75fbd38524
Handle constant in Kalman filter
...
Previously, the filter was only working with options_.noconstant, i.e. when the
data are centered.
2013-02-07 18:34:17 +01:00
be2764520a
Estimation DLL: explicitly fail with option loglinear or observation trends
2013-02-07 17:00:48 +01:00
6fc94a12d0
C++ DecisionRules: support models with no static variables
2013-02-07 16:03:11 +01:00
ea3d2cd1ed
Include right header in definition of LogLikelihoodSubSample
2013-02-05 15:49:47 +01:00
da046d378e
Fix typos
2013-02-05 15:49:27 +01:00
a06e3d9714
Clarify error message of logposterior DLL for purely backward/forward models
2013-02-05 14:57:38 +01:00
21055da526
Remove incorrect use of static keyword
...
This leads to a crash when the DLL is called several times in the same
Octave/MATLAB session.
2013-01-30 18:39:18 +01:00
deb9ece36d
Fix MOD-file name in Kalman tests
2013-01-30 16:44:10 +01:00
f60acd4366
Relax criterion for decision rules test
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Otherwise it fails with on Karaba
2013-01-30 16:43:35 +01:00
b3acdc0836
Make various functions more generic, using templates
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This was necessary to make some tests work again
2013-01-30 16:43:02 +01:00
02fee79fc7
Add some sanity checks
2013-01-30 16:27:13 +01:00
5beec53458
Remove unused function prototype
2013-01-30 16:26:56 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
...
Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
31a13db66a
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
bc1872625b
Fix typo in previous commit
2012-11-06 14:44:29 +01:00
50fd1a4c0d
In the two boundaries solver, gives up the symbolic solver if a stable computation solution could not be found on the first third of the simulation period
2012-11-06 14:38:51 +01:00
18af0655a3
More spurious executable perms
2012-10-13 22:08:56 +02:00
3d39d77917
Remove spurious executable permissions
2012-10-13 16:10:01 +02:00
c031b463ff
Use my @dynare.org address
2012-10-01 16:41:18 +02:00
3e612e0211
Fix build system with Automake 1.12
2012-09-28 17:31:39 +02:00
5d5771a823
Another typo
2012-09-25 19:58:03 +02:00
6cfec3f6ad
More CPPFLAGS_MATIO fun
2012-09-25 19:53:20 +02:00
08f7c61e89
Add missing CPPFLAGS_MATIO
2012-09-25 14:25:02 +02:00
3589c04f49
Add missing CPPFLAGS_MATIO
2012-09-21 07:29:11 +02:00
4d98c2007f
Rename CFLAGS_MATIO to CPPFLAGS_MATIO
2012-09-20 22:53:47 +02:00
4f54391e94
add --with-matio option to configure
2012-09-19 12:11:57 +02:00
fd66086c38
bug fix: configure output should be no for k-order if matlab is not present
2012-09-19 12:11:57 +02:00
e48f535004
bug fix: ms_sbvar requires matio under octave but configure output doesn't state that it's missing.
2012-09-19 12:11:57 +02:00
a54af094f2
bug fix: slicot configuration (allow path specification using --with-slicot flag)
2012-09-18 14:45:32 +02:00
469a1d2c25
fix slicot configuration on OS X
2012-09-17 11:58:18 +02:00
c07ffd8705
Merge branch 'slicot'
2012-09-13 11:11:46 +02:00
0332309647
Remove embedded SLICOT, rely on external binary
2012-09-13 11:08:42 +02:00
5f861cb0d8
Use MatIO in Dynare++ instead of the home-made engine
2012-08-23 18:31:07 +02:00
53709a3214
Ensure compatibility with matio 1.5
...
Closes : #275
2012-08-07 14:44:45 +02:00
e5dd2d31ec
fix typo
2012-08-07 11:39:47 +02:00
2e65a9ab96
Provide a better implementation of linsolve for Octave
...
Closes : #273
2012-08-06 18:26:16 +02:00
7c4b36695d
change autoconf min version to match that of root config file
2012-08-02 16:17:08 +02:00
f5f5ca1a83
removing printing used for debugging
2012-08-01 18:38:42 +02:00
2244af9c62
adding pruning option for 3rd order
2012-07-31 21:50:59 +02:00
84164dc57e
adding possibility to pass derivative matrices to k_order_perturbation
...
MEX function
2012-07-07 21:21:28 +02:00
287b134884
k_order mex: added derivatives as members of KorderpDynare
2012-07-06 13:52:17 +02:00
83623723d9
Block kalman filter: enclose OpenMP statements in conditionals
2012-06-11 14:31:33 +02:00
4a9592a50c
Fix LAPACK type error
2012-06-11 12:25:56 +02:00
91967eac6d
Bump version numbers
2012-06-11 12:07:10 +02:00
2a8436aa44
Extends the block Kalman filter to the missing observations case (not called for the moment)
2012-06-11 10:39:25 +02:00
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
c079ace8c3
Remove various compiler warnings
2012-06-08 19:06:03 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
6cb7a5f1e5
Corrects a bug in the arguments returned by bytecode
2012-06-06 16:32:01 +02:00
7dbd826d7e
Code cleaning
2012-06-06 16:30:28 +02:00
Sébastien Villemot
Ferhat
Sébastien Villemot
Houtan Bastani
Michel Juillard