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