Commit Graph

281 Commits (b261eb0ba2dae3210752b23c2b7cb2d593795f0e)

Author SHA1 Message Date
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