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 |
Sébastien Villemot
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ff4285d6fb
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matio is a requirement for ms-sbvar under Octave
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2012-04-20 11:50:03 +02:00 |
Houtan Bastani
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9576255ead
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Create new contrib folder & move ms-sbvar submodules there
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2012-04-19 11:02:40 +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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f402d59acf
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ms-sbvar: link to Matio library for Octave compilation
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2012-04-13 15:54:48 +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 |
Sébastien Villemot
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2185924081
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Build system: fix for Octave 3.4
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2011-12-28 13:05:30 +01:00 |
Sébastien Villemot
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d33f149178
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Windows package: build against Octave 3.4.3
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2011-12-26 18:00:08 +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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bdee23876d
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Fixed Octave's mex extension for qmc_sequence.
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2011-12-22 14:32:32 +01:00 |
Stéphane Adjemian (Charybdis)
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f28084e79b
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Removed binary.
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2011-12-22 14:32:07 +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 |
Ferhat Mihoubi
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bae787c5a1
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Provides informations on errors from BLAS
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2011-11-25 14:31:26 +01:00 |
Ferhat Mihoubi
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7df4621b6b
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Correct the size of covariance matrix of innovations
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2011-11-25 14:27:25 +01:00 |
Michel Juillard
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b58eaa8e2b
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introducing new test for 0/0 case in mjdgges
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2011-11-18 22:12:36 +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 |
Ferhat Mihoubi
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d336bb00a0
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Correction of a bug the dimension of Q matrix is equal to the number of shocks, not to the number of observable variables
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2011-10-28 22:40:05 +02:00 |
Ferhat Mihoubi
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ca10372607
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* Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable
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2011-10-28 22:25:05 +02:00 |
Sébastien Villemot
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ebcc9d8f91
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Fix crash of mjdgges when options_.qz_criterium = []
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2011-09-28 16:00:36 +02:00 |
Sébastien Villemot
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a3ec794f48
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Build system: adding files forgotten in a1ee7f1ee4
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2011-09-26 10:17:01 +02:00 |
Sébastien Villemot
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a1ee7f1ee4
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block_kalman_filter: add MEX to build system
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2011-09-23 18:22:15 +02:00 |
Sébastien Villemot
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324ad05ec1
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block_kalman_filter: fix memory leak
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2011-09-23 18:22:00 +02:00 |
Sébastien Villemot
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3f2e29f7bf
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Adapt block_kalman_filter to Dynare's way of handling errors in MEX files
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2011-09-23 18:21:04 +02:00 |
Sébastien Villemot
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b21a99d9d2
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Adapt block_kalman_filter for Dynare's BLAS/LAPACK framework
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2011-09-23 18:15:18 +02:00 |
Ferhat Mihoubi
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3d1a0c2652
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block-Kalman filter is now available when block option is used
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2011-09-20 14:18:31 +02:00 |
Stéphane Adjemian (Charybdis)
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560800bcc5
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Changed the order of the output arguments in kronecker product related mex routines.
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2011-09-05 18:57:42 +02:00 |
Houtan Bastani
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d7c06ead1e
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ms-sbvar bugfix: replace shocks with shocks_per_parameter
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2011-08-30 16:12:00 +02:00 |
Houtan Bastani
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6ef0f0c94d
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ms-sbvar bugfix: remove option shocks as it is not used
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2011-08-23 13:43:24 +02:00 |
Houtan Bastani
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383b12df0e
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ms-sbvar bugfix: change the way options are passed to irf, forecast and variance decomposition mex functions
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2011-08-23 13:43:24 +02:00 |
Ferhat Mihoubi
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567ef44f6d
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- Corrects the simulation period for a forward looking system
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2011-08-11 14:15:49 +02:00 |
Stéphane Adjemian (Charybdis)
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52fa569f00
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Changed default value of the tolerance parameter.
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2011-06-28 14:49:56 +02:00 |
Stéphane Adjemian (Charybdis)
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f2450932da
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Use DYN_MEX_FUNC_ERR_MSG_TXT when INFO>0.
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2011-06-28 14:49:56 +02:00 |
Stéphane Adjemian (Charybdis)
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10a21fdaa8
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Cosmetic changes.
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2011-06-28 14:49:56 +02:00 |
Ferhat Mihoubi
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fe1b241186
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Add an option in bytecode to prevent the display of error messages .
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2011-06-18 17:15:47 +02:00 |
Jacob Smith
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a07b0ae614
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Bug Fix, when using parameter uncertainty on multiple regimes
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2011-06-16 10:30:07 -04:00 |
Sébastien Villemot
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fee32bdf25
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Fix compilation problems with GCC 4.6
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2011-06-13 11:38:09 +02:00 |
Michel Juillard
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d53a1f5d04
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MS-SBVAR: bug correction (replacing mxFree by free for space allocated with new)
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2011-05-31 11:31:38 +02:00 |
Houtan Bastani
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a44a384146
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remove extraneous code
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2011-05-23 17:36:29 +02:00 |
Houtan Bastani
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561d07e89b
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SWZ: bug fix
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2011-05-20 14:34:21 +02:00 |
Houtan Bastani
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cd021d33f6
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SWZ: make mex files return error code
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2011-05-20 14:34:07 +02:00 |
Sébastien Villemot
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5fa666e448
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k-order perturbation: cosmetic change related to mxGetPr/mxGetData
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2011-05-20 10:59:40 +02:00 |
Sébastien Villemot
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f5b35df24f
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k-order perturbation: fixed bug in M-file evaluation
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2011-05-20 10:59:40 +02:00 |
Jacob Smith
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da43f3d0f5
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Adding Mex Functionality to work with new MS-SBVAR Code, includes Forecasting,IRF,Variance Decomposition, Plotting and new global settings
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2011-05-13 15:13:02 +02:00 |
Houtan Bastani
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24aecc74b2
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ms-sbvar: updated submodule pointer
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2011-05-03 11:04:43 +02:00 |
Ferhat Mihoubi
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31b6c08347
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Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
Note that stochastic simulations do not work for the moment with block option.
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2011-03-18 01:09:20 +01:00 |
Houtan Bastani
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9019ec0fa9
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SWZ: add forecast and irf to build system
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2011-03-17 10:54:04 +01:00 |
Ferhat Mihoubi
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f48aa28e39
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Corrections for steady_state operator bug with bytecode. bytecode is now fixed.
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2011-03-14 17:46:00 +01:00 |
Michel Juillard
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55bb27c5f6
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new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
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2011-03-13 17:06:57 +01:00 |
Houtan Bastani
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b744707672
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change macro defines to accord with change in submodule code
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2011-03-04 11:35:38 +01:00 |
Houtan Bastani
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d96ce473a8
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rename mex files
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2011-03-03 15:25:11 +01:00 |
Sébastien Villemot
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f6c51d4cc4
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libslicot: fix typo (thanks to Thomas Weber)
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2011-02-23 10:07:59 +01:00 |
Sébastien Villemot
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62cbef8589
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Build system: adding missing preprocessor flags for GSL
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2011-02-23 10:05:11 +01:00 |
Sébastien Villemot
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eb0255d526
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Build system: add MS-SBVAR to dist tarball
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2011-02-22 16:51:23 +01:00 |
Houtan Bastani
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75f5b88f86
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SWZ: integrate ms-sbvar in build system
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2011-02-22 15:16:51 +01:00 |
Houtan Bastani
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6cdbf51a54
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SWZ: Revert "SWZ: remove gsl from build system, to be reintstated if gsl remains a requirement in the ms new code"
This reverts commit e19026d130 .
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2011-02-22 15:06:38 +01:00 |
Houtan Bastani
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f2e2f68223
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SWZ: centralize mex changes, remove unused functions
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2011-02-22 15:06:38 +01:00 |
Houtan Bastani
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a1ade98209
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SWZ: move mex files under mex/sources
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2011-02-22 15:06:38 +01:00 |
Houtan Bastani
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670a40836f
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add blas functions to dynblas.h
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2011-02-22 15:06:38 +01:00 |
Stéphane Adjemian (Scylla)
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478b13eb7c
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Changed default fortran compiler to gfortran.
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2011-02-11 16:00:15 +01:00 |
Houtan Bastani
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2ec494f1c9
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kalman_steady_state: remove instances of mexErrMsgTxt
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2011-02-11 12:25:14 +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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7717da4316
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K-order DLL: remove warning about NOMINMAX
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2011-02-07 12:37:47 +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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0f9ec8b2dc
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K-order DLL: add test for NaN/Inf in param/steady-state vectors to avoid crashes (thanks to J. Pfeifer for reporting this)
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2011-02-07 11:12:57 +01:00 |
Sébastien Villemot
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fcb12985c1
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Bump version number
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2011-02-04 17:45:54 +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 |
Houtan Bastani
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6674b5ffcf
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SWZ: remove from swz from mex build system
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2011-02-02 19:00:14 +01:00 |
Houtan Bastani
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e19026d130
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SWZ: remove gsl from build system, to be reintstated if gsl remains a requirement in the ms new code
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2011-02-02 18:58:36 +01:00 |
Ferhat Mihoubi
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6f184371ef
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- Correction of temporary terms when bytecode is used and solve_algo <= 4
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2011-02-02 00:31:37 +01:00 |