Commit Graph

2935 Commits (90adfc591818b8a0fb9ca651f0ca77faa58dc625)

Author SHA1 Message Date
Sébastien Villemot d7754ca288 K-order DLL: make it compatible with changes introduced in
648c3cd177
2010-09-20 18:30:00 +02:00
Sébastien Villemot 648c3cd177 Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
options (closes #98)
2010-09-20 17:04:38 +02:00
Sébastien Villemot 6c66e3d2af Bytecode DLL: include dynmex.h instead of mex.h (for compatibility with older
MATLAB)
2010-09-20 10:23:05 +02:00
Ferhat Mihoubi 25b3c84b40 RESID command is compatible now with block option and without bytecode option (closes ticket #45) 2010-09-17 16:54:43 +02:00
Ferhat Mihoubi 0ecfc5eed9 - Incorrect type for variable map_idx_res (the variable with highest error) 2010-09-17 12:26:54 +02:00
Ferhat Mihoubi 45137f1367 - bug correction in error printout (elimination of an unused variable : nb_endo in SparseMatrix) 2010-09-17 12:26:44 +02:00
Ferhat Mihoubi c7eff4ba60 - Adding the relaxation method for block and/or bytecode options
- Changing the the stack_solve_algo option :
Previous version             New version
1 : Sparse LU                0 : Sparse LU
2 : GMRES                    1 : Relaxation
3 : BiCGStab                 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver      4 : Sparse LU & Optimal Path
                             5 : bytecode own solver
2010-09-17 12:18:25 +02:00
Ferhat Mihoubi 77b6096962 - extends the mex_interface: bytecode's debuging purpose
- correction of memory leaks in bytecode
2010-09-17 12:17:14 +02:00
Ferhat Mihoubi 60f7678669 - Substitutes lead for exogenous and endogenous variables in the deterministic case: direct substitution of the variables even in non-linear expressions 2010-09-17 12:17:09 +02:00
Sébastien Villemot aeb1a9ee1b Preprocessor: make option "no_static" work even when "bytecode" is not present 2010-09-17 12:17:05 +02:00
Ferhat Mihoubi 98c371f735 Bug correction in the deterministic simulation: to solve a purely backward or forward looking block requires contemporaneous derivatives only. 2010-09-17 12:17:00 +02:00
Ferhat Mihoubi 0a3c8a4b0c - compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
Ferhat Mihoubi f268513ffb correction of model_info's printouts 2010-09-17 12:13:39 +02:00
Sébastien Villemot dbc9795a08 Preprocessor: rename "NodeID" in "expr_t" 2010-09-17 12:13:26 +02:00
Sébastien Villemot 25cf12f4f1 Preprocessor: uniformize typedef names (with a "_t" suffix) 2010-09-16 19:00:48 +02:00
Sébastien Villemot 3c57d73120 Preprocessor: clean prototypes of ModelTree methods (removed arguments
redundant with data members, added const keywords, use passing-by-reference)
2010-09-16 17:51:50 +02:00
Sébastien Villemot 46b896e987 Preprocessor:
- remove useless output type oMatlabDynamicModelSparseLocalTemporaryTerms
(indistinguishable from oMatlabDynamicModelSparseLocal)
- fix bug in output type of sparse static model
2010-09-16 16:57:35 +02:00
Sébastien Villemot b5e0f91ea6 Added Emacs' tags to .gitignore 2010-09-16 16:53:19 +02:00
Sébastien Villemot c3608b9ba7 Preprocessor: fix crash when mean or stderr of an estimated parameter is specified as an expression instead of a plain value (bug introduced in 28d30d9a62) 2010-09-16 15:37:27 +02:00
Sébastien Villemot 9cf9df4b63 Merge remote branch 'george/master' 2010-09-15 12:53:21 +02:00
JUILLARD Michel 70fb16b8da independent Metropolis: factorizing computation of covariance of proposal 2010-09-15 09:07:52 +02:00
JUILLARD Michel 243006b2d7 metropolis: factorizing computation of covariance of proposal 2010-09-15 08:59:51 +02:00
George Perendia 99a884e09c C++ Estimation DLL: Adding 1st cut draft RandomWalkMetropolisHastings.cc and related untested files for review 2010-09-14 12:21:45 +01:00
Michel Juillard f6aace084b corrected bug in the sequence of tasks in dynare_esitmation_1 introduced in 29f9bb9 2010-09-13 21:35:08 +02:00
Sébastien Villemot 41ff70e08c Bugfix: when displaying decision rules, no longer crash if an EXPECTATION operator (in the past) appears as a state variable. Instead, display a (relatively uninformative) line. 2010-09-13 16:08:32 +02:00
Sébastien Villemot 3ba328a52e Emacs mode: highlight leads/lags and stoch_simul 2010-09-13 12:06:25 +02:00
Sébastien Villemot 4875d6c10e Added Dynare mode for Emacs contributed by Yannick Kalantzis 2010-09-13 11:08:00 +02:00
Sébastien Villemot c47b177577 Provisions for MATLAB R2010b (7.11) 2010-09-10 13:08:32 +02:00
Michel Juillard a5b5f39987 Preprocessor: corrected bug on HISTVAL with lags > 1 2010-09-10 11:43:48 +02:00
Michel Juillard 49daa411f4 dynare_config.m: added path for SWZ 2010-09-08 21:08:20 +02:00
Michel Juillard 19fba43208 Revert "Preprocessor: change the automatically generated name of auxiliary vars for"
This reverts commit 524e9a9c67.
2010-09-07 17:12:06 +02:00
Sébastien Villemot 3b4be852d5 Dynare++: added header include needed for some versions of GCC 2010-09-07 13:36:13 +02:00
Sébastien Villemot 524e9a9c67 Preprocessor: change the automatically generated name of auxiliary vars for
lagged endo/exo so that they contain the type-specific symbol ID (instead of
the preprocessor internal symbol ID)
2010-09-07 13:03:51 +02:00
Sébastien Villemot d1f548e7c5 Parallel: fix quoting issues on Unix 2010-09-07 11:38:50 +02:00
Marco Ratto 34fda83963 Parallel: the addpath for DYNARE path is given at the level of masterParallel.m 2010-09-06 17:24:16 +02:00
Marco Ratto 87c80f69b6 Minor change to preamble 2010-09-06 16:59:57 +02:00
Marco Ratto 58c4c483c5 Added MatlabPath to the Parallel structure 2010-09-06 14:50:55 +02:00
Sébastien Villemot c214587686 Parallel system: add new option DynarePath to specify Dynare path on the slaves 2010-09-06 12:54:55 +02:00
Sébastien Villemot c8cb8e3aa1 Merge remote branch 'george/master' 2010-09-03 18:10:52 +02:00
Stéphane Adjemian (Scylla) bc155fd0df Changed calling sequence of prior_draw.m. 2010-09-03 15:23:05 +02:00
George Perendia 73fb122e1e Estimation C++ DLL: Enhancing KalmanFilter performance using symmetric matrix and vector BLAS routines calls added or enhanced in BlasBindings.hh and dynblas.h + some minor fixes to Matrix.hh and LogPriorDensity.cc 2010-09-03 11:17:50 +01:00
Stéphane Adjemian (Scylla) b16c56b71c Removed debugging informations display introduced in the previous commit. 2010-09-01 22:23:18 +02:00
Stéphane Adjemian (Scylla) 29f9bb953e Fixed bug related to the mh based approximation of the posterior covariance matrix (used
for the jumping distribution).
2010-09-01 22:15:47 +02:00
Stéphane Adjemian (Scylla) ded34f990b Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2010-09-01 22:14:32 +02:00
Stéphane Adjemian (Scylla) 6870010e9a Fixed bug related to the console mode (text waitbar). 2010-09-01 22:12:38 +02:00
Houtan Bastani 18c9479176 SWZ: include in build system 2010-09-01 11:15:42 +02:00
Houtan Bastani 137c4cf6b1 SWZ: make comments conform to ansi C standard 2010-09-01 11:15:28 +02:00
Houtan Bastani 60a3c2cad4 SWZ: replace tabs with spaces 2010-09-01 11:07:32 +02:00
Houtan Bastani 8b782e7b00 SWZ: replace matrix.h with swzmatrix.h 2010-09-01 11:04:49 +02:00
Houtan Bastani 8cf788af44 SWZ: replace fprintf(stderr, with swz_fprintf_err( 2010-09-01 11:03:52 +02:00