George Perendia
127e5ca05a
Minor data initiation bug fix in testInitKalman.cc
2010-03-16 16:54:28 +00:00
Sébastien Villemot
b1e90e59af
Estimation DLL: added testInitKalman to the build system, and modify it to accept the dynamic DLL as argument
2010-03-16 15:57:10 +01:00
Sébastien Villemot
d93a5af70b
Estimation DLL, DynamicDLL class: removed dependency on MEX header, unnecessary and makes the compilation of test files more complicated
2010-03-16 15:55:37 +01:00
Sébastien Villemot
35377ff303
Estimation DLL, InitializeKalmanFilter: removed unknown header
2010-03-16 15:55:08 +01:00
George Perendia
f62dce714e
Minor modification of types
2010-03-16 13:52:00 +00:00
George Perendia
c738941044
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-16 13:27:29 +00:00
George Perendia
881b1168fe
Adding InitializeKalmanFilter.cc/hh, its supporting files: DetrendData.cc/hh (a basic one), libmat/DiscLyapFast.cc, a test driver routine and a minor amendment to ModelSolution.hh.
2010-03-16 13:26:05 +00:00
Sébastien Villemot
fd3c35937b
Estimation DLL, dynamic DLL loading: minor changes to testModelSolution (now takes the full name of the dynamic DLL in argument)
2010-03-16 10:27:58 +01:00
Sébastien Villemot
3c8bfc5ef0
Estimation DLL, dynamic DLL loading: fixed memory leaks
2010-03-16 10:27:58 +01:00
George Perendia
882ea0ed75
Amending assertions in BlasBindings.hh
2010-03-15 12:12:43 +00:00
Sébastien Villemot
2449a4365c
K-order DLL, DynareNameList class: removed memory leaks
2010-03-09 18:30:23 +01:00
Sébastien Villemot
d95b0cf6d7
K-order DLL, KordpDynare class: removed memory leaks
2010-03-09 18:30:23 +01:00
Sébastien Villemot
bb3675e75c
K-order DLL, DynamicDLL class: removed memory leaks
2010-03-09 18:30:23 +01:00
Sébastien Villemot
1b3bc4a825
K-order DLL: removed useless stuff
2010-03-09 18:30:23 +01:00
Sébastien Villemot
1bc6da864c
Estimation DLL, matrix library: adding test-repmat to build system
2010-03-08 13:50:02 +01:00
Sébastien Villemot
2aab5b47f2
Estimation DLL, matrix library: minor fixes for removing compiler warnings
2010-03-08 13:49:47 +01:00
George Perendia
a78ca35807
Adding test-repmat.cc - a test for new Matrix.hh repmat utilities
2010-03-08 12:39:25 +00:00
George Perendia
fa54eb55ca
Adding 8 new template functions to Matrix.hh mat namespace, few of which emulate Matlab repmat and assign / reorder by vector.
2010-03-08 12:22:23 +00:00
George Perendia
5d0e93adfe
Declare libmat destructors virtual
2010-03-08 10:09:45 +00:00
Sébastien Villemot
3475341ac9
Bytecode DLL: fixed compilation with MSVC
2010-02-23 16:04:32 +01:00
Sébastien Villemot
263725aa1f
Estimation DLL, ModelSolution class:
...
* fixed initialization of matrices
* removed useless ModelSolutionException, rather forward upwards the exception thrown below
* DynamicModelDLL is now a full member instead of a pointer
2010-02-22 15:58:44 +01:00
Sébastien Villemot
3cacb48c81
Estimation DLL, MEX utils: fix compilation issues
2010-02-22 15:56:00 +01:00
Sébastien Villemot
a17207fb56
Estimation DLL: fixed remaining EOL problems
2010-02-22 15:09:48 +01:00
George Peredia
f430e53e01
Fixing of the testModelSolution.cc
2010-02-22 13:26:47 +00:00
Sébastien Villemot
30d9feb146
Estimation DLL:
...
* finished test for DecisionRules
* added new test for LUSolver
* improved test for QRDecomposition
2010-02-19 18:42:02 +01:00
Sébastien Villemot
dcf10eba56
Estimation DLL: added decision rules w.r. to exogenous shocks
2010-02-19 18:41:12 +01:00
Sébastien Villemot
5ee45cfb60
Estimation DLL: fixed decision rules with respect to state variables (ghx)
2010-02-19 18:00:34 +01:00
Sébastien Villemot
547a912d5e
Estimation DLL, matrix library:
...
* fixed various bugs
* added utility for computing the infinite norm
* changed the direction of mat::transpose(A, B) for consistency with GSL
2010-02-19 17:04:45 +01:00
Sébastien Villemot
0ef2f8c4bd
Estimation DLL: optimization of DecisionRules
2010-02-19 14:24:29 +01:00
Sébastien Villemot
9e9eeb533b
Build system: fixed minor bug in configure script
2010-02-19 11:51:09 +01:00
Ferhat Mihoubi
faa5da07dc
Bug correction in error messages and reduction of memory requirement during simulation
2010-02-19 11:03:53 +01:00
Sébastien Villemot
229d0e1ea4
Merge remote branch 'george/master'
2010-02-18 19:19:14 +01:00
Sébastien Villemot
a78bdab6d3
Estimation DLL: test file for DecisionRules based on example1.mod (only checks the eigenvalues for the moment)
2010-02-18 19:18:25 +01:00
Sébastien Villemot
1280000ee4
Estimation DLL: fixed various bugs in DecisionRules
2010-02-18 19:17:55 +01:00
Sébastien Villemot
cd9f9ff1b9
Estimation DLL, matrix library: fixed bug in mat::row_copy()
2010-02-18 19:11:09 +01:00
unknown
9a77efe440
Amend Estimation C++ ModelSolution, some utils (new Matrix version of dynamic_dll) and a test routine
2010-02-18 17:45:28 +00:00
Sébastien Villemot
07091a6b63
Estimation DLL, matrix library: removed useless end-of-lines
2010-02-18 18:11:21 +01:00
Sébastien Villemot
9ac6553776
Estimation DLL, matrix library: fixed bug in MatrixView::setAll()
2010-02-18 18:10:59 +01:00
Sébastien Villemot
4f7ef5f49d
Estimation DLL, matrix library: added utility for computing A=B'
2010-02-18 18:10:45 +01:00
Sébastien Villemot
b737535955
Estimation DLL, matrix library: fixed problem in QRDecomposition (two workspaces are needed of different sizes) by imposing in the constructor the size of the matrix to be left-multiplied by Q
2010-02-18 18:10:16 +01:00
Sébastien Villemot
30ee44f8b4
Estimation DLL, matrix library: fixed bug in mat::negate(),;mat::add(), mat::sub()
2010-02-18 18:09:04 +01:00
Sébastien Villemot
daf97deb04
Estimation DLL, matrix library: fixed incorrect assertion in col_copy()
2010-02-17 12:22:02 +01:00
Sébastien Villemot
440db94603
Estimation DLL, DecisionRules: fixed incorrect matrix dimensions
2010-02-17 12:21:39 +01:00
Sébastien Villemot
8fa10d61cc
Build system: fix the creation of tarball
2010-02-13 09:52:43 +01:00
Sébastien Villemot
fb97797405
Estimation DLL: first version of matrix library + still unfinished decision rules computation
2010-02-09 19:15:59 +01:00
Sébastien Villemot
cf8f793c55
k_order_perturbation: give a value to model residuals, otherwise valgrind logs are cluttered with unitialized value errors
2010-02-09 14:32:40 +01:00
Sébastien Villemot
34ab1a5686
k_order_perturbation: fixed illegal cast
2010-02-09 14:24:16 +01:00
Ferhat MIHOUBI
6d958b6e8d
Improvement of the floating point error messages (the equation and the location of the error are displayed)
2010-02-06 15:07:56 +01:00
Ferhat MIHOUBI
cea26af06e
Uses the initial method to manage the floating exceptions
2010-02-05 18:50:57 +01:00
Ferhat MIHOUBI
f7ac31b58a
Improves the global convergence of Newton method for static model
2010-02-05 18:33:34 +01:00