82a59bec79
Dynare++ MATLAB simulation helper: fixed commit 92cb073f3a
2011-01-20 15:56:26 -05:00
e0261d258c
Dynare++: fixed bug in tests
2011-01-20 15:42:53 -05:00
df2f28ed34
If default 'ar' is not available, try to find one with a host prefix ( closes #145 )
2011-01-20 15:13:32 -05:00
72008502c1
Build system: upgrade Boost version requirement
2011-01-18 16:27:54 -05:00
89c332fdd6
adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed.
2011-01-18 19:31:59 +01:00
1db24b3107
bug correction for diffuse smoother
2011-01-18 19:04:20 +01:00
c5310731d9
corrected bug affecting the smoother when called for a selected subset of variables
2011-01-18 19:04:20 +01:00
4cf358c895
Merge remote branch 'ferhat/master'
2011-01-18 17:24:42 +01:00
595675d333
Partial information changes that make adjustment for Octave and use rcond() < 1e-8 ..." to determine if a matrix is invertible plus some minor bug and formatting changes in dr1_PI.m
2011-01-17 20:40:41 +00:00
6b1f84ac27
Dynare++: in printf statements with size_t, remove %zd modifier introduced in
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757d8c36e9
2011-01-15 19:07:26 +01:00
bc8b8e9c84
Build system: Dynare++ now depend on Boost
2011-01-15 11:33:01 +01:00
ce07223628
- The Temporary terms management with bytecode when the model is block decomposed and solve_algo<5 is now compatible with octave
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- Gets rid of warning message during the compilation of bytecode
2011-01-14 19:24:18 +01:00
96b6f1bf05
- Corrects the following problem:
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Octave BiCGStab algorithm involves a 0 division in case of a preconditioner equal to the LU decomposition of the A matrix (in a linear system of the form A.x = b).
- The solution:
Checks if the linear system is solved simply using: x_new = x_old + U \ (L \ x_old)
Ticket #11
2011-01-14 19:24:17 +01:00
708a062338
The Octave version of fsolve do not converge when it starts from the solution. Check if the initial guess is equal to the solution.
2011-01-14 19:24:17 +01:00
1bfbfbe73a
Dynare++: update global copyright notices to span 2004-2011
2011-01-14 16:41:24 +01:00
bf13ddcb74
Dynare++: replace obsolete hash_set and hash_map by unordered_set and unordered_map
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- use the implementation from boost
- since these classes will probably be included in the next C++ standard, they are also available natively from g++ with option -std=c++0x, but boost is probably better for the moment
2011-01-14 16:40:59 +01:00
1ca828c134
Dynare++: fixed warning about unused functions
2011-01-14 16:29:11 +01:00
ab87ccac06
Dynare++: fixed warning about conversion of string to char* and about non void functions returning nothing
2011-01-14 16:28:26 +01:00
af0175443b
Dynare++: fixed warning about comparison of signed with unsigned integers
2011-01-14 16:23:24 +01:00
610cb6387e
Dynare++: fixed warning about redefined NOMINMAX macro
2011-01-14 16:22:58 +01:00
757d8c36e9
Dynare++: fixed warnings about printf format strings
2011-01-14 16:22:26 +01:00
ac9415a943
- The bytecode.mex file has to be called when bytecode option is specified independently of the block option.
2011-01-14 10:39:34 +01:00
206fff0e71
- Corrects the following problem:
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Octave BiCGStab algorithm involves a 0 division in case of a preconditioner equal to the LU decomposition of the A matrix (in a linear system of the form A.x = b).
- The solution:
Checks if the linear system is solved simply using: x_new = x_old + U \ (L \ x_old)
Ticket #11
2011-01-14 10:39:33 +01:00
e2a1d77f6e
- added schur_statespace_transformation.m to factor it out of DsgeLikelihood.m and DsgeSmoother.m
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and corrected a bug in the code
- added missing functions missing_DiffuseKalmanSmootherH1_Z.m (multivariate version) and
missing_DiffuseKalmanSmootherH3_Z.m (univariate version)
- use only these two versions of the Kalman smoother in DsgeSmoother.m
2011-01-13 21:50:26 +01:00
f7eb39f7bb
bug correction related to smoother
2011-01-13 21:45:09 +01:00
6ea053e47d
correcting bugs in diffuse Kalman smoother
2011-01-13 21:10:06 +01:00
2e0a36ae9f
Initialize estim_params_ in global_estimation.m. Necessary for smoothing models with no estimated parameters.
2011-01-13 21:10:06 +01:00
ffc53ca910
Fix integer types in Kronecker DLLs
2011-01-13 19:34:49 +01:00
23d797d214
Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function
2011-01-13 19:10:16 +01:00
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
572f71881a
Preprocessor: add "noreturn" attribute to ParsingDriver::error, to remove some warnings about unitialized variables
2011-01-13 19:04:40 +01:00
044e3a963b
Preprocessor: remove some warnings about comparison of signed with unsigned integers
2011-01-13 19:03:55 +01:00
6f93b18802
Fix bug in histval with exogenous variables in a stochastic setup
2011-01-13 18:18:57 +01:00
9c6d65bc0a
Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128 )
2011-01-13 18:08:26 +01:00
a6a4b3bc28
Preprocessor: no longer use assert(false) as a way of marking impossible cases
2011-01-13 15:52:44 +01:00
02fd6e668c
Add error message for non-implemented features of gamrnd.m
2011-01-13 12:28:44 +01:00
9e38d85053
Change the formula for empirical autocorrelations, so that the result always lies in [-1,1] (thanks to Johannes Pfeifer for pointing this)
2011-01-12 11:26:02 +01:00
17bc655159
Partial Information: Update with improved, generalised recursive PCL solution method
2011-01-11 21:57:57 +00:00
284e4c2e46
Bump to year 2011 in license file and manual
2011-01-10 16:39:13 +01:00
503b055df2
Fixed bugs in varlist_indices.m (thanks to Johannes Pfeifer for pointing them)
2011-01-10 13:11:25 +01:00
92b1451c70
Removed remnants of calib commands
2011-01-10 12:25:42 +01:00
a9d89821b7
Added new test to testsuite's Makefile
2011-01-10 12:21:18 +01:00
05b9c70ae8
removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.
2011-01-04 10:16:38 +01:00
256ff761e8
stochastic simulations: fix the number of generated data to be exactly options_.periods
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added ./tests/simul
2011-01-02 16:55:15 +01:00
35765ee01c
- Matlab wrappers for the "print" option of bytecode
2010-12-31 17:03:19 +01:00
ca05db33db
- For static model considers two different management cases for temporary terms: one for an evaluated model and another for a simulated model
2010-12-31 16:46:09 +01:00
20f414e0d2
- Extends the error messages in bytecode
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- Implements the print option in bytecode
- Minor modifications to manage the global temporary terms
2010-12-31 16:41:50 +01:00
313f64e153
- Adds option 'print' to bytecode
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- Manages global temporary terms when the model is evaluated block by block
- Stores the result of a first order derivative only in case of numerical approximation. Do nothing if an external function is called to compute the first order derivatives (it has already been done during the function call)
- Cleans the code
2010-12-31 16:37:34 +01:00
816dbefa28
- Corrections in the debugging conditional preprocessor expressions
2010-12-31 16:29:39 +01:00
f46f1831f6
Stores the first order derivatives in the TEFD matrix, when derivatives are computed with a different external function (useful only for printing the model equations)
2010-12-31 16:26:25 +01:00
Sébastien Villemot
Michel Juillard
George Perendia
Ferhat Mihoubi