ratto
7243a36938
Parallelized version with main and core routine.
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1) Contains a trap such that for unix systems no parallel computation is done, for the moment.
2) _core routine uses and stores independent seeds for each chain;
3) Seeds for each chain are stored in record.
4) when no parallel option is chosen, usual serial functionality is kept.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2676 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-15 16:36:51 +00:00
ratto
c8329915b2
Seeds are always initialized and stored for each chain independently
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2675 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-15 16:33:20 +00:00
ferhat
7384613258
Correction of few bugs in DynamicModel and BlockTriangular
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2674 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-13 22:16:51 +00:00
michel
58e512dd49
4.1: correcting a rarely occuring bug
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2672 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-13 19:58:28 +00:00
ferhat
25ca5d3ee8
New implementation of block decomposition & feedback variables using Boost for DynamicModel
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2671 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 23:03:40 +00:00
michel
2eed8a5fb2
4.1: corrected bug in initialization of horizon for case: 'simul'
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2669 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 20:34:23 +00:00
michel
33b9537149
v4.1: added to preprocessor int NNZDerivatives[3] with number of non-zeros derivatives at order 1, 2, and 3
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used it to initialize sparse g2 and g3 in Matlab <modfile>_dynamic.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2668 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 20:32:27 +00:00
stepan
ec4b45cc7c
Bug correction (condition info==19 was not used in DsgeLikelihood and DsgeVarLikelihood).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2667 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 11:38:06 +00:00
ratto
74a2ffcd95
Implements new features:
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-) defines globals;
-) passes local variables as argument to the core function;
-) retrieves output structure and passes to the MasterThread.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2666 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:25:33 +00:00
ratto
41f59bfb51
Initialize parallel structure at 0.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2665 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:23:51 +00:00
ratto
e13b3917fb
Utility converting structure fields in local variables with the same name as fields
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2664 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:23:18 +00:00
ratto
b9eb917797
Message passing utility for parallel computing.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2663 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:22:32 +00:00
stepan
3dc04fba5f
Save intermediary results of the MH-based optimization routine.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2662 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-07 15:20:08 +00:00
sebastien
f06a89697d
trunk preprocessor:
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* change the way we check for success of strtod() in NumericalConstants::AddConstant, because of Windows compatibility problem
* reverted r2660 changeset
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2661 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-07 08:50:59 +00:00
michel
6258410a83
4.1: added -DNDEBUG in Makefile.in to avoid assert() problem under Windows. This is a quick fix that needs to be redone correctly
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2660 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-07 07:46:02 +00:00
george
473b4d9a2f
just formatting changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2659 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-06 10:10:27 +00:00
george
aa3b7c78f3
added returning g_0 for extracting ghs2
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2658 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-05 20:22:33 +00:00
george
1b2b16db13
Extracting ghs2 from g_0
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2657 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-05 20:19:45 +00:00
michel
1b7df60410
4.1: initializing M_.params = [] for the case where there are no parameters declared in the model
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2656 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-04 19:31:48 +00:00
sebastien
077e61e2c2
trunk preprocessor:
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* fixed bug with normcdf() when converting to static model
* fixed description of derivative computation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2655 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-04 12:59:21 +00:00
sebastien
44c864f9f7
trunk preprocessor: added new statements "write_latex_dynamic_model" and "write_latex_static_model" which list model equations in LaTeX code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2654 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-30 13:14:33 +00:00
sebastien
e96420b3a7
trunk preprocessor: cosmetic changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2653 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-30 13:05:21 +00:00
sebastien
bacbd603fd
trunk preprocessor:
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* removed obsolete output type CDynamicSparseDLL
* probably fixed a bug in BlockTriangular::Reduce_Blocks_and_type_determination
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2652 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 14:16:14 +00:00
sebastien
e9f59ebd51
trunk read_variables.m: fixed Octave compatibility problem
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2651 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 13:22:06 +00:00
george
cc477a360d
No functional changes, just clearing up
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2650 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:37:16 +00:00
sebastien
b8a8bd0068
trunk preprocessor: enforce impossibility of mixing deterministic and stochastic statements, even in Sparse/SparseDLL modes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2649 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:35:44 +00:00
sebastien
008fbff5c0
trunk dynare_config.m:
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* fixed bug with Octave (under Octave, exist() return 2 instead of 3 if given the FULL path of a MEX)
* remove the path to MEX files if no MEX detected
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2648 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:35:05 +00:00
sebastien
c431ca637c
trunk preprocessor: in NumericalConstants
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* fixed bug introduced in r2642 with NaN
* added a check to verify that the conversion to double succeeded (use strtod() instead of atof())
* store the double values in a vector
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2647 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:05:40 +00:00
stepan
349630ba85
If option mode_file is used in the estimation command, replace the covariance of the
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jumping distribution by an identity matrix when the covariance matrix obtained with
a previous call to another optimization routine is not positive definite.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2646 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 22:38:38 +00:00
sebastien
6a4a414a3b
trunk preprocessor:
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* finished normalization algorithm
* added routine for computing the equations which are already in normalized form
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2645 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 17:11:48 +00:00
george
afb3cba759
Rationalised loops
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2644 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 17:03:54 +00:00
sebastien
920e21561b
trunk preprocessor: added method VariableNode::get_symb_id()
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2643 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 17:03:21 +00:00
sebastien
84ba1aff7c
trunk preprocessor: use assert() function at several places
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2642 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 16:21:39 +00:00
sebastien
bc86ddc1a2
trunk preprocessor: small simplification of the Makefile
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2641 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 16:16:12 +00:00
sebastien
a7e32f5025
trunk preprocessor: added two more symbolic simplication rules, particularly useful for the static model
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* x-x=0
* x/x=1
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2640 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-28 16:04:29 +00:00
michel
76c426b76a
4.1: kordpert: renamed dr1_k_order.m to dr1.m in order to switch to k_order_perturbation by changing Matlab path
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fixed bugs in reordering in kordpert/dr1.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2639 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-27 19:15:13 +00:00
sebastien
5cc4e16ebf
trunk StaticModel.cc: added model normalization (still need to force normalization of equations of the form a = f(b,c))
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2638 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-27 17:15:14 +00:00
sebastien
c637255023
trunk configure: test for a version of Boost recent enough to contain maximum cardinality matching algorithm
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2637 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-27 17:14:14 +00:00
sebastien
3ca9db19ff
trunk macroprocessor.tex: added missing semicolons
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2635 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-27 13:39:52 +00:00
sebastien
85d9ee1ab6
trunk: added autoconf support for the documentation build system (only build stuff for which we have the tools: pdflatex, dblatex, xsltproc)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2634 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-27 13:37:50 +00:00
michel
90e38a4e8b
4.1: simplication of sorting code for returning ghxx ghxu ghuu and ghs2 to Dynare
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2633 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 16:26:02 +00:00
michel
af69c4d6a5
4.1: changed mex LDFLAGS option for compiling *_dynamics.c to make the Dynamic function public.
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This most likely makes it unusable for compilers other than gcc
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2632 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 13:06:36 +00:00
michel
057e9b157a
4.1: renamed functions ramsey_static. -> dyn_ramsey_static_.m
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ramsey_dynamic. -> dyn_ramsey_dynamic_.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2630 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 08:42:29 +00:00
george
4e9ec4602c
Update: completed algorithm for unpacking g_2 into ghxx/xu/uu seems to works ok now
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2629 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-25 08:23:02 +00:00
sebastien
096b2f2541
trunk:
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* created a directory "matlab/matlab", for functions missing under Matlab (but existing under Octave)
* created a directory "matlab/octave", for functions missing under Octave (but existing under Matlab)
* moved "mex/octave/rcond.m" to "matlab/octave/"
* moved "matlab/rows.m" to "matlab/matlab/rows.m" (Octave has builtin "rows")
* renamed "matlab/cols.m" to "matlab/matlab/columns.m" (Octave has builtin "columns")
* moved "matlab/distributions/toolbox" to "matlab/matlab/stats"
* adapted "dynare_config.m" to reflect these changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2628 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 16:08:27 +00:00
sebastien
da6e5e6712
trunk: fix header of stoch_simul_sparse.m
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2626 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 15:15:50 +00:00
sebastien
a47232a0f7
trunk: renamed table.m to dyntable.m (name clash with Octave's table)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2625 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 15:15:18 +00:00
george
d0f72fd5cf
Update of, not yet complete algorithm for unpacking g_2 into ghxx/xu/uu; works ok for ghxu and ghs2 but still not yet completely for ghxx and ghuu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2624 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 07:59:27 +00:00
george
2053243f78
Update of, not yet complete algorithm for unpacking g_2 into ghxx/xu/uu; added logic for 2nd order derivative symmetry and some other improvements but still not finished yet
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2623 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 01:20:21 +00:00
george
d7b8c64d8b
Not yet working implementation of new MJ's Algorithm for unpacking g_2 into ghxx/xu/uu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2622 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 17:00:39 +00:00