Commit Graph

5 Commits (6adf1c26392d737dc31844aa3add0441e040f4a8)

Author SHA1 Message Date
Normann Rion 710589eb5b Adds pruning in k_order_simul
See issue #1643 about beyond-third-order pruning
2023-07-20 06:58:35 +01:00
Sébastien Villemot 62c2881bc2
Fortran 2018 modernization: use the extended “implicit none” syntax
The statement “implicit none” forbids implicit typing of variables, but not
implicit procedure declaration. The new “implicit none (type, external)” syntax
forbids both, and is thus safer.
2023-04-14 15:06:37 +02:00
Sébastien Villemot d5472d2338
Tighten input sanity checks of various MEX files
Note that the unitary test in lyapunov_solver.m that checks sparse matrix input
had to be removed. Previously, this test was passing by chance (because the
sparse test matrices had actually no zero element, hence the internal double
float storage was the same as in the dense case). Now it consistently fails
with the additional checks in disclyap_fast MEX.
2022-03-18 22:49:46 +01:00
Sébastien Villemot 8d3e0587dc
k_order_mean MEX: check number of output arguments
Incidentally, this fixes a gfortran warning
2022-02-04 14:38:30 +01:00
NormannR 45aad05670 Implements a Fortran routine `k_order_moment` to compute the k-order unconditional moment of the vector of endogenous variables using simulation 2021-11-24 17:09:12 +01:00