bb06ec430a
1) relaxed schur_vec_tol
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2) warning off divde by zero
3) better figure layout
2010-02-23 10:47:43 +01:00
263725aa1f
Estimation DLL, ModelSolution class:
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* 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
3cacb48c81
Estimation DLL, MEX utils: fix compilation issues
2010-02-22 15:56:00 +01:00
a17207fb56
Estimation DLL: fixed remaining EOL problems
2010-02-22 15:09:48 +01:00
f430e53e01
Fixing of the testModelSolution.cc
2010-02-22 13:26:47 +00:00
724229a5c7
Added an example of perfect foresight simulation with a sign function.
2010-02-20 10:59:51 +01:00
30d9feb146
Estimation DLL:
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* finished test for DecisionRules
* added new test for LUSolver
* improved test for QRDecomposition
2010-02-19 18:42:02 +01:00
dcf10eba56
Estimation DLL: added decision rules w.r. to exogenous shocks
2010-02-19 18:41:12 +01:00
5ee45cfb60
Estimation DLL: fixed decision rules with respect to state variables (ghx)
2010-02-19 18:00:34 +01:00
547a912d5e
Estimation DLL, matrix library:
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* 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
0ef2f8c4bd
Estimation DLL: optimization of DecisionRules
2010-02-19 14:24:29 +01:00
9e9eeb533b
Build system: fixed minor bug in configure script
2010-02-19 11:51:09 +01:00
faa5da07dc
Bug correction in error messages and reduction of memory requirement during simulation
2010-02-19 11:03:53 +01:00
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
e1db53caa0
dynare_config adds matlab/missing/bsxfun in the path if needed. bsxfun.m is a replacement for matlab's
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built-in bsxfun function (missing in versions older than 7.4).
2010-02-19 00:31:43 +01:00
9754bc7afa
Fixed bug.
2010-02-19 00:31:43 +01:00
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
229d0e1ea4
Merge remote branch 'george/master'
2010-02-18 19:19:14 +01:00
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
1280000ee4
Estimation DLL: fixed various bugs in DecisionRules
2010-02-18 19:17:55 +01:00
cd9f9ff1b9
Estimation DLL, matrix library: fixed bug in mat::row_copy()
2010-02-18 19:11:09 +01:00
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
07091a6b63
Estimation DLL, matrix library: removed useless end-of-lines
2010-02-18 18:11:21 +01:00
9ac6553776
Estimation DLL, matrix library: fixed bug in MatrixView::setAll()
2010-02-18 18:10:59 +01:00
4f7ef5f49d
Estimation DLL, matrix library: added utility for computing A=B'
2010-02-18 18:10:45 +01:00
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
30ee44f8b4
Estimation DLL, matrix library: fixed bug in mat::negate(),;mat::add(), mat::sub()
2010-02-18 18:09:04 +01:00
b762f010cd
Fix the inconsistency between mh_drop and the number of mh draws discarded
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when computing the Brooks and Gelman convergence diagnostics.
2010-02-18 17:13:13 +01:00
1ae1b5ff20
Backporting bicgstab function from Octave 3.2 to Octave 3.0 ( closes #81 )
2010-02-17 18:40:52 +01:00
99e0d248c7
Testsuite: added test for osr
2010-02-17 18:40:52 +01:00
5375c23f10
Dynare++: fixed test.mod
2010-02-17 18:40:52 +01:00
f65ce54dc1
preprocessor: under Octave/Windows, with USE_DLL, do not require "cygwin" or "msvc" option ( closes #76 )
2010-02-17 18:40:52 +01:00
eb35f6b172
Added Windows executables in gitignore file
2010-02-17 18:40:52 +01:00
10e92a8673
Merge branch 'master' of stepan@kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-02-17 18:29:44 +01:00
de1ba423b5
Bug fixes.
2010-02-17 18:27:20 +01:00
cbfd0fd562
Added estimation of the variance of the SMM estimator.
2010-02-17 17:48:43 +01:00
b65178aadb
Added a function computing the gradient of a function (R^m -> R^n).
2010-02-17 17:33:52 +01:00
f1b07fb789
Added a function computing the gap between simulated and sample moments.
2010-02-17 16:53:04 +01:00
77570f40c7
Added mode options.optimization_routine==0 (no optimization, just read the optimization_path.mat file).
2010-02-17 16:20:37 +01:00
c1e7ade63e
get_variance_of_endogenous_variables.m: fixed error introduced in commit b9173a211f
2010-02-17 12:52:25 +01:00
9e2885d17f
Merge remote branch 'michel/master'
2010-02-17 12:51:20 +01:00
daf97deb04
Estimation DLL, matrix library: fixed incorrect assertion in col_copy()
2010-02-17 12:22:02 +01:00
440db94603
Estimation DLL, DecisionRules: fixed incorrect matrix dimensions
2010-02-17 12:21:39 +01:00
b9173a211f
get_variance_of_endogenous_variables.m:
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* fixed bug when no unit root
* removed unused and never initialized second return argument
2010-02-17 12:02:17 +01:00
d6faa47807
Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates
2010-02-15 16:52:36 +01:00
9509a46497
corrected bug when all variables are stationary and u is empty
2010-02-15 14:17:02 +01:00
44623a1d3f
Fixed bug related to squeeze. Replaced matlab's squeeze function by dynare_squeeze.
2010-02-13 19:19:57 +01:00
498c10b2ab
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare-ratto
2010-02-13 12:45:40 +01:00
8fa10d61cc
Build system: fix the creation of tarball
2010-02-13 09:52:43 +01:00
be510a4b93
bug fixes for use with octave for windows
2010-02-12 19:31:39 +01:00
Marco Ratto
Sébastien Villemot
George Peredia
Stéphane Adjemian (Scylla)
Ferhat Mihoubi
unknown
Stéphane Adjemian (Gpm)
JUILLARD Michel