Sébastien Villemot
85f001885e
Estimation DLL: fix bug with creating MAT files
...
Similar problem to #446
2013-12-06 14:46:44 +01:00
Houtan Bastani
830c09760e
preprocessor: remove clang warning on declaration of const static double in class definition
2013-11-22 14:59:34 +01:00
Houtan Bastani
5352fb4d16
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Sébastien Villemot
f1c8ec60c7
Remove various compilation warnings
2013-06-12 16:05:35 +02:00
Sébastien Villemot
555fc98673
Fix bug in gemv binding
2013-06-12 16:05:35 +02:00
Sébastien Villemot
2670be408e
Bug fix in steady state solver
2013-04-19 18:01:19 +02:00
Sébastien Villemot
7495668ef2
Minor simplification and improvements
2013-04-19 18:01:19 +02:00
Sébastien Villemot
e1f702f83a
Various fixes to steady state computation in estimation DLL
...
Still not working… Valgrind detects unitialized values during the call to
hybridjs…
2013-04-18 18:28:34 +02:00
Sébastien Villemot
ba889e853c
Preprocessor interface and documentation for endogenous_prior option
...
Closes #321
2013-03-18 11:12:49 +01:00
Sébastien Villemot
f89edf476e
Start refactoring of penalty handling
...
Handle all events that lead to a penalty through an exception.
Next steps:
- make all exceptions derive from a common class containing info code and
penalty value
- catch these exceptions at the top-level, and construct the penalty-adjusted
likelihood
2013-03-06 17:55:15 +01:00
Sébastien Villemot
82930ee29a
Implementation of steady state computation in estim DLL, using the GSL
...
Does not seem very robust (fails on fs2000), need to investigate why.
2013-03-06 16:58:22 +01:00
Sébastien Villemot
871cbbe448
Construct the filename of the dynamic MEX file only at the deepest level
...
In the calling chain, only pass the basename of the MOD file.
2013-03-05 14:45:47 +01:00
Sébastien Villemot
325a2ea90e
Remove unused field n_exog of DynamicModelDLL class
2013-03-05 13:00:57 +01:00
Sébastien Villemot
75fbd38524
Handle constant in Kalman filter
...
Previously, the filter was only working with options_.noconstant, i.e. when the
data are centered.
2013-02-07 18:34:17 +01:00
Sébastien Villemot
be2764520a
Estimation DLL: explicitly fail with option loglinear or observation trends
2013-02-07 17:00:48 +01:00
Sébastien Villemot
6fc94a12d0
C++ DecisionRules: support models with no static variables
2013-02-07 16:03:11 +01:00
Sébastien Villemot
ea3d2cd1ed
Include right header in definition of LogLikelihoodSubSample
2013-02-05 15:49:47 +01:00
Sébastien Villemot
da046d378e
Fix typos
2013-02-05 15:49:27 +01:00
Sébastien Villemot
a06e3d9714
Clarify error message of logposterior DLL for purely backward/forward models
2013-02-05 14:57:38 +01:00
Sébastien Villemot
21055da526
Remove incorrect use of static keyword
...
This leads to a crash when the DLL is called several times in the same
Octave/MATLAB session.
2013-01-30 18:39:18 +01:00
Sébastien Villemot
deb9ece36d
Fix MOD-file name in Kalman tests
2013-01-30 16:44:10 +01:00
Sébastien Villemot
f60acd4366
Relax criterion for decision rules test
...
Otherwise it fails with on Karaba
2013-01-30 16:43:35 +01:00
Sébastien Villemot
b3acdc0836
Make various functions more generic, using templates
...
This was necessary to make some tests work again
2013-01-30 16:43:02 +01:00
Sébastien Villemot
02fee79fc7
Add some sanity checks
2013-01-30 16:27:13 +01:00
Sébastien Villemot
5beec53458
Remove unused function prototype
2013-01-30 16:26:56 +01:00
Sébastien Villemot
53709a3214
Ensure compatibility with matio 1.5
...
Closes : #275
2012-08-07 14:44:45 +02:00
Sébastien Villemot
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Sébastien Villemot
615535ad88
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
Sébastien Villemot
89ca683ab9
Fix "make dist" following changes in estimation DLL
2012-02-24 12:21:33 +01:00
Michel Juillard
da0beac147
updating calling sequence for estimation dll and introducing templates
...
when necessary
2012-02-23 18:39:41 +01:00
Sébastien Villemot
a66594caed
Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
...
Closes : #235
2012-01-09 12:39:09 +01:00
Sébastien Villemot
d4b4060d69
Fix build failure with -Werror=format-security
...
See Debian bug #646258 (http://bugs.debian.org/646258 ) and
http://wiki.debian.org/ReleaseGoals/SecurityHardeningBuildFlags for details.
2011-11-07 15:29:06 +01:00
Houtan Bastani
69375f4b93
logMHMCMCposterior: remove instances of mexErrMsgText
2011-02-11 12:25:10 +01:00
Houtan Bastani
4ac3a6c5a4
replace mex.h with dynmex.h
2011-02-11 12:24:13 +01:00
Sébastien Villemot
3fa2339cfe
Estimation DLL: remove warning about NOMINMAX
2011-02-07 12:37:34 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Sébastien Villemot
cc2a9d90ac
Global reindentation of MEX source files
2011-02-04 16:53:12 +01:00
Sébastien Villemot
9aa79c6140
Another build system fix
2010-12-28 10:50:51 +01:00
George Perendia
887209208f
Estimation C++ DLL: Adding the new Proposal class with common, adjustable seed for both normal and uniform rng and the associated changes including the removal of now obsolete RandSampler class.
2010-12-24 09:49:59 +00:00
Sébastien Villemot
aa58f7bd37
Estimation DLL, QRDecomposition: removed unused data members
2010-12-17 10:52:00 +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
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
George Perendia
915bb4c451
Estimation C++ DLL: Bug-fixing Sampler
2010-12-11 19:22:27 +00:00
Michel Juillard
d38c4de498
estimation_dll: adding test for logposterior
2010-12-10 21:34:40 +01:00
Sébastien Villemot
befa1b966b
Estimation DLL: removed illegal casts from pointer to integer
2010-12-09 10:49:44 +01:00
George Perendia
fa3e19fdfb
C++ Estimation DLL: Update of logMHMCMCposterior.cc with a draft octave MAT draws file save and adding a test random_walk_metropolis_hastings_core.m: Octave version crashes at start of DLL and Matlab version finishes with low acceptance due to frequent B&K and reports error within debugger too - needs more debugging!
2010-12-07 23:03:11 +00:00
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
48096db2ff
Build system: add logMHMCMC DLL
2010-10-28 10:17:58 +02:00