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2856 Commits (6ba0ff5415fe2fa4d38d78a0a67dac12b2c33572)

Author SHA1 Message Date
Sébastien Villemot 5504811b1a Removed obsolete Kalman filter code 2010-09-24 13:01:52 +02:00
Sébastien Villemot da1c031195 Build system: add new header for bytecode (see previous commit) 2010-09-24 12:59:46 +02:00
Ferhat Mihoubi df1b1e4ed0 - In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137 2010-09-24 12:52:58 +02:00
Ferhat Mihoubi bc089f732e - Correct the simul call without input argument 2010-09-24 11:07:43 +02:00
Sébastien Villemot 3068fbda8f Preprocessor: no longer crashes when some dynamic variables appear only in 
unused model local variables (closes #101)
 2010-09-23 12:13:30 +02:00
Pablo Winant 45ebd1b3fb Compatibility fix for Octave. In dr1, line 384, if w1 is a scalar, condest(w1) raises an error in octave. It is equal to 1 in matlab. 2010-09-23 11:33:54 +02:00
Houtan Bastani 92cb073f3a dynare_simul_: remove instances of mexErrMsgTxt 2010-09-23 10:45:35 +02:00
Houtan Bastani 982b4d0491 gensylv: remove instances of mexErrMsgTxt 2010-09-23 10:45:27 +02:00
Houtan Bastani e57056ad14 sparse_hessian_times_B_kronecker_C: remove instances of mexErrMsgTxt 2010-09-23 10:45:18 +02:00
Houtan Bastani ca24c92ed7 A_times_B_kronecker_C: remove instances of mexErrMsgTxt 2010-09-23 10:45:08 +02:00
Houtan Bastani 7b0d6da920 mjdgges: remove instances of mexErrMsgTxt 2010-09-23 10:44:59 +02:00
Houtan Bastani 2c38a1913c change element-wise OR (|) to short-circuit OR (||) 2010-09-23 10:44:48 +02:00
Houtan Bastani e32c8b1b76 k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt 2010-09-23 10:44:39 +02:00
Houtan Bastani 1eaee02729 logposterior: remove instances of mexErrMsgTxt 2010-09-23 10:44:22 +02:00
Houtan Bastani b512a43848 fix file mode 2010-09-23 10:44:10 +02:00
Houtan Bastani 1b05a5f276 SWZ: remove instances of mexErrMsgTxt 2010-09-23 10:43:58 +02:00
Houtan Bastani 6631f2d1d0 Macro used to clean up after encountering an error in a mex file (previously handled by mexErrMsgTxt) and helper m file 2010-09-23 10:43:16 +02:00
Sébastien Villemot a3640239ab Removed all MSVC workarounds, since we can now definitely drop this compiler on 
Windows/64-bit platform
 2010-09-21 15:06:14 +02:00
Sébastien Villemot 750f92ace1 Cleanups related to the removal of leads and lags in deterministic model 
(introduced in 60f7678669)
- remove simk.m and clean simul.m
- document the change in the reference manual
 2010-09-21 13:35:55 +02:00
Sébastien Villemot fbbc21d577 Estimation DLL: make it compatible with changes introduced in 648c3cd177 + code simplification 2010-09-20 19:25:31 +02:00
Sébastien Villemot aa8963c1db K-order DLL: code simplification 2010-09-20 19:24:23 +02:00
Sébastien Villemot d7754ca288 K-order DLL: make it compatible with changes introduced in 
648c3cd177
 2010-09-20 18:30:00 +02:00
Sébastien Villemot 648c3cd177 Preprocessor: implement STEADY_STATE operator with "use_dll" and "block" 
options (closes #98)
 2010-09-20 17:04:38 +02:00
Sébastien Villemot 6c66e3d2af Bytecode DLL: include dynmex.h instead of mex.h (for compatibility with older 
MATLAB)
 2010-09-20 10:23:05 +02:00
Ferhat Mihoubi 25b3c84b40 RESID command is compatible now with block option and without bytecode option (closes ticket #45) 2010-09-17 16:54:43 +02:00
Ferhat Mihoubi 0ecfc5eed9 - Incorrect type for variable map_idx_res (the variable with highest error) 2010-09-17 12:26:54 +02:00
Ferhat Mihoubi 45137f1367 - bug correction in error printout (elimination of an unused variable : nb_endo in SparseMatrix) 2010-09-17 12:26:44 +02:00
Ferhat Mihoubi c7eff4ba60 - Adding the relaxation method for block and/or bytecode options 
- Changing the the stack_solve_algo option :
Previous version             New version
1 : Sparse LU                0 : Sparse LU
2 : GMRES                    1 : Relaxation
3 : BiCGStab                 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver      4 : Sparse LU & Optimal Path
                             5 : bytecode own solver
 2010-09-17 12:18:25 +02:00
Ferhat Mihoubi 77b6096962 - extends the mex_interface: bytecode's debuging purpose 
- correction of memory leaks in bytecode
 2010-09-17 12:17:14 +02:00
Ferhat Mihoubi 60f7678669 - Substitutes lead for exogenous and endogenous variables in the deterministic case: direct substitution of the variables even in non-linear expressions 2010-09-17 12:17:09 +02:00
Sébastien Villemot aeb1a9ee1b Preprocessor: make option "no_static" work even when "bytecode" is not present 2010-09-17 12:17:05 +02:00
Ferhat Mihoubi 98c371f735 Bug correction in the deterministic simulation: to solve a purely backward or forward looking block requires contemporaneous derivatives only. 2010-09-17 12:17:00 +02:00
Ferhat Mihoubi 0a3c8a4b0c - compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous 
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
 2010-09-17 12:16:47 +02:00
Ferhat Mihoubi f268513ffb correction of model_info's printouts 2010-09-17 12:13:39 +02:00
Sébastien Villemot dbc9795a08 Preprocessor: rename "NodeID" in "expr_t" 2010-09-17 12:13:26 +02:00
Sébastien Villemot 25cf12f4f1 Preprocessor: uniformize typedef names (with a "_t" suffix) 2010-09-16 19:00:48 +02:00
Sébastien Villemot 3c57d73120 Preprocessor: clean prototypes of ModelTree methods (removed arguments 
redundant with data members, added const keywords, use passing-by-reference)
 2010-09-16 17:51:50 +02:00
Sébastien Villemot 46b896e987 Preprocessor: 
- remove useless output type oMatlabDynamicModelSparseLocalTemporaryTerms
(indistinguishable from oMatlabDynamicModelSparseLocal)
- fix bug in output type of sparse static model
 2010-09-16 16:57:35 +02:00
Sébastien Villemot b5e0f91ea6 Added Emacs' tags to .gitignore 2010-09-16 16:53:19 +02:00
Sébastien Villemot c3608b9ba7 Preprocessor: fix crash when mean or stderr of an estimated parameter is specified as an expression instead of a plain value (bug introduced in 28d30d9a62) 2010-09-16 15:37:27 +02:00
Sébastien Villemot 9cf9df4b63 Merge remote branch 'george/master' 2010-09-15 12:53:21 +02:00
JUILLARD Michel 70fb16b8da independent Metropolis: factorizing computation of covariance of proposal 2010-09-15 09:07:52 +02:00
JUILLARD Michel 243006b2d7 metropolis: factorizing computation of covariance of proposal 2010-09-15 08:59:51 +02:00
George Perendia 99a884e09c C++ Estimation DLL: Adding 1st cut draft RandomWalkMetropolisHastings.cc and related untested files for review 2010-09-14 12:21:45 +01:00
Michel Juillard f6aace084b corrected bug in the sequence of tasks in dynare_esitmation_1 introduced in 29f9bb9 2010-09-13 21:35:08 +02:00
Sébastien Villemot 41ff70e08c Bugfix: when displaying decision rules, no longer crash if an EXPECTATION operator (in the past) appears as a state variable. Instead, display a (relatively uninformative) line. 2010-09-13 16:08:32 +02:00
Sébastien Villemot 3ba328a52e Emacs mode: highlight leads/lags and stoch_simul 2010-09-13 12:06:25 +02:00
Sébastien Villemot 4875d6c10e Added Dynare mode for Emacs contributed by Yannick Kalantzis 2010-09-13 11:08:00 +02:00
Sébastien Villemot c47b177577 Provisions for MATLAB R2010b (7.11) 2010-09-10 13:08:32 +02:00
Michel Juillard a5b5f39987 Preprocessor: corrected bug on HISTVAL with lags > 1 2010-09-10 11:43:48 +02:00