66c571d67a
Update and new test routines for testing QT performance. The lapse execution time is measured as difference between the unix date after and before the run. For correct results, supply a tab-delimited file containing the transpose of the QT
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2782 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-24 12:50:08 +00:00
6a6d24e5b3
Updates to Kalman filter QT library standalone exe test
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2781 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 19:19:03 +00:00
bc28cfc8c7
Updates to Kalman filter sylv library
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2780 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 19:09:07 +00:00
b47b9f5ed7
Updates to Kalman filter library and dll and dll tests
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2779 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 19:06:08 +00:00
061207a88e
Andrea Pagano's f90 QT library and associated C++ integration and test routines
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2778 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 18:41:16 +00:00
4d7f60c803
v4.1: added 'file' to call to exist() function to avoid a bug when there exists a directory with the same name as the mex function
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2777 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-21 09:20:03 +00:00
5856731338
Updated version using p2 in place of pstdev
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2774 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-19 09:02:32 +00:00
27850744ba
New version with the shape of the likelihood kernel on the top of posterior shape;
...
Use of one single loop, by merging the previous three cases, for easier parallelizing.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2773 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-19 08:54:40 +00:00
d10423ec19
Added mode_check_nolik option, with default = 0
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2772 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-19 08:44:08 +00:00
f039875f60
+ Various bug fixes related to prior sampling.
...
+ Removed globals in set_stationary_variables_list.m.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2771 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-15 14:36:30 +00:00
2d314b32b9
Updated header.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2770 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-15 08:45:22 +00:00
cd81ed664e
Bug fix (dynare was crashing when the number of estimated parameters
...
is changed).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2769 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-12 21:51:22 +00:00
4af1f415d4
Various bug fixes.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2768 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-12 10:08:25 +00:00
771a12c8ae
Bug fix (introduced in the previous commit).
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2767 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-12 09:40:32 +00:00
1c5e2df2a0
+ Changed compute_moments_varendo so that it can handle prior montecarlo.
...
+ Bug fix.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2766 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 23:09:19 +00:00
5695c1d528
+ Changed some files so that they can handle prior montecarlo.
...
+ New version of prior_analysis.m.
+ Changed names and calls.
+ Bug fix.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2765 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 22:55:37 +00:00
bdabde9b58
+ Changed some files so that they can handle prior montecarlo.
...
+ Changed names and calls.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2764 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 16:32:05 +00:00
6687ebb992
Adding separate and modified sylv utilities needed by KF
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2763 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 16:13:38 +00:00
f74c6f30b2
trunk: added testsuite for Octave, incorporated in build system (merge needed)
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2760 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 14:58:43 +00:00
e3043c4107
+ Changed dsge_simulated_theoretical_*.m files. They can be used to compute the prior distribution
...
of second order moments and variance decompositions.
+ Changed calls to dsge_simulated_theoretical_* functions.
+ Fixed headers.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2759 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 14:39:52 +00:00
b04e65196f
Changed names of four functions (these functions will be used for posterior *and* prior sampling).
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2758 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 13:22:52 +00:00
16de70de41
Changed header.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2757 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 12:59:04 +00:00
5ff813a1e6
Added a new function. This function tests if prior_sampler.m has to be called or if
...
the second order moments have to be computed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2756 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:57:33 +00:00
faaac5e6c0
Added comments.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2755 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:33:30 +00:00
b71a7a83ed
Save prior structure (bayestopt_) in M_.dname/prior/definition.mat, if the prior is changed.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2754 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 11:30:26 +00:00
cbbaf112e3
trunk preprocessor: fixed bug when loading non-existent steady-state file
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2753 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-10 14:45:41 +00:00
3533753c99
Bug fix (problem related to prior draw files indexing).
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2752 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-10 14:29:24 +00:00
70202d0bb0
Bug fix
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2751 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-10 10:55:48 +00:00
1245d60326
1st cut of KF refactoring and simplification
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2750 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-10 06:40:07 +00:00
36ecf9d6bd
Added prior 2nd order moments (still buggy).
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2749 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 15:29:28 +00:00
271b16a879
+ Moved the definition of dr_.qz_criterium from dr1.m to global_initialization.m.
...
+ dr1.m: Removed useless field declarations in dr1.m.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2748 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 15:06:21 +00:00
b0a093dab2
Minor change for new graph monitoring
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2747 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:04:19 +00:00
04b82bba12
Fixes for Octave compatibility.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2746 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:03:29 +00:00
787ee74238
- Provisions for Octave;
...
- Nicer graph monitoring for Matlab;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2745 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:02:50 +00:00
886a3154c3
tic toc eliminated
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2744 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:01:21 +00:00
6c027cf660
Provisions for OCTAVE.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2743 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:00:43 +00:00
1bde350a77
mat extension in save instruction.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2742 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 09:59:12 +00:00
9eba4c4915
mat extension in save instruction
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2741 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 09:58:34 +00:00
9c9b1feb05
Patch allowing commands of the type delete('*.*') to be run successfully with Octave.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2740 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 07:23:38 +00:00
4b850c0db3
Use of filesep utility for compatibility with Octave for Windows.
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2739 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 07:21:55 +00:00
87906b8ed1
trunk: added missing files in distclean rule of top-level Makefile
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2738 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-08 20:52:25 +00:00
cd49809994
trunk: build system updates
...
* version number set to "4.1-unstable" in the configure.ac file
* the configure script generates dynare_version.m
* the configure script generates windows/dynare-version.nsi, for the windows installer
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2735 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-08 16:43:24 +00:00
b710347869
trunk: build system updates
...
* top-level Makefile now generated
* automatic rules for regenerating configure and Makefiles
* enhanced source tarball creation (no longer destroys SVN subdirs)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2734 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-08 10:04:06 +00:00
4b9e7ca251
minor update to the test exe .cpp
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2732 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-07 19:49:54 +00:00
7bd6cb0f08
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2731 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-07 16:33:39 +00:00
0b0aea0589
trunk: fixed preprocessor/Makefile.in
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2730 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 17:01:15 +00:00
ed679ec55c
- ModelBlocks.cc and ModelBlocks.hh erased
...
- Makefile.in corrected
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2729 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 16:04:23 +00:00
0380ae414a
- References to ModelNormalization erased
...
- Use derivatives w.r. to lead and lag endogenous in BlockTriangular.cc
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2728 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 15:30:32 +00:00
1707d7eed9
Minor corrections (comments corrected in MinimumFeedBackSet.hh, makefile updated and ModelNormalization erased)
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2727 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 15:04:09 +00:00
6479edf5a7
- Correction of several bugs
...
- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 14:45:23 +00:00
george
michel
ratto
stepan
sebastien
ferhat