Commit Graph

2935 Commits (90adfc591818b8a0fb9ca651f0ca77faa58dc625)

Author SHA1 Message Date
Sébastien Villemot dbe288e3ca Make sure "min" and "max" macros are never defined under Windows, this can create conflicts with "std::min" and "std::max" 2010-10-29 12:01:47 +02:00
Sébastien Villemot 572f521baf Build system: for MEX files under Windows+MATLAB, link with -lmat 2010-10-28 12:30:45 +02:00
Sébastien Villemot 07a0ef1a18 Testsuite: include block+bytecode tests in "make check" 2010-10-28 12:12:03 +02:00
Sébastien Villemot 23ba760c3b Implement solve_algo=0 for Octave (closes #144) 2010-10-28 12:07:50 +02:00
Sébastien Villemot 9d6ad96abd New "console" option (closes #130) 2010-10-28 11:29:39 +02:00
Houtan Bastani c28d15d78a Dynare parallel: preprocessor implementation 2010-10-28 10:54:43 +02:00
Houtan Bastani 9ebcecb266 check for presence of boost string library 2010-10-28 10:54:43 +02:00
Sébastien Villemot 67c28ea5f3 PosteriorIRF: added missing ".mat" extension (necessary for Octave) 2010-10-28 10:39:53 +02:00
Sébastien Villemot 48096db2ff Build system: add logMHMCMC DLL 2010-10-28 10:17:58 +02:00
Sébastien Villemot 036867765b logMHMCMCposterior: minor compatibility fix for Octave (the 3rd arg of mexPutVariable() is not marked "const" under Octave) 2010-10-28 10:17:38 +02:00
Sébastien Villemot 8d3d004105 logMHMCMCposterior: under Octave, do load/save MAT files, because the "mat.h" interface does not exist 2010-10-28 10:15:53 +02:00
Sébastien Villemot 2e87b031d8 Add "check" command in test files for block and bytecode options 2010-10-27 18:36:48 +02:00
Sébastien Villemot 0730213059 Fix end of line convention and copyright years 2010-10-27 18:35:42 +02:00
Ferhat Mihoubi 1aceb504fd Check command is now compatible with block and bytecode options 2010-10-27 15:34:48 +02:00
Ferhat Mihoubi 36941dd704 - During an evaluation of the model with bytecode stores all Jacobian matrix (w.r. to endogenous of the current block, exogenous and endogenous from previous blocks) in M_block_structure.block(j) 2010-10-27 15:30:01 +02:00
Ferhat Mihoubi c74ee8e61b - Store the incidence matrix containing reordered equations and variable in block_structure 2010-10-27 15:30:01 +02:00
Ferhat Mihoubi 7ea9d28afd - updates the third output argument when it is M_.block_structure.block 2010-10-27 15:30:01 +02:00
Ferhat Mihoubi 9cebf270e5 - correction of informations displayed in Solve_one_boundary 2010-10-27 15:30:00 +02:00
Marco Ratto 58a8988ef3 Moved another parallel routine previously left out. 2010-10-27 11:27:10 +02:00
Marco Ratto b5ebff4ff4 bug fix for parallel execution 2010-10-27 11:24:23 +02:00
Marco Ratto 7ef63899b1 add paralle_info input to Analize;
fix spelling of function names
2010-10-27 11:05:39 +02:00
Marco Ratto 5915f8a059 Fixed misspelled routines! 2010-10-27 11:03:21 +02:00
George Perendia f8815c8896 C++ Estimation DLL: Update to logMHMCMCposterior.cc mexFunction DLL driver: its call to close waitbar seems to cause crashes and it is for now left commented out and the waitbar neeeds to be closed manually or,
alternativelly, call dll with options_.console_mode=1
2010-10-26 18:31:32 +01:00
Marco Ratto 0a38f8ac3b Initialize here default of MatlabOctavePath;
implies using global options_ in place of local argument
2010-10-25 09:53:09 +02:00
Sébastien Villemot 3f57a6ac51 Testsuite: adding missing files 2010-10-23 10:41:56 +02:00
Sébastien Villemot fe8724d26c Merge remote branch 'ratto/master' 2010-10-22 17:22:37 +02:00
Sébastien Villemot 0c958f16e5 Testsuite: reorganize for bock and bytecode, using a script for systematically testing options combinations 2010-10-22 16:52:02 +02:00
Sébastien Villemot 6ba0ff5415 Testsuite: cleanup partial information files 2010-10-22 16:52:02 +02:00
Sébastien Villemot 5059c48460 solve_algo=7 (GMRES) is forbidden under Octave 2010-10-22 16:52:02 +02:00
Sébastien Villemot 55c6089deb Reference manual: update solve_algo and stack_solve_algo options with new values 2010-10-22 16:52:02 +02:00
Ferhat Mihoubi 39718c8645 - extends steady algorithms to solve_algo=5, 6, 7 and 8 for a block decomposed model without bytcode
-  solve_algo is reordered =
   * 0: fsolve
   * 1: solve1
   * 2, 4: solve1 + block decomposition
   * 3: csolve
   * 5: bytecode own solver (use Gaussian elimination + sparse matrix)
   * 6: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
   * 7: GMRES
   * 8: BiCGStab
2010-10-22 16:49:47 +02:00
Ferhat Mihoubi fc31afb356 - The Jacobian matrix in the block decomposed model without bytecode option is now sparse 2010-10-22 16:20:28 +02:00
Sébastien Villemot f336a68ecc Update tests for values of solve_algo and stack_solve_algo 2010-10-22 13:00:49 +02:00
Sébastien Villemot a2367e9ecb Build system: fixed typo introduced in 69fc0e320b 2010-10-22 11:50:16 +02:00
Marco Ratto a46969f9fb Deleted buggy fclose instruction 2010-10-22 11:40:29 +02:00
Marco Ratto d8121365dd 1) Renamed options according ti WiKi table;
2) get rid of MasterName and DyMo;
3) more comments;
2010-10-22 11:27:26 +02:00
Ferhat Mihoubi f915cbe92f - Minor corrections in wrapper to compute the steady-state 2010-10-22 11:08:47 +02:00
Ferhat Mihoubi 1a09426706 - Correction of several bugs with Octave
- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
Sébastien Villemot cab8941c29 qzcomplex and ordschur oct-files:
- added embedded tests
- minor cosmetic changes
2010-10-21 15:58:24 +02:00
Sébastien Villemot 2239d9f1cd Fixed bug in diffuse filter 2010-10-21 15:43:30 +02:00
Sébastien Villemot 81823ad035 New oct-file for "ordschur": the diffuse filter now works under Octave 2010-10-21 15:43:13 +02:00
Sébastien Villemot 2f9a6ff9f4 Reference manual: added entry for partial information 2010-10-21 12:57:03 +02:00
Sébastien Villemot 69fc0e320b New oct-file "qzcomplex" for bringing the complex QZ decomposition to Octave. Fixes issues with partial information under Octave. 2010-10-21 12:33:18 +02:00
Sébastien Villemot 8f3d84edbf Merge remote branch 'george/master' 2010-10-20 15:04:10 +02:00
Sébastien Villemot 57a2e33828 Histval: fixed bug for exogenous introduced in previous commit 2010-10-20 14:56:35 +02:00
Sébastien Villemot 4a252d8d7c Histval block:
- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
George Perendia e8a193bbfb Track #21: Add partial information: Correcting bug stemming from the differences in QZ calculation under Octave and Matlab: modified PI_gensys to use C.Sims' Lapack zgges based qzcomplex() qz decomposition routine under Octave which gives nearly identical complex results to Matlab QZ (except for transpose of q matrix and few sign changes in the output matrices) 2010-10-20 11:50:06 +01:00
Sébastien Villemot 7f59b8074c Preprocessor: fix possible bug in histval (need to limit search of aux vars to aux vars for lagged vars, otherwise we could have a wrong match with some other kind) 2010-10-20 11:39:09 +02:00
Sébastien Villemot 057908baf6 Added an example for automatic detrending 2010-10-18 16:46:08 +02:00
Sébastien Villemot ebc5dbab32 Added an example of steadystate file in the examples subdir, and fix the reference manual 2010-10-18 16:44:16 +02:00