michel
a1ad1ed033
4.1: fixing problems in gensylv for Matlab 7.8 64 bit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2599 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 09:01:55 +00:00
sebastien
c4e1b8ef80
trunk preprocessor: fixed bug with normcdf derivative (introduced in r2596)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2598 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-17 21:22:44 +00:00
sebastien
4bb5ce9b86
trunk preprocessor: restructuration of the code before adding derivatives w.r. to parameters (in particular, removed VariableTable, and replaced it by a system of derivation IDs)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2597 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-17 16:26:23 +00:00
sebastien
03ce535f04
trunk preprocessor:
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* enforce lag=0 for DataTree and StaticModel
* various minor and cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2596 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-16 10:33:30 +00:00
sebastien
da408a908f
trunk preprocessor: some cleanups related to sparse mode (removed SimulSparseStatement class and incorporated it into SimulStatement, determine mode at preprocessing time instead of runtime in StochSimulStatement)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2595 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 15:02:51 +00:00
sebastien
2e9ce1fe1e
trunk preprocessor: added missing headers for recent versions of GCC
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2594 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:47:57 +00:00
sebastien
845888d692
trunk preprocessor: cosmetic change for consistency in bison file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2593 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:43:54 +00:00
sebastien
6dc870727d
trunk preprocessor:
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* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model)
* for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel)
* removed sparse static file (to be later replaced by new algorithm for steady state computation on large models)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:39:53 +00:00
sebastien
025fb5aea1
trunk manual:
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* fixed synopsis and options of estimation command
* version number equal to 4.0.3.1 (for immediate release)
* various cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2590 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 18:29:11 +00:00
ferhat
ca974cdf48
The sparse option in model is now compatible with homotopy => matlab commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2589 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 16:57:37 +00:00
ferhat
ee64d9abac
The sparse option in model is now compatible with homotopy => preprocessor commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2588 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 16:56:27 +00:00
michel
d52020c5c8
4.1: updated manual, corrected order of variables and other minor changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2587 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 12:26:25 +00:00
michel
d8c19044d2
4.1: sets natural boundaries when options_.prior_trunc == 0 (to be merged in 4.0)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2585 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 18:19:03 +00:00
sebastien
af7bacdf94
trunk: adapted erase_compiled_function to deal with all possible MEX extensions
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2583 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 15:37:57 +00:00
michel
e45bf380fa
4.1: modified csminwel.m to make sure to choose always the lowest point, even if it was reached before the last traversing
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2582 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 15:35:07 +00:00
sebastien
eb2544b2a2
trunk preprocessor: use different tokens for inv_gamma_pdf and inv_gamma1_pdf (for more explicit error messages and for consistency with ln and log)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2580 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 14:47:45 +00:00
sebastien
bdd9c40203
trunk manual:
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* fixed synopsis and explanations for varobs, observation_trends, estimated_params, estimated_params_init, estimated_params_bounds
* various cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2579 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 14:40:28 +00:00
stepan
52b48c10d4
Bug fix (output path for the generated mexglx).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2578 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 14:03:28 +00:00
michel
9fa3457791
4.1: fixing again compatibility for Matlab 7.8
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adding matlab_versions_compatibility.h to start factorizing necessary code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2577 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 13:36:06 +00:00
michel
9992fc7d98
undoing r2575
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2576 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 13:28:28 +00:00
stepan
60abe9c0c2
Ouups! Complete previous commit.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2575 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 13:09:29 +00:00
stepan
5e1074bdab
Added a mex file for computing Sobol quasi monte carlo sequences (in
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an hypercube of max dimension 1111).
Because of a fortran 77 source compiled with gfortran (g77 is no more
available on recent debian system), we have to override the gfortran
library shipped with matlab. This can be done using the LD_PRELOAD
environment variable in the .bashrc *or* removing the libraries
distributed with matlab *or* modifying the script .matlab7rc.sh. We
may provide a (python or whatever) script to do this when dynare is
installed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2574 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 13:03:41 +00:00
sebastien
c00e5ac992
trunk: fixed bug with USE_DLL and second order (Hessian matrix was not sparse)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2572 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 10:07:37 +00:00
sebastien
695a638f09
trunk: fixed bug with USE_DLL (stoch_simul was calling stoch_simul_sparse, because of wrong handling of options_.model_mode)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2571 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 10:02:45 +00:00
michel
aa843c739d
4.1: corrected estimation results tables with long parameter names
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added function row_header_width.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2570 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-08 20:04:19 +00:00
stepan
02681122f1
Added the modification by michel on build_matlab.m (r2565) for mwSignedIndex.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2569 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-08 13:46:47 +00:00
stepan
48b4d50f09
Removed the printed value of indx.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2568 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 22:12:50 +00:00
stepan
6cb41e0252
* Added info=19 in resol.m (problem in the steady state file).
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* Bug fix in prior_sampler.
* Print more informations (BK conditions, steadys state or mjdgges
* problems...) when running get_prior_info.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2567 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 22:08:39 +00:00
michel
25aa38f9c4
4.1: fixed problem with mwSignedIndex. Despite the fact that mwSignedIndex appeared
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in Matlab version 7.3, Matlab Lapack library only uses it from version 7.8
(needs to be merged in 4.0)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2565 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 21:13:05 +00:00
george
c497540e06
correction for hessian: the one from compiled <mod>_dynamic.dll is not sparse but
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the one from the matlab version <mod>_dynamic.m is so we sparse it anyway to be able to pass it to sparse_hessian_times_B_kronecker_C
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2564 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 12:50:40 +00:00
stepan
4663cb473d
Do not print the content of NumberOfElementsPerFile.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2563 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 11:17:56 +00:00
stepan
ff38cbdd5d
Bug fix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2562 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 11:13:43 +00:00
michel
76080af7ec
4.1: dynare_estmation_1:
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-removed saving of bayestopt_ in *_mode.mat
-added hooks for Gianni Lombardo's optimization routines
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2561 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 16:36:08 +00:00
michel
cff38c00cf
v4.1: initialize_from_mode doesn't need bayestopt_ anymore
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2560 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 16:33:42 +00:00
stepan
adc1e77514
Changed the description of the available optimization routines for
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estimation.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2559 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 15:49:12 +00:00
stepan
2083b59072
More robust version of get_name_of_the_last_mh_file.m.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2558 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 14:58:44 +00:00
stepan
2b0f2d5fd1
Do not print the message "The most negative..." if the hessian of
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minus the posterior kernel is positive definite.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2557 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 14:48:30 +00:00
stepan
aa31417a05
Efficiency & Cosmetic changes related to the design of bayestopt_ and
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the computation of the prior density.
bayestopt_.p1 is always the prior mean
bayestopt_.p2 is always the prior standard deviation
bayestopt_.p3 is unchanged
bayestopt_.p4 is unchanged
bayestopt_.p5 [new field] is the prior mode
bayestopt_.p6 [new field] is the first hyper-parameter of the prior density
bayestopt_.p7 [new field] is the second hyper-parameter of the prior density
These fields are defined in set_prior and are never changed after. In
the previous version of Dynare, the hyper parameters of the densities
were updated at each iteration of the optimization routine or the
metropolis.
Removed fields pmean and pstdev.
Vectorized the code in priordens.
Fixed the bug mentionned by Gianni. If a (logged) density is evaluated
outside the prior domain, the output of priordens if minus infinity
(instead of a complex number).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2556 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 14:38:37 +00:00
stepan
f02ea822ec
Removed useless global.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2555 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 10:34:49 +00:00
stepan
c42f33ff47
Bug fix + Cosmetic change. Do not compute the likelihood if the steady
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state is complex.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2554 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 22:23:46 +00:00
stepan
22452f016e
Speed up successive calls to lyapunov_symm by factorizing tests
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(persistent variables are used).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2553 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 21:14:50 +00:00
stepan
d9ba762623
Changes related to the multithreaded mex files (part III') Oups.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2552 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 11:13:42 +00:00
stepan
91a25ebead
Changes related to the multithreaded mex files (part III). Moved
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set_dynare_threads in ./matlab/thread/multi (the user has no access
to this function if mex files are compiled without the openmp flag).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2551 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 11:12:21 +00:00
stepan
8ab8d2f067
Changes related to the multithreaded mex files (part II).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2550 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 11:07:19 +00:00
stepan
fe7c01675a
Changes related to the multithreaded mex files (part I).
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* Removed from build_matlab.m the compilation of mex files with openmp.
* Added build_matlab_multithread.m (where openmp is used if availabe).
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2549 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 11:01:55 +00:00
michel
4a3baea105
v4.1: added check and penalty for complex steady state
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2548 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-02 13:40:56 +00:00
stepan
91fb6ee044
Use check (the second output of the steady state file) to pass a
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penalty defined in the steady state file.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2547 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-02 13:24:41 +00:00
michel
9720af3354
4.1: model_diagnostics: added a test for singular Jacobian of the static model
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2546 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-02 13:22:41 +00:00
stepan
c9d422972d
Cosmetic change.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2544 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-01 10:08:03 +00:00
stepan
af9d1fbb6a
Bug fix. The DsgeSmoother was crashing when M_.exo_nbr=1. Added a new function that generalizes the matlab's squeeze
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function (the problem is that squeeze does not affect 2D arrays).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2543 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-01 10:04:53 +00:00