4c6e911d69
k-order DLL: in MATLAB mode, get model derivatives from preprocessor at an arbitrary order
...
We no longer use the old ‘modfile.dynamic’ compatibility layer. We directly
call the ‘modfile.dynamic_g*’ functions.
Ref #217
2019-04-12 18:26:31 +02:00
c31ba8bebf
k-order DLL: in ‘use_dll’ mode, compute # of temp. terms. using M_.dynamic_tmp_nbr
...
The preprocessor no longer exports the ‘ntt’ symbol in the MEX.
Ref #217
2019-04-12 18:26:31 +02:00
d7dd7214c7
k-order DLL: convert model derivatives from Dynare to Dynare++ format at an arbitrary order
...
Ref #217
2019-04-12 18:26:30 +02:00
2dc988b69d
k-order DLL: make model derivatives storage ready for an arbitrary order
2019-04-10 19:00:49 +02:00
85f472c74b
Dynare++: new helpers for constructing {Const,}{TwoD,General}Matrix from mxArray*
2019-04-10 19:00:49 +02:00
d0b4429fb6
k-order DLL: misc minor improvements
2019-04-10 09:41:58 +02:00
b556290d60
k-order DLL: simplify and better document correspondence between Dynare and Dynare++ variable orderings
2019-04-10 09:23:32 +02:00
efa1f39e71
k-order DLL: finally adapt for M_.{endo,exo}_names as cell arrays
2019-04-08 18:47:49 +02:00
86a607a4fc
k-order DLL: make the output arguments ready for arbitrary order
2019-04-08 18:47:49 +02:00
fa64a25825
qmc_sequence DLL: various modernizations and simplifications
2019-04-03 19:04:36 +02:00
dd09264b03
k-order DLL: return unfolded matrices in 5th output argument
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Thus we can remove unfolding code from k_order_pert.m.
2019-04-02 19:16:13 +02:00
20cbc30450
k-order DLL: various simplifications
2019-04-02 19:16:10 +02:00
a93c6681c7
clang: can’t print non POD type through variadic function
2019-04-01 16:05:47 +02:00
4c11e9e9ec
Dynare++ kord and MEX: various modernizations and improvements
2019-03-07 19:46:15 +01:00
14f85cf448
Dynare++ kord library: various modernizations and improvements
...
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).
2019-03-06 18:43:04 +01:00
6d99b6d120
Dynare++ kord library: various modernizations and simplifications
2019-03-05 18:35:35 +01:00
58bdee12c3
Dynare++ tensor library: refactor static stuff
...
- encapsulate it more clearly
- make it thread safe
- put back the Pascal triangle initialization stuff removed in 9512a32ad0
2019-02-21 19:00:50 +01:00
b72857d4ce
Dynare++: the get() method of tensor containers now return a reference
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Previously it was returning a pointer, which is non-standard for containers,
and was leading to ugly dereferencing everywhere.
2019-02-20 18:06:58 +01:00
b5793ddd22
Dynare++: use std::unique_ptr for storage inside tensor containers
2019-02-20 17:04:34 +01:00
9dfb556740
k-order DLL: fix bug introduced in 1f7d3beddc
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For the IntSequence class, the initialization with {} and () are no longer
equivalent.
2019-02-12 19:09:28 +01:00
1f7d3beddc
Dynare++ tensor library: modernize the Symmetry class
...
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.
2019-02-11 16:45:07 +01:00
af722f438f
Dynare++: drop remaining "using namespace std"
2019-02-06 19:00:46 +01:00
733308807d
Dynare++: by default, use as many threads as there are logical CPUs
...
The former default was 2 threads, since Dynare++ was written at a time when
hyper-threading was being generalized (but multiple cores were not).
2019-01-29 16:34:25 +01:00
752a02a36c
Dynare++: use C++11 threads (instead of POSIX threads API)
...
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).
2019-01-28 18:44:24 +01:00
1ef1dedc65
Refactor GeneralMatrix and ConstGeneralMatrix classes
...
- 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=().
2019-01-24 15:27:23 +01:00
c711d34d1d
Dynare++ / sylvester equation solver: refactor Vector and ConstVector classes
...
- 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
2019-01-22 16:13:22 +01:00
3c5afded8e
k-order DLL: fix build failure
2019-01-10 19:45:11 +01:00
188d6296d7
Dynare++: finish to apply Dynare C++ coding style and extensions (.cc/.hh)
2019-01-08 17:12:05 +01:00
ce1ef47093
dynare++ / tensor library (TL): move away from CWEB
...
By the way apply Dynare C++ coding style and extensions (.cc/.hh).
2019-01-08 16:09:25 +01:00
df772325a2
dynare++/kord: move away from CWEB
...
By the way apply Dynare C++ coding style and extensions (.cc/.hh).
2019-01-04 16:32:05 +01:00
dcac799289
Fix check for QZ eigenvalue criterium
...
The criterium was previously incorrectly applied to the square absolute value of
eigenvalues. Rather apply it to the absolute value itself (as done in
mjdgges.m and the AIM solver).
Closes #1632
2019-01-02 16:37:30 +01:00
331a27398a
Fix another memory leak in k-order DLL
...
Re Dynare/dynare#1490 .
2018-11-08 17:30:48 +01:00
50a09a687e
C++11 modernization
...
Incidentally, fix a memory leak related to DynamicModelAC instantiation, using
a std::unique_ptr (see Dynare/dynare#1490 ).
2018-11-08 17:24:19 +01:00
ffb36e5713
Remove obsolete kludges for MinGW
2018-10-02 17:10:36 +02:00
59642c3312
C output of preprocessor now splits generated fcts into several smaller fcts
...
Adapt the k-order DLL as a consequence.
2018-10-01 16:13:12 +02:00
d03cc56587
solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
...
The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
932e5f946c
Update preprocessor submodule
...
Adapt bytecode DLL as a consequence.
2018-07-18 17:52:44 +02:00
cb46a2697e
Fix invalid memory write in k-order DLL
...
The bug would show at order 3 when the last output argument (derivs) is not
requested (in practice every 3rd order solution without pruning). The DLL would
still attempt to write into it, causing an invalid memory access.
2018-07-02 16:37:46 +02:00
b2c554623f
Various fixes related to the new layout of generated files
2018-06-28 18:14:40 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
...
- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
e1a3c40ef0
Fix compilation of MS-SBVAR DLL under Octave 4.4
2018-06-05 17:07:45 +02:00
02084ce310
Remove qzcomplex Oct-file
...
It's actually not needed. The QZ complex decomposition can be obtained in
Octave on real matrices by casting them to the complex type.
2018-05-17 12:11:15 +02:00
e2c2f2d966
Remove fallbacks for ilu, linsolve and ordschur under Octave
...
These functions are all included in Octave 4.2.
2018-05-16 10:48:44 +02:00
7a2aa211bf
Make mjdgges DLL compatible with MATLAB interleaved complex API
...
This API was introduced in MATLAB 9.4 (R2018a), because the internal
representation of complex numbers has changed.
2018-05-14 15:16:09 +02:00
fb6a11f544
move estimation-dll to its own repository: https://github.com/DynareTeam/estimation-dll.git
2017-09-22 15:31:23 +02:00
1ff5c3f571
Fix various typos (thanks lintian).
2017-06-28 15:06:54 +02:00
119e5b4dfa
Corrects bugs in bytecode related to the use of finite instead of isfinite and to mxMalloc tests
2017-06-05 18:51:43 +02:00
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
b4448937cc
Fixed indentation of c/h/cc/hh files.
2017-05-16 16:30:27 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
981e31c8c3
Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
...
(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
e248d8bf59
Fix memory and periods issues in bytecode
...
(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
857fc3c4f4
Corrects several bugs related to bytecode:
...
- Memory allocation is checked
- The amount of memory allocated for conditional forecast is corrected
2017-04-05 11:48:40 +02:00
1229372a6c
Defines M_PI (cross compilation for Octave).
2016-12-01 13:32:54 +01:00
23642b3b6b
Defines M_PI, M_SQRT2 and finite() in bytecode...
...
... Which are not in standard C/C++ (otherwise compilation of the mex for Octave
with -std=c++11 fails).
2016-12-01 13:32:54 +01:00
e3fbefc616
mjdgges: fix bug where qz_criterium was not taken into account if a threshold argument is also passed
2016-10-27 11:19:34 +02:00
8b17af05d5
bytecode: work around for isnan and isinf bug in C++ standard, glibc <= 2.23.
...
Fixed by https://sourceware.org/bugzilla/show_bug.cgi?id=19439
2016-10-11 16:01:27 +02:00
5d38280f27
remove one instance of dynamic exception specification
...
closes issue #1250
2016-07-16 00:13:47 +02:00
ac2e5cfd52
- In extended path
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- fix an error with results print out
- fix an error withe exogenous initialization
2015-11-19 17:03:05 +01:00
77f5d572de
Fix the output arguments in case of bytecode failure
2015-11-06 15:06:17 +01:00
2ec1579cd0
Fixed warnings in bytecode compilation.
...
Removed unused variables.
2015-10-19 18:01:38 +02:00
7c5272d852
Allows to compute the extended path and the conditional forecasts with bytecode
2015-09-22 15:39:49 +02:00
1b869b26a7
fix dates for changes in 86c3c0fb1b and a40323d2fb
2015-01-08 18:39:04 +01:00
86c3c0fb1b
Checks that fields endo_names, exo_names and param_names exist
2015-01-06 10:30:52 +01:00
24b2993f50
Solves issues in deterministic simulation:
...
- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation
- allows to use bytecode in solve_perfect_foresight_model.m
- Adds model information in bytecode
2014-12-17 09:37:43 +01:00
41295ad602
Minor cleanups in k_order_perturbation DLL.
2014-03-21 17:26:55 +01:00
050b495a52
Fix an invalid memory access in k_order_perturbation DLL.
...
In the case where a 2nd/3rd derivative is symbolically not zero but numerically
zero at the evaluation point, the last lines of the g2/g3 matrices (in
KordpDynare::calcDerivativesAtSteady()) where uninitialized (these matrices
store the sparse hessian/3rd-deriv in coordinate list form, i.e. with 3 columns
and as many rows as non-zero elements). When reconstructing the dense
hessian/3rd-deriv matrix out of g2/g3, this would result in invalid memory
accesses.
2014-03-21 17:26:48 +01:00
45f7de33e8
sobol qmc_sequence MEX: dimension larger than 1111 returns a proper
...
Matlab error message instead of crashing
2014-02-15 21:11:42 +01:00
5308da2cad
Upgrade the minimum requirement to MATLAB 7.5 (R2007b).
2014-02-03 15:52:54 +01:00
e5d4defb41
Fix handling of qz_criterium in k_order_perturbation MEX.
...
If the MEX file was called with options_.qz_criterium=[], it would not use a
correct default value (but would use NaN).
Closes #574
2014-01-27 15:33:37 +01:00
66d48f5917
Compatibility fixes for Octave 3.8.
...
- no longer use OCTAVE_QUIT in MEX files; this seems now only possible in
oct-files. (Ref #304 )
- do not build linsolve.oct on Octave >= 3.8, it is available natively.
- do not add strjoin.m to the patch on Octave >= 3.8, it is available natively.
- default_save_options has been renamed save_default_options.
2014-01-03 11:05:39 +01:00
85f001885e
Estimation DLL: fix bug with creating MAT files
...
Similar problem to #446
2013-12-06 14:46:44 +01:00
a8d07308a9
ms-sbvar: support ctrl-c changes in submodule, #304
2013-12-05 16:13:58 +01:00
830c09760e
preprocessor: remove clang warning on declaration of const static double in class definition
2013-11-22 14:59:34 +01:00
3c75923e2d
revert £ change as 156 is an extended ascii code
2013-11-05 19:06:20 +01:00
0e4bb3f8e9
fix typo
2013-11-05 18:06:24 +01:00
5352fb4d16
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
f4cee9d5e5
Corrects a bug in the way to test for the presence of the global variables
2013-10-28 14:26:42 +01:00
399b6d2615
Specialized maxit in bytecode mex (dynamic simulation vs steady state).
2013-10-09 16:55:46 +02:00
d8052342f3
Fixed bug introduced in cc0d9b42f0 (bytecode.cc).
...
Problem when reading nested structures.
2013-10-09 16:26:29 +02:00
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
c34c90e8cb
Fix bug in linsolve when second argument is a zero-column matrix
...
Fixes crash of 1st-order purely forward models under Octave
2013-08-15 12:19:51 +02:00
5a4399e9b3
Removed openmp pragmas in bytecode.
...
This commit fixes #420 , so that bytecode doesn't crash when Dynare is compiled with --enable-openmp flag.
2013-07-11 15:12:41 +02:00
cb2228acad
Merge branch 'master' into experimental-mjdgges-threshold
2013-06-12 17:27:25 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
f1c8ec60c7
Remove various compilation warnings
2013-06-12 16:05:35 +02:00
555fc98673
Fix bug in gemv binding
2013-06-12 16:05:35 +02:00
7fc92c96d9
Fixed bug related to the test on the number of input arguments.
2013-06-12 10:21:27 +02:00
b81fcbeeb1
Added an option for the threshold level of the 0/0 generalized eigenvalue test.
...
The option is passed in the fourth input argument of mjdgges. If the
mex is called with less than four arguments, then the threshold level
takes its previous (hardcoded) default value: 1e-6.
2013-06-12 09:46:32 +02:00
b1da2f2b7d
"slowc" option is now available to solve a simple equation in bytecode
2013-06-10 16:46:54 +02:00
bdee6d14ec
Fix the problems related to the initialization of ilu preconditioner using BiCGStab and also a bug in the BiCGStab in case of block (without bytecode) model options.
2013-06-08 17:16:20 +02:00
4e7050baf9
Use ilu with type=ilutp instead of nofill
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Contrary to luinc command ilu with nofill option doesn't not allow for partial
pivoting
2013-05-23 11:44:29 +02:00
2670be408e
Bug fix in steady state solver
2013-04-19 18:01:19 +02:00
7495668ef2
Minor simplification and improvements
2013-04-19 18:01:19 +02:00
e1f702f83a
Various fixes to steady state computation in estimation DLL
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Still not working… Valgrind detects unitialized values during the call to
hybridjs…
2013-04-18 18:28:34 +02:00
8eed899f92
Fixed bug. Compilation of bytecode was crashing with USE_OMP.
2013-04-18 11:20:35 +02:00
8dbf195422
Compatibility fix with GCC 4.8
2013-04-15 17:18:38 +02:00
3025a14ed9
Adapt for removal of luinc in MATLAB R2013a
2013-03-25 12:05:56 +01:00
37592309fb
Distribute dynumfpack.h in tarball
2013-03-24 09:42:45 +01:00
1db892efc4
Fix compilation problems of bytecode with UMFPACK and MATLAB's libut
2013-03-23 13:02:07 +01:00
19032f4b07
Adds an umfpack definition file for matlab on windows
2013-03-22 16:38:34 +01:00
43a50dd395
- adds the kernel CUDA file for SparseMatrix
2013-03-22 16:36:30 +01:00
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
2a51248832
Adds a block Kalman filter using GPU
2013-03-22 15:47:57 +01:00
03e487a092
Major update of bytecode:
...
- Iterative linear solvers using CUDA
- interpreter.cc decomposed
2013-03-22 15:44:34 +01:00
ba889e853c
Preprocessor interface and documentation for endogenous_prior option
...
Closes #321
2013-03-18 11:12:49 +01:00
f89edf476e
Start refactoring of penalty handling
...
Handle all events that lead to a penalty through an exception.
Next steps:
- make all exceptions derive from a common class containing info code and
penalty value
- catch these exceptions at the top-level, and construct the penalty-adjusted
likelihood
2013-03-06 17:55:15 +01:00
82930ee29a
Implementation of steady state computation in estim DLL, using the GSL
...
Does not seem very robust (fails on fs2000), need to investigate why.
2013-03-06 16:58:22 +01:00
871cbbe448
Construct the filename of the dynamic MEX file only at the deepest level
...
In the calling chain, only pass the basename of the MOD file.
2013-03-05 14:45:47 +01:00
325a2ea90e
Remove unused field n_exog of DynamicModelDLL class
2013-03-05 13:00:57 +01:00
75fbd38524
Handle constant in Kalman filter
...
Previously, the filter was only working with options_.noconstant, i.e. when the
data are centered.
2013-02-07 18:34:17 +01:00
be2764520a
Estimation DLL: explicitly fail with option loglinear or observation trends
2013-02-07 17:00:48 +01:00
6fc94a12d0
C++ DecisionRules: support models with no static variables
2013-02-07 16:03:11 +01:00
ea3d2cd1ed
Include right header in definition of LogLikelihoodSubSample
2013-02-05 15:49:47 +01:00
da046d378e
Fix typos
2013-02-05 15:49:27 +01:00
a06e3d9714
Clarify error message of logposterior DLL for purely backward/forward models
2013-02-05 14:57:38 +01:00
21055da526
Remove incorrect use of static keyword
...
This leads to a crash when the DLL is called several times in the same
Octave/MATLAB session.
2013-01-30 18:39:18 +01:00
deb9ece36d
Fix MOD-file name in Kalman tests
2013-01-30 16:44:10 +01:00
f60acd4366
Relax criterion for decision rules test
...
Otherwise it fails with on Karaba
2013-01-30 16:43:35 +01:00
b3acdc0836
Make various functions more generic, using templates
...
This was necessary to make some tests work again
2013-01-30 16:43:02 +01:00
02fee79fc7
Add some sanity checks
2013-01-30 16:27:13 +01:00
5beec53458
Remove unused function prototype
2013-01-30 16:26:56 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
...
Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
31a13db66a
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
bc1872625b
Fix typo in previous commit
2012-11-06 14:44:29 +01:00
50fd1a4c0d
In the two boundaries solver, gives up the symbolic solver if a stable computation solution could not be found on the first third of the simulation period
2012-11-06 14:38:51 +01:00
c031b463ff
Use my @dynare.org address
2012-10-01 16:41:18 +02:00
0332309647
Remove embedded SLICOT, rely on external binary
2012-09-13 11:08:42 +02:00
53709a3214
Ensure compatibility with matio 1.5
...
Closes : #275
2012-08-07 14:44:45 +02:00
e5dd2d31ec
fix typo
2012-08-07 11:39:47 +02:00
2e65a9ab96
Provide a better implementation of linsolve for Octave
...
Closes : #273
2012-08-06 18:26:16 +02:00
f5f5ca1a83
removing printing used for debugging
2012-08-01 18:38:42 +02:00
2244af9c62
adding pruning option for 3rd order
2012-07-31 21:50:59 +02:00
84164dc57e
adding possibility to pass derivative matrices to k_order_perturbation
...
MEX function
2012-07-07 21:21:28 +02:00
287b134884
k_order mex: added derivatives as members of KorderpDynare
2012-07-06 13:52:17 +02:00
83623723d9
Block kalman filter: enclose OpenMP statements in conditionals
2012-06-11 14:31:33 +02:00
4a9592a50c
Fix LAPACK type error
2012-06-11 12:25:56 +02:00
2a8436aa44
Extends the block Kalman filter to the missing observations case (not called for the moment)
2012-06-11 10:39:25 +02:00
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
c079ace8c3
Remove various compiler warnings
2012-06-08 19:06:03 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
6cb7a5f1e5
Corrects a bug in the arguments returned by bytecode
2012-06-06 16:32:01 +02:00
7dbd826d7e
Code cleaning
2012-06-06 16:30:28 +02:00
f36f76760a
Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
...
(complement to commit cd0bc28e
2012-05-21 18:34:10 +02:00
e63c41184c
bytecode: removing debuging message
2012-05-20 14:37:30 +02:00
615535ad88
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
b96c35a1a4
ms-sbvar: remove unused code
2012-04-13 15:56:25 +02:00
402363bab2
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
5f60f1bd27
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
864e0b7c7e
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
3730957e9f
Considers both 'inf' and 'nan' results in functions return and improves an error message
2012-03-06 11:09:46 +01:00
3072c6e611
Displays more details in case of singular system
2012-03-06 11:03:13 +01:00
a2f3a53634
Parallelization of local_state_space_iteration_2 (used in non linear filters).
2012-03-05 23:11:49 +01:00
c49d33e6ba
Add local_state_space_iterations subdir to dist rule
2012-03-05 18:53:59 +01:00
40329e3e29
Added routine to compute one step ahead state space iteration (mex and m). The state space
...
equations are approximated at order two around the deterministic steady state.
2012-03-04 22:07:27 +01:00
89ca683ab9
Fix "make dist" following changes in estimation DLL
2012-02-24 12:21:33 +01:00
da0beac147
updating calling sequence for estimation dll and introducing templates
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when necessary
2012-02-23 18:39:41 +01:00
eb567f5202
Cleaning the code: getting rid of unused variables
2012-02-17 10:59:39 +01:00
a66594caed
Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
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Closes : #235
2012-01-09 12:39:09 +01:00
3e84e333b4
Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1.
2011-12-26 17:46:48 +01:00
cb9858d6a5
Minor improvements and bugfix to qmc_sequence
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* make 2nd argument optional
* fix bug related to 3rd argument
* simplify code
2011-12-26 16:09:33 +01:00
a1c466a3bb
Fix license notice of qmc_sequence MEX
2011-12-26 15:40:44 +01:00
1d4301bd97
Fix build failure on Octave/32-bit
2011-12-26 14:41:02 +01:00
6bb3a1c736
Fixed bug. Wrong calling sequence to dgemm.
2011-12-23 12:10:23 +01:00
b9d47ae42e
Fixed the inverse Gaussian Cumulative Distribution Function. Return -Inf/Inf if input is equal to
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0/1.
2011-12-23 11:16:06 +01:00
be6f82f145
Fixed bug (wrong size in memcpy for the last input argument).
2011-12-23 10:43:52 +01:00
dccc8478aa
Fixed warning message (warning: cast to pointer from integer of different size).
2011-12-22 13:08:26 +01:00
699b93b9d4
Fixed mex error message (use DYN_MEX_FUNC_ERR_MSG_TXT).
2011-12-22 12:14:39 +01:00
1aa26572f4
Fixed headers.
2011-12-22 12:11:20 +01:00
645dc7dc45
Fixed headers.
2011-12-22 11:32:53 +01:00
4869fff243
Added new mex file for computing Quasi Monte-Carlo sequences (Sobol), texinfo headers and unitary tests are available in <DYNARE_PATH>/matlab/qmc_sequence.m.
2011-12-21 18:23:15 +01:00
3ba5a645be
Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0.
2011-12-12 14:20:14 +01:00
a36cf30118
Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.
2011-12-12 14:20:14 +01:00
fefe425c61
mjdgges: add missing math.h header (for fabs())
2011-12-12 10:35:39 +01:00
6927a261e3
changing int* in lapack_int*
2011-11-26 10:59:22 +01:00
1f8e4a517b
Corrects the computation of the determinant of the covariance of the forecast error
2011-11-25 14:45:54 +01:00
715e528462
Corrects bugs in case of singular covariance matrix of the forecast error
2011-11-25 14:44:23 +01:00
bae787c5a1
Provides informations on errors from BLAS
2011-11-25 14:31:26 +01:00
7df4621b6b
Correct the size of covariance matrix of innovations
2011-11-25 14:27:25 +01:00
b58eaa8e2b
introducing new test for 0/0 case in mjdgges
2011-11-18 22:12:36 +01:00
d4b4060d69
Fix build failure with -Werror=format-security
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See Debian bug #646258 (http://bugs.debian.org/646258 ) and
http://wiki.debian.org/ReleaseGoals/SecurityHardeningBuildFlags for details.
2011-11-07 15:29:06 +01:00
d336bb00a0
Correction of a bug the dimension of Q matrix is equal to the number of shocks, not to the number of observable variables
2011-10-28 22:40:05 +02:00
ca10372607
* Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable
2011-10-28 22:25:05 +02:00
ebcc9d8f91
Fix crash of mjdgges when options_.qz_criterium = []
2011-09-28 16:00:36 +02:00
a1ee7f1ee4
block_kalman_filter: add MEX to build system
2011-09-23 18:22:15 +02:00
324ad05ec1
block_kalman_filter: fix memory leak
2011-09-23 18:22:00 +02:00
3f2e29f7bf
Adapt block_kalman_filter to Dynare's way of handling errors in MEX files
2011-09-23 18:21:04 +02:00
b21a99d9d2
Adapt block_kalman_filter for Dynare's BLAS/LAPACK framework
2011-09-23 18:15:18 +02:00
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
560800bcc5
Changed the order of the output arguments in kronecker product related mex routines.
2011-09-05 18:57:42 +02:00
d7c06ead1e
ms-sbvar bugfix: replace shocks with shocks_per_parameter
2011-08-30 16:12:00 +02:00
6ef0f0c94d
ms-sbvar bugfix: remove option shocks as it is not used
2011-08-23 13:43:24 +02:00
383b12df0e
ms-sbvar bugfix: change the way options are passed to irf, forecast and variance decomposition mex functions
2011-08-23 13:43:24 +02:00
567ef44f6d
- Corrects the simulation period for a forward looking system
2011-08-11 14:15:49 +02:00
52fa569f00
Changed default value of the tolerance parameter.
2011-06-28 14:49:56 +02:00
f2450932da
Use DYN_MEX_FUNC_ERR_MSG_TXT when INFO>0.
2011-06-28 14:49:56 +02:00
10a21fdaa8
Cosmetic changes.
2011-06-28 14:49:56 +02:00
fe1b241186
Add an option in bytecode to prevent the display of error messages .
2011-06-18 17:15:47 +02:00
a07b0ae614
Bug Fix, when using parameter uncertainty on multiple regimes
2011-06-16 10:30:07 -04:00
fee32bdf25
Fix compilation problems with GCC 4.6
2011-06-13 11:38:09 +02:00
d53a1f5d04
MS-SBVAR: bug correction (replacing mxFree by free for space allocated with new)
2011-05-31 11:31:38 +02:00
a44a384146
remove extraneous code
2011-05-23 17:36:29 +02:00
561d07e89b
SWZ: bug fix
2011-05-20 14:34:21 +02:00
cd021d33f6
SWZ: make mex files return error code
2011-05-20 14:34:07 +02:00
5fa666e448
k-order perturbation: cosmetic change related to mxGetPr/mxGetData
2011-05-20 10:59:40 +02:00
f5b35df24f
k-order perturbation: fixed bug in M-file evaluation
2011-05-20 10:59:40 +02:00
da43f3d0f5
Adding Mex Functionality to work with new MS-SBVAR Code, includes Forecasting,IRF,Variance Decomposition, Plotting and new global settings
2011-05-13 15:13:02 +02:00
31b6c08347
Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
...
Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
f48aa28e39
Corrections for steady_state operator bug with bytecode. bytecode is now fixed.
2011-03-14 17:46:00 +01:00
55bb27c5f6
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
b744707672
change macro defines to accord with change in submodule code
2011-03-04 11:35:38 +01:00
f6c51d4cc4
libslicot: fix typo (thanks to Thomas Weber)
2011-02-23 10:07:59 +01:00
eb0255d526
Build system: add MS-SBVAR to dist tarball
2011-02-22 16:51:23 +01:00
f2e2f68223
SWZ: centralize mex changes, remove unused functions
2011-02-22 15:06:38 +01:00
a1ade98209
SWZ: move mex files under mex/sources
2011-02-22 15:06:38 +01:00
670a40836f
add blas functions to dynblas.h
2011-02-22 15:06:38 +01:00
2ec494f1c9
kalman_steady_state: remove instances of mexErrMsgTxt
2011-02-11 12:25:14 +01:00
69375f4b93
logMHMCMCposterior: remove instances of mexErrMsgText
2011-02-11 12:25:10 +01:00
4ac3a6c5a4
replace mex.h with dynmex.h
2011-02-11 12:24:13 +01:00
7717da4316
K-order DLL: remove warning about NOMINMAX
2011-02-07 12:37:47 +01:00
3fa2339cfe
Estimation DLL: remove warning about NOMINMAX
2011-02-07 12:37:34 +01:00
0f9ec8b2dc
K-order DLL: add test for NaN/Inf in param/steady-state vectors to avoid crashes (thanks to J. Pfeifer for reporting this)
2011-02-07 11:12:57 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
cc2a9d90ac
Global reindentation of MEX source files
2011-02-04 16:53:12 +01:00
6f184371ef
- Correction of temporary terms when bytecode is used and solve_algo <= 4
2011-02-02 00:31:37 +01:00
66a7884a15
- Corrects the "if (~eval)" displayed with print option in bytecode
2011-01-31 17:44:22 +01:00
3393eebf71
When a model is evaluated with bytecode the residual has to be returned in the equations order (not in the variables order)
2011-01-31 12:30:16 +01:00
ce07223628
- The Temporary terms management with bytecode when the model is block decomposed and solve_algo<5 is now compatible with octave
...
- Gets rid of warning message during the compilation of bytecode
2011-01-14 19:24:18 +01:00
206fff0e71
- Corrects the following problem:
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Octave BiCGStab algorithm involves a 0 division in case of a preconditioner equal to the LU decomposition of the A matrix (in a linear system of the form A.x = b).
- The solution:
Checks if the linear system is solved simply using: x_new = x_old + U \ (L \ x_old)
Ticket #11
2011-01-14 10:39:33 +01:00
ffc53ca910
Fix integer types in Kronecker DLLs
2011-01-13 19:34:49 +01:00
20f414e0d2
- Extends the error messages in bytecode
...
- Implements the print option in bytecode
- Minor modifications to manage the global temporary terms
2010-12-31 16:41:50 +01:00
313f64e153
- Adds option 'print' to bytecode
...
- Manages global temporary terms when the model is evaluated block by block
- Stores the result of a first order derivative only in case of numerical approximation. Do nothing if an external function is called to compute the first order derivatives (it has already been done during the function call)
- Cleans the code
2010-12-31 16:37:34 +01:00
816dbefa28
- Corrections in the debugging conditional preprocessor expressions
2010-12-31 16:29:39 +01:00
9aa79c6140
Another build system fix
2010-12-28 10:50:51 +01:00
887209208f
Estimation C++ DLL: Adding the new Proposal class with common, adjustable seed for both normal and uniform rng and the associated changes including the removal of now obsolete RandSampler class.
2010-12-24 09:49:59 +00:00
a11817cfa4
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
d0853e1658
k-order: removed unnecessary check
2010-12-22 09:48:05 +01:00
7a58637932
- Displays an error message and interrupts the execution of bytecode in case of unknown function
2010-12-17 18:54:03 +01:00
129d404eb8
- The binary operator oDerivPower is implemented in bytecode
2010-12-17 18:54:03 +01:00
d69d225b82
k-order: removed unused variable from class definition
2010-12-17 12:16:32 +01:00
aa58f7bd37
Estimation DLL, QRDecomposition: removed unused data members
2010-12-17 10:52:00 +01:00
424bd8257b
Estimation C++ DLL: Bug fixing in KalmanFilter.cc - re-setting a_init and some minor refactoring and tidying up
2010-12-17 09:02:24 +00:00
b63590712c
fixed bug in argument number check and removed unused variable
2010-12-14 18:42:29 +01:00
1329b57ff2
Estimation DLL: fix DecisionRules::compute() (was not reentrant, since GeneralizedSchurDecomposition::compute() modifies D and E)
2010-12-13 17:15:08 +01:00
915bb4c451
Estimation C++ DLL: Bug-fixing Sampler
2010-12-11 19:22:27 +00:00
d38c4de498
estimation_dll: adding test for logposterior
2010-12-10 21:34:40 +01:00
97664607b2
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
befa1b966b
Estimation DLL: removed illegal casts from pointer to integer
2010-12-09 10:49:44 +01:00
fa3e19fdfb
C++ Estimation DLL: Update of logMHMCMCposterior.cc with a draft octave MAT draws file save and adding a test random_walk_metropolis_hastings_core.m: Octave version crashes at start of DLL and Matlab version finishes with low acceptance due to frequent B&K and reports error within debugger too - needs more debugging!
2010-12-07 23:03:11 +00:00
2d84d8dc49
K-order DLL: code simplification
2010-12-06 17:01:06 +01:00
Sébastien Villemot
Houtan Bastani
Sébastien Villemot
Ferhat Mihoubi
Stéphane Adjemian (Charybdis)
Michel Juillard
ferhat
Sébastien Villemot
Houtan Bastani
Jacob Smith
Michel Juillard
George Perendia
Michel Juillard