Commit Graph

2211 Commits (84aae713a686a25ae920948282816ff95e1aee54)

Author SHA1 Message Date
michel a715408698 v4.1: Matlab routines for k_order_perturbation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3171 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 21:01:40 +00:00
michel 5f05a14b17 v4.1: fixing k_order_perturbation DLL for order == 3
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3170 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 20:50:39 +00:00
sebastien 494668a167 preprocessor: allow the omission of model block when sbvar or ms_sbvar statement is used
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3169 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-26 17:25:04 +00:00
sebastien 562961eb96 Updated Windows packaging: added Dynare++, added the various flavours of MEX files, added the possibility to only install some components, updated the README.txt and the license file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3168 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 14:14:21 +00:00
stepan e8b6a04e97 * Cosmetic changes.
* Do not compute B if not needed.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3167 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 12:05:31 +00:00
sebastien a2cef7009d Fixes for ticket #57
preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"

M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 10:22:39 +00:00
sebastien 6e8cc2e8db forecast_graphs: force creation of subdirectory for storing graphs
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3165 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 09:52:54 +00:00
sebastien 5616f1f2a8 homotopy mode 2: replaced use of strtrim() by deblank(), for compatibility with older MATLAB
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3164 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-24 11:30:08 +00:00
sebastien dbff434fc1 dynare_config.m: reflect the fact that 64-bit DLLs need to be recompiled between 7.2 and 7.3
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3163 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-23 15:16:43 +00:00
sebastien c121d7a4d1 writedata.m: fail if using Octave or MATLAB 6.5, which don't have xlswrite
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3162 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-23 15:16:16 +00:00
michel edb717c1c9 4.1: factoring the code for Model Summary
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3161 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-22 16:51:36 +00:00
george d28442f206 Update, still subject to further testing
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3160 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-20 17:43:05 +00:00
houtanb 98c1291521 Revert to r3157
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3159 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-20 15:39:11 +00:00
houtanb beec6c2cd2 Edited Section 1 of the User Guide
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3158 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-20 12:04:15 +00:00
sebastien 4b93a63da0 Dynare++: minor change to fix compilation problem of PDF documentation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3157 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-18 16:52:19 +00:00
sebastien 9262cf34d5 Fixed name of MEX for MATLAB directory (goes back to 6.5)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3156 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-17 19:01:59 +00:00
sebastien 7f61dcca5e Build system: fix for building on older MATLAB (at least 7.0.4)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3155 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-17 18:55:29 +00:00
sebastien 210a1ba2f0 Build system: added MATLAB releases back to 6.5 (R13) in configure script
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3154 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-17 18:42:53 +00:00
houtanb 7a41d2d3ab slight fix to help build on Mac OS X
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3153 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-17 13:24:25 +00:00
stepan 7e463facf6 * Increase size of homotopic steps if all goes well.
* Break Newton loop if err is NaN or if err is increasing (save useless iterations).



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3152 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-17 10:58:19 +00:00
stepan 55272c010e * Cosmetic changes.
* Added verbose mode.
* Changed the initialization of the homotopic mode.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3151 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-13 17:06:30 +00:00
stepan c393fa92e4 Added homotopic steps on the size of the shocks.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3148 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-13 14:18:01 +00:00
sebastien ef3ee28ce8 preprocessor: when there is no computing task, compute the hessian in the dynamic file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3147 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-12 17:01:26 +00:00
sebastien 7085060e82 parallelization system:
* documented the functions masterParallel, fParallel and struct2local
* removed useless comments, and added some comments inside the code


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3146 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-10 18:29:56 +00:00
sebastien 76e691c651 preprocessor:
* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators

reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 15:13:47 +00:00
sebastien 09f1b60e22 predetermined_variables: fixed a bug in M_.predetermined_variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3144 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:07:31 +00:00
sebastien af732433d7 predetermined_variables:
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
sebastien d17b813c6b Removed wrong executable property
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3142 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:01:59 +00:00
stepan facc7311a8 Bug fix. Changed the call to the particle filter routine.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3139 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-08 13:47:12 +00:00
stepan 2063c0944f * Removed simult_ and added local_state_space_iteration_2 (a specialized version of simult_).
* Renamed gaussian_particle_filter.m. Changed the names of the variables in this file. The 
gaussian nodes are not stored anymore in a big matrix.
* Added a function to compute the cholesky decomposition of a symetric semidefinite positive
matrix.  



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3138 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-08 13:46:05 +00:00
houtanb 26185780ac implements predetermined_variables operator
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-07 18:37:11 +00:00
sebastien bd43adb926 * userguide: updated list of Dynare contributors and installation section
* reference manual: updated installation section


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3136 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 19:06:00 +00:00
sebastien ab8b4f37f1 * preprocessor: make optional the warnings about uninitialized parameters/endogenous/exogenous, added a new "warn_uninit" option to dynare command to display them
* reference manual: documented the new option, fixed XML conformance of the document


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3135 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 18:31:03 +00:00
sebastien 28a9a11878 preprocessor: cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3134 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 18:19:52 +00:00
stepan 98ac3091c9 Added a vector of indices for the state variables in the restricted state vector (bayestopt_.mf0).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3132 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 14:03:50 +00:00
sebastien 04d5c56b20 dynare_config.m: test presence of dynare_simul_ DLL and display the result
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3131 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 12:03:19 +00:00
sebastien cdbbc97fc7 build_matlab.m: fixes for MSVC (object files have extension .obj)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3130 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 11:32:08 +00:00
sebastien 93b4e4c74d build_matlab.m: added building of dynare_simul_ + factorized compilation of libdynare++ (fixes trac issue #50)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3129 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 11:14:19 +00:00
sebastien 2c43941d04 Build system: fix for MinGW 4.4
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3128 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-05 12:12:55 +00:00
sebastien 8bfc97626f build_matlab.m: reverted back to r3123 version
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3127 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-05 10:04:00 +00:00
sebastien 3f52a21352 preprocessor: always create a dynamic model file, even when there is no Dynare command needing it
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3126 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-05 09:59:30 +00:00
michel c68b300954 4.1: removed preprocessor useless initialization of
estim_params_.param_names
     estim_params_.user_param_names


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3125 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 20:40:36 +00:00
george 91df747554 Minor updates
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3124 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 17:20:35 +00:00
sebastien 30d2f00cc2 Reorganized the directory hierarchy for storing MEX files for MATLAB:
* mex/matlab/ is now the default location
* removed mex/2007a, mex/2007b and mex/2009a-64bit
* on Windows platforms, use version specific subdirs of mex/matlab if present (called win32-6.5.1-7.4, win32-7.4-7.9, win64-7.2-7.4, win64-7.5-7.7, win64-7.8-7.9)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3123 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 10:56:37 +00:00
ratto d9ea204fc5 File names should correspond to varlist and not to endo_names
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3122 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 15:21:30 +00:00
sebastien 295f998503 Dynare++ and k_order_perturbation DLL:
* support Microsoft Visual C++ 2008 compiler (necessary for 64-bit 
platforms)
* use standard C++ headers for C Standard Library support


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3121 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 14:16:18 +00:00
stepan 3a137c3eaa Added files for extended path simulations.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3120 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 13:45:52 +00:00
sebastien ba6c1da0ee Build system: minor fixes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3119 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 12:48:26 +00:00
stepan b6d5369421 * Added files for extended path simulations.
* Removed seed from gaussian_particle_filter.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3118 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 12:27:22 +00:00
sebastien 3edf964685 Build system: delete obsolete files
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3117 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 10:41:55 +00:00