0a8ec
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C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc
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2010-07-08 09:56:19 +01:00 |
George Perendia
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5c01144793
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C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc
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2010-07-08 09:56:18 +01:00 |
Sébastien Villemot
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04905660b8
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Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
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2010-06-11 19:18:16 +02:00 |
Sébastien Villemot
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7410094588
|
Estimation DLL: various minor changes
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2010-06-11 19:16:03 +02:00 |
Sébastien Villemot
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e5d093c6ad
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Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
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2010-06-11 19:11:27 +02:00 |
Sébastien Villemot
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85f855d759
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Estimation DLL: fixed bug in EstimatedParametersDescription::getNumberOfPeriods()
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2010-06-11 18:03:14 +02:00 |
Sébastien Villemot
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32e41b7b01
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Estimation DLL, LogLikelihoodMain: fixed bug (likelihood was not initialized to zero)
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2010-06-11 16:51:08 +02:00 |
Sébastien Villemot
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e1b274f2dc
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Estimation DLL, ModelSolution class: make llxSteadyState a data member
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2010-06-11 14:54:10 +02:00 |
Sébastien Villemot
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1e41458826
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Estimation DLL: bugfixes in LogLikelihoodMain
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
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974e9ac0ad
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Estimation DLL: remove 'const' qualifiers in order to be able to put these classes in std::vector (the STL want an assignment operator)
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
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8a7ed1ec48
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Estimation DLL, VDVEigDecomposition: remove useless test in destructor
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
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2c0b3469be
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Estimation DLL, Vector class: fixed bug in the copy constructor
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
|
110a33a0c8
|
Estimation DLL, QRDecomposition: fix memory leak
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
|
a1df331c58
|
Estimation DLL: fixed test for Prior PDF following the removal of "mode" in the Prior class
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
|
fe61608ede
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Estimation DLL: bugfix in LogLikelihoodMain
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2010-06-09 11:42:23 +02:00 |
Sébastien Villemot
|
bedc69beb8
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Estimation DLL: pass the name of the dynamic MEX file through the whole hierarchy of constructors (instead of the basename of the MOD file)
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2010-06-09 11:42:22 +02:00 |