90adfc5918
Added a mod file test/example with equations tags.
2010-11-26 10:50:53 +01:00
618f72bc91
resid displays the name of the equations if they are specified in equations tags.
2010-11-25 17:31:11 +01:00
ffaec7ba89
- First elements needed for stochastic simulation of a block decomposed model
2010-11-25 16:11:27 +01:00
88cdf0193c
- Correction of a bug in the Jacobian Matrix computation for a non block-decomposed model using bytecode
2010-11-25 16:11:22 +01:00
8d79ed5db9
- Adds the derivatives with respect to deterministic exogenous variables
...
and corrects the computation of the number of column in the jacobian matrices in a block decomposed model without bytecode
- Identical corrections for models using bytecode without block decomposition
2010-11-25 16:11:12 +01:00
bdfa881a96
Reorganization of error handling in bytecode
2010-11-25 16:11:05 +01:00
61a251535f
Correction of bugs in check command with block decomposition and
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Add the missing dr_block m-file
2010-11-25 16:10:46 +01:00
e5c7e848e4
Preprocessor: also perform numeric initializations in stochastic context
2010-11-25 16:07:55 +01:00
b356c5e58e
add_auxiliary_variables_to_steadystate is compatible with bytecode option
...
+ minor corrections in steady_.m
2010-11-25 16:00:54 +01:00
48eb2a83a6
Build system: fix workaround for 64-bit integers in Fortran code
2010-11-25 15:09:59 +01:00
010c4c0c20
Fixed bug in kalman_steady_state.cc related to long integer and (mkl) lapack calls. Changed building system by adding -fdefault-integer-8 flag to gfortran when slicot is compiled on a 64-bits platform.
2010-11-25 14:35:46 +01:00
1626b0aa76
Added specialized code for purely forward models.
2010-11-25 14:32:33 +01:00
771b4e766c
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
1eccfb311a
Remove obsolete files
2010-11-25 13:10:10 +01:00
5a9615951c
Kronecker DLL: fix minor issue (was creating a lot of warnings under Octave)
2010-11-24 19:12:03 +01:00
6c22d398e6
Perfect foresight simulation: clean up handling of warnings
2010-11-24 19:01:46 +01:00
76d5d441ea
Change the syntax for values of deterministic shocks:
...
Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>
In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).
Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
a03516b988
Reference manual: fix the description of deterministic shocks
2010-11-24 13:40:40 +01:00
43f69d27e8
Kalman steady state DLL: minor fixes
2010-11-22 12:22:45 +01:00
b8aae7bbf9
Fix underscoring problems with Fortran code
2010-11-22 12:22:22 +01:00
81342073c0
Build system: added kalman_steady_state DLL sources to dist file
2010-11-22 10:39:19 +01:00
9d4385da5d
Put back M_.maximum_lag.
2010-11-19 16:30:55 +01:00
dfbbc415cd
Merge remote branch 'origin/master'
2010-11-19 14:49:26 +01:00
160922a189
Added mex file for computing the fixed point of the riccati equation in the kalman filter.
...
The mex works with octave but not with matlab (lapack issue again ;-).
2010-11-19 14:39:54 +01:00
b3ee886391
Build system: added libslicot to dist file
2010-11-19 09:22:00 +01:00
d5b032c99f
Moved test files for kronecker product mex files from ./mex/sources/kronecker/tests to ./tests/kronecker.
2010-11-18 16:01:21 +01:00
7c2de1976b
Merge remote branch 'origin/master'
2010-11-18 15:02:21 +01:00
ccf778e63a
Efficiency improvements in first order stochastic simulations (Simulate data in deviation to the steady state and then,
...
after the loop, add the steady state using bsxfun routine, which is parallelized in recent version of matlab). Removed
use of M_.maximum_lag.
2010-11-18 14:55:07 +01:00
3459e1ffc4
Preprocessor: max lead/lags in the model are no longer affected by lead/lags on parameters ( closes #153 )
2010-11-18 11:21:20 +01:00
479b2be602
Build system: added missing PIC flag for Fortran code in Octave DLLs
2010-11-18 11:10:49 +01:00
4e45c5ce23
Added entry for slicot in license file
2010-11-18 10:48:12 +01:00
6122e6ce73
Fixed typo in copyright notice of Dynare Emacs mode
2010-11-18 10:47:39 +01:00
382ab96cde
Added the Slicot library (distributed under the GNU General Public Licence at www.slicot.org). This library provides routines
...
for the design and analysis of control systems. Adapted the building system to handle fortran 77 source files.
2010-11-18 10:11:27 +01:00
e614227c3f
Added warning message when some of the deep parameters are not initialized.
2010-11-17 17:09:39 +01:00
d60c32e6a2
Fixed bug in dealing with _steadystate functions that modify deep parameters. See trac ticket #103 .
2010-11-15 14:35:21 +01:00
392872112a
Merge remote branch 'origin/master'
2010-11-15 13:11:34 +01:00
5c709e4733
Changed set_dynare_threads.m. The number of threads in parallelized mex files to be used if dynare is built with the openmp flag
...
(--with-openmp) is not passed by an environment variable anymore. The function set_dynare_threads changes the default value of the
number of threads (default is 1) in the options_.threads structure. Changed calls to sparse_hessian_times_B_kronecker_C and
A_times_B_kronecker_C dlls accordingly.
2010-11-15 13:06:39 +01:00
02cc9cbd79
Build system: new configure option "--enable-org-export" for compiling Org files
2010-11-15 12:43:55 +01:00
37f14e9bc9
Removed unused routines for (diffuse) kalman filter evaluations.
2010-11-12 17:20:02 +01:00
8ebc36df00
Build system: added internals documentation
2010-11-12 09:57:25 +01:00
bf484ed439
internal documentation minor changes
2010-11-11 20:48:34 +01:00
f3bc4c2564
adding beginning of internal documentation
2010-11-11 16:23:44 +01:00
7fd77a87dd
Added M2HTML to the build system
2010-11-08 13:08:15 +01:00
31b734e9b3
Do not print residuals of the static equations for the equations of the auxiliary variables.
2010-11-04 14:19:28 +01:00
f8f9e274cd
Ref. manual: minor updates to parallel entries
2010-11-03 18:06:36 +01:00
ad84d63cd1
Dynare parallel: manual entry
2010-11-03 15:47:28 +01:00
9743a6ea63
Add parallel PDF to Windows package
2010-10-29 13:23:06 +02:00
1aed875ce2
Added PDF documentation for parallel stuff
2010-10-29 12:48:07 +02:00
88dc361ba1
unix info added
2010-10-29 12:30:41 +02:00
5763721a71
almost complete version of testing routine
2010-10-29 12:28:44 +02:00
Stéphane Adjemian (Charybdis)
Ferhat Mihoubi
Sébastien Villemot
Michel Juillard
Houtan Bastani
Marco Ratto