70400e5e84
Modifications following meetings in Paris (not yet completed 100%):
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1) new default option for prior_mc = 1;
2) new option: advanced (default=0). If advanced=0, simple messages and plots; advanced=1 shows all details about weak identification diagnostics;
3) new option: periods (default=300). Length of stochastic simulations to generate simulated moments for 'GMM type' analysis of strength of identification;
4) new option: replic (default = 100). Number of replicated simulated moments for 'GMM type' analysis of strength of identification;
5) new feature: allow local identification analysis WITHOUT defining priors, using parameter values as defined in the .mod file definition.
6) simplified graphical and tabular output.
2010-09-29 16:12:48 +02:00
0a637be94c
Display changes in line with meetings in Paris (not yet 100% completed):
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- simplified;
- first rank deficiency;
- why rank deficiency;
- some info about weak identification (not completed);
2010-09-29 16:04:57 +02:00
8852bd1b09
mexopts.bat for Windows:
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- now use the mingw package shipped with Cygwin
- create a version for 64-bit MATLAB
- note that I could not merge the 32 and 64-bit mexopts in a single file,
because MATLAB's mex.pl ignores everything that is not a "set" statement (in
particular it ignores "if" statements)
2010-09-28 16:46:53 +02:00
ac3225c654
Build system: add dynare.el to source tarball
2010-09-27 16:45:08 +02:00
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
47ca9b628d
replace deprecated Matlab function isstr with ischar
2010-09-27 16:05:52 +02:00
34b28b8043
replace deprecated Matlab function setstr with char
2010-09-27 16:05:52 +02:00
1a27ed9f38
OpenMP support:
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- removed build_matlab_multithread.m and isopenmp MEX file
- introduced a new option "--enable-openmp" in configure script
- when openmp support is compiled in, the default is still one thread; the user can set the number of threads with "set_dynare_threads(n)"
- closes #68
2010-09-27 15:56:19 +02:00
477652c6e9
Build system: removed obsolete build_matlab script
2010-09-27 15:51:32 +02:00
5a1caff861
Build system: fix for bug introduced in 5504811b1a
2010-09-27 14:18:39 +02:00
e92749f0a4
updated test for parallel computing
2010-09-25 15:02:48 +02:00
ae14d0fc9e
replaced display() by disp() as display() is buggy in Octave
2010-09-25 14:45:28 +02:00
f479eb1bea
Testsuite: change Ireland deterministic testcase to match change in
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stack_solve_algo option
2010-09-24 18:40:15 +02:00
d0161843a4
Testsuite: removed duplicate test case (now under tests/steady_state)
2010-09-24 18:35:31 +02:00
ad89d0f15d
Forecast with deterministic exogenous: removed duplicate forecast graph ( closes #103 )
2010-09-24 18:32:53 +02:00
7b779d4351
Updated file to work with requirement that external functions always be declared before being used in the model block
2010-09-24 18:23:42 +02:00
5504811b1a
Removed obsolete Kalman filter code
2010-09-24 13:01:52 +02:00
da1c031195
Build system: add new header for bytecode (see previous commit)
2010-09-24 12:59:46 +02:00
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
bc089f732e
- Correct the simul call without input argument
2010-09-24 11:07:43 +02:00
3068fbda8f
Preprocessor: no longer crashes when some dynamic variables appear only in
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unused model local variables (closes #101 )
2010-09-23 12:13:30 +02:00
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
92cb073f3a
dynare_simul_: remove instances of mexErrMsgTxt
2010-09-23 10:45:35 +02:00
982b4d0491
gensylv: remove instances of mexErrMsgTxt
2010-09-23 10:45:27 +02:00
e57056ad14
sparse_hessian_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:18 +02:00
ca24c92ed7
A_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:08 +02:00
7b0d6da920
mjdgges: remove instances of mexErrMsgTxt
2010-09-23 10:44:59 +02:00
2c38a1913c
change element-wise OR (|) to short-circuit OR (||)
2010-09-23 10:44:48 +02:00
e32c8b1b76
k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt
2010-09-23 10:44:39 +02:00
1eaee02729
logposterior: remove instances of mexErrMsgTxt
2010-09-23 10:44:22 +02:00
b512a43848
fix file mode
2010-09-23 10:44:10 +02:00
1b05a5f276
SWZ: remove instances of mexErrMsgTxt
2010-09-23 10:43:58 +02:00
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
a3640239ab
Removed all MSVC workarounds, since we can now definitely drop this compiler on
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Windows/64-bit platform
2010-09-21 15:06:14 +02:00
750f92ace1
Cleanups related to the removal of leads and lags in deterministic model
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(introduced in 60f7678669
2010-09-21 13:35:55 +02:00
fbbc21d577
Estimation DLL: make it compatible with changes introduced in 648c3cd177 + code simplification
2010-09-20 19:25:31 +02:00
aa8963c1db
K-order DLL: code simplification
2010-09-20 19:24:23 +02:00
d7754ca288
K-order DLL: make it compatible with changes introduced in
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648c3cd177
2010-09-20 18:30:00 +02:00
648c3cd177
Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
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options (closes #98 )
2010-09-20 17:04:38 +02:00
6c66e3d2af
Bytecode DLL: include dynmex.h instead of mex.h (for compatibility with older
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MATLAB)
2010-09-20 10:23:05 +02:00
25b3c84b40
RESID command is compatible now with block option and without bytecode option (closes ticket #45 )
2010-09-17 16:54:43 +02:00
0ecfc5eed9
- Incorrect type for variable map_idx_res (the variable with highest error)
2010-09-17 12:26:54 +02:00
45137f1367
- bug correction in error printout (elimination of an unused variable : nb_endo in SparseMatrix)
2010-09-17 12:26:44 +02:00
c7eff4ba60
- Adding the relaxation method for block and/or bytecode options
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- 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
77b6096962
- extends the mex_interface: bytecode's debuging purpose
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- correction of memory leaks in bytecode
2010-09-17 12:17:14 +02:00
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
aeb1a9ee1b
Preprocessor: make option "no_static" work even when "bytecode" is not present
2010-09-17 12:17:05 +02:00
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
0a3c8a4b0c
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
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- 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
f268513ffb
correction of model_info's printouts
2010-09-17 12:13:39 +02:00
Marco Ratto
Sébastien Villemot
Houtan Bastani
Michel Juillard
Ferhat Mihoubi
Pablo Winant