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3005 Commits (a11817cfa49a936080e0664da54772faa9eaa145)

Author SHA1 Message Date
Houtan Bastani a11817cfa4 k-order: added support for m-files, added tests and modified manual 2010-12-22 09:48:05 +01:00
Houtan Bastani d0853e1658 k-order: removed unnecessary check 2010-12-22 09:48:05 +01:00
Houtan Bastani 1a9d6eece5 fixed bug: end _dynamic and _static and getPowerDeriv functions with "end" tags to comply with commit d8dbc68e84 2010-12-22 09:48:05 +01:00
Michel Juillard 6bb8d41909 Revert "- added a test an a penalty in estimation (DsgeLikelihood.m) if, in a stationary model (lik_init==1), a particular parameter set generates unit roots." 
There is a better way of dealing with occasional non-stationary models in estimation

This reverts commit 8c0fb55206.
 2010-12-22 09:40:39 +01:00
Michel Juillard 8c0fb55206 - added a test an a penalty in estimation (DsgeLikelihood.m) if, in a stationary model (lik_init==1), a particular parameter set generates unit roots. 
- modified lyapunov_symm to return absolute value of unit roots in a third argument
 2010-12-21 21:26:57 +01:00
Michel Juillard e6da2849c8 preprocessor: Matlab function getPowerDeriv should not be terminated by 'end' because neither _static nor _dynamic are 2010-12-21 20:42:35 +01:00
Marco Ratto ef56f87796 - fix for Octave printf 
- missing semicolon
 2010-12-20 15:55:46 +01:00
Marco Ratto 55e553f6dc Missing semi-colons 2010-12-20 15:49:55 +01:00
Ferhat Mihoubi 7a58637932 - Displays an error message and interrupts the execution of bytecode in case of unknown function 2010-12-17 18:54:03 +01:00
Ferhat Mihoubi 129d404eb8 - The binary operator oDerivPower is implemented in bytecode 2010-12-17 18:54:03 +01:00
Ferhat Mihoubi d8dbc68e84 - The function getPowerDeriv must end with an "end" instruction 2010-12-17 18:54:02 +01:00
Marco Ratto 77c3d66827 Cleaned test file after pre-processor implementation. 2010-12-17 14:56:04 +01:00
Houtan Bastani d69d225b82 k-order: removed unused variable from class definition 2010-12-17 12:16:32 +01:00
Houtan Bastani 3faaad7335 parallel: removed warning and clarified error message 2010-12-17 12:16:27 +01:00
Houtan Bastani e6b0e50aac parallel: SingleCompThread bug fix 2010-12-17 12:03:37 +01:00
Sébastien Villemot aa58f7bd37 Estimation DLL, QRDecomposition: removed unused data members 2010-12-17 10:52:00 +01:00
Sébastien Villemot b1f5c48f3f Merge remote branch 'george/master' 2010-12-17 10:47:12 +01:00
George Perendia 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
Marco Ratto ac0c0a935e Cosmethics 2010-12-17 09:22:12 +01:00
Marco Ratto b186eb7e84 Fixes for console mode in serial and parallel execution 2010-12-17 09:21:30 +01:00
Marco Ratto 191de78310 Introduced console mode monitoring of parallel runs; 
Minor changes
 2010-12-17 09:20:30 +01:00
Marco Ratto 916caf2e4b Almost entirely rewritten: 
1) got rid of recursive form;
2) better help
3) simplified structure and split between errors and warnings.
 2010-12-17 09:16:30 +01:00
Marco Ratto c2f0037e55 small addendum to help 2010-12-17 09:14:35 +01:00
Marco Ratto d17faaf876 cosmethics 2010-12-17 09:12:54 +01:00
Marco Ratto 41c59778cd For slave processes on the local machine, impose the same dynare path as the master. 2010-12-17 09:11:11 +01:00
Sébastien Villemot c0cb3dd4fb Compatibility fix for Octave: under Octave, union() called on a column vector and a scalar returns a row vector, hence the need to add the 'rows' option 2010-12-16 16:14:23 +01:00
Houtan Bastani b63590712c fixed bug in argument number check and removed unused variable 2010-12-14 18:42:29 +01:00
Houtan Bastani e7843e349a Modify configure script to show Kalman Steady State seperately from other mex files 2010-12-14 10:27:39 +01:00
Sébastien Villemot e826fb8239 Build system: kalman_steady_state depends on libslicot and must be built after 2010-12-14 09:57:15 +01:00
Houtan Bastani 41bda1eb07 Mac libslicot compilation optional (because a Fortran compiler is not standard on OS X) 2010-12-13 18:15:11 +01:00
Sébastien Villemot 1329b57ff2 Estimation DLL: fix DecisionRules::compute() (was not reentrant, since GeneralizedSchurDecomposition::compute() modifies D and E) 2010-12-13 17:15:08 +01:00
Houtan Bastani 35450a292b extend domain of derivative of x^p to x=0 under certain conditions (see ticket 78) 2010-12-13 17:03:57 +01:00
Sébastien Villemot d9b9360a81 Preprocessor: no longer use boost::graph::GraphvizDigraph class, removed in Boost 1.44 (closes #155) 2010-12-13 14:23:04 +01:00
Sébastien Villemot 2e45c8d4b0 Testsuite: fixed typo in seed test 2010-12-13 14:22:08 +01:00
George Perendia 915bb4c451 Estimation C++ DLL: Bug-fixing Sampler 2010-12-11 19:22:27 +00:00
Michel Juillard e04a07c771 changed variable name to make clear that, for multinormal variables, we are using the Cholesky decomposition of the covariance matrix. 2010-12-11 18:09:01 +01:00
Michel Juillard c1cb452e3d correcting headers of all Kalman filter functions: returns MINUS loglikelihood 2010-12-10 22:31:30 +01:00
Michel Juillard 7a09356423 DsgeLikelihood.m header correction: the function returns MINUS log posterior 2010-12-10 22:28:06 +01:00
Michel Juillard d38c4de498 estimation_dll: adding test for logposterior 2010-12-10 21:34:40 +01:00
Ferhat Mihoubi 667a25ce9e - Bug correction during the block decomposition: the models' graph was ill oriented before the search of strong components 2010-12-10 15:11:12 +01:00
Ferhat Mihoubi 97664607b2 - external functions are compatible with block decomposition and/or bytecode 2010-12-10 12:06:50 +01:00
Sébastien Villemot befa1b966b Estimation DLL: removed illegal casts from pointer to integer 2010-12-09 10:49:44 +01:00
Sébastien Villemot 452e54f838 Reference manual: update for the new shock_decomposition option 2010-12-08 15:00:44 +01:00
Michel Juillard dfbd10a524 added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations. 2010-12-08 13:02:59 +01:00
Michel Juillard ea86e8cefc adding function evaluate_smoother that calls DsgeSmoother with a given type of parameter set 2010-12-08 13:02:59 +01:00
Houtan Bastani 641f03b8d0 fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets 2010-12-08 12:29:47 +01:00
Sébastien Villemot d4520da481 Preprocessor: fix bug with varexo_det in conjunction with USE_DLL 2010-12-08 11:33:20 +01:00
Sébastien Villemot 9b166fdb08 NaN parameters warning: remove \n, it is not interpreted in a warning context (at least under Octave) 2010-12-08 11:32:45 +01:00
Sébastien Villemot 8b9d0e91b5 Preprocessor: delete remaining dynamic.m file when using USE_DLL 2010-12-08 11:32:13 +01:00
Sébastien Villemot 965ea7280a Build system: add detection and linking of MatIO library for Estimation DLL under Octave 2010-12-08 10:22:44 +01:00