Commit Graph

1802 Commits (80012391181177b68c40d06104ffbdd806b22800)

Author SHA1 Message Date
Marco Ratto 0a38f8ac3b Initialize here default of MatlabOctavePath;
implies using global options_ in place of local argument
2010-10-25 09:53:09 +02:00
Sébastien Villemot fe8724d26c Merge remote branch 'ratto/master' 2010-10-22 17:22:37 +02:00
Sébastien Villemot 5059c48460 solve_algo=7 (GMRES) is forbidden under Octave 2010-10-22 16:52:02 +02:00
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 f336a68ecc Update tests for values of solve_algo and stack_solve_algo 2010-10-22 13:00:49 +02:00
Marco Ratto a46969f9fb Deleted buggy fclose instruction 2010-10-22 11:40:29 +02:00
Marco Ratto d8121365dd 1) Renamed options according ti WiKi table;
2) get rid of MasterName and DyMo;
3) more comments;
2010-10-22 11:27:26 +02:00
Ferhat Mihoubi f915cbe92f - Minor corrections in wrapper to compute the steady-state 2010-10-22 11:08:47 +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 2239d9f1cd Fixed bug in diffuse filter 2010-10-21 15:43:30 +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
George Perendia e8a193bbfb Track #21: Add partial information: Correcting bug stemming from the differences in QZ calculation under Octave and Matlab: modified PI_gensys to use C.Sims' Lapack zgges based qzcomplex() qz decomposition routine under Octave which gives nearly identical complex results to Matlab QZ (except for transpose of q matrix and few sign changes in the output matrices) 2010-10-20 11:50:06 +01:00
Stéphane Adjemian (Karaba) 567c5bcb1f Fixed bug in the initialization of the metropolis when mode_compute=6 was previously used (so that we have an optimal mh scale factor)
and option load_mh_file is used. After the (stochastic) optimization, the optimal value of the scale parameter is saved in a mat file.
2010-10-18 14:39:48 +02:00
Marco Ratto de490e9e4a delete remnants of previous Bayesian irf computations 2010-10-15 11:36:26 +02:00
Marco Ratto c15508eae0 1) better display of remote errors;
2) fixed bug in sync of sequence of files sent to remote slaves;
2010-10-15 11:33:40 +02:00
Marco Ratto 6612a7f0bc Trap introduced for windows was a bug for unix 2010-10-15 11:31:26 +02:00
Sébastien Villemot 6d2f9dc6d8 Added missing case in print_info 2010-10-14 12:03:36 +02:00
Sébastien Villemot 609293b398 dr1.m: move up error message for purely forward models, otherwise it is not displayed with k_order_perturbation 2010-10-14 11:36:13 +02:00
Sébastien Villemot 153f627dfe Explicit error message for 2nd and 3rd order purely forward models 2010-10-13 18:52:13 +02:00
Sébastien Villemot 505ed643a1 Fix for computing 1st order irf of purely forward models 2010-10-13 18:52:07 +02:00
Sébastien Villemot 7a983a3105 sim1.m, bksup1.m: removed global variables, other minor cleanups 2010-10-13 18:51:56 +02:00
Sébastien Villemot f30d6858e6 simk.m: minor cleanups 2010-10-13 18:40:21 +02:00
Sébastien Villemot b4d11d399c Resurrect simk.m for purely forward models 2010-10-13 18:38:09 +02:00
Sébastien Villemot 5f0dac24bf Merge remote branch 'ferhat/master' 2010-10-12 11:40:39 +02:00
Marco Ratto cc70913b7d Properly close waitbar in serial computations. 2010-10-12 08:07:57 +02:00
Marco Ratto f079411126 bug fix: precisely determine from which machine to get the output files 2010-10-11 20:17:03 +02:00
Marco Ratto 6a1826aa53 1) fixed bug introduced moving folders (parallel routines no longer on path!);
2) fixed bug with logic of islocal;
3) better cleanup of remnants;
4) fixed bug with sending and DELETING P*End.txt files;
2010-10-11 19:40:42 +02:00
Marco Ratto badda23160 fixed bug when one slave is local and others are remote 2010-10-11 19:37:43 +02:00
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
Sébastien Villemot 75dd6f0d7b Merge remote branch 'ratto/master' 2010-10-11 17:24:07 +02:00
Sébastien Villemot a5b8819518 Partial information: added missing copyright notice 2010-10-11 17:16:52 +02:00
Marco Ratto 9abc57a195 added missing utility for identification 2010-10-11 17:14:49 +02:00
Sébastien Villemot 44b268ec67 Moved qzdiv.m and qzswitch.m to top-level (they are now used by both partial information code and mjdgges.m) 2010-10-11 17:14:33 +02:00
Sébastien Villemot cf9f901ef8 Partial information: moved disclyap_fast to the partial_information subdir 2010-10-11 17:11:05 +02:00
Sébastien Villemot 8849dd2bc9 Partial info/Octave compatibility fix: ismember() does not work with char arrays under Octave 2010-10-11 16:48:16 +02:00
Sébastien Villemot d6c035aaea Partial info/Octave compatibility fix: operator "|" never short-circuit, use "||" instead 2010-10-11 16:47:36 +02:00
Marco Ratto a3b30e885a Move parallel routines to parallel folder 2010-10-11 15:15:40 +02:00
Sébastien Villemot 02a65d5bbd Forecast: minor cleanup 2010-10-11 12:58:38 +02:00
Sébastien Villemot 2ebebd1d28 No longer crash when all variables selected with "stoch_simul" are
non-stationary
2010-10-11 12:58:38 +02:00
Sébastien Villemot 9d67555fc1 Fix bug in the output of stoch_simul: in the presence of non-stationary variables, and when selecting only a subset of variables for the output, the "NaN"s in the "mean" column where wrongly placed 2010-10-11 12:58:38 +02:00
Marco Ratto eb8d0b29aa bug fix the ls does not find the target file or folder 2010-10-11 12:33:08 +02:00
Marco Ratto 2ceca63b13 cosmetics 2010-10-08 19:45:16 +02:00
Marco Ratto a886881fb4 bug fix for serial computation 2010-10-08 19:44:44 +02:00
Marco Ratto 9090a8f76b Reverted adaptivity for plotting in parallel or not. 2010-10-08 19:44:10 +02:00
Marco Ratto 1a7fcd8066 Fixed bug with number of remote machines > 1 2010-10-08 19:12:55 +02:00
Marco Ratto 5c92543036 When remotes crash, loop for all slaves before stopping 2010-10-08 17:54:31 +02:00
Marco Ratto 50cdcfb037 Check that file exists before copying it 2010-10-08 17:53:31 +02:00
Marco Ratto 25230060e5 Cosmetic changes plus small bug fixes. 2010-10-08 16:19:03 +02:00
Marco Ratto e846c5cda7 New parallel dynare:
1) safe management of remote folder;
2) shh scp (and windows equivalent) commands are concentrated in the master;
3) management of remote crashes;
4) begin building option to interrupt remote processes;
5) better parallel waitbar: pops up only at STARTUP (can be minimized subsequently); adaptive dimension;
2010-10-08 16:15:50 +02:00
Marco Ratto f587e0f1d2 Added new parallel utilities in parallel subfolder;
Add parallel to dynare path;
2010-10-08 16:10:59 +02:00
Houtan Bastani c19df582e0 external_function: modified to pass functions as string names as opposed to function handles to reduce number of calls to mexCallMatlab when use_dll option is invoked 2010-10-07 16:49:36 +02:00
Michel Juillard 32bf5e9a0e Diffuse smoother: bug correction when singularity occurs 2010-10-04 21:59:22 +02:00
George Perendia 4ad491b0a8 Partial Information: a minor makeup change to PCL_resol.m 2010-10-04 13:58:26 +01:00
Marco Ratto 1b2fbc895d small bug fix (isunx in place of isunix) 2010-09-29 16:35:39 +02:00
Marco Ratto 1fc3d503ee improved identification checks, using svd in place of eig. 2010-09-29 16:18:57 +02:00
Marco Ratto 70400e5e84 Modifications following meetings in Paris (not yet completed 100%):
1) new default option for prior_mc = 1;
2) new option: advanced (default=0). If advanced=0, simple messages and plots; advanced=1 shows all details about weak identification diagnostics;
3) new option: periods (default=300). Length of stochastic simulations to generate simulated moments for 'GMM type' analysis of strength of identification;
4) new option: replic (default = 100). Number of replicated simulated moments for 'GMM type' analysis of strength of identification;
5) new feature: allow local identification analysis WITHOUT defining priors, using parameter values as defined in the .mod file definition.
6) simplified graphical and tabular output.
2010-09-29 16:12:48 +02:00
Marco Ratto 0a637be94c Display changes in line with meetings in Paris (not yet 100% completed):
- simplified;
- first rank deficiency;
- why rank deficiency;
- some info about weak identification (not completed);
2010-09-29 16:04:57 +02:00
Houtan Bastani a20bc07fdf replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
Houtan Bastani 47ca9b628d replace deprecated Matlab function isstr with ischar 2010-09-27 16:05:52 +02:00
Houtan Bastani 34b28b8043 replace deprecated Matlab function setstr with char 2010-09-27 16:05:52 +02:00
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
Michel Juillard ae14d0fc9e replaced display() by disp() as display() is buggy in Octave 2010-09-25 14:45:28 +02:00
Sébastien Villemot ad89d0f15d Forecast with deterministic exogenous: removed duplicate forecast graph (closes #103) 2010-09-24 18:32:53 +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
Pablo Winant 45ebd1b3fb Compatibility fix for Octave. In dr1, line 384, if w1 is a scalar, condest(w1) raises an error in octave. It is equal to 1 in matlab. 2010-09-23 11:33:54 +02:00
Houtan Bastani 92cb073f3a dynare_simul_: remove instances of mexErrMsgTxt 2010-09-23 10:45:35 +02:00
Houtan Bastani 982b4d0491 gensylv: remove instances of mexErrMsgTxt 2010-09-23 10:45:27 +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 2c38a1913c change element-wise OR (|) to short-circuit OR (||) 2010-09-23 10:44:48 +02:00
Houtan Bastani e32c8b1b76 k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt 2010-09-23 10:44:39 +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 750f92ace1 Cleanups related to the removal of leads and lags in deterministic model
(introduced in 60f7678669)
- remove simk.m and clean simul.m
- document the change in the reference manual
2010-09-21 13:35:55 +02:00
Ferhat Mihoubi 25b3c84b40 RESID command is compatible now with block option and without bytecode option (closes ticket #45) 2010-09-17 16:54:43 +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 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
Ferhat Mihoubi f268513ffb correction of model_info's printouts 2010-09-17 12:13:39 +02:00
JUILLARD Michel 70fb16b8da independent Metropolis: factorizing computation of covariance of proposal 2010-09-15 09:07:52 +02:00
JUILLARD Michel 243006b2d7 metropolis: factorizing computation of covariance of proposal 2010-09-15 08:59:51 +02:00
Michel Juillard f6aace084b corrected bug in the sequence of tasks in dynare_esitmation_1 introduced in 29f9bb9 2010-09-13 21:35:08 +02:00
Sébastien Villemot 41ff70e08c Bugfix: when displaying decision rules, no longer crash if an EXPECTATION operator (in the past) appears as a state variable. Instead, display a (relatively uninformative) line. 2010-09-13 16:08:32 +02:00
Sébastien Villemot c47b177577 Provisions for MATLAB R2010b (7.11) 2010-09-10 13:08:32 +02:00
Michel Juillard 49daa411f4 dynare_config.m: added path for SWZ 2010-09-08 21:08:20 +02:00
Sébastien Villemot d1f548e7c5 Parallel: fix quoting issues on Unix 2010-09-07 11:38:50 +02:00
Marco Ratto 34fda83963 Parallel: the addpath for DYNARE path is given at the level of masterParallel.m 2010-09-06 17:24:16 +02:00
Marco Ratto 87c80f69b6 Minor change to preamble 2010-09-06 16:59:57 +02:00
Marco Ratto 58c4c483c5 Added MatlabPath to the Parallel structure 2010-09-06 14:50:55 +02:00
Sébastien Villemot c214587686 Parallel system: add new option DynarePath to specify Dynare path on the slaves 2010-09-06 12:54:55 +02:00
Stéphane Adjemian (Scylla) bc155fd0df Changed calling sequence of prior_draw.m. 2010-09-03 15:23:05 +02:00
Stéphane Adjemian (Scylla) b16c56b71c Removed debugging informations display introduced in the previous commit. 2010-09-01 22:23:18 +02:00
Stéphane Adjemian (Scylla) 29f9bb953e Fixed bug related to the mh based approximation of the posterior covariance matrix (used
for the jumping distribution).
2010-09-01 22:15:47 +02:00
Stéphane Adjemian (Scylla) ded34f990b Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-09-01 22:14:32 +02:00
Stéphane Adjemian (Scylla) 6870010e9a Fixed bug related to the console mode (text waitbar). 2010-09-01 22:12:38 +02:00
Houtan Bastani 18c9479176 SWZ: include in build system 2010-09-01 11:15:42 +02:00
Houtan Bastani 137c4cf6b1 SWZ: make comments conform to ansi C standard 2010-09-01 11:15:28 +02:00
Houtan Bastani 60a3c2cad4 SWZ: replace tabs with spaces 2010-09-01 11:07:32 +02:00
Houtan Bastani 8b782e7b00 SWZ: replace matrix.h with swzmatrix.h 2010-09-01 11:04:49 +02:00
Houtan Bastani 8cf788af44 SWZ: replace fprintf(stderr, with swz_fprintf_err( 2010-09-01 11:03:52 +02:00
Houtan Bastani 94217de476 SWZ: replace exit with swzExit 2010-09-01 11:03:31 +02:00
Houtan Bastani 820aca6683 SWZ: replace free with swzFree 2010-09-01 11:03:09 +02:00
Houtan Bastani 12993a8108 SWZ: replace malloc with swzMalloc 2010-09-01 11:01:00 +02:00
Houtan Bastani 3bbfc05634 SWZ: Change file ending type to unix 2010-09-01 11:00:44 +02:00
Houtan Bastani a5ed818758 SWZ: remove extra whitespace 2010-09-01 11:00:30 +02:00
Houtan Bastani 248cc388af SWZ: diffed and patched updated files from Dan 2010-09-01 10:45:55 +02:00
Houtan Bastani 7808df0935 SWZ: original forecast.c, dw_histogram.c and dw_histogram.h from Dan 2010-08-30 17:32:43 +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 28a4e79cbe OSR: minor cosmetic changes 2010-08-30 14:15:17 +02:00
Michel Juillard d66eb3c6ae SWZ: bug correction for attaching Markov Chains to some equations only 2010-08-25 20:53:06 +02:00
Marco Ratto 93ea89dffb Bug fixes related to global variables in the base workspace for parallel sessions. 2010-08-25 15:18:58 +02:00
Marco Ratto 1704023419 1) Fixed problems related to global variables in the base workspace.
2) Minor bug in slaveparallel.m
2010-08-25 15:16:46 +02:00
Marco Ratto 5d9f6ef756 Fixed priordens needs to be properly initialized in remote, slave sessions. 2010-08-25 13:39:48 +02:00
Sébastien Villemot 3d2a698ab9 Minor fix: replace operator & by && in MATLAB conditionals (for better compatibility with Octave) 2010-08-23 17:39:46 +02:00
Sébastien Villemot b842251c2c Added missing copyright notice 2010-08-20 16:01:43 +02:00
Sébastien Villemot b671e68f37 moments_varendo: fix an obvious missing initialization bug
(see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2678)
2010-08-19 15:40:12 +02:00
Sébastien Villemot a8fddd68ff SWZ DLL: fix calls to Lapack routines for cross-platform compatibility 2010-08-13 18:50:22 +02:00
Michel Juillard 8420d82dea bug correction in Posterior IRFs 2010-08-11 12:04:14 +02:00
Michel Juillard e4986047ae moments_varendo: compute variance decomposition only if there is more than one exogenous variable 2010-08-11 12:03:19 +02:00
Michel Juillard d6fdf8fc7f SWZ: added code for generating Markov Chain priors for more than 2 states 2010-08-09 11:13:36 +02:00
Michel Juillard 3db736f31d corrected bugs in estimation of models with measurement errors 2010-08-06 17:54:56 +02:00
Michel Juillard a0dc2ce4ee SWZ: purging all intermediary files at the beginning of SWZ processing 2010-07-31 11:22:59 +02:00
Michel Juillard 201227ee0c SWZ: added missing fclose() occurrences 2010-07-31 11:20:13 +02:00
Michel Juillard 15bd597f75 SWZ: adding missing fclose() 2010-07-30 23:08:00 +02:00
Michel Juillard 6b8dd7b89b SWZ bug correction 2010-07-30 15:32:17 +02:00
Michel Juillard 61aca0c915 renamed csminwel() to csminwel1() to avoid name clash with a different version used in SWZ 2010-07-28 15:26:56 +02:00
Michel Juillard abd558930e add explicit error message for attempts to simulate a perfectly backward model 2010-07-23 11:02:03 +02:00
Michel Juillard 3d0420d220 corrected bug in dr1 when used for check of eigenvalues in a deterministic setup (simul and not stoch_simul) 2010-07-23 10:52:33 +02:00
Michel Juillard 42310f3825 swz: change default to use mex functions 2010-07-12 20:51:24 +02:00
Houtan Bastani ffaee8d4e9 SWZ: GPL copyright on code written by Dynare Team 2010-07-06 17:30:55 +02:00
Houtan Bastani e4de5c21a8 SWZ: misc code cleanup 2010-07-06 13:01:04 +02:00
Houtan Bastani 1868cd7943 SWZ: replace exit with swzExit 2010-07-06 12:19:17 +02:00
Houtan Bastani 7aeb61b0f8 SWZ: replace free with swzFree 2010-07-05 19:27:45 +02:00
Houtan Bastani bf38d85c04 SWZ: replace realloc with swzRealloc 2010-07-05 19:27:35 +02:00
Houtan Bastani 571f430085 SWZ: replace calloc with swzCalloc 2010-07-05 19:27:21 +02:00
Houtan Bastani 08f2b2b5c4 SWZ: replace malloc with swzMalloc 2010-07-05 18:40:19 +02:00
Michel Juillard 6a224e78a0 computes posterior distribution of conditional variance decomposition only if option conditional_variance_decomposition is specified in estimation 2010-06-26 15:51:12 +02:00
Michel Juillard b400e97887 added missing initialization in kalman_smoother 2010-06-26 15:14:11 +02:00
Michel Juillard c574544b16 adding a check to Metropolis Hasting initialization in order not to accept a penalized posterior value 2010-06-26 11:51:40 +02:00
Stéphane Adjemian (Scylla) be1e0f1b8a Fixed bug for mode_compute=6 in Octave. Added an option to replace waitbar in matlab by
textbar (as in Octave). The user has to set options_.console_mode before the
estimation command. Cosmetic changes in gmhmaxlik (mode_compute=6).
2010-06-25 15:03:04 +02:00
Stéphane Adjemian (Scylla) bb47d78611 Fixed bug in Kalman filter routines + Cosmetic changes. 2010-06-24 18:20:07 +02:00
Stéphane Adjemian (Scylla) 706b68e7ef Do not build plots of the posterior IRFs with Octave. 2010-06-24 18:11:08 +02:00
Stéphane Adjemian (Scylla) 3aaccc59e3 Changes related to the new interface for the dsge-var models. 2010-06-24 12:53:10 +02:00
Stéphane Adjemian (Scylla) 2aba780744 Removed two empty lines. 2010-06-24 12:52:28 +02:00
Stéphane Adjemian (Scylla) cc4c63f4d0 Fixed bug introduced with the parallelization of PosteriorIRF.m.
Changes related to the new interface for dsge-var models.
2010-06-24 12:49:27 +02:00
Stéphane Adjemian (Scylla) ed03fe89c9 Bug fix. 2010-06-24 12:41:52 +02:00
Houtan Bastani 9b5df05804 DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement 2010-06-22 10:38:43 +02:00
Michel Juillard 61e78763da correcting bug in kalman filter when it reaches the steady state (multivariate diffuse Kalman filter, both versions, regular Kalman filter with missing observations) 2010-06-09 18:00:17 +02:00
Stéphane Adjemian (Scylla) a512b9b263 Bug fix. We don't have to check the convergence of the Kalman filter to its steady state if the
covariance matrix F is singular.
2010-06-09 11:04:59 +02:00
Michel Juillard 1098fb4571 ramsey_policy: eliminating unnecessary leads and lags 2010-06-01 20:36:48 +02:00
Michel Juillard 039611223b Author: Michel Juillard <michel.juillard@ens.fr>
--- log message follows this line ---
ramsey_policy adding printing of steady state value of Lagrange multipliers
2010-06-01 20:35:27 +02:00
Sébastien Villemot 9318856a4e SWZ: finalize build system for MEX by adding a test for GSL 2010-06-01 15:33:45 +02:00
Sébastien Villemot 53443fbd01 SWZ: modification for Octave, whose 'mexPrintf' has 'void' return type 2010-06-01 15:23:16 +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 aa625cc046 produce consistent output 2010-06-01 11:18:56 +02:00
Houtan Bastani 762e703692 Allow the user to pass a constant seed 2010-06-01 11:18:55 +02:00
Houtan Bastani 478cfee0e4 modified sz_prd to work both with standalone files and with mex 2010-06-01 11:18:55 +02:00
Houtan Bastani 72ea2cc07c when printing to stdout, use printf and return val 2010-06-01 11:18:55 +02:00
Houtan Bastani 358640ba4f Mex files / modifications for mex 2010-06-01 11:18:55 +02:00
Houtan Bastani 601c087baa conform to ANSI-C (C90) standard (for -ansi flag under Linux) 2010-06-01 11:18:55 +02:00
Houtan Bastani 341e6a2924 remove trailing whitespace and replace tabs with spaces 2010-06-01 11:18:55 +02:00
Houtan Bastani bd626b07f9 replace DOS ending with UNIX, 2010-06-01 11:18:55 +02:00
Houtan Bastani d265fcba2d if FILE * is stdout, replace fprintf(FILE *, with printf 2010-06-01 11:18:54 +02:00
Houtan Bastani 1bc7bf7fbb make blas and lapack functions work with matlab 2010-06-01 11:18:54 +02:00
Houtan Bastani 14a081c0f5 add swz_fprintf_err to handle printing to stderr 2010-06-01 11:18:54 +02:00
Houtan Bastani c955ae6242 replace 'fprintf(stdout,' with 'printf(' 2010-06-01 11:18:54 +02:00
Houtan Bastani 49cfafce92 prepare modifications for mex 2010-06-01 11:18:54 +02:00
Houtan Bastani 24e5ef8404 moved matrix.h to swzmatrix.h because of conflict with matrix.h provided by Matlab 2010-06-01 11:18:54 +02:00
Houtan Bastani ac0f324d6f build swz standalone executables only against gsl 2010-06-01 11:18:54 +02:00
Marco Ratto e5705ef0bf 1) first fixes in synchronization of remote clusters under linux;
2) changes to header/comments
2010-05-31 11:57:19 +02:00
Marco Ratto 839b77d679 1) eliminated us of struct2local;
2) changes to header/comments.
2010-05-31 11:55:25 +02:00
Marco Ratto 55764e667f 1) eliminated use of struct2local;
2) changes to header/comments.
2010-05-31 11:54:22 +02:00
Marco Ratto 1021e43d47 1) eliminates use of struct2local;
2) changes to header
2010-05-31 11:52:38 +02:00
Marco Ratto 26a78ba595 1) eliminate use of struct2local;
2) fix bug with iterations equal to B+1 (in place of B);
3) changes to header/comments
2010-05-31 11:51:56 +02:00
Marco Ratto befe661f34 1) minor fix for number of runs == B (they were B+1);
2) changes to header/comments
2010-05-31 11:50:48 +02:00
Marco Ratto 36903ee8e1 1) eliminated the use of struct2local;
2) better heading/comments
2010-05-31 11:49:24 +02:00
Marco Ratto 73c46ee9ce Changes to header/comments. 2010-05-31 11:48:34 +02:00
Marco Ratto 88289ce751 1) eliminated use of struct2local;
2) better header /commenting
2010-05-31 11:47:30 +02:00
Marco Ratto e84c8dc1e0 Header/commenting changes 2010-05-31 11:46:38 +02:00
Marco Ratto 0450edda3b Merged with masterParallelMan (which will be eliminated).
Improved header/commenting;
2010-05-31 11:45:57 +02:00
Marco Ratto 77ee04ef37 use of struct2local is eliminated;
Header is improved;
2010-05-31 11:45:04 +02:00
Marco Ratto 6625ca416e Minor changes to header/commenting 2010-05-31 11:44:00 +02:00
Marco Ratto cbf9739d90 Minor header changes. 2010-05-31 11:27:19 +02:00
Marco Ratto d85fc06444 Bug fix.
Header improvement.
2010-05-31 11:26:45 +02:00
Marco Ratto 40d38909ba Improved header/commenting 2010-05-31 11:25:42 +02:00
Marco Ratto 7365e55b0c Improved header 2010-05-31 11:24:55 +02:00
Marco Ratto 457cc27367 Improved header/commenting 2010-05-31 11:24:24 +02:00
Marco Ratto e070be083a Minor change in header 2010-05-31 11:23:38 +02:00
Michel Juillard 124a6c5c12 correct bug when <fname>_steadystate.m file changes the value of parameters + display steady state in Ramsey policy 2010-05-29 07:48:00 +02:00
Stéphane Adjemian (Charybdis) bb583d6cf6 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-05-25 15:10:19 +02:00
Stéphane Adjemian (Charybdis) 945c434afe (1) Added pruning algorithm for second order simulations (matlab code).
(2) Speed improvement in second order simulations (replaced call to matlab's kron function by call to
A_times_B_kronecker_C).

(3) Removed useless globals.

(4) Cosmetic changes and corrections on headers.
2010-05-25 14:00:08 +02:00
Michel Juillard 7f74639cc1 ramsey_policy: dr1 returns with info(1)=20 and info(2) = resids'*resids if we can't find the steady state under Ramsey policy 2010-05-21 15:57:27 +02:00
Stéphane Adjemian (Charybdis) 56e4c35b39 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-05-21 11:51:34 +02:00
Michel Juillard 7e73744b13 osr: bug correction when there are auxiliary variables 2010-05-20 09:38:47 +02:00
Stéphane Adjemian (Scylla) 7d94b012dd Added (exogenous) homotopic steps in reversed extended path. 2010-05-12 17:56:37 +02:00
Stéphane Adjemian (Scylla) 0889df6161 Completed the reversed extended path routines. 2010-05-12 16:52:26 +02:00
Stéphane Adjemian (Charybdis) 135e802f73 Added loop over t for computing the innovations (reversed extended path routine). 2010-05-11 22:43:10 +02:00
Stéphane Adjemian (Charybdis) e69903f4ac Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-05-11 22:40:44 +02:00
Michel Juillard 6153673577 Tex Output: bug correction 2010-05-09 20:07:46 +02:00
Michel Juillard c758e4d62e cleaning-up mult_elimination.m and adding tests/mult_elimination_test.mod 2010-05-08 18:03:51 +02:00