Commit Graph

1775 Commits (b92b48c58ed16ff47bcc78d9031723d0f81c2fc5)

Author SHA1 Message Date
ratto 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
ratto 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
ratto 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
ratto 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
ratto 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
ratto 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
ratto 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
sebastien 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
sebastien 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
sebastien 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
george 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
george 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
sebastien 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
ferhat 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
ferhat 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
ferhat 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
ferhat 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
stepan d67f1ecdb1 + Added comments.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2725 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 10:25:45 +00:00
stepan a9d7088ced Added new tool. When using the instruction get_prior_info(2) in the mod file (after the
definition of the priors) Dynare tries to compute the prior mode using
Chris Sims' optimization routine.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2724 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 10:16:31 +00:00
stepan 7691c17b15 Added a new function to save all endogenous variables in matlab's base
workspace.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2723 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 09:39:48 +00:00
stepan 2dee7d4c9e Bug fix. The mode of the Inverted Gamma -- type 1 distribution was wrong.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2722 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 08:30:26 +00:00
stepan 38c7176206 Bug fix. Call to compute_prior_mode was buggy for gamma and beta
densities (lower and upper bound were missing).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2721 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-04 13:15:11 +00:00
sebastien e2c749e0b7 trunk manual: added some details about reordering of variables in decision rules (merge needed)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2720 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-03 15:12:19 +00:00
stepan dedca98dba Added Posterior distribution of the conditional variance
decomposition (more tests are needed). 

The results are saved in oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition. 

Contrary to the asymptotic variance decomposition, we do not report
contribution shares but contribution levels of each structural shock.

LIMITATIONS: 
* Won't work in a model with measurement errors.
* Won't work in a model with correlated shocks.
* The routines do not compute the covariance decompositions.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2719 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-03 14:50:02 +00:00
sebastien 19b704d54b trunk: removed obsolete debian stuff
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2718 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-03 11:16:33 +00:00
stepan d35d790789 Bug fix. To be merged with branches/4.0.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2717 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-02 14:36:42 +00:00
george c0e2ee809c Adding inner loop for performance tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2716 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-01 16:57:52 +00:00
michel 3260ba476e 4.1 correcting bug for large values of start and fixed constants in lik. Still need to be tested
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2715 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 18:14:07 +00:00
george 298aa37a6b Makefile for new Kalman_filters.DLL (combined of difuse and non-diffuse, univariate and the main one - the multivariate
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2714 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 17:07:00 +00:00
george 061cd9269d Adding new Kalman_filters.cpp for a KF DLL combined of difuse and non-diffuse, univariate and the main one - the multivariate and its .m driver. Also, (unfinished) base kalmn_filter.cpp renamed to kalman_filter_Z.cpp
% NOTE: presampling>0 (start>1) does not yet work properly for the univariate mode!!


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2713 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 17:00:08 +00:00
george 13adc61353 Deleting obsolete, redundant DYN_pp. We should not use Dyn_pp subdirectory in korderpert directory of mex/sources for building dynarelib.a needed for korderpert but the up-to-date dynare++.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2712 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 12:38:59 +00:00
ratto 5c2b1a2aae Added test function for parallel routines.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2711 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 08:07:12 +00:00
ratto 63232d540a When parallel runs are local, bypass the use of ssh commands.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2710 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 07:56:27 +00:00
stepan 1db404680f Added vech and unvech operators.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2709 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 22:34:08 +00:00
ratto 78dc6afc8a sshfs mirror folder has to be specific for each remote process and remote CPU.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2708 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 16:31:45 +00:00
ratto 3000a1adcd pause(1) before deleting batch file in unix.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2707 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 16:31:06 +00:00
ratto 3a4b5eb8e1 parallelized version, working for win and unix.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2706 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 16:30:30 +00:00
ratto 7532957c4d unix: mount Master project folder using sshfs
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2705 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 15:56:45 +00:00
ratto ff22cece76 check for possible circular remote runs on the same local folder project
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2704 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 15:56:04 +00:00
george 3b91eb8649 prepares matrices for C++ kalman_filter dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2703 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 15:50:26 +00:00
sebastien d1fc072a63 trunk korderpert: beautified code using uncrustify
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2702 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 14:28:23 +00:00
sebastien 2c3aa0c72e Added config file for uncrustify
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2701 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 14:22:55 +00:00
michel 27387d5e10 4.1: changing handling of constants in Kalman filter
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2700 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:43:34 +00:00
ratto 111d0b0c2c 1) Full parallel structure passed to fmessage status;
2) unix path  syntax;


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2699 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:29:23 +00:00
ratto b181e6c0af unix commands added.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2698 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:28:28 +00:00
ratto ced9fc0d2a unix commands for remote parallel runs
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2697 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:28:04 +00:00
ratto 4fe32454f7 Unix commands for remote parallel runs.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2696 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:27:37 +00:00
ratto 5085a1785f - Allow parallel runs with unix;
- unix path syntax

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2695 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:26:45 +00:00
george 58819397e6 Updated prototype together with some comments merged
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2694 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 09:21:39 +00:00
ratto 4c141a2044 - First unix platform fixes (working for parallel runs of the local machine; remote commands still to be implemented);
- avoid use of ls and  use dir instead (ls gives different results in win and unix);

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2693 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 06:57:18 +00:00