Marco Ratto
2166d36cc1
Improved display for weak identification
2010-03-09 08:54:16 +01:00
Marco Ratto
24ddd6edb4
cheaper execution for pairwise correlations
2010-03-09 08:54:15 +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
d994ed35ff
Merge remote branch 'ratto/master'
2010-03-05 11:32:05 +01:00
Marco Ratto
3e573f1c35
semicolon missing.
2010-03-05 11:27:59 +01:00
Marco Ratto
24d41f66c8
fixed bug with tolerance for steady state kalman filter
2010-03-05 11:26:29 +01:00
Sébastien Villemot
122a6be38a
Merge remote branch 'houtanb/master'
2010-03-04 17:56:46 +01:00
Stéphane Adjemian (Gpm
07bbc15824
Changes related to SMM estimation.
...
(1) Bug fixes.
(2) SMM estimation use the estimated_params block (same usage as for ML estimator).
2010-03-04 17:24:01 +01:00
Stéphane Adjemian (Karaba)
227d6f9140
Bug fix.
2010-03-04 16:40:02 +01:00
Stéphane Adjemian (Karaba)
2a1889b508
Set penalty equal to minus infinity in mcmc (so that the probability of discarding vectors of
...
deep parameters such that the steady state does not exist, does not satisfy BK conditions,...
is one).
2010-03-04 16:15:27 +01:00
Houtan Bastani
4f6a3669c6
Added expression sharing for external functions
2010-03-03 11:43:22 +01:00
Houtan Bastani
28894927dd
Modified external functions to enforce consistent number of function arguments within model_block
2010-03-03 11:40:13 +01:00
Stéphane Adjemian (Karaba)
e511f575a0
Added a matlab function to generate artificial datasets with missing observations.
2010-02-25 14:24:11 +01:00
Houtan Bastani
19d114ed32
Restricted syntactical variances in the implementation of the external_functions statement.
2010-02-24 15:37:52 +01:00
Sébastien Villemot
d860763122
Preprocessor: minor cosmetic changes related to external functions
2010-02-23 19:08:54 +01:00
Houtan Bastani
0b1888bc84
Simple tests showing how to use external functions.
2010-02-23 18:16:52 +01:00
Houtan Bastani
12c4a52ebc
Add support for external functions
2010-02-23 18:15:18 +01:00
Sébastien Villemot
38b8ccf52d
Preprocessor: add error message when using USE_DLL with MSVC and some function unsupported by MSVC
2010-02-23 16:59:34 +01:00
Sébastien Villemot
eba049899e
Preprocessor:
...
* in DataTree, new functions for testing if some opcode (unary, binary or trinary) is used somewhere in the tree
* removed DataTree::containsSteadyState(), rather use a call to the new utility function
2010-02-23 16:45:56 +01:00
Sébastien Villemot
3475341ac9
Bytecode DLL: fixed compilation with MSVC
2010-02-23 16:04:32 +01:00
Sébastien Villemot
7b8166043e
Preprocessor: full support for normcdf() function, in evaluation and in C files ( closes #84 )
2010-02-23 14:39:49 +01:00
Marco Ratto
38bb29fa11
1) fixed steady state derivatives for non-stationary models;
...
2) fixed derivatives using kronecker products a la Iskrev
2010-02-23 10:50:26 +01:00
Marco Ratto
bb06ec430a
1) relaxed schur_vec_tol
...
2) warning off divde by zero
3) better figure layout
2010-02-23 10:47:43 +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
Stéphane Adjemian (Scylla)
724229a5c7
Added an example of perfect foresight simulation with a sign function.
2010-02-20 10:59:51 +01:00
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
Ferhat Mihoubi
e466748993
Bugs corrected: exogenous variable are read from and external file if oo_.exo_simul is not completely filled => allows for shocks.
2010-02-19 11:03:53 +01:00
Stéphane Adjemian (Charybdis)
e1db53caa0
dynare_config adds matlab/missing/bsxfun in the path if needed. bsxfun.m is a replacement for matlab's
...
built-in bsxfun function (missing in versions older than 7.4).
2010-02-19 00:31:43 +01:00
Stéphane Adjemian (Charybdis)
9754bc7afa
Fixed bug.
2010-02-19 00:31:43 +01:00
Stéphane Adjemian (Charybdis)
1fbe76b95d
Added function a clone of matlab's built in bsxfun (missing in versions prior to 7.4).
2010-02-19 00:31:43 +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