Michel Juillard
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a0dc2ce4ee
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SWZ: purging all intermediary files at the beginning of SWZ processing
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2010-07-31 11:22:59 +02:00 |
Michel Juillard
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201227ee0c
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SWZ: added missing fclose() occurrences
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2010-07-31 11:20:13 +02:00 |
Michel Juillard
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15bd597f75
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SWZ: adding missing fclose()
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2010-07-30 23:08:00 +02:00 |
Michel Juillard
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6b8dd7b89b
|
SWZ bug correction
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2010-07-30 15:32:17 +02:00 |
Michel Juillard
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61aca0c915
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renamed csminwel() to csminwel1() to avoid name clash with a different version used in SWZ
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2010-07-28 15:26:56 +02:00 |
Michel Juillard
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abd558930e
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add explicit error message for attempts to simulate a perfectly backward model
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2010-07-23 11:02:03 +02:00 |
Michel Juillard
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3d0420d220
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corrected bug in dr1 when used for check of eigenvalues in a deterministic setup (simul and not stoch_simul)
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2010-07-23 10:52:33 +02:00 |
Michel Juillard
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42310f3825
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swz: change default to use mex functions
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2010-07-12 20:51:24 +02:00 |
Houtan Bastani
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ffaee8d4e9
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SWZ: GPL copyright on code written by Dynare Team
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2010-07-06 17:30:55 +02:00 |
Houtan Bastani
|
e4de5c21a8
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SWZ: misc code cleanup
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2010-07-06 13:01:04 +02:00 |
Houtan Bastani
|
1868cd7943
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SWZ: replace exit with swzExit
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2010-07-06 12:19:17 +02:00 |
Houtan Bastani
|
7aeb61b0f8
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SWZ: replace free with swzFree
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2010-07-05 19:27:45 +02:00 |
Houtan Bastani
|
bf38d85c04
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SWZ: replace realloc with swzRealloc
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2010-07-05 19:27:35 +02:00 |
Houtan Bastani
|
571f430085
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SWZ: replace calloc with swzCalloc
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2010-07-05 19:27:21 +02:00 |
Houtan Bastani
|
08f2b2b5c4
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SWZ: replace malloc with swzMalloc
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2010-07-05 18:40:19 +02:00 |
Michel Juillard
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6a224e78a0
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computes posterior distribution of conditional variance decomposition only if option conditional_variance_decomposition is specified in estimation
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2010-06-26 15:51:12 +02:00 |
Michel Juillard
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b400e97887
|
added missing initialization in kalman_smoother
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2010-06-26 15:14:11 +02:00 |
Michel Juillard
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c574544b16
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adding a check to Metropolis Hasting initialization in order not to accept a penalized posterior value
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2010-06-26 11:51:40 +02:00 |
Stéphane Adjemian (Scylla)
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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)
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706b68e7ef
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Do not build plots of the posterior IRFs with Octave.
|
2010-06-24 18:11:08 +02:00 |
Stéphane Adjemian (Scylla)
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3aaccc59e3
|
Changes related to the new interface for the dsge-var models.
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2010-06-24 12:53:10 +02:00 |
Stéphane Adjemian (Scylla)
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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)
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ed03fe89c9
|
Bug fix.
|
2010-06-24 12:41:52 +02:00 |
Houtan Bastani
|
9b5df05804
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DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
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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
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1098fb4571
|
ramsey_policy: eliminating unnecessary leads and lags
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2010-06-01 20:36:48 +02:00 |
Michel Juillard
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039611223b
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Author: Michel Juillard <michel.juillard@ens.fr>
--- log message follows this line ---
ramsey_policy adding printing of steady state value of Lagrange multipliers
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2010-06-01 20:35:27 +02:00 |
Sébastien Villemot
|
9318856a4e
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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 |