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532 Commits (bd60a5beef7149f4f0b342398d9b0dc586e4e334)

Author SHA1 Message Date
Sébastien Villemot 2185924081 Build system: fix for Octave 3.4 2011-12-28 13:05:30 +01:00
Sébastien Villemot d33f149178 Windows package: build against Octave 3.4.3 2011-12-26 18:00:08 +01:00
Stéphane Adjemian (Charybdis) 3e84e333b4 Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1. 2011-12-26 17:46:48 +01:00
Sébastien Villemot cb9858d6a5 Minor improvements and bugfix to qmc_sequence 
* make 2nd argument optional
* fix bug related to 3rd argument
* simplify code
 2011-12-26 16:09:33 +01:00
Sébastien Villemot a1c466a3bb Fix license notice of qmc_sequence MEX 2011-12-26 15:40:44 +01:00
Sébastien Villemot 1d4301bd97 Fix build failure on Octave/32-bit 2011-12-26 14:41:02 +01:00
Stéphane Adjemian (Charybdis) 6bb3a1c736 Fixed bug. Wrong calling sequence to dgemm. 2011-12-23 12:10:23 +01:00
Stéphane Adjemian (Charybdis) b9d47ae42e Fixed the inverse Gaussian Cumulative Distribution Function. Return -Inf/Inf if input is equal to 
0/1.
 2011-12-23 11:16:06 +01:00
Stéphane Adjemian (Charybdis) be6f82f145 Fixed bug (wrong size in memcpy for the last input argument). 2011-12-23 10:43:52 +01:00
Stéphane Adjemian (Charybdis) bdee23876d Fixed Octave's mex extension for qmc_sequence. 2011-12-22 14:32:32 +01:00
Stéphane Adjemian (Charybdis) f28084e79b Removed binary. 2011-12-22 14:32:07 +01:00
Stéphane Adjemian (Charybdis) dccc8478aa Fixed warning message (warning: cast to pointer from integer of different size). 2011-12-22 13:08:26 +01:00
Stéphane Adjemian (Charybdis) 699b93b9d4 Fixed mex error message (use DYN_MEX_FUNC_ERR_MSG_TXT). 2011-12-22 12:14:39 +01:00
Stéphane Adjemian (Charybdis) 1aa26572f4 Fixed headers. 2011-12-22 12:11:20 +01:00
Stéphane Adjemian (Charybdis) 645dc7dc45 Fixed headers. 2011-12-22 11:32:53 +01:00
Stéphane Adjemian (Charybdis) 4869fff243 Added new mex file for computing Quasi Monte-Carlo sequences (Sobol), texinfo headers and unitary tests are available in <DYNARE_PATH>/matlab/qmc_sequence.m. 2011-12-21 18:23:15 +01:00
Stéphane Adjemian (Charybdis) 3ba5a645be Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) a36cf30118 Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
Sébastien Villemot fefe425c61 mjdgges: add missing math.h header (for fabs()) 2011-12-12 10:35:39 +01:00
Michel Juillard 6927a261e3 changing int* in lapack_int* 2011-11-26 10:59:22 +01:00
Ferhat Mihoubi 1f8e4a517b Corrects the computation of the determinant of the covariance of the forecast error 2011-11-25 14:45:54 +01:00
Ferhat Mihoubi 715e528462 Corrects bugs in case of singular covariance matrix of the forecast error 2011-11-25 14:44:23 +01:00
Ferhat Mihoubi bae787c5a1 Provides informations on errors from BLAS 2011-11-25 14:31:26 +01:00
Ferhat Mihoubi 7df4621b6b Correct the size of covariance matrix of innovations 2011-11-25 14:27:25 +01:00
Michel Juillard b58eaa8e2b introducing new test for 0/0 case in mjdgges 2011-11-18 22:12:36 +01:00
Sébastien Villemot d4b4060d69 Fix build failure with -Werror=format-security 
See Debian bug #646258 (http://bugs.debian.org/646258) and
http://wiki.debian.org/ReleaseGoals/SecurityHardeningBuildFlags for details.
 2011-11-07 15:29:06 +01:00
Ferhat Mihoubi d336bb00a0 Correction of a bug the dimension of Q matrix is equal to the number of shocks, not to the number of observable variables 2011-10-28 22:40:05 +02:00
Ferhat Mihoubi ca10372607 * Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable 2011-10-28 22:25:05 +02:00
Sébastien Villemot ebcc9d8f91 Fix crash of mjdgges when options_.qz_criterium = [] 2011-09-28 16:00:36 +02:00
Sébastien Villemot a3ec794f48 Build system: adding files forgotten in a1ee7f1ee4 2011-09-26 10:17:01 +02:00
Sébastien Villemot a1ee7f1ee4 block_kalman_filter: add MEX to build system 2011-09-23 18:22:15 +02:00
Sébastien Villemot 324ad05ec1 block_kalman_filter: fix memory leak 2011-09-23 18:22:00 +02:00
Sébastien Villemot 3f2e29f7bf Adapt block_kalman_filter to Dynare's way of handling errors in MEX files 2011-09-23 18:21:04 +02:00
Sébastien Villemot b21a99d9d2 Adapt block_kalman_filter for Dynare's BLAS/LAPACK framework 2011-09-23 18:15:18 +02:00
Ferhat Mihoubi 3d1a0c2652 block-Kalman filter is now available when block option is used 2011-09-20 14:18:31 +02:00
Stéphane Adjemian (Charybdis) 560800bcc5 Changed the order of the output arguments in kronecker product related mex routines. 2011-09-05 18:57:42 +02:00
Houtan Bastani d7c06ead1e ms-sbvar bugfix: replace shocks with shocks_per_parameter 2011-08-30 16:12:00 +02:00
Houtan Bastani 6ef0f0c94d ms-sbvar bugfix: remove option shocks as it is not used 2011-08-23 13:43:24 +02:00
Houtan Bastani 383b12df0e ms-sbvar bugfix: change the way options are passed to irf, forecast and variance decomposition mex functions 2011-08-23 13:43:24 +02:00
Ferhat Mihoubi 567ef44f6d - Corrects the simulation period for a forward looking system 2011-08-11 14:15:49 +02:00
Stéphane Adjemian (Charybdis) 52fa569f00 Changed default value of the tolerance parameter. 2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis) f2450932da Use DYN_MEX_FUNC_ERR_MSG_TXT when INFO>0. 2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis) 10a21fdaa8 Cosmetic changes. 2011-06-28 14:49:56 +02:00
Ferhat Mihoubi fe1b241186 Add an option in bytecode to prevent the display of error messages . 2011-06-18 17:15:47 +02:00
Jacob Smith a07b0ae614 Bug Fix, when using parameter uncertainty on multiple regimes 2011-06-16 10:30:07 -04:00
Sébastien Villemot fee32bdf25 Fix compilation problems with GCC 4.6 2011-06-13 11:38:09 +02:00
Michel Juillard d53a1f5d04 MS-SBVAR: bug correction (replacing mxFree by free for space allocated with new) 2011-05-31 11:31:38 +02:00
Houtan Bastani a44a384146 remove extraneous code 2011-05-23 17:36:29 +02:00
Houtan Bastani 561d07e89b SWZ: bug fix 2011-05-20 14:34:21 +02:00
Houtan Bastani cd021d33f6 SWZ: make mex files return error code 2011-05-20 14:34:07 +02:00