Commit Graph

603 Commits (871cbbe44879d77fd0aaba2d6dc98aa7ebf61584)

Author SHA1 Message Date
Sébastien Villemot 871cbbe448 Construct the filename of the dynamic MEX file only at the deepest level
In the calling chain, only pass the basename of the MOD file.
2013-03-05 14:45:47 +01:00
Sébastien Villemot 325a2ea90e Remove unused field n_exog of DynamicModelDLL class 2013-03-05 13:00:57 +01:00
Sébastien Villemot 75fbd38524 Handle constant in Kalman filter
Previously, the filter was only working with options_.noconstant, i.e. when the
data are centered.
2013-02-07 18:34:17 +01:00
Sébastien Villemot be2764520a Estimation DLL: explicitly fail with option loglinear or observation trends 2013-02-07 17:00:48 +01:00
Sébastien Villemot 6fc94a12d0 C++ DecisionRules: support models with no static variables 2013-02-07 16:03:11 +01:00
Sébastien Villemot ea3d2cd1ed Include right header in definition of LogLikelihoodSubSample 2013-02-05 15:49:47 +01:00
Sébastien Villemot da046d378e Fix typos 2013-02-05 15:49:27 +01:00
Sébastien Villemot a06e3d9714 Clarify error message of logposterior DLL for purely backward/forward models 2013-02-05 14:57:38 +01:00
Sébastien Villemot 21055da526 Remove incorrect use of static keyword
This leads to a crash when the DLL is called several times in the same
Octave/MATLAB session.
2013-01-30 18:39:18 +01:00
Sébastien Villemot deb9ece36d Fix MOD-file name in Kalman tests 2013-01-30 16:44:10 +01:00
Sébastien Villemot f60acd4366 Relax criterion for decision rules test
Otherwise it fails with on Karaba
2013-01-30 16:43:35 +01:00
Sébastien Villemot b3acdc0836 Make various functions more generic, using templates
This was necessary to make some tests work again
2013-01-30 16:43:02 +01:00
Sébastien Villemot 02fee79fc7 Add some sanity checks 2013-01-30 16:27:13 +01:00
Sébastien Villemot 5beec53458 Remove unused function prototype 2013-01-30 16:26:56 +01:00
Sébastien Villemot c121aa14b1 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
Replace them by equivalents in M_ (and an extra one: M_.dynamic).

IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.

We now have the following indentities:

M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Sébastien Villemot 31a13db66a Remove duplicate information in M_.blocksMFS 2012-11-16 17:39:03 +01:00
Sébastien Villemot bc1872625b Fix typo in previous commit 2012-11-06 14:44:29 +01:00
Ferhat 50fd1a4c0d In the two boundaries solver, gives up the symbolic solver if a stable computation solution could not be found on the first third of the simulation period 2012-11-06 14:38:51 +01:00
Sébastien Villemot 18af0655a3 More spurious executable perms 2012-10-13 22:08:56 +02:00
Sébastien Villemot 3d39d77917 Remove spurious executable permissions 2012-10-13 16:10:01 +02:00
Sébastien Villemot c031b463ff Use my @dynare.org address 2012-10-01 16:41:18 +02:00
Sébastien Villemot 3e612e0211 Fix build system with Automake 1.12 2012-09-28 17:31:39 +02:00
Sébastien Villemot 5d5771a823 Another typo 2012-09-25 19:58:03 +02:00
Sébastien Villemot 6cfec3f6ad More CPPFLAGS_MATIO fun 2012-09-25 19:53:20 +02:00
Sébastien Villemot 08f7c61e89 Add missing CPPFLAGS_MATIO 2012-09-25 14:25:02 +02:00
Sébastien Villemot 3589c04f49 Add missing CPPFLAGS_MATIO 2012-09-21 07:29:11 +02:00
Sébastien Villemot 4d98c2007f Rename CFLAGS_MATIO to CPPFLAGS_MATIO 2012-09-20 22:53:47 +02:00
Houtan Bastani 4f54391e94 add --with-matio option to configure 2012-09-19 12:11:57 +02:00
Houtan Bastani fd66086c38 bug fix: configure output should be no for k-order if matlab is not present 2012-09-19 12:11:57 +02:00
Houtan Bastani e48f535004 bug fix: ms_sbvar requires matio under octave but configure output doesn't state that it's missing. 2012-09-19 12:11:57 +02:00
Houtan Bastani a54af094f2 bug fix: slicot configuration (allow path specification using --with-slicot flag) 2012-09-18 14:45:32 +02:00
Houtan Bastani 469a1d2c25 fix slicot configuration on OS X 2012-09-17 11:58:18 +02:00
Sébastien Villemot c07ffd8705 Merge branch 'slicot' 2012-09-13 11:11:46 +02:00
Sébastien Villemot 0332309647 Remove embedded SLICOT, rely on external binary 2012-09-13 11:08:42 +02:00
Sébastien Villemot 5f861cb0d8 Use MatIO in Dynare++ instead of the home-made engine 2012-08-23 18:31:07 +02:00
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