b82bc0586a
1) Fix for octave compatibility;
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2) cleanup slavejob files
2013-03-27 16:31:45 +01:00
2133ae43a6
Allow for exceptions in deleting new files created remotely
2013-03-27 16:30:46 +01:00
f2cce399b8
1) Fix compatibility problems with the Port field in unix nodes of the cluster;
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2) fix in defining the list of files;
2013-03-27 16:30:12 +01:00
8cd68dc02a
1) Fix compatibility problems with the Port field in unix nodes of the cluster;
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2) bug fix in security checks;
2013-03-27 16:29:50 +01:00
0a2f7f3e6d
Fix compatibility problems with the Port field in unix nodes of the cluster
2013-03-27 16:28:31 +01:00
76ca912d02
Merge pull request #343 from JohannesPfeifer/master
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Bugfixes of correlation_mc_analysis
2013-03-27 06:12:55 -07:00
9e9f882c81
Merge branch 'master' of https://github.com/DynareTeam/dynare
2013-03-27 12:26:43 +01:00
f995f3da90
Bugfix in correlation_mc_analysis
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Closes #290 and makes #314 obsolete as we store both auto- and
cross-correlations
2013-03-27 12:26:08 +01:00
a403d324dc
Fix Typo in correlation_mc_analysis
2013-03-27 10:12:53 +01:00
c9a15f0ac5
Mention compatibility with Windows 8
2013-03-26 18:01:43 +01:00
f594c27fd5
Conditional forecast test: remove spurious changes introduced in dfa744fcb3
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As a consequence, reactivate the tests
2013-03-26 17:31:34 +01:00
3c5ce6aab9
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
e504ea0682
Also ignore TeX files produced with options_.TeX = 1
2013-03-26 16:51:17 +01:00
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
c681b5e4ed
Revert spurious preprocessor changes introduced in dfa744f
2013-03-26 16:51:10 +01:00
feb0eb8a11
Adapt for change of ismember in MATLAB R2013a
2013-03-25 14:34:07 +01:00
e16e9c9424
Fix .gitgnore w.r.t. matlab/missing
2013-03-25 12:58:35 +01:00
25269c3c6b
Temporarily disable another test which goes into an infinite loop
2013-03-25 12:58:17 +01:00
3025a14ed9
Adapt for removal of luinc in MATLAB R2013a
2013-03-25 12:05:56 +01:00
3079ad49fa
Temporarily disable conditional_forecast tests
2013-03-25 11:18:02 +01:00
d308356a2f
Revert "removing tests of conditional forecast that are blocking the test suite"
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This reverts commit 8be13512d0
2013-03-25 10:57:45 +01:00
37592309fb
Distribute dynumfpack.h in tarball
2013-03-24 09:42:45 +01:00
8be13512d0
removing tests of conditional forecast that are blocking the test suite
2013-03-23 21:44:33 +01:00
86db8d805c
Add configure test for UMFPACK
2013-03-23 17:09:00 +01:00
1db892efc4
Fix compilation problems of bytecode with UMFPACK and MATLAB's libut
2013-03-23 13:02:07 +01:00
a5e9c7bef4
Merge pull request #340 from FerhatMihoubi/master
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last commits
2013-03-22 12:37:36 -07:00
33bac21c33
Adds end of line codes for various environments
2013-03-22 16:46:52 +01:00
19032f4b07
Adds an umfpack definition file for matlab on windows
2013-03-22 16:38:34 +01:00
43a50dd395
- adds the kernel CUDA file for SparseMatrix
2013-03-22 16:36:30 +01:00
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
5c2a6b80eb
Revert "indicates the endline code for various environments"
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This reverts commit f16a8b1658
2013-03-22 16:14:19 +01:00
d3e34711e3
Use type compatibles with Matlab (size_t instead of int)
2013-03-22 15:48:47 +01:00
2a51248832
Adds a block Kalman filter using GPU
2013-03-22 15:47:57 +01:00
ac6326758a
Adds new preconditioners in iterative solvers
2013-03-22 15:46:47 +01:00
03e487a092
Major update of bytecode:
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- Iterative linear solvers using CUDA
- interpreter.cc decomposed
2013-03-22 15:44:34 +01:00
7a8b407380
Adds csv files in the file formats supported by datafile
2013-03-22 15:30:20 +01:00
f16a8b1658
indicates the endline code for various environments
2013-03-22 15:27:42 +01:00
214ff84429
Incorporate unit test for correlation in measurement errors
2013-03-22 15:01:40 +01:00
8531d994b0
Merge pull request #329 from JohannesPfeifer/master
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Fixing of potentially serious bugs in estimation
2013-03-22 06:38:16 -07:00
82c6ff3b1b
Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f'
2013-03-21 21:22:20 +01:00
34fb9f1c62
Clarify treatment of measurement error and correlations in manual
2013-03-21 20:51:22 +01:00
0311c4add4
Add unit test for correlated measurement error
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Tests both ML and Bayesian estimation and test calibrated correlation of
those shocks
2013-03-21 20:51:21 +01:00
7518072e77
Fix several bugs related to estimated measurement errors
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1. The first call to set_prior overwrote the first column of
estim_params_.var_endo storing the position of the variable with
measurement error in M_.endo_names with the position in
options_.var_obs. All subsequent calls to set_prior then lead to
crashes.
2. At the same time, for correlations of ME, the first column of
estim_params_.corrn still stored the position of the variable with
measurement error in M_.endo_names. But subsequent calls to it were done
as if it stored the position in options_.var_obs
I introduced two new variables in estim_params_ storing the respective
positions in var_obs so as to not necessitate changes in the
preprocessors.
3. For cases of calibrated measurement error correlations, the
covariance matrix was not updated.
4. Fixing a lot of smaller bugs related to measurement errors, including
some copy and paste errors
-
2013-03-21 20:51:12 +01:00
ebc7d6f67a
Add comment why use of old correlation matrix from previous draw is correct and revert change
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Due to only using the diagonal of Sigma_e and the correlation matrix having ones on the diagonal, the diagonal entries of the covariance matrix are correctly built from recent draw. Later, when using the new draw for the correlations, only the correctly updated diagonal entries of Sigma_e are used.
2013-03-21 20:49:33 +01:00
3bbdbf8387
Provisions for MATLAB 8.1 (R2013a)
2013-03-21 18:26:04 +01:00
db2999d84e
Add Frédéric and Johannes to userguide; remove useless spam obsfuscating
2013-03-21 18:26:04 +01:00
894a81efb2
Added two new routines to rename name and tex name of a variable in a dynSeries object.
2013-03-21 16:42:13 +01:00
262c6a3a1c
Changed the naming convention of the variables in the overloaded operators for the dynSeries class.
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Names for the results of basic operations on dynSeries objects was '--NA--'. The name of the result
variables now keep track of the operations. For instance, if we have two dynSeries objects, ts1 and
ts2, respectively holding two variables 'A1' and 'B1', then:
- the name of the variable in ts3=ts1+ts2 is 'plus(A1,B1)'
- the name of the variable in ts3=ts1-ts2 is 'minus(A1,B1)'
- the name of the variable in ts3=ts1*ts2 is 'multiply(A1,B1)'
- the name of the variable in ts3=ts1/ts2 is 'divide(A1,B1)'
- the tex name of the variable in ts3=ts1+ts2 is '(A1+B1)'
- the tex name of the variable in ts3=ts1-ts2 is '(A1-B1)'
- the tex name of the variable in ts3=ts1*ts2 is '(A1*B1)'
- the tex name of the variable in ts3=ts1/ts2 is '(A1/B1)'
2013-03-21 16:42:13 +01:00
055ae25785
Fixed typo.
2013-03-21 16:42:13 +01:00
0be1b434d1
Fixed typo.
2013-03-21 16:42:13 +01:00
Marco Ratto
Sébastien Villemot
Johannes Pfeifer
Sébastien Villemot
Michel Juillard
Stéphane Adjemian
Ferhat Mihoubi