Commit Graph

994 Commits (7dd2dd5e24a343fbeaf3522ea5e535c27d8b9f95)

Author SHA1 Message Date
Houtan Bastani 3c75923e2d revert £ change as 156 is an extended ascii code 2013-11-05 19:06:20 +01:00
Houtan Bastani 0e4bb3f8e9 fix typo 2013-11-05 18:06:24 +01:00
Houtan Bastani 5352fb4d16 preprocessor and matlab mex fixes for clang compilation 2013-11-05 18:04:57 +01:00
ferhat f4cee9d5e5 Corrects a bug in the way to test for the presence of the global variables 2013-10-28 14:26:42 +01:00
Stéphane Adjemian (Charybdis) 399b6d2615 Specialized maxit in bytecode mex (dynamic simulation vs steady state). 2013-10-09 16:55:46 +02:00
Stéphane Adjemian (Charybdis) d8052342f3 Fixed bug introduced in cc0d9b42f0 (bytecode.cc).
Problem when reading nested structures.
2013-10-09 16:26:29 +02:00
Stéphane Adjemian (Charybdis) cc0d9b42f0 Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
Sébastien Villemot 82edf48256 No longer consider automake warnings as fatal
With automake 1.14 there are a lot of new warnings related to the way we deal
with MEX files (they are compiled from source files located in a different
tree). Automake wants us to use the 'subdir-objects' option, but it breaks in
our case.

In automake 2.0, the 'subdir-objects' option will be activated by default, so
we will have to refactor the build system for MEX files. But for now we can
live with the automake warnings.
2013-09-09 14:50:32 +02:00
Sébastien Villemot d8e9bc978d Revert "Compatibility fix with automake 1.14"
This reverts commit 7541bb52f5.

This commit was breaking compilation of MEX files: the subdir-objects option
does not deal well with source files that are under a distinct tree.
2013-09-09 14:47:29 +02:00
Sébastien Villemot 7541bb52f5 Compatibility fix with automake 1.14 2013-09-06 15:00:37 +02:00
Sébastien Villemot 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
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) cb2228acad Merge branch 'master' into experimental-mjdgges-threshold 2013-06-12 17:27:25 +02:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Sébastien Villemot f1c8ec60c7 Remove various compilation warnings 2013-06-12 16:05:35 +02:00
Sébastien Villemot 555fc98673 Fix bug in gemv binding 2013-06-12 16:05:35 +02:00
Stéphane Adjemian (Charybdis) 7fc92c96d9 Fixed bug related to the test on the number of input arguments. 2013-06-12 10:21:27 +02:00
Stéphane Adjemian (Charybdis) 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
Ferhat Mihoubi b1da2f2b7d "slowc" option is now available to solve a simple equation in bytecode 2013-06-10 16:46:54 +02:00
Ferhat Mihoubi 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
ferhat 4e7050baf9 Use ilu with type=ilutp instead of nofill
Contrary to luinc command ilu with nofill option doesn't not allow for partial
pivoting
2013-05-23 11:44:29 +02:00
Sébastien Villemot 2670be408e Bug fix in steady state solver 2013-04-19 18:01:19 +02:00
Sébastien Villemot 7495668ef2 Minor simplification and improvements 2013-04-19 18:01:19 +02:00
Sébastien Villemot e1f702f83a Various fixes to steady state computation in estimation DLL
Still not working… Valgrind detects unitialized values during the call to
hybridjs…
2013-04-18 18:28:34 +02:00
Stéphane Adjemian (Charybdis) 8eed899f92 Fixed bug. Compilation of bytecode was crashing with USE_OMP. 2013-04-18 11:20:35 +02:00
Houtan Bastani 47b53dbeea build system: osx fix for bytecode mex in octave 2013-04-17 17:45:28 +02:00
Sébastien Villemot 8dbf195422 Compatibility fix with GCC 4.8 2013-04-15 17:18:38 +02:00
Sébastien Villemot c8e59f1361 Do not put -lumfpack in LIBS, rather use a special variable for it 2013-03-29 15:30:31 +01:00
Sébastien Villemot 513ae741e3 Build system for MEX/Octave: use Octave's LDFLAGS in the configure script
This will facilitate the detection of UMFPACK under Windows
2013-03-29 15:07:58 +01:00
Sébastien Villemot 3025a14ed9 Adapt for removal of luinc in MATLAB R2013a 2013-03-25 12:05:56 +01:00
Sébastien Villemot 37592309fb Distribute dynumfpack.h in tarball 2013-03-24 09:42:45 +01:00
Sébastien Villemot 86db8d805c Add configure test for UMFPACK 2013-03-23 17:09:00 +01:00
Sébastien Villemot 1db892efc4 Fix compilation problems of bytecode with UMFPACK and MATLAB's libut 2013-03-23 13:02:07 +01:00
Ferhat Mihoubi 19032f4b07 Adds an umfpack definition file for matlab on windows 2013-03-22 16:38:34 +01:00
Ferhat Mihoubi 43a50dd395 - adds the kernel CUDA file for SparseMatrix 2013-03-22 16:36:30 +01:00
Ferhat Mihoubi dfa744fcb3 - adds new files: Evaluate.cc and Evaluate.hh to bytecode 2013-03-22 16:34:50 +01:00
Ferhat Mihoubi 2a51248832 Adds a block Kalman filter using GPU 2013-03-22 15:47:57 +01:00
Ferhat Mihoubi 03e487a092 Major update of bytecode:
- Iterative linear solvers using CUDA
 - interpreter.cc decomposed
2013-03-22 15:44:34 +01:00
Sébastien Villemot ba889e853c Preprocessor interface and documentation for endogenous_prior option
Closes #321
2013-03-18 11:12:49 +01:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 325a2ea90e Remove unused field n_exog of DynamicModelDLL class 2013-03-05 13:00:57 +01:00
Sébastien Villemot 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
Sébastien Villemot be2764520a Estimation DLL: explicitly fail with option loglinear or observation trends 2013-02-07 17:00:48 +01:00
Sébastien Villemot 6fc94a12d0 C++ DecisionRules: support models with no static variables 2013-02-07 16:03:11 +01:00
Sébastien Villemot ea3d2cd1ed Include right header in definition of LogLikelihoodSubSample 2013-02-05 15:49:47 +01:00
Sébastien Villemot da046d378e Fix typos 2013-02-05 15:49:27 +01:00
Sébastien Villemot a06e3d9714 Clarify error message of logposterior DLL for purely backward/forward models 2013-02-05 14:57:38 +01:00
Sébastien Villemot 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
Sébastien Villemot deb9ece36d Fix MOD-file name in Kalman tests 2013-01-30 16:44:10 +01:00
Sébastien Villemot f60acd4366 Relax criterion for decision rules test
Otherwise it fails with on Karaba
2013-01-30 16:43:35 +01:00
Sébastien Villemot 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
Sébastien Villemot 02fee79fc7 Add some sanity checks 2013-01-30 16:27:13 +01:00
Sébastien Villemot 5beec53458 Remove unused function prototype 2013-01-30 16:26:56 +01:00
Sébastien Villemot 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
Sébastien Villemot 31a13db66a Remove duplicate information in M_.blocksMFS 2012-11-16 17:39:03 +01:00
Sébastien Villemot bc1872625b Fix typo in previous commit 2012-11-06 14:44:29 +01:00
Ferhat 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
Sébastien Villemot 18af0655a3 More spurious executable perms 2012-10-13 22:08:56 +02:00
Sébastien Villemot 3d39d77917 Remove spurious executable permissions 2012-10-13 16:10:01 +02:00
Sébastien Villemot c031b463ff Use my @dynare.org address 2012-10-01 16:41:18 +02:00
Sébastien Villemot 3e612e0211 Fix build system with Automake 1.12 2012-09-28 17:31:39 +02:00
Sébastien Villemot 5d5771a823 Another typo 2012-09-25 19:58:03 +02:00
Sébastien Villemot 6cfec3f6ad More CPPFLAGS_MATIO fun 2012-09-25 19:53:20 +02:00
Sébastien Villemot 08f7c61e89 Add missing CPPFLAGS_MATIO 2012-09-25 14:25:02 +02:00
Sébastien Villemot 3589c04f49 Add missing CPPFLAGS_MATIO 2012-09-21 07:29:11 +02:00
Sébastien Villemot 4d98c2007f Rename CFLAGS_MATIO to CPPFLAGS_MATIO 2012-09-20 22:53:47 +02:00
Houtan Bastani 4f54391e94 add --with-matio option to configure 2012-09-19 12:11:57 +02:00
Houtan Bastani fd66086c38 bug fix: configure output should be no for k-order if matlab is not present 2012-09-19 12:11:57 +02:00
Houtan Bastani e48f535004 bug fix: ms_sbvar requires matio under octave but configure output doesn't state that it's missing. 2012-09-19 12:11:57 +02:00
Houtan Bastani a54af094f2 bug fix: slicot configuration (allow path specification using --with-slicot flag) 2012-09-18 14:45:32 +02:00
Houtan Bastani 469a1d2c25 fix slicot configuration on OS X 2012-09-17 11:58:18 +02:00
Sébastien Villemot c07ffd8705 Merge branch 'slicot' 2012-09-13 11:11:46 +02:00
Sébastien Villemot 0332309647 Remove embedded SLICOT, rely on external binary 2012-09-13 11:08:42 +02:00
Sébastien Villemot 5f861cb0d8 Use MatIO in Dynare++ instead of the home-made engine 2012-08-23 18:31:07 +02:00
Sébastien Villemot 53709a3214 Ensure compatibility with matio 1.5
Closes: #275
2012-08-07 14:44:45 +02:00
Houtan Bastani e5dd2d31ec fix typo 2012-08-07 11:39:47 +02:00
Sébastien Villemot 2e65a9ab96 Provide a better implementation of linsolve for Octave
Closes: #273
2012-08-06 18:26:16 +02:00
Houtan Bastani 7c4b36695d change autoconf min version to match that of root config file 2012-08-02 16:17:08 +02:00
Michel Juillard f5f5ca1a83 removing printing used for debugging 2012-08-01 18:38:42 +02:00
Michel Juillard 2244af9c62 adding pruning option for 3rd order 2012-07-31 21:50:59 +02:00
Michel Juillard 84164dc57e adding possibility to pass derivative matrices to k_order_perturbation
MEX function
2012-07-07 21:21:28 +02:00
Michel Juillard 287b134884 k_order mex: added derivatives as members of KorderpDynare 2012-07-06 13:52:17 +02:00
Sébastien Villemot 83623723d9 Block kalman filter: enclose OpenMP statements in conditionals 2012-06-11 14:31:33 +02:00
Sébastien Villemot 4a9592a50c Fix LAPACK type error 2012-06-11 12:25:56 +02:00
Sébastien Villemot 91967eac6d Bump version numbers 2012-06-11 12:07:10 +02:00
Ferhat Mihoubi 2a8436aa44 Extends the block Kalman filter to the missing observations case (not called for the moment) 2012-06-11 10:39:25 +02:00
Sébastien Villemot 02efbd31a8 Convert files to Unix EOL 2012-06-08 19:10:19 +02:00
Sébastien Villemot c079ace8c3 Remove various compiler warnings 2012-06-08 19:06:03 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Ferhat Mihoubi 6cb7a5f1e5 Corrects a bug in the arguments returned by bytecode 2012-06-06 16:32:01 +02:00
Ferhat Mihoubi 7dbd826d7e Code cleaning 2012-06-06 16:30:28 +02:00
Sébastien Villemot 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
Michel Juillard e63c41184c bytecode: removing debuging message 2012-05-20 14:37:30 +02:00
Sébastien Villemot 615535ad88 Fix compilation errors with GCC 4.7 2012-05-08 16:10:10 +02:00
Sébastien Villemot ff4285d6fb matio is a requirement for ms-sbvar under Octave 2012-04-20 11:50:03 +02:00
Houtan Bastani 9576255ead Create new contrib folder & move ms-sbvar submodules there 2012-04-19 11:02:40 +02:00
Houtan Bastani b96c35a1a4 ms-sbvar: remove unused code 2012-04-13 15:56:25 +02:00
Houtan Bastani f402d59acf ms-sbvar: link to Matio library for Octave compilation 2012-04-13 15:54:48 +02:00
Houtan Bastani 402363bab2 MS-SBVAR: rewrite ms_variance_decomposition 2012-03-08 17:54:35 +01:00
Houtan Bastani 5f60f1bd27 MS-SBVAR: rewrite ms_forecast 2012-03-08 17:54:05 +01:00
Houtan Bastani 864e0b7c7e MS-SBVAR: rewrite ms_irf 2012-03-08 17:53:58 +01:00
Ferhat Mihoubi 3730957e9f Considers both 'inf' and 'nan' results in functions return and improves an error message 2012-03-06 11:09:46 +01:00
Ferhat Mihoubi 3072c6e611 Displays more details in case of singular system 2012-03-06 11:03:13 +01:00
Stéphane Adjemian (Charybdis) a2f3a53634 Parallelization of local_state_space_iteration_2 (used in non linear filters). 2012-03-05 23:11:49 +01:00
Sébastien Villemot c49d33e6ba Add local_state_space_iterations subdir to dist rule 2012-03-05 18:53:59 +01:00
Stéphane Adjemian (Charybdis) 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
Sébastien Villemot 89ca683ab9 Fix "make dist" following changes in estimation DLL 2012-02-24 12:21:33 +01:00
Michel Juillard da0beac147 updating calling sequence for estimation dll and introducing templates
when necessary
2012-02-23 18:39:41 +01:00
Ferhat eb567f5202 Cleaning the code: getting rid of unused variables 2012-02-17 10:59:39 +01:00
Sébastien Villemot a66594caed Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
Closes: #235
2012-01-09 12:39:09 +01:00
Sébastien Villemot 2185924081 Build system: fix for Octave 3.4 2011-12-28 13:05:30 +01:00
Sébastien Villemot d33f149178 Windows package: build against Octave 3.4.3 2011-12-26 18:00:08 +01:00
Stéphane Adjemian (Charybdis) 3e84e333b4 Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1. 2011-12-26 17:46:48 +01:00
Sébastien Villemot cb9858d6a5 Minor improvements and bugfix to qmc_sequence
* make 2nd argument optional
* fix bug related to 3rd argument
* simplify code
2011-12-26 16:09:33 +01:00
Sébastien Villemot a1c466a3bb Fix license notice of qmc_sequence MEX 2011-12-26 15:40:44 +01:00
Sébastien Villemot 1d4301bd97 Fix build failure on Octave/32-bit 2011-12-26 14:41:02 +01:00
Stéphane Adjemian (Charybdis) 6bb3a1c736 Fixed bug. Wrong calling sequence to dgemm. 2011-12-23 12:10:23 +01:00
Stéphane Adjemian (Charybdis) b9d47ae42e Fixed the inverse Gaussian Cumulative Distribution Function. Return -Inf/Inf if input is equal to
0/1.
2011-12-23 11:16:06 +01:00
Stéphane Adjemian (Charybdis) be6f82f145 Fixed bug (wrong size in memcpy for the last input argument). 2011-12-23 10:43:52 +01:00
Stéphane Adjemian (Charybdis) bdee23876d Fixed Octave's mex extension for qmc_sequence. 2011-12-22 14:32:32 +01:00
Stéphane Adjemian (Charybdis) f28084e79b Removed binary. 2011-12-22 14:32:07 +01:00
Stéphane Adjemian (Charybdis) dccc8478aa Fixed warning message (warning: cast to pointer from integer of different size). 2011-12-22 13:08:26 +01:00
Stéphane Adjemian (Charybdis) 699b93b9d4 Fixed mex error message (use DYN_MEX_FUNC_ERR_MSG_TXT). 2011-12-22 12:14:39 +01:00
Stéphane Adjemian (Charybdis) 1aa26572f4 Fixed headers. 2011-12-22 12:11:20 +01:00
Stéphane Adjemian (Charybdis) 645dc7dc45 Fixed headers. 2011-12-22 11:32:53 +01:00
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) 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
Sébastien Villemot fefe425c61 mjdgges: add missing math.h header (for fabs()) 2011-12-12 10:35:39 +01:00
Michel Juillard 6927a261e3 changing int* in lapack_int* 2011-11-26 10:59:22 +01:00
Ferhat Mihoubi 1f8e4a517b Corrects the computation of the determinant of the covariance of the forecast error 2011-11-25 14:45:54 +01:00
Ferhat Mihoubi 715e528462 Corrects bugs in case of singular covariance matrix of the forecast error 2011-11-25 14:44:23 +01:00
Ferhat Mihoubi bae787c5a1 Provides informations on errors from BLAS 2011-11-25 14:31:26 +01:00
Ferhat Mihoubi 7df4621b6b Correct the size of covariance matrix of innovations 2011-11-25 14:27:25 +01:00
Michel Juillard b58eaa8e2b introducing new test for 0/0 case in mjdgges 2011-11-18 22:12:36 +01:00
Sébastien Villemot d4b4060d69 Fix build failure with -Werror=format-security
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
Ferhat Mihoubi 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
Ferhat Mihoubi 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
Sébastien Villemot ebcc9d8f91 Fix crash of mjdgges when options_.qz_criterium = [] 2011-09-28 16:00:36 +02:00
Sébastien Villemot a3ec794f48 Build system: adding files forgotten in a1ee7f1ee4 2011-09-26 10:17:01 +02:00
Sébastien Villemot a1ee7f1ee4 block_kalman_filter: add MEX to build system 2011-09-23 18:22:15 +02:00
Sébastien Villemot 324ad05ec1 block_kalman_filter: fix memory leak 2011-09-23 18:22:00 +02:00
Sébastien Villemot 3f2e29f7bf Adapt block_kalman_filter to Dynare's way of handling errors in MEX files 2011-09-23 18:21:04 +02:00
Sébastien Villemot b21a99d9d2 Adapt block_kalman_filter for Dynare's BLAS/LAPACK framework 2011-09-23 18:15:18 +02:00
Ferhat Mihoubi 3d1a0c2652 block-Kalman filter is now available when block option is used 2011-09-20 14:18:31 +02:00
Stéphane Adjemian (Charybdis) 560800bcc5 Changed the order of the output arguments in kronecker product related mex routines. 2011-09-05 18:57:42 +02:00
Houtan Bastani d7c06ead1e ms-sbvar bugfix: replace shocks with shocks_per_parameter 2011-08-30 16:12:00 +02:00
Houtan Bastani 6ef0f0c94d ms-sbvar bugfix: remove option shocks as it is not used 2011-08-23 13:43:24 +02:00
Houtan Bastani 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
Ferhat Mihoubi 567ef44f6d - Corrects the simulation period for a forward looking system 2011-08-11 14:15:49 +02:00
Stéphane Adjemian (Charybdis) 52fa569f00 Changed default value of the tolerance parameter. 2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis) f2450932da Use DYN_MEX_FUNC_ERR_MSG_TXT when INFO>0. 2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis) 10a21fdaa8 Cosmetic changes. 2011-06-28 14:49:56 +02:00
Ferhat Mihoubi fe1b241186 Add an option in bytecode to prevent the display of error messages . 2011-06-18 17:15:47 +02:00
Jacob Smith a07b0ae614 Bug Fix, when using parameter uncertainty on multiple regimes 2011-06-16 10:30:07 -04:00
Sébastien Villemot fee32bdf25 Fix compilation problems with GCC 4.6 2011-06-13 11:38:09 +02:00
Michel Juillard d53a1f5d04 MS-SBVAR: bug correction (replacing mxFree by free for space allocated with new) 2011-05-31 11:31:38 +02:00
Houtan Bastani a44a384146 remove extraneous code 2011-05-23 17:36:29 +02:00
Houtan Bastani 561d07e89b SWZ: bug fix 2011-05-20 14:34:21 +02:00
Houtan Bastani cd021d33f6 SWZ: make mex files return error code 2011-05-20 14:34:07 +02:00
Sébastien Villemot 5fa666e448 k-order perturbation: cosmetic change related to mxGetPr/mxGetData 2011-05-20 10:59:40 +02:00
Sébastien Villemot f5b35df24f k-order perturbation: fixed bug in M-file evaluation 2011-05-20 10:59:40 +02:00
Jacob Smith 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
Houtan Bastani 24aecc74b2 ms-sbvar: updated submodule pointer 2011-05-03 11:04:43 +02:00
Ferhat Mihoubi 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
Houtan Bastani 9019ec0fa9 SWZ: add forecast and irf to build system 2011-03-17 10:54:04 +01:00
Ferhat Mihoubi f48aa28e39 Corrections for steady_state operator bug with bytecode. bytecode is now fixed. 2011-03-14 17:46:00 +01:00
Michel Juillard 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
Houtan Bastani b744707672 change macro defines to accord with change in submodule code 2011-03-04 11:35:38 +01:00
Houtan Bastani d96ce473a8 rename mex files 2011-03-03 15:25:11 +01:00
Sébastien Villemot f6c51d4cc4 libslicot: fix typo (thanks to Thomas Weber) 2011-02-23 10:07:59 +01:00
Sébastien Villemot 62cbef8589 Build system: adding missing preprocessor flags for GSL 2011-02-23 10:05:11 +01:00
Sébastien Villemot eb0255d526 Build system: add MS-SBVAR to dist tarball 2011-02-22 16:51:23 +01:00
Houtan Bastani 75f5b88f86 SWZ: integrate ms-sbvar in build system 2011-02-22 15:16:51 +01:00
Houtan Bastani 6cdbf51a54 SWZ: Revert "SWZ: remove gsl from build system, to be reintstated if gsl remains a requirement in the ms new code"
This reverts commit e19026d130.
2011-02-22 15:06:38 +01:00
Houtan Bastani f2e2f68223 SWZ: centralize mex changes, remove unused functions 2011-02-22 15:06:38 +01:00
Houtan Bastani a1ade98209 SWZ: move mex files under mex/sources 2011-02-22 15:06:38 +01:00
Houtan Bastani 670a40836f add blas functions to dynblas.h 2011-02-22 15:06:38 +01:00
Stéphane Adjemian (Scylla) 478b13eb7c Changed default fortran compiler to gfortran. 2011-02-11 16:00:15 +01:00
Houtan Bastani 2ec494f1c9 kalman_steady_state: remove instances of mexErrMsgTxt 2011-02-11 12:25:14 +01:00
Houtan Bastani 69375f4b93 logMHMCMCposterior: remove instances of mexErrMsgText 2011-02-11 12:25:10 +01:00
Houtan Bastani 4ac3a6c5a4 replace mex.h with dynmex.h 2011-02-11 12:24:13 +01:00
Sébastien Villemot 7717da4316 K-order DLL: remove warning about NOMINMAX 2011-02-07 12:37:47 +01:00
Sébastien Villemot 3fa2339cfe Estimation DLL: remove warning about NOMINMAX 2011-02-07 12:37:34 +01:00
Sébastien Villemot 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
Sébastien Villemot fcb12985c1 Bump version number 2011-02-04 17:45:54 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot cc2a9d90ac Global reindentation of MEX source files 2011-02-04 16:53:12 +01:00
Houtan Bastani 6674b5ffcf SWZ: remove from swz from mex build system 2011-02-02 19:00:14 +01:00
Houtan Bastani e19026d130 SWZ: remove gsl from build system, to be reintstated if gsl remains a requirement in the ms new code 2011-02-02 18:58:36 +01:00
Ferhat Mihoubi 6f184371ef - Correction of temporary terms when bytecode is used and solve_algo <= 4 2011-02-02 00:31:37 +01:00
Ferhat Mihoubi 66a7884a15 - Corrects the "if (~eval)" displayed with print option in bytecode 2011-01-31 17:44:22 +01:00
Ferhat Mihoubi 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
Sébastien Villemot 80b5c23346 Build system for MEX files:
- remove the dirty vpath hack
- factorize between the two estimation DLLs
- factorize within SWZ makefile
2011-01-25 17:13:00 -05:00
Sébastien Villemot afeaf1ead0 bump min boost to 1.36 to accord with 72008502c1 2011-01-24 17:52:33 -05:00
Houtan Bastani 0f12abbe9f bump min boost to 1.36 to accord with 72008502c1 2011-01-24 17:35:12 -05:00
Ferhat Mihoubi 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
Ferhat Mihoubi 206fff0e71 - Corrects the following problem:
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
Sébastien Villemot ffc53ca910 Fix integer types in Kronecker DLLs 2011-01-13 19:34:49 +01:00
Sébastien Villemot e39cb94954 Build system: remove warning about parentheses (we know the priority rules of C++, no need to be reminded) 2011-01-13 19:05:58 +01:00
Ferhat Mihoubi 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
Ferhat Mihoubi 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
Ferhat Mihoubi 816dbefa28 - Corrections in the debugging conditional preprocessor expressions 2010-12-31 16:29:39 +01:00
Sébastien Villemot 9aa79c6140 Another build system fix 2010-12-28 10:50:51 +01:00
Sébastien Villemot 3680d71fe6 Adapted build system for the previous commit 2010-12-27 10:45:42 +01:00
George Perendia 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
Houtan Bastani a11817cfa4 k-order: added support for m-files, added tests and modified manual 2010-12-22 09:48:05 +01:00
Houtan Bastani d0853e1658 k-order: removed unnecessary check 2010-12-22 09:48:05 +01:00
Ferhat Mihoubi 7a58637932 - Displays an error message and interrupts the execution of bytecode in case of unknown function 2010-12-17 18:54:03 +01:00
Ferhat Mihoubi 129d404eb8 - The binary operator oDerivPower is implemented in bytecode 2010-12-17 18:54:03 +01:00
Houtan Bastani d69d225b82 k-order: removed unused variable from class definition 2010-12-17 12:16:32 +01:00
Sébastien Villemot aa58f7bd37 Estimation DLL, QRDecomposition: removed unused data members 2010-12-17 10:52:00 +01:00
George Perendia 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
Houtan Bastani b63590712c fixed bug in argument number check and removed unused variable 2010-12-14 18:42:29 +01:00
Houtan Bastani e7843e349a Modify configure script to show Kalman Steady State seperately from other mex files 2010-12-14 10:27:39 +01:00
Sébastien Villemot e826fb8239 Build system: kalman_steady_state depends on libslicot and must be built after 2010-12-14 09:57:15 +01:00
Houtan Bastani 41bda1eb07 Mac libslicot compilation optional (because a Fortran compiler is not standard on OS X) 2010-12-13 18:15:11 +01:00
Sébastien Villemot 1329b57ff2 Estimation DLL: fix DecisionRules::compute() (was not reentrant, since GeneralizedSchurDecomposition::compute() modifies D and E) 2010-12-13 17:15:08 +01:00
George Perendia 915bb4c451 Estimation C++ DLL: Bug-fixing Sampler 2010-12-11 19:22:27 +00:00
Michel Juillard d38c4de498 estimation_dll: adding test for logposterior 2010-12-10 21:34:40 +01:00
Ferhat Mihoubi 97664607b2 - external functions are compatible with block decomposition and/or bytecode 2010-12-10 12:06:50 +01:00
Sébastien Villemot befa1b966b Estimation DLL: removed illegal casts from pointer to integer 2010-12-09 10:49:44 +01:00
Sébastien Villemot 965ea7280a Build system: add detection and linking of MatIO library for Estimation DLL under Octave 2010-12-08 10:22:44 +01:00
George Perendia 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
Sébastien Villemot 2d84d8dc49 K-order DLL: code simplification 2010-12-06 17:01:06 +01:00
Sébastien Villemot a9b4331a95 Bugfix at order 3 (hopefully was not affecting final results, thanks to Pablo Winant for spotting this):
- in the 3rd derivatives matrix, among symmetric elements, the first one had
the right values but the following ones were set to zero
- moreover, the k-order DLL was trying to add all the symmetric elements in the
folded tensor, instead of only keeping one value among all the symmetric ones
- hopefully, Ondra's tensor library was (silently) refusing to add symmetric
elements after the first (and right) value had been added
- so the final result was correct
2010-12-06 17:00:46 +01:00
Ferhat Mihoubi bdfa881a96 Reorganization of error handling in bytecode 2010-11-25 16:11:05 +01:00
Stéphane Adjemian (Charybdis) 010c4c0c20 Fixed bug in kalman_steady_state.cc related to long integer and (mkl) lapack calls. Changed building system by adding -fdefault-integer-8 flag to gfortran when slicot is compiled on a 64-bits platform. 2010-11-25 14:35:46 +01:00
Sébastien Villemot 5a9615951c Kronecker DLL: fix minor issue (was creating a lot of warnings under Octave) 2010-11-24 19:12:03 +01:00
Sébastien Villemot 43f69d27e8 Kalman steady state DLL: minor fixes 2010-11-22 12:22:45 +01:00
Sébastien Villemot b8aae7bbf9 Fix underscoring problems with Fortran code 2010-11-22 12:22:22 +01:00
Sébastien Villemot 81342073c0 Build system: added kalman_steady_state DLL sources to dist file 2010-11-22 10:39:19 +01:00
Stéphane Adjemian (Charybdis) dfbbc415cd Merge remote branch 'origin/master' 2010-11-19 14:49:26 +01:00
Stéphane Adjemian (Charybdis) 160922a189 Added mex file for computing the fixed point of the riccati equation in the kalman filter.
The mex works with octave but not with matlab (lapack issue again ;-).
2010-11-19 14:39:54 +01:00
Sébastien Villemot b3ee886391 Build system: added libslicot to dist file 2010-11-19 09:22:00 +01:00
Stéphane Adjemian (Charybdis) d5b032c99f Moved test files for kronecker product mex files from ./mex/sources/kronecker/tests to ./tests/kronecker. 2010-11-18 16:01:21 +01:00
Sébastien Villemot 479b2be602 Build system: added missing PIC flag for Fortran code in Octave DLLs 2010-11-18 11:10:49 +01:00
Stéphane Adjemian (Charybdis) 382ab96cde Added the Slicot library (distributed under the GNU General Public Licence at www.slicot.org). This library provides routines
for the design and analysis of control systems. Adapted the building system to handle fortran 77 source files.
2010-11-18 10:11:27 +01:00
Stéphane Adjemian (Charybdis) 5c709e4733 Changed set_dynare_threads.m. The number of threads in parallelized mex files to be used if dynare is built with the openmp flag
(--with-openmp) is not passed by an environment variable anymore. The function set_dynare_threads changes the default value of the
number of threads (default is 1) in the options_.threads structure. Changed calls to sparse_hessian_times_B_kronecker_C and
A_times_B_kronecker_C dlls accordingly.
2010-11-15 13:06:39 +01:00
Sébastien Villemot 7fd77a87dd Added M2HTML to the build system 2010-11-08 13:08:15 +01:00
Sébastien Villemot dbe288e3ca Make sure "min" and "max" macros are never defined under Windows, this can create conflicts with "std::min" and "std::max" 2010-10-29 12:01:47 +02:00
Sébastien Villemot 48096db2ff Build system: add logMHMCMC DLL 2010-10-28 10:17:58 +02:00
Sébastien Villemot 036867765b logMHMCMCposterior: minor compatibility fix for Octave (the 3rd arg of mexPutVariable() is not marked "const" under Octave) 2010-10-28 10:17:38 +02:00
Sébastien Villemot 8d3d004105 logMHMCMCposterior: under Octave, do load/save MAT files, because the "mat.h" interface does not exist 2010-10-28 10:15:53 +02:00
Ferhat Mihoubi 1aceb504fd Check command is now compatible with block and bytecode options 2010-10-27 15:34:48 +02:00
Ferhat Mihoubi 36941dd704 - During an evaluation of the model with bytecode stores all Jacobian matrix (w.r. to endogenous of the current block, exogenous and endogenous from previous blocks) in M_block_structure.block(j) 2010-10-27 15:30:01 +02:00
Ferhat Mihoubi 7ea9d28afd - updates the third output argument when it is M_.block_structure.block 2010-10-27 15:30:01 +02:00
George Perendia f8815c8896 C++ Estimation DLL: Update to logMHMCMCposterior.cc mexFunction DLL driver: its call to close waitbar seems to cause crashes and it is for now left commented out and the waitbar neeeds to be closed manually or,
alternativelly, call dll with options_.console_mode=1
2010-10-26 18:31:32 +01:00
Ferhat Mihoubi 39718c8645 - extends steady algorithms to solve_algo=5, 6, 7 and 8 for a block decomposed model without bytcode
-  solve_algo is reordered =
   * 0: fsolve
   * 1: solve1
   * 2, 4: solve1 + block decomposition
   * 3: csolve
   * 5: bytecode own solver (use Gaussian elimination + sparse matrix)
   * 6: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
   * 7: GMRES
   * 8: BiCGStab
2010-10-22 16:49:47 +02:00
Sébastien Villemot a2367e9ecb Build system: fixed typo introduced in 69fc0e320b 2010-10-22 11:50:16 +02:00
Ferhat Mihoubi 1a09426706 - Correction of several bugs with Octave
- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
Sébastien Villemot cab8941c29 qzcomplex and ordschur oct-files:
- added embedded tests
- minor cosmetic changes
2010-10-21 15:58:24 +02:00
Sébastien Villemot 81823ad035 New oct-file for "ordschur": the diffuse filter now works under Octave 2010-10-21 15:43:13 +02:00
Sébastien Villemot 69fc0e320b New oct-file "qzcomplex" for bringing the complex QZ decomposition to Octave. Fixes issues with partial information under Octave. 2010-10-21 12:33:18 +02:00
George Perendia 9123e4e70c C++ Estimation DLL: Update of logMHMCMCposterior and auxiliary files: added progress bar and recovery from file and tied up few loose ends - still unstable ! 2010-10-14 23:31:25 +01:00
Ferhat Mihoubi 8f36437662 - Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11). The new values for solve_algo are:
* 0: fsolve
   * 1: solve1
   * 2, 4: solve1 + block decomposition
   * 3: csolve
   * 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
   * 6: GMRES
   * 7: BiCGStab
   * 8: bytecode own solver (use Gaussian elimination + sparse matrix)

- Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
2010-10-11 19:21:32 +02:00
Ferhat Mihoubi 4b824ad8ed - extends the error messages in mex_interface (necessary to emulate the mex functions in a standalone mode for debugging purposes) 2010-10-11 18:09:31 +02:00
Ferhat Mihoubi f6835d1d61 - adds bytecode_debug.m m-file to save the global variables. Necessary to run bytecode in a standalone mode for debugging purposes. 2010-10-11 18:01:44 +02:00
Ferhat Mihoubi 9a0201b26a Minor corrections on ErrorHandling 2010-10-11 17:56:23 +02:00
Sébastien Villemot dbbe177ed6 Estimation DLL: fix bug related to number of rows of matrix of endogenous (nb_row_x was incorrectly initialized in dynamic C file) 2010-10-05 16:30:21 +02:00
Sébastien Villemot eea1bcc27c k-order DLL: fix bug related to number of rows of matrix of endogenous
(nb_row_x was incorrectly initialized in dynamic C file)
2010-10-05 15:28:15 +02:00
George Perendia d7e8870c18 C++ Estimation DLL: Adding draft logMHMCMCposterior.cc mexFile driver for the modified RandomWalkMetropolisHastings.cc and other related files inc. draft test random_walk_metropolis_hastings_core.m
Still missing functionality: Sliding progress bar, seed change and loading old, incomplete (failed) run files
2010-10-04 13:58:25 +01:00
Sébastien Villemot 1a27ed9f38 OpenMP support:
- 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
Sébastien Villemot 477652c6e9 Build system: removed obsolete build_matlab script 2010-09-27 15:51:32 +02:00
Sébastien Villemot 5a1caff861 Build system: fix for bug introduced in 5504811b1a 2010-09-27 14:18:39 +02:00
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
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 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 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 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 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 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
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
George Perendia 73fb122e1e Estimation C++ DLL: Enhancing KalmanFilter performance using symmetric matrix and vector BLAS routines calls added or enhanced in BlasBindings.hh and dynblas.h + some minor fixes to Matrix.hh and LogPriorDensity.cc 2010-09-03 11:17:50 +01:00
Houtan Bastani 18c9479176 SWZ: include in build system 2010-09-01 11:15:42 +02:00
Sébastien Villemot 8589be3d4b K-order DLL: cosmetic changes
- remove unused argument of the DLL
- fix documentation inside source file
2010-08-30 17:11:58 +02:00
Sébastien Villemot a4769fc80d K-order DLL: no longer create an extra MAT file (useless and undocumented) 2010-08-30 17:11:26 +02:00
Sébastien Villemot ad127052d8 Build system: display a warning when compiling for the Cygwin target 2010-08-24 16:24:03 +02:00
Sébastien Villemot 0893e963cb Build system: change the way we detect the GSL, to make it work when cross-compiling 2010-08-24 16:24:03 +02:00
George Perendia 61da05b5e4 C++ Estimation DLL: KalmanFilter, dynlapack and LapackBindings with Cholesky decomp. based matrix inverter 2010-08-04 15:57:52 +01:00
George Perendia 1ac71f3d0c Estimation C++ DLL: 4 fixes and some additional files used in testing: sweuromodel_dll.mod, data and DsgeLikelihood.m modified for testing under octave 2010-08-04 14:52:56 +01:00
Michel Juillard 89bdc81ada suppressed computation of steady state inside k_order_perturbation 2010-07-17 10:18:25 +02:00
Michel Juillard 96bdf8c371 make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero. 2010-07-17 10:14:22 +02:00
Sébastien Villemot 9642683b7d Build system: fix for building source tarball 2010-07-12 14:30:57 +02:00
Sébastien Villemot acf5451c1f Build system: rename 'loglikelihood' to 'logposterior' 2010-07-09 12:48:08 +02:00
George Perendia 50c1e0a8ec C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc 2010-07-08 09:56:19 +01:00
George Perendia 5c01144793 C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc 2010-07-08 09:56:18 +01:00
Houtan Bastani ad28c2054d Add boost/math and boost/random to configure script for mex build system 2010-07-01 14:15:08 +02:00
Sébastien Villemot f34c31307b K-order: minor fix for order of initialization of data members 2010-06-25 15:40:36 +02:00
Sébastien Villemot 04905660b8 Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood) 2010-06-11 19:18:16 +02:00
Sébastien Villemot 7410094588 Estimation DLL: various minor changes 2010-06-11 19:16:03 +02:00
Sébastien Villemot e5d093c6ad Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration 2010-06-11 19:11:27 +02:00
Sébastien Villemot e347f2ae7a Build system: adding -Wall when building MEX files 2010-06-11 18:40:58 +02:00
Sébastien Villemot 85f855d759 Estimation DLL: fixed bug in EstimatedParametersDescription::getNumberOfPeriods() 2010-06-11 18:03:14 +02:00
Sébastien Villemot 32e41b7b01 Estimation DLL, LogLikelihoodMain: fixed bug (likelihood was not initialized to zero) 2010-06-11 16:51:08 +02:00
Sébastien Villemot e1b274f2dc Estimation DLL, ModelSolution class: make llxSteadyState a data member 2010-06-11 14:54:10 +02:00
Sébastien Villemot 1e41458826 Estimation DLL: bugfixes in LogLikelihoodMain 2010-06-10 19:13:20 +02:00
Sébastien Villemot 974e9ac0ad Estimation DLL: remove 'const' qualifiers in order to be able to put these classes in std::vector (the STL want an assignment operator) 2010-06-10 19:13:20 +02:00
Sébastien Villemot 8a7ed1ec48 Estimation DLL, VDVEigDecomposition: remove useless test in destructor 2010-06-10 19:13:20 +02:00
Sébastien Villemot 2c0b3469be Estimation DLL, Vector class: fixed bug in the copy constructor 2010-06-10 19:13:20 +02:00
Sébastien Villemot 110a33a0c8 Estimation DLL, QRDecomposition: fix memory leak 2010-06-10 19:13:20 +02:00
Sébastien Villemot a1df331c58 Estimation DLL: fixed test for Prior PDF following the removal of "mode" in the Prior class 2010-06-10 19:13:20 +02:00
Sébastien Villemot 81f0cf1bc3 Bytecode DLL: provisions for Microsoft Visual C++ 2010-06-09 18:35:35 +02:00
Sébastien Villemot 045e2e21ef Bytecode DLL: bugfix for erf() 2010-06-09 18:31:39 +02:00
Sébastien Villemot fe61608ede Estimation DLL: bugfix in LogLikelihoodMain 2010-06-09 11:42:23 +02:00
Sébastien Villemot bedc69beb8 Estimation DLL: pass the name of the dynamic MEX file through the whole hierarchy of constructors (instead of the basename of the MOD file) 2010-06-09 11:42:22 +02:00
Sébastien Villemot 35ad5b1aba Estimation DLL: removed useless "mode" information in Prior class 2010-06-09 11:42:22 +02:00
Sébastien Villemot 90e9506d93 Estimation DLL: added test MOD file 2010-06-09 11:39:03 +02:00
Sébastien Villemot ab0d4a143e Build system: added new test for C++ prior classes 2010-06-09 11:37:42 +02:00
George Perendia 69abb07f05 C++ Estimation DLL: Adding basic Uniform and Gaussian random number generators to Priors.hh and a basic test routine 2010-06-08 16:38:49 +01:00
George Perendia 4f98b560ad Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing 2010-06-02 13:38:27 +01:00
Sébastien Villemot 9318856a4e SWZ: finalize build system for MEX by adding a test for GSL 2010-06-01 15:33:45 +02:00
Houtan Bastani 359b90d4fc use __APPLE__ as opposed to passing a MACOSX flag via make 2010-06-01 14:08:00 +02:00
Houtan Bastani 762e703692 Allow the user to pass a constant seed 2010-06-01 11:18:55 +02:00
Houtan Bastani 28602be1e8 include in build system 2010-06-01 11:18:55 +02:00
Houtan Bastani 1bc7bf7fbb make blas and lapack functions work with matlab 2010-06-01 11:18:54 +02:00
George Perendia 508422307e Estimation C++DLL: adding Standard dev. to Prior.cc & .hh 2010-05-25 17:53:58 +01:00
Michel Juillard a3d798836e k_order_perturbation: fixing bug in making of tensor of 3rd order derivatives
modifying tests and adding a new test against dynare++ output (fs2000k4.mod)
2010-05-22 16:12:39 +02:00
Sébastien Villemot 399d66d81c Estimation DLL, generalized Schur decomposition: fix bug with complex part of infinite generalized eigenvalue (was NaN instead of zero) 2010-05-14 19:26:52 +02:00
Michel Juillard 894ed518c8 mjdgges.c: eliminates bogus imaginary NaNs in eigenvalues 2010-05-14 15:03:15 +02:00
Sébastien Villemot 6f11442c7b Estimation DLL: fix to testModelSolution 2010-05-07 18:18:24 +02:00
George Perendia 775a1f6471 Estimation DLL: updating test function 2010-05-07 17:09:51 +01:00
George Perendia 1c5c7f3fbf Estimation DLL: adding LapackBindings.hh 2010-05-07 17:00:56 +01:00
Sébastien Villemot b903776e0c Estimation DLL: fixed type errors in VDVEigDecomposition class 2010-05-07 17:17:30 +02:00
Sébastien Villemot 3688a6ef5a Estimation DLL: bugfix in constructors for vector views 2010-05-07 17:17:30 +02:00
George Perendia 55fc3feea4 Estimation: Update of main files 2010-05-07 16:08:58 +01:00
Sébastien Villemot b101dbd483 Estimation DLL: give the possibility to construct Vector/Matrix views out of other views 2010-05-07 12:18:45 +02:00
Sébastien Villemot 3292ee68c2 Build system: updates for estimation DLL 2010-05-07 10:40:03 +02:00
Sébastien Villemot ec5fd63063 Estimation DLL: removed obsolete file 2010-05-07 10:39:54 +02:00
Sébastien Villemot e4f640f201 Estimation DLL: simplification of the handling of indices in T and R matrices 2010-05-06 18:57:15 +02:00
Sébastien Villemot 5aa17370e8 Estimation DLL: minor type fix 2010-05-06 16:45:50 +02:00
Sébastien Villemot 2b5a907bb0 Estimation DLL: optimization in Kalman filter 2010-05-06 16:30:13 +02:00
Sébastien Villemot ba0503628e Estimation DLL: no longer pass lead/lag incidence matrix as argument, this is redundant with the zeta indices 2010-05-06 15:32:11 +02:00
Sébastien Villemot 6bdfc2958b Estimation DLL: removed obsolete files 2010-05-06 15:31:06 +02:00
George Perendia 31d9dd2481 estimation: extending LogLikelihoodSubSample.hh 2010-05-06 12:45:40 +01:00
George Perendia c729b8984d Estimation Adding more Headers 2010-05-06 12:37:06 +01:00
George Perendia 1819272d51 Estimation: Fix to VDVEigDecomposition.hh 2010-05-05 18:01:59 +01:00
George Perendia ba31b9bcbf Estimation libmat VDV Eigen decomposition class 2010-05-05 16:47:47 +01:00
Sébastien Villemot 208210c6fd Merge remote branch 'george/master' 2010-04-23 18:31:38 +02:00
George Perendia 43b2aae64e C++ Estimation Minor changes to KalmanFilter initialisation and testing routines to improve handling structural changes parameters and test accuracy 2010-04-23 15:28:42 +01:00
Sébastien Villemot 18c36c3dd5 Merge remote branch 'george/master' 2010-04-16 18:34:57 +02:00
George Perendia e9846ae65f C++ Estimaion: Minor change KalmanFilter.* to use gain matrix KFinv for conversion check and cosmetic changes to ModelSolution.cc, testInitKalman.cc and testkalman.cc 2010-04-16 17:00:51 +01:00
Ferhat Mihoubi f849b11563 The functions erf, normpdf and normcdf work fine with bytecode option 2010-04-16 17:00:05 +02:00
Sébastien Villemot 0281c5138a Build system: added new testKalman for Estimation DLL 2010-04-13 18:41:15 +02:00
George Perendia a489c8810d C++ Estimation: Adding test and fixing a bug for KalmanFilter.cc and making some cosmetic changes to InitializeKalmanFilter.cc and ModelSolution.cc 2010-04-13 12:38:13 +01:00
Sébastien Villemot b8bf1794ca Minor fix in prototype of LAPACK dgees 2010-04-02 14:53:14 +02:00
George Perendia f0fc974b9e !st draft Kalman Filter main, auxiliary an test routines for C++ estimation 2010-04-01 13:36:58 +01:00
George Perendia 127e5ca05a Minor data initiation bug fix in testInitKalman.cc 2010-03-16 16:54:28 +00:00
Sébastien Villemot b1e90e59af Estimation DLL: added testInitKalman to the build system, and modify it to accept the dynamic DLL as argument 2010-03-16 15:57:10 +01:00
Sébastien Villemot d93a5af70b Estimation DLL, DynamicDLL class: removed dependency on MEX header, unnecessary and makes the compilation of test files more complicated 2010-03-16 15:55:37 +01:00
Sébastien Villemot 35377ff303 Estimation DLL, InitializeKalmanFilter: removed unknown header 2010-03-16 15:55:08 +01:00
George Perendia f62dce714e Minor modification of types 2010-03-16 13:52:00 +00:00
George Perendia c738941044 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2010-03-16 13:27:29 +00:00
George Perendia 881b1168fe Adding InitializeKalmanFilter.cc/hh, its supporting files: DetrendData.cc/hh (a basic one), libmat/DiscLyapFast.cc, a test driver routine and a minor amendment to ModelSolution.hh. 2010-03-16 13:26:05 +00:00
Sébastien Villemot fd3c35937b Estimation DLL, dynamic DLL loading: minor changes to testModelSolution (now takes the full name of the dynamic DLL in argument) 2010-03-16 10:27:58 +01:00
Sébastien Villemot 3c8bfc5ef0 Estimation DLL, dynamic DLL loading: fixed memory leaks 2010-03-16 10:27:58 +01:00
George Perendia 882ea0ed75 Amending assertions in BlasBindings.hh 2010-03-15 12:12:43 +00:00
Sébastien Villemot 2449a4365c K-order DLL, DynareNameList class: removed memory leaks 2010-03-09 18:30:23 +01:00
Sébastien Villemot d95b0cf6d7 K-order DLL, KordpDynare class: removed memory leaks 2010-03-09 18:30:23 +01:00
Sébastien Villemot bb3675e75c K-order DLL, DynamicDLL class: removed memory leaks 2010-03-09 18:30:23 +01:00
Sébastien Villemot 1b3bc4a825 K-order DLL: removed useless stuff 2010-03-09 18:30:23 +01:00
Sébastien Villemot 1bc6da864c Estimation DLL, matrix library: adding test-repmat to build system 2010-03-08 13:50:02 +01:00
Sébastien Villemot 2aab5b47f2 Estimation DLL, matrix library: minor fixes for removing compiler warnings 2010-03-08 13:49:47 +01:00
George Perendia a78ca35807 Adding test-repmat.cc - a test for new Matrix.hh repmat utilities 2010-03-08 12:39:25 +00:00
George Perendia fa54eb55ca Adding 8 new template functions to Matrix.hh mat namespace, few of which emulate Matlab repmat and assign / reorder by vector. 2010-03-08 12:22:23 +00:00
George Perendia 5d0e93adfe Declare libmat destructors virtual 2010-03-08 10:09:45 +00:00
Sébastien Villemot 3475341ac9 Bytecode DLL: fixed compilation with MSVC 2010-02-23 16:04:32 +01:00
Sébastien Villemot 263725aa1f Estimation DLL, ModelSolution class:
* fixed initialization of matrices
* removed useless ModelSolutionException, rather forward upwards the exception thrown below
* DynamicModelDLL is now a full member instead of a pointer
2010-02-22 15:58:44 +01:00
Sébastien Villemot 3cacb48c81 Estimation DLL, MEX utils: fix compilation issues 2010-02-22 15:56:00 +01:00
Sébastien Villemot a17207fb56 Estimation DLL: fixed remaining EOL problems 2010-02-22 15:09:48 +01:00
George Peredia f430e53e01 Fixing of the testModelSolution.cc 2010-02-22 13:26:47 +00:00
Sébastien Villemot 30d9feb146 Estimation DLL:
* finished test for DecisionRules
* added new test for LUSolver
* improved test for QRDecomposition
2010-02-19 18:42:02 +01:00
Sébastien Villemot dcf10eba56 Estimation DLL: added decision rules w.r. to exogenous shocks 2010-02-19 18:41:12 +01:00
Sébastien Villemot 5ee45cfb60 Estimation DLL: fixed decision rules with respect to state variables (ghx) 2010-02-19 18:00:34 +01:00
Sébastien Villemot 547a912d5e Estimation DLL, matrix library:
* fixed various bugs
* added utility for computing the infinite norm
* changed the direction of mat::transpose(A, B) for consistency with GSL
2010-02-19 17:04:45 +01:00
Sébastien Villemot 0ef2f8c4bd Estimation DLL: optimization of DecisionRules 2010-02-19 14:24:29 +01:00
Sébastien Villemot 9e9eeb533b Build system: fixed minor bug in configure script 2010-02-19 11:51:09 +01:00
Ferhat Mihoubi faa5da07dc Bug correction in error messages and reduction of memory requirement during simulation 2010-02-19 11:03:53 +01:00
Sébastien Villemot 229d0e1ea4 Merge remote branch 'george/master' 2010-02-18 19:19:14 +01:00
Sébastien Villemot a78bdab6d3 Estimation DLL: test file for DecisionRules based on example1.mod (only checks the eigenvalues for the moment) 2010-02-18 19:18:25 +01:00
Sébastien Villemot 1280000ee4 Estimation DLL: fixed various bugs in DecisionRules 2010-02-18 19:17:55 +01:00
Sébastien Villemot cd9f9ff1b9 Estimation DLL, matrix library: fixed bug in mat::row_copy() 2010-02-18 19:11:09 +01:00
unknown 9a77efe440 Amend Estimation C++ ModelSolution, some utils (new Matrix version of dynamic_dll) and a test routine 2010-02-18 17:45:28 +00:00
Sébastien Villemot 07091a6b63 Estimation DLL, matrix library: removed useless end-of-lines 2010-02-18 18:11:21 +01:00