It applies the approximated policy function to a set of particles, using
Dynare++ routines.
There is support for parallelization, using Dynare++ multithreading
model (itself based on C++11 threads; we don’t use OpenMP because it is
incompatible with MKL). For the time being, default to a single thread. This
should be later refined through empirical testing.
— Ondra Kamenik has agreed to the relicensing of utils and parser modules to
GPL
— add DynareTeam’s copyright, since we have made a lot of modifications
— add proper copyright notices in all files
Note that I removed several #define whose purpose was to avoid typing "typename
ctraits<t>::…". Even though this tends to complicates the code, this is
probably safer, especially since the #define was capturing a free variable (t).
We now use a initializer list constructor for creating symmetries of the form
$y^n$, $y^n u^m$, $y^nu^m\sigma^k$.
The constructor taking a single integer is used to initialize a symmetry of a
given length.
Similar changes are made to IntSequence.
This behavior is similar to std::vector.
Since the introduction of the --burn option (in Dynare++ shipped with Dynare
4.3.0), the IRFs reported by Dynare++ were wrong.
The IRFs are computed using a generalized IRF method: the result is
the (average) difference between a simulation with shock and a simulation
without shock. The problem was that the two simulations were not using the same
starting point.
Closes#1634
On Windows, this means that a POSIX threads implementation is no longer needed,
since C++11 threads are implemented using native Windows threads.
On GNU/Linux and macOS, POSIX threads are still used under the hood.
A new m4 macro (AX_CXX11_THREAD) is used to add the proper compilation
flags (instead of AX_PTHREAD).
- Remove the GeneralMatrix(const ConstVector &) constructor, since it is hides
a memory allocation (copying the ConstVector into a fresh Vector). This
helped detecting and fixing several unneeded memory allocations. Some other
memory allocations are now more visible (with an explicit Vector{}
constructor).
- Add checks in GeneralMatrix(Vector, …) and ConstGeneralMatrix(ConstVector, …)
constructors for verifying that the {Const,}Vector has unit-stride (this was
an implicit assumption so far) and is large enough for storing rows*cols
elements.
- Add GeneralMatrix::operator=(const ConstGeneralMatrix &).
- Delete ConstGeneralMatrix::operator=().
- these classes now encapsulate a std::shared_ptr<{const, }double>, so that
they do not perform memory management, and several {Const,}Vector instances
can transparently share the same underlying data
- make converting constructor from ConstVector to Vector explicit, since that
entails memory allocation (but the reverse conversion is almost costless, so
keep it implicit); do the same for GeneralMatrix/ConstGeneralMatrix,
TwoDMatrix/ConstTwoDMatrix
- remove the constructors that were extracting a row/column from a matrix, and
replace them by getRow() and getCol() methods on {Const,}GeneralMatrix
- rename and change the API of the complex version Vector::add(), so that it is
explicit that it deals with complex numbers
- add constructors that take a MATLAB mxArray
Sébastien Villemot