31b6c08347
Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
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Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
9019ec0fa9
SWZ: add forecast and irf to build system
2011-03-17 10:54:04 +01:00
f48aa28e39
Corrections for steady_state operator bug with bytecode. bytecode is now fixed.
2011-03-14 17:46:00 +01:00
55bb27c5f6
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
b744707672
change macro defines to accord with change in submodule code
2011-03-04 11:35:38 +01:00
d96ce473a8
rename mex files
2011-03-03 15:25:11 +01:00
f6c51d4cc4
libslicot: fix typo (thanks to Thomas Weber)
2011-02-23 10:07:59 +01:00
62cbef8589
Build system: adding missing preprocessor flags for GSL
2011-02-23 10:05:11 +01:00
eb0255d526
Build system: add MS-SBVAR to dist tarball
2011-02-22 16:51:23 +01:00
75f5b88f86
SWZ: integrate ms-sbvar in build system
2011-02-22 15:16:51 +01:00
6cdbf51a54
SWZ: Revert "SWZ: remove gsl from build system, to be reintstated if gsl remains a requirement in the ms new code"
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This reverts commit e19026d130
2011-02-22 15:06:38 +01:00
f2e2f68223
SWZ: centralize mex changes, remove unused functions
2011-02-22 15:06:38 +01:00
a1ade98209
SWZ: move mex files under mex/sources
2011-02-22 15:06:38 +01:00
670a40836f
add blas functions to dynblas.h
2011-02-22 15:06:38 +01:00
478b13eb7c
Changed default fortran compiler to gfortran.
2011-02-11 16:00:15 +01:00
2ec494f1c9
kalman_steady_state: remove instances of mexErrMsgTxt
2011-02-11 12:25:14 +01:00
69375f4b93
logMHMCMCposterior: remove instances of mexErrMsgText
2011-02-11 12:25:10 +01:00
4ac3a6c5a4
replace mex.h with dynmex.h
2011-02-11 12:24:13 +01:00
7717da4316
K-order DLL: remove warning about NOMINMAX
2011-02-07 12:37:47 +01:00
3fa2339cfe
Estimation DLL: remove warning about NOMINMAX
2011-02-07 12:37:34 +01:00
0f9ec8b2dc
K-order DLL: add test for NaN/Inf in param/steady-state vectors to avoid crashes (thanks to J. Pfeifer for reporting this)
2011-02-07 11:12:57 +01:00
fcb12985c1
Bump version number
2011-02-04 17:45:54 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
cc2a9d90ac
Global reindentation of MEX source files
2011-02-04 16:53:12 +01:00
6674b5ffcf
SWZ: remove from swz from mex build system
2011-02-02 19:00:14 +01:00
e19026d130
SWZ: remove gsl from build system, to be reintstated if gsl remains a requirement in the ms new code
2011-02-02 18:58:36 +01:00
6f184371ef
- Correction of temporary terms when bytecode is used and solve_algo <= 4
2011-02-02 00:31:37 +01:00
66a7884a15
- Corrects the "if (~eval)" displayed with print option in bytecode
2011-01-31 17:44:22 +01:00
3393eebf71
When a model is evaluated with bytecode the residual has to be returned in the equations order (not in the variables order)
2011-01-31 12:30:16 +01:00
80b5c23346
Build system for MEX files:
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- remove the dirty vpath hack
- factorize between the two estimation DLLs
- factorize within SWZ makefile
2011-01-25 17:13:00 -05:00
afeaf1ead0
bump min boost to 1.36 to accord with 72008502c1
2011-01-24 17:52:33 -05:00
0f12abbe9f
bump min boost to 1.36 to accord with 72008502c1
2011-01-24 17:35:12 -05:00
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
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
ffc53ca910
Fix integer types in Kronecker DLLs
2011-01-13 19:34:49 +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
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
9aa79c6140
Another build system fix
2010-12-28 10:50:51 +01:00
3680d71fe6
Adapted build system for the previous commit
2010-12-27 10:45:42 +01:00
887209208f
Estimation C++ DLL: Adding the new Proposal class with common, adjustable seed for both normal and uniform rng and the associated changes including the removal of now obsolete RandSampler class.
2010-12-24 09:49:59 +00:00
a11817cfa4
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
d0853e1658
k-order: removed unnecessary check
2010-12-22 09:48:05 +01:00
7a58637932
- Displays an error message and interrupts the execution of bytecode in case of unknown function
2010-12-17 18:54:03 +01:00
129d404eb8
- The binary operator oDerivPower is implemented in bytecode
2010-12-17 18:54:03 +01:00
d69d225b82
k-order: removed unused variable from class definition
2010-12-17 12:16:32 +01:00
aa58f7bd37
Estimation DLL, QRDecomposition: removed unused data members
2010-12-17 10:52:00 +01:00
424bd8257b
Estimation C++ DLL: Bug fixing in KalmanFilter.cc - re-setting a_init and some minor refactoring and tidying up
2010-12-17 09:02:24 +00:00
b63590712c
fixed bug in argument number check and removed unused variable
2010-12-14 18:42:29 +01:00
Ferhat Mihoubi
Houtan Bastani
Michel Juillard
Sébastien Villemot
Stéphane Adjemian (Scylla)
George Perendia