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311 Commits (be1e0f1b8a27f5fc0224665e65f6a491a4de75d2)

Author SHA1 Message Date
Sébastien Villemot 0281c5138a Build system: added new testKalman for Estimation DLL 2010-04-13 18:41:15 +02:00
George Perendia a489c8810d C++ Estimation: Adding test and fixing a bug for KalmanFilter.cc and making some cosmetic changes to InitializeKalmanFilter.cc and ModelSolution.cc 2010-04-13 12:38:13 +01:00
Sébastien Villemot b8bf1794ca Minor fix in prototype of LAPACK dgees 2010-04-02 14:53:14 +02:00
George Perendia f0fc974b9e !st draft Kalman Filter main, auxiliary an test routines for C++ estimation 2010-04-01 13:36:58 +01:00
George Perendia 127e5ca05a Minor data initiation bug fix in testInitKalman.cc 2010-03-16 16:54:28 +00:00
Sébastien Villemot b1e90e59af Estimation DLL: added testInitKalman to the build system, and modify it to accept the dynamic DLL as argument 2010-03-16 15:57:10 +01:00
Sébastien Villemot d93a5af70b Estimation DLL, DynamicDLL class: removed dependency on MEX header, unnecessary and makes the compilation of test files more complicated 2010-03-16 15:55:37 +01:00
Sébastien Villemot 35377ff303 Estimation DLL, InitializeKalmanFilter: removed unknown header 2010-03-16 15:55:08 +01:00
George Perendia f62dce714e Minor modification of types 2010-03-16 13:52:00 +00:00
George Perendia c738941044 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2010-03-16 13:27:29 +00:00
George Perendia 881b1168fe Adding InitializeKalmanFilter.cc/hh, its supporting files: DetrendData.cc/hh (a basic one), libmat/DiscLyapFast.cc, a test driver routine and a minor amendment to ModelSolution.hh. 2010-03-16 13:26:05 +00:00
Sébastien Villemot fd3c35937b Estimation DLL, dynamic DLL loading: minor changes to testModelSolution (now takes the full name of the dynamic DLL in argument) 2010-03-16 10:27:58 +01:00
Sébastien Villemot 3c8bfc5ef0 Estimation DLL, dynamic DLL loading: fixed memory leaks 2010-03-16 10:27:58 +01:00
George Perendia 882ea0ed75 Amending assertions in BlasBindings.hh 2010-03-15 12:12:43 +00:00
Sébastien Villemot 2449a4365c K-order DLL, DynareNameList class: removed memory leaks 2010-03-09 18:30:23 +01:00
Sébastien Villemot d95b0cf6d7 K-order DLL, KordpDynare class: removed memory leaks 2010-03-09 18:30:23 +01:00
Sébastien Villemot bb3675e75c K-order DLL, DynamicDLL class: removed memory leaks 2010-03-09 18:30:23 +01:00
Sébastien Villemot 1b3bc4a825 K-order DLL: removed useless stuff 2010-03-09 18:30:23 +01:00
Sébastien Villemot 1bc6da864c Estimation DLL, matrix library: adding test-repmat to build system 2010-03-08 13:50:02 +01:00
Sébastien Villemot 2aab5b47f2 Estimation DLL, matrix library: minor fixes for removing compiler warnings 2010-03-08 13:49:47 +01:00
George Perendia a78ca35807 Adding test-repmat.cc - a test for new Matrix.hh repmat utilities 2010-03-08 12:39:25 +00:00
George Perendia fa54eb55ca Adding 8 new template functions to Matrix.hh mat namespace, few of which emulate Matlab repmat and assign / reorder by vector. 2010-03-08 12:22:23 +00:00
George Perendia 5d0e93adfe Declare libmat destructors virtual 2010-03-08 10:09:45 +00:00
Sébastien Villemot 3475341ac9 Bytecode DLL: fixed compilation with MSVC 2010-02-23 16:04:32 +01:00
Sébastien Villemot 263725aa1f Estimation DLL, ModelSolution class: 
* 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
Sébastien Villemot 3cacb48c81 Estimation DLL, MEX utils: fix compilation issues 2010-02-22 15:56:00 +01:00
Sébastien Villemot a17207fb56 Estimation DLL: fixed remaining EOL problems 2010-02-22 15:09:48 +01:00
George Peredia f430e53e01 Fixing of the testModelSolution.cc 2010-02-22 13:26:47 +00:00
Sébastien Villemot 30d9feb146 Estimation DLL: 
* finished test for DecisionRules
* added new test for LUSolver
* improved test for QRDecomposition
 2010-02-19 18:42:02 +01:00
Sébastien Villemot dcf10eba56 Estimation DLL: added decision rules w.r. to exogenous shocks 2010-02-19 18:41:12 +01:00
Sébastien Villemot 5ee45cfb60 Estimation DLL: fixed decision rules with respect to state variables (ghx) 2010-02-19 18:00:34 +01:00
Sébastien Villemot 547a912d5e Estimation DLL, matrix library: 
* 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
Sébastien Villemot 0ef2f8c4bd Estimation DLL: optimization of DecisionRules 2010-02-19 14:24:29 +01:00
Ferhat Mihoubi faa5da07dc Bug correction in error messages and reduction of memory requirement during simulation 2010-02-19 11:03:53 +01:00
Sébastien Villemot 229d0e1ea4 Merge remote branch 'george/master' 2010-02-18 19:19:14 +01:00
Sébastien Villemot 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
Sébastien Villemot 1280000ee4 Estimation DLL: fixed various bugs in DecisionRules 2010-02-18 19:17:55 +01:00
Sébastien Villemot cd9f9ff1b9 Estimation DLL, matrix library: fixed bug in mat::row_copy() 2010-02-18 19:11:09 +01:00
unknown 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
Sébastien Villemot 07091a6b63 Estimation DLL, matrix library: removed useless end-of-lines 2010-02-18 18:11:21 +01:00
Sébastien Villemot 9ac6553776 Estimation DLL, matrix library: fixed bug in MatrixView::setAll() 2010-02-18 18:10:59 +01:00
Sébastien Villemot 4f7ef5f49d Estimation DLL, matrix library: added utility for computing A=B' 2010-02-18 18:10:45 +01:00
Sébastien Villemot 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
Sébastien Villemot 30ee44f8b4 Estimation DLL, matrix library: fixed bug in mat::negate(),;mat::add(), mat::sub() 2010-02-18 18:09:04 +01:00
Sébastien Villemot daf97deb04 Estimation DLL, matrix library: fixed incorrect assertion in col_copy() 2010-02-17 12:22:02 +01:00
Sébastien Villemot 440db94603 Estimation DLL, DecisionRules: fixed incorrect matrix dimensions 2010-02-17 12:21:39 +01:00
Sébastien Villemot 8fa10d61cc Build system: fix the creation of tarball 2010-02-13 09:52:43 +01:00
Sébastien Villemot fb97797405 Estimation DLL: first version of matrix library + still unfinished decision rules computation 2010-02-09 19:15:59 +01:00
Sébastien Villemot cf8f793c55 k_order_perturbation: give a value to model residuals, otherwise valgrind logs are cluttered with unitialized value errors 2010-02-09 14:32:40 +01:00
Sébastien Villemot 34ab1a5686 k_order_perturbation: fixed illegal cast 2010-02-09 14:24:16 +01:00
Ferhat MIHOUBI 6d958b6e8d Improvement of the floating point error messages (the equation and the location of the error are displayed) 2010-02-06 15:07:56 +01:00
Ferhat MIHOUBI cea26af06e Uses the initial method to manage the floating exceptions 2010-02-05 18:50:57 +01:00
Ferhat MIHOUBI f7ac31b58a Improves the global convergence of Newton method for static model 2010-02-05 18:33:34 +01:00
Ferhat MIHOUBI 4a33777ef7 Adds exceptions management on floating point operations using cfenv.h from gcc 2010-02-05 12:07:46 +01:00
Ferhat MIHOUBI cb1cc4049b convergence error message changed in bytecode 2010-01-29 17:51:39 +01:00
ferhat b5727e0658 Adds location indications in error message of "bytecode" + minor correction (string passed as &string). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-22 16:42:08 +00:00
ferhat 0efd5b1621 "bytecode" option can be used without "block" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-22 10:03:29 +00:00
sebastien 98de32dfcb build_matlab: fix for 64-bit Mac (thanks to Jacob Smith for reporting) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3371 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-22 09:14:09 +00:00
sebastien cda4f57a7c build_matlab.m: add support for 64-bit Mac Intel 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3368 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-19 11:21:58 +00:00
sebastien e7adf28fbd A few more copyright fixes 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3316 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 09:54:43 +00:00
sebastien 1d64cb1ef9 build_matlab.m: activate POSIX threads on Linux and Mac OS 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3304 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-06 09:40:45 +00:00
sebastien 65fc856710 k_order_perturbation: renamed source files with *.cc and *.hh extensions, for compliance with Dynare coding standards + adapted the build system accordingly 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3260 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-17 11:00:50 +00:00
sebastien 9eb14e0017 Removed obsolete build_octave 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3254 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:29:51 +00:00
sebastien f3549b4c64 Beautified MEX source code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3251 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:18:38 +00:00
sebastien aa23ed73e9 preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 13:21:31 +00:00
sebastien fb8406ef0a USE_DLL option now works with MSVC + Added new options for Windows to 'dynare' command, to select the compiler: 'cygwin' and 'msvc' + Added the mexopts.bat for Cygwin in the SVN 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3223 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 14:46:21 +00:00
sebastien 4bcbd06980 k_order_perturbation: cosmetic change 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3207 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 10:01:41 +00:00
george effee9ffab removed more leaks 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3205 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-07 17:03:59 +00:00
george 5c75c9aaee removed more leaks in calcDerivatives 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3204 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-07 12:48:18 +00:00
george 12d7abab24 removed leaks in calcDerivatives 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3203 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-07 12:35:55 +00:00
michel 8198b1a1eb 4.1 k_order_perturbation: correcting bug in releasing _dynamic.DLL (Windows version) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3200 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-06 21:21:06 +00:00
michel 5031122649 4.1 k_order_perturbation: simplifying dynamic_dll code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3199 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-06 14:10:43 +00:00
michel f22fa8979c 4.1 k_order_perturbation: fixing typos 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3198 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-06 13:21:52 +00:00
george c6ed380a08 Additional #if !defined(__CYGWIN32__) && !defined(_WIN32) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3197 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-06 12:21:38 +00:00
michel e690320b1d 4.1: more defined __CYGWIN32__ 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3196 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-06 11:56:11 +00:00
george 684d8ac822 Cleared up DynareMxArrayToString in k_order_perturbation.cpp and changed #ifdef to #if defined() in dynamic_dll.cpp 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3195 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-06 00:03:22 +00:00
sebastien 0dd2bdf39a k_order_perturbation: fix for compilation with MS Visual C++ 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3185 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 15:18:48 +00:00
george ff6f2a90ea Updating Working Prototype for performance testing 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3182 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 13:34:34 +00:00
sebastien ad71ee53c2 k_order_perturbation: cosmetic changes for the sake of clarity 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3180 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 20:31:11 +00:00
sebastien 03600d9131 k_order_perturbation DLL: 
* no longer use mexPrintf()/mexErrMsgTxt() outside mexFunction(): use exceptions to report errors, in order to be able to integrate the code in a standalone executable
* fixed a few memory leaks (other still remain)
* fixed a buffer overflow issue in the filename of the dynamic MEX (using C++ string object)
* various cosmetic cleanups


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3177 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 16:31:27 +00:00
michel 5f05a14b17 v4.1: fixing k_order_perturbation DLL for order == 3 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3170 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-29 20:50:39 +00:00
george d28442f206 Update, still subject to further testing 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3160 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-20 17:43:05 +00:00
sebastien cdbbc97fc7 build_matlab.m: fixes for MSVC (object files have extension .obj) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3130 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-06 11:32:08 +00:00
sebastien 93b4e4c74d build_matlab.m: added building of dynare_simul_ + factorized compilation of libdynare++ (fixes trac issue #50) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3129 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-06 11:14:19 +00:00
sebastien 8bfc97626f build_matlab.m: reverted back to r3123 version 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3127 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-05 10:04:00 +00:00
george 91df747554 Minor updates 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3124 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-04 17:20:35 +00:00
sebastien 30d2f00cc2 Reorganized the directory hierarchy for storing MEX files for MATLAB: 
* mex/matlab/ is now the default location
* removed mex/2007a, mex/2007b and mex/2009a-64bit
* on Windows platforms, use version specific subdirs of mex/matlab if present (called win32-6.5.1-7.4, win32-7.4-7.9, win64-7.2-7.4, win64-7.5-7.7, win64-7.8-7.9)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3123 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-04 10:56:37 +00:00
sebastien 295f998503 Dynare++ and k_order_perturbation DLL: 
* support Microsoft Visual C++ 2008 compiler (necessary for 64-bit 
platforms)
* use standard C++ headers for C Standard Library support


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3121 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-03 14:16:18 +00:00
sebastien 11230eec3f Build system: added k_order_perturbation to the build_matlab script 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3106 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-30 17:29:50 +00:00
sebastien 31ed196c44 Various minor changes for compatibility with MS Visual C++ and GCC 4.4 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3105 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-30 16:29:16 +00:00
george a479888c1b Adding new test mexFunction + some minor updates and corrections 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3103 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-30 13:21:03 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00
ferhat 079b5a7abb - Correction in the memory allocation (new - delete used with object) 
- bytecode test upgraded

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3075 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 11:23:47 +00:00
sebastien 9ab04f3323 Renamed kordepert to k_order_perturbation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3070 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 09:07:47 +00:00
george 3fb3430e91 New Matlab functions emulation routines: Assign by vector indices (a(k,l)=b(m,n)) , repmat, multiply elements (.*) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3068 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 08:08:53 +00:00
ferhat e1f17fa9e5 - adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved. 
- corrects some mod files.
- In steady command, get check argument from bytecode dll

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-18 15:18:16 +00:00
ferhat 3c2d944cfc - use of classes to describe the bytecode tags 
- use static option for bytecode instead of steady_state option

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-16 16:34:27 +00:00
ferhat f7d69ff58c avoid useless iteration in simulation of simple equations 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3025 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-07 09:31:58 +00:00
sebastien bbc7e77648 korderpert: fix missing include for Cygwin with -mno-cygwin option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3018 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 17:20:19 +00:00
ferhat ece194b602 The local variables are implemented with byte code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3015 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 16:47:43 +00:00