houtanb
cb52002b77
added default cases to remove gcc warnings
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3116 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 18:31:50 +00:00
sebastien
63d4fe0910
Build system:
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* added flags "--disable-matlab" and "--disable-octave" to top-level configure script, to manually disable building of MEX files for MATLAB / Octave
* incorporated new conditional variance decomposition test to testsuite
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3115 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 13:44:45 +00:00
sebastien
e5f31e4ed3
Build system:
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* added dynare_simul_ DLL
* factorized in a library object the Dynare++ code shared between gensylv, k_order_perturbation and dynare_simul_
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3114 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 12:04:07 +00:00
sebastien
3d755ad8be
Dynare++, dynare_simul_ DLL: fixes for 64-bit MATLAB
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3113 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 12:03:02 +00:00
michel
2916aa7508
manual entry + test for conditional variance decomposistion
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3112 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 07:29:36 +00:00
stepan
bd3ae5a1e9
Removed changes introduced in revision 3108.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3111 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 10:54:58 +00:00
stepan
37144125fc
Added simult_ and DsgeLikelihood routines specific to the particle filter.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3110 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 07:55:16 +00:00
stepan
11bb96f19b
* Added subfolder for particle filters.
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* Added a routine for gaussian particle filter. The likelihood is evaluated
by assuming that the state vector is normally distributed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3109 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 07:55:13 +00:00
stepan
b998047499
Merge branch 'master' of git@vandrezanne.net:/home/git/repositories/dynare
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Conflicts:
preprocessor/DynamicModel.cc
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3108 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 07:55:10 +00:00
sebastien
a2c2865dc2
dynare++: renamed _Tm in __Tm (creates names clashes with MS Visual C++ and mingw64 headers)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3107 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 18:19:42 +00:00
sebastien
11230eec3f
Build system: added k_order_perturbation to the build_matlab script
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3106 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 17:29:50 +00:00
sebastien
31ed196c44
Various minor changes for compatibility with MS Visual C++ and GCC 4.4
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3105 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 16:29:16 +00:00
sebastien
8651edc42c
Build system: fix for detection of MEX extension under Windows
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3104 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 15:09:12 +00:00
george
a479888c1b
Adding new test mexFunction + some minor updates and corrections
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3103 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 13:21:03 +00:00
houtanb
c6ae95e084
changed expectation operator from BinaryOpNode to UnaryOpNode
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3102 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 05:21:54 +00:00
sebastien
ffd9b2d405
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
stepan
ee74f38b11
Removed (or moved) initialization of options_'s fields from simul.m.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3079 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 12:52:16 +00:00
ratto
e601d7bec1
Still some errors in dsgelikelihood are present that are not trapped: use try catch when evaluating target function;
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3078 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 12:01:34 +00:00
ratto
8a56ed35ad
1) Still some errors in dsgelikelihood are present that are not trapped: use try catch when evaluating target function;
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2) proposal density should contain the jscale.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3077 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 12:01:15 +00:00
ferhat
0a5a131e3c
- Correction in the memory allocation (new - delete used with object)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3076 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 11:26:29 +00:00
ferhat
079b5a7abb
- Correction in the memory allocation (new - delete used with object)
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- bytecode test upgraded
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3075 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 11:23:47 +00:00
stepan
f5037df3cd
Cosmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3073 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 10:03:03 +00:00
sebastien
9ab04f3323
Renamed kordepert to k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3070 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 09:07:47 +00:00
sebastien
3a673134fe
Added missing copyright notice
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3069 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 08:15:32 +00:00
george
3fb3430e91
New Matlab functions emulation routines: Assign by vector indices (a(k,l)=b(m,n)) , repmat, multiply elements (.*)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3068 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 08:08:53 +00:00
stepan
21d58eac91
* Bug fix.
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* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 15:56:32 +00:00
sebastien
e9ca5705d2
preprocessor: fixed bug in "plot_conditional_forecast"
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3066 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 14:42:12 +00:00
stepan
a9f18121bd
Changed the files performing conditional forecasts (to match the output of the preprocessor).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3065 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 13:03:30 +00:00
ratto
98b3747312
Utility to check the definitions of the parallel cluster.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3064 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 09:20:37 +00:00
sebastien
df7bc34379
Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:55:31 +00:00
sebastien
6799dc4301
preprocessor: remove unnecessary stuff ("forecast" has not the same rank than "stoch_simul/estimation/osr/ramsey_policy")
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3062 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:17:27 +00:00
stepan
c96d6767a1
Changed the place where priordens' persistent variables are saved (suite).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3061 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:47:36 +00:00
stepan
f13cf45741
Changed the place where priordens' persistent variables are cleared.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3060 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:47:33 +00:00
sebastien
aa6ff983a9
AIM solver:
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* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00
stepan
217462afe1
Fixed bug in the evaluation of the posterior kernel. The persistent variables declared in
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priordens.m have to be cleared before calling evaluate_likelihood().
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3058 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:33:54 +00:00
ratto
b863a6d6fc
Added new identification options introduced in the preprocessor.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3057 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:13:47 +00:00
ratto
b8bc96c8e6
Adapted to follow preprocessor syntax.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3056 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:13:15 +00:00
sebastien
1e3115e759
Workaround for bug in Octave 3.2, numbered #550823 in Debian BTS, see http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=550823
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3055 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 12:58:17 +00:00
sebastien
05773e5edf
CheckPath: another fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3054 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 12:57:22 +00:00
sebastien
9540db6bf4
CheckPath: use a better technique to avoid a file with the same name than the dir we are creating
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3053 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 12:43:15 +00:00
ferhat
e1f17fa9e5
- adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved.
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- corrects some mod files.
- In steady command, get check argument from bytecode dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-18 15:18:16 +00:00
stepan
d87129ebf6
Added three functions used to evaluate the prior density, the posterior kernel and the likelihood.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3050 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 21:01:52 +00:00
sebastien
dbc9e0996d
* Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
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* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 17:23:57 +00:00
ferhat
3c2d944cfc
- use of classes to describe the bytecode tags
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- use static option for bytecode instead of steady_state option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 16:34:27 +00:00
sebastien
154eef8dbb
Reference manual: on the road to 4.1...
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* added new commands: "identification", "write_latex_dynamic_model", "write_latex_static_model", "shock_decomposition"
* updated "{load,save}_params_and_steady_state"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3047 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-15 16:32:19 +00:00
sebastien
dc49fbffdc
Preprocessor:
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* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 16:16:43 +00:00
sebastien
bef0eb0e02
New license file:
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* details the copyright and license of all sources files
* follows the machine-readable format proposed to become the new standard for debian/copyright files, see http://dep.debian.net/deps/dep5/
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3045 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 13:13:28 +00:00
sebastien
bab7c9236b
Added some missing copyright headers
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3044 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 10:04:06 +00:00
sebastien
096336f249
dynare++: fixed failure to build PDF doc of Tensor Library
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3043 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 09:32:48 +00:00
sebastien
4bb040a234
Preprocessor: fixed grammar for "mode_file" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3042 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:15:21 +00:00