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
be6f82f145
Fixed bug (wrong size in memcpy for the last input argument).
2011-12-23 10:43:52 +01:00
bdee23876d
Fixed Octave's mex extension for qmc_sequence.
2011-12-22 14:32:32 +01:00
f28084e79b
Removed binary.
2011-12-22 14:32:07 +01:00
dccc8478aa
Fixed warning message (warning: cast to pointer from integer of different size).
2011-12-22 13:08:26 +01:00
699b93b9d4
Fixed mex error message (use DYN_MEX_FUNC_ERR_MSG_TXT).
2011-12-22 12:14:39 +01:00
1aa26572f4
Fixed headers.
2011-12-22 12:11:20 +01:00
645dc7dc45
Fixed headers.
2011-12-22 11:32:53 +01:00
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
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
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
fefe425c61
mjdgges: add missing math.h header (for fabs())
2011-12-12 10:35:39 +01:00
6927a261e3
changing int* in lapack_int*
2011-11-26 10:59:22 +01:00
1f8e4a517b
Corrects the computation of the determinant of the covariance of the forecast error
2011-11-25 14:45:54 +01:00
715e528462
Corrects bugs in case of singular covariance matrix of the forecast error
2011-11-25 14:44:23 +01:00
bae787c5a1
Provides informations on errors from BLAS
2011-11-25 14:31:26 +01:00
7df4621b6b
Correct the size of covariance matrix of innovations
2011-11-25 14:27:25 +01:00
b58eaa8e2b
introducing new test for 0/0 case in mjdgges
2011-11-18 22:12:36 +01:00
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
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
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
ebcc9d8f91
Fix crash of mjdgges when options_.qz_criterium = []
2011-09-28 16:00:36 +02:00
a3ec794f48
Build system: adding files forgotten in a1ee7f1ee4
2011-09-26 10:17:01 +02:00
a1ee7f1ee4
block_kalman_filter: add MEX to build system
2011-09-23 18:22:15 +02:00
324ad05ec1
block_kalman_filter: fix memory leak
2011-09-23 18:22:00 +02:00
3f2e29f7bf
Adapt block_kalman_filter to Dynare's way of handling errors in MEX files
2011-09-23 18:21:04 +02:00
b21a99d9d2
Adapt block_kalman_filter for Dynare's BLAS/LAPACK framework
2011-09-23 18:15:18 +02:00
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
560800bcc5
Changed the order of the output arguments in kronecker product related mex routines.
2011-09-05 18:57:42 +02:00
d7c06ead1e
ms-sbvar bugfix: replace shocks with shocks_per_parameter
2011-08-30 16:12:00 +02:00
6ef0f0c94d
ms-sbvar bugfix: remove option shocks as it is not used
2011-08-23 13:43:24 +02:00
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
567ef44f6d
- Corrects the simulation period for a forward looking system
2011-08-11 14:15:49 +02:00
52fa569f00
Changed default value of the tolerance parameter.
2011-06-28 14:49:56 +02:00
f2450932da
Use DYN_MEX_FUNC_ERR_MSG_TXT when INFO>0.
2011-06-28 14:49:56 +02:00
10a21fdaa8
Cosmetic changes.
2011-06-28 14:49:56 +02:00
fe1b241186
Add an option in bytecode to prevent the display of error messages .
2011-06-18 17:15:47 +02:00
a07b0ae614
Bug Fix, when using parameter uncertainty on multiple regimes
2011-06-16 10:30:07 -04:00
fee32bdf25
Fix compilation problems with GCC 4.6
2011-06-13 11:38:09 +02:00
d53a1f5d04
MS-SBVAR: bug correction (replacing mxFree by free for space allocated with new)
2011-05-31 11:31:38 +02:00
a44a384146
remove extraneous code
2011-05-23 17:36:29 +02:00
561d07e89b
SWZ: bug fix
2011-05-20 14:34:21 +02:00
cd021d33f6
SWZ: make mex files return error code
2011-05-20 14:34:07 +02:00
5fa666e448
k-order perturbation: cosmetic change related to mxGetPr/mxGetData
2011-05-20 10:59:40 +02:00
f5b35df24f
k-order perturbation: fixed bug in M-file evaluation
2011-05-20 10:59:40 +02:00
da43f3d0f5
Adding Mex Functionality to work with new MS-SBVAR Code, includes Forecasting,IRF,Variance Decomposition, Plotting and new global settings
2011-05-13 15:13:02 +02:00
24aecc74b2
ms-sbvar: updated submodule pointer
2011-05-03 11:04:43 +02:00
31b6c08347
Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
...
Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
9019ec0fa9
SWZ: add forecast and irf to build system
2011-03-17 10:54:04 +01:00
f48aa28e39
Corrections for steady_state operator bug with bytecode. bytecode is now fixed.
2011-03-14 17:46:00 +01:00
55bb27c5f6
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
b744707672
change macro defines to accord with change in submodule code
2011-03-04 11:35:38 +01:00
d96ce473a8
rename mex files
2011-03-03 15:25:11 +01:00
f6c51d4cc4
libslicot: fix typo (thanks to Thomas Weber)
2011-02-23 10:07:59 +01:00
62cbef8589
Build system: adding missing preprocessor flags for GSL
2011-02-23 10:05:11 +01:00
eb0255d526
Build system: add MS-SBVAR to dist tarball
2011-02-22 16:51:23 +01:00
75f5b88f86
SWZ: integrate ms-sbvar in build system
2011-02-22 15:16:51 +01:00
6cdbf51a54
SWZ: Revert "SWZ: remove gsl from build system, to be reintstated if gsl remains a requirement in the ms new code"
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This reverts commit e19026d130
2011-02-22 15:06:38 +01:00
f2e2f68223
SWZ: centralize mex changes, remove unused functions
2011-02-22 15:06:38 +01:00
a1ade98209
SWZ: move mex files under mex/sources
2011-02-22 15:06:38 +01:00
670a40836f
add blas functions to dynblas.h
2011-02-22 15:06:38 +01:00
478b13eb7c
Changed default fortran compiler to gfortran.
2011-02-11 16:00:15 +01:00
2ec494f1c9
kalman_steady_state: remove instances of mexErrMsgTxt
2011-02-11 12:25:14 +01:00
69375f4b93
logMHMCMCposterior: remove instances of mexErrMsgText
2011-02-11 12:25:10 +01:00
4ac3a6c5a4
replace mex.h with dynmex.h
2011-02-11 12:24:13 +01:00
7717da4316
K-order DLL: remove warning about NOMINMAX
2011-02-07 12:37:47 +01:00
3fa2339cfe
Estimation DLL: remove warning about NOMINMAX
2011-02-07 12:37:34 +01:00
0f9ec8b2dc
K-order DLL: add test for NaN/Inf in param/steady-state vectors to avoid crashes (thanks to J. Pfeifer for reporting this)
2011-02-07 11:12:57 +01:00
fcb12985c1
Bump version number
2011-02-04 17:45:54 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
cc2a9d90ac
Global reindentation of MEX source files
2011-02-04 16:53:12 +01:00
6674b5ffcf
SWZ: remove from swz from mex build system
2011-02-02 19:00:14 +01:00
e19026d130
SWZ: remove gsl from build system, to be reintstated if gsl remains a requirement in the ms new code
2011-02-02 18:58:36 +01:00
6f184371ef
- Correction of temporary terms when bytecode is used and solve_algo <= 4
2011-02-02 00:31:37 +01:00
66a7884a15
- Corrects the "if (~eval)" displayed with print option in bytecode
2011-01-31 17:44:22 +01:00
3393eebf71
When a model is evaluated with bytecode the residual has to be returned in the equations order (not in the variables order)
2011-01-31 12:30:16 +01:00
80b5c23346
Build system for MEX files:
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- remove the dirty vpath hack
- factorize between the two estimation DLLs
- factorize within SWZ makefile
2011-01-25 17:13:00 -05:00
afeaf1ead0
bump min boost to 1.36 to accord with 72008502c1
2011-01-24 17:52:33 -05:00
0f12abbe9f
bump min boost to 1.36 to accord with 72008502c1
2011-01-24 17:35:12 -05:00
ce07223628
- The Temporary terms management with bytecode when the model is block decomposed and solve_algo<5 is now compatible with octave
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- Gets rid of warning message during the compilation of bytecode
2011-01-14 19:24:18 +01:00
206fff0e71
- Corrects the following problem:
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Octave BiCGStab algorithm involves a 0 division in case of a preconditioner equal to the LU decomposition of the A matrix (in a linear system of the form A.x = b).
- The solution:
Checks if the linear system is solved simply using: x_new = x_old + U \ (L \ x_old)
Ticket #11
2011-01-14 10:39:33 +01:00
ffc53ca910
Fix integer types in Kronecker DLLs
2011-01-13 19:34:49 +01:00
e39cb94954
Build system: remove warning about parentheses (we know the priority rules of C++, no need to be reminded)
2011-01-13 19:05:58 +01:00
20f414e0d2
- Extends the error messages in bytecode
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- Implements the print option in bytecode
- Minor modifications to manage the global temporary terms
2010-12-31 16:41:50 +01:00
313f64e153
- Adds option 'print' to bytecode
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- Manages global temporary terms when the model is evaluated block by block
- Stores the result of a first order derivative only in case of numerical approximation. Do nothing if an external function is called to compute the first order derivatives (it has already been done during the function call)
- Cleans the code
2010-12-31 16:37:34 +01:00
816dbefa28
- Corrections in the debugging conditional preprocessor expressions
2010-12-31 16:29:39 +01:00
9aa79c6140
Another build system fix
2010-12-28 10:50:51 +01:00
3680d71fe6
Adapted build system for the previous commit
2010-12-27 10:45:42 +01:00
887209208f
Estimation C++ DLL: Adding the new Proposal class with common, adjustable seed for both normal and uniform rng and the associated changes including the removal of now obsolete RandSampler class.
2010-12-24 09:49:59 +00:00
a11817cfa4
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
d0853e1658
k-order: removed unnecessary check
2010-12-22 09:48:05 +01:00
7a58637932
- Displays an error message and interrupts the execution of bytecode in case of unknown function
2010-12-17 18:54:03 +01:00
129d404eb8
- The binary operator oDerivPower is implemented in bytecode
2010-12-17 18:54:03 +01:00
d69d225b82
k-order: removed unused variable from class definition
2010-12-17 12:16:32 +01:00
aa58f7bd37
Estimation DLL, QRDecomposition: removed unused data members
2010-12-17 10:52:00 +01:00
424bd8257b
Estimation C++ DLL: Bug fixing in KalmanFilter.cc - re-setting a_init and some minor refactoring and tidying up
2010-12-17 09:02:24 +00:00
b63590712c
fixed bug in argument number check and removed unused variable
2010-12-14 18:42:29 +01:00
e7843e349a
Modify configure script to show Kalman Steady State seperately from other mex files
2010-12-14 10:27:39 +01:00
e826fb8239
Build system: kalman_steady_state depends on libslicot and must be built after
2010-12-14 09:57:15 +01:00
41bda1eb07
Mac libslicot compilation optional (because a Fortran compiler is not standard on OS X)
2010-12-13 18:15:11 +01:00
1329b57ff2
Estimation DLL: fix DecisionRules::compute() (was not reentrant, since GeneralizedSchurDecomposition::compute() modifies D and E)
2010-12-13 17:15:08 +01:00
915bb4c451
Estimation C++ DLL: Bug-fixing Sampler
2010-12-11 19:22:27 +00:00
d38c4de498
estimation_dll: adding test for logposterior
2010-12-10 21:34:40 +01:00
97664607b2
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
befa1b966b
Estimation DLL: removed illegal casts from pointer to integer
2010-12-09 10:49:44 +01:00
965ea7280a
Build system: add detection and linking of MatIO library for Estimation DLL under Octave
2010-12-08 10:22:44 +01:00
fa3e19fdfb
C++ Estimation DLL: Update of logMHMCMCposterior.cc with a draft octave MAT draws file save and adding a test random_walk_metropolis_hastings_core.m: Octave version crashes at start of DLL and Matlab version finishes with low acceptance due to frequent B&K and reports error within debugger too - needs more debugging!
2010-12-07 23:03:11 +00:00
2d84d8dc49
K-order DLL: code simplification
2010-12-06 17:01:06 +01:00
a9b4331a95
Bugfix at order 3 (hopefully was not affecting final results, thanks to Pablo Winant for spotting this):
...
- in the 3rd derivatives matrix, among symmetric elements, the first one had
the right values but the following ones were set to zero
- moreover, the k-order DLL was trying to add all the symmetric elements in the
folded tensor, instead of only keeping one value among all the symmetric ones
- hopefully, Ondra's tensor library was (silently) refusing to add symmetric
elements after the first (and right) value had been added
- so the final result was correct
2010-12-06 17:00:46 +01:00
bdfa881a96
Reorganization of error handling in bytecode
2010-11-25 16:11:05 +01:00
010c4c0c20
Fixed bug in kalman_steady_state.cc related to long integer and (mkl) lapack calls. Changed building system by adding -fdefault-integer-8 flag to gfortran when slicot is compiled on a 64-bits platform.
2010-11-25 14:35:46 +01:00
5a9615951c
Kronecker DLL: fix minor issue (was creating a lot of warnings under Octave)
2010-11-24 19:12:03 +01:00
43f69d27e8
Kalman steady state DLL: minor fixes
2010-11-22 12:22:45 +01:00
b8aae7bbf9
Fix underscoring problems with Fortran code
2010-11-22 12:22:22 +01:00
81342073c0
Build system: added kalman_steady_state DLL sources to dist file
2010-11-22 10:39:19 +01:00
dfbbc415cd
Merge remote branch 'origin/master'
2010-11-19 14:49:26 +01:00
160922a189
Added mex file for computing the fixed point of the riccati equation in the kalman filter.
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The mex works with octave but not with matlab (lapack issue again ;-).
2010-11-19 14:39:54 +01:00
b3ee886391
Build system: added libslicot to dist file
2010-11-19 09:22:00 +01:00
d5b032c99f
Moved test files for kronecker product mex files from ./mex/sources/kronecker/tests to ./tests/kronecker.
2010-11-18 16:01:21 +01:00
479b2be602
Build system: added missing PIC flag for Fortran code in Octave DLLs
2010-11-18 11:10:49 +01:00
382ab96cde
Added the Slicot library (distributed under the GNU General Public Licence at www.slicot.org). This library provides routines
...
for the design and analysis of control systems. Adapted the building system to handle fortran 77 source files.
2010-11-18 10:11:27 +01:00
5c709e4733
Changed set_dynare_threads.m. The number of threads in parallelized mex files to be used if dynare is built with the openmp flag
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(--with-openmp) is not passed by an environment variable anymore. The function set_dynare_threads changes the default value of the
number of threads (default is 1) in the options_.threads structure. Changed calls to sparse_hessian_times_B_kronecker_C and
A_times_B_kronecker_C dlls accordingly.
2010-11-15 13:06:39 +01:00
7fd77a87dd
Added M2HTML to the build system
2010-11-08 13:08:15 +01:00
dbe288e3ca
Make sure "min" and "max" macros are never defined under Windows, this can create conflicts with "std::min" and "std::max"
2010-10-29 12:01:47 +02:00
48096db2ff
Build system: add logMHMCMC DLL
2010-10-28 10:17:58 +02:00
036867765b
logMHMCMCposterior: minor compatibility fix for Octave (the 3rd arg of mexPutVariable() is not marked "const" under Octave)
2010-10-28 10:17:38 +02:00
8d3d004105
logMHMCMCposterior: under Octave, do load/save MAT files, because the "mat.h" interface does not exist
2010-10-28 10:15:53 +02:00
1aceb504fd
Check command is now compatible with block and bytecode options
2010-10-27 15:34:48 +02:00
36941dd704
- During an evaluation of the model with bytecode stores all Jacobian matrix (w.r. to endogenous of the current block, exogenous and endogenous from previous blocks) in M_block_structure.block(j)
2010-10-27 15:30:01 +02:00
7ea9d28afd
- updates the third output argument when it is M_.block_structure.block
2010-10-27 15:30:01 +02:00
f8815c8896
C++ Estimation DLL: Update to logMHMCMCposterior.cc mexFunction DLL driver: its call to close waitbar seems to cause crashes and it is for now left commented out and the waitbar neeeds to be closed manually or,
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alternativelly, call dll with options_.console_mode=1
2010-10-26 18:31:32 +01:00
39718c8645
- extends steady algorithms to solve_algo=5, 6, 7 and 8 for a block decomposed model without bytcode
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- solve_algo is reordered =
* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: bytecode own solver (use Gaussian elimination + sparse matrix)
* 6: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 7: GMRES
* 8: BiCGStab
2010-10-22 16:49:47 +02:00
a2367e9ecb
Build system: fixed typo introduced in 69fc0e320b
2010-10-22 11:50:16 +02:00
1a09426706
- Correction of several bugs with Octave
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- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
cab8941c29
qzcomplex and ordschur oct-files:
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- added embedded tests
- minor cosmetic changes
2010-10-21 15:58:24 +02:00
81823ad035
New oct-file for "ordschur": the diffuse filter now works under Octave
2010-10-21 15:43:13 +02:00
69fc0e320b
New oct-file "qzcomplex" for bringing the complex QZ decomposition to Octave. Fixes issues with partial information under Octave.
2010-10-21 12:33:18 +02:00
9123e4e70c
C++ Estimation DLL: Update of logMHMCMCposterior and auxiliary files: added progress bar and recovery from file and tied up few loose ends - still unstable !
2010-10-14 23:31:25 +01:00
8f36437662
- Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11 ). The new values for solve_algo are:
...
* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 6: GMRES
* 7: BiCGStab
* 8: bytecode own solver (use Gaussian elimination + sparse matrix)
- Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
2010-10-11 19:21:32 +02:00
4b824ad8ed
- extends the error messages in mex_interface (necessary to emulate the mex functions in a standalone mode for debugging purposes)
2010-10-11 18:09:31 +02:00
f6835d1d61
- adds bytecode_debug.m m-file to save the global variables. Necessary to run bytecode in a standalone mode for debugging purposes.
2010-10-11 18:01:44 +02:00
9a0201b26a
Minor corrections on ErrorHandling
2010-10-11 17:56:23 +02:00
dbbe177ed6
Estimation DLL: fix bug related to number of rows of matrix of endogenous (nb_row_x was incorrectly initialized in dynamic C file)
2010-10-05 16:30:21 +02:00
eea1bcc27c
k-order DLL: fix bug related to number of rows of matrix of endogenous
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(nb_row_x was incorrectly initialized in dynamic C file)
2010-10-05 15:28:15 +02:00
d7e8870c18
C++ Estimation DLL: Adding draft logMHMCMCposterior.cc mexFile driver for the modified RandomWalkMetropolisHastings.cc and other related files inc. draft test random_walk_metropolis_hastings_core.m
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Still missing functionality: Sliding progress bar, seed change and loading old, incomplete (failed) run files
2010-10-04 13:58:25 +01:00
1a27ed9f38
OpenMP support:
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- removed build_matlab_multithread.m and isopenmp MEX file
- introduced a new option "--enable-openmp" in configure script
- when openmp support is compiled in, the default is still one thread; the user can set the number of threads with "set_dynare_threads(n)"
- closes #68
2010-09-27 15:56:19 +02:00
477652c6e9
Build system: removed obsolete build_matlab script
2010-09-27 15:51:32 +02:00
5a1caff861
Build system: fix for bug introduced in 5504811b1a
2010-09-27 14:18:39 +02:00
5504811b1a
Removed obsolete Kalman filter code
2010-09-24 13:01:52 +02:00
da1c031195
Build system: add new header for bytecode (see previous commit)
2010-09-24 12:59:46 +02:00
df1b1e4ed0
- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137
2010-09-24 12:52:58 +02:00
e57056ad14
sparse_hessian_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:18 +02:00
ca24c92ed7
A_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:08 +02:00
7b0d6da920
mjdgges: remove instances of mexErrMsgTxt
2010-09-23 10:44:59 +02:00
e32c8b1b76
k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt
2010-09-23 10:44:39 +02:00
1eaee02729
logposterior: remove instances of mexErrMsgTxt
2010-09-23 10:44:22 +02:00
b512a43848
fix file mode
2010-09-23 10:44:10 +02:00
1b05a5f276
SWZ: remove instances of mexErrMsgTxt
2010-09-23 10:43:58 +02:00
6631f2d1d0
Macro used to clean up after encountering an error in a mex file (previously handled by mexErrMsgTxt) and helper m file
2010-09-23 10:43:16 +02:00
a3640239ab
Removed all MSVC workarounds, since we can now definitely drop this compiler on
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Windows/64-bit platform
2010-09-21 15:06:14 +02:00
fbbc21d577
Estimation DLL: make it compatible with changes introduced in 648c3cd177 + code simplification
2010-09-20 19:25:31 +02:00
aa8963c1db
K-order DLL: code simplification
2010-09-20 19:24:23 +02:00
d7754ca288
K-order DLL: make it compatible with changes introduced in
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648c3cd177
2010-09-20 18:30:00 +02:00
6c66e3d2af
Bytecode DLL: include dynmex.h instead of mex.h (for compatibility with older
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MATLAB)
2010-09-20 10:23:05 +02:00
0ecfc5eed9
- Incorrect type for variable map_idx_res (the variable with highest error)
2010-09-17 12:26:54 +02:00
45137f1367
- bug correction in error printout (elimination of an unused variable : nb_endo in SparseMatrix)
2010-09-17 12:26:44 +02:00
c7eff4ba60
- Adding the relaxation method for block and/or bytecode options
...
- Changing the the stack_solve_algo option :
Previous version New version
1 : Sparse LU 0 : Sparse LU
2 : GMRES 1 : Relaxation
3 : BiCGStab 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver 4 : Sparse LU & Optimal Path
5 : bytecode own solver
2010-09-17 12:18:25 +02:00
77b6096962
- extends the mex_interface: bytecode's debuging purpose
...
- correction of memory leaks in bytecode
2010-09-17 12:17:14 +02:00
0a3c8a4b0c
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
...
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
99a884e09c
C++ Estimation DLL: Adding 1st cut draft RandomWalkMetropolisHastings.cc and related untested files for review
2010-09-14 12:21:45 +01:00
73fb122e1e
Estimation C++ DLL: Enhancing KalmanFilter performance using symmetric matrix and vector BLAS routines calls added or enhanced in BlasBindings.hh and dynblas.h + some minor fixes to Matrix.hh and LogPriorDensity.cc
2010-09-03 11:17:50 +01:00
18c9479176
SWZ: include in build system
2010-09-01 11:15:42 +02:00
8589be3d4b
K-order DLL: cosmetic changes
...
- remove unused argument of the DLL
- fix documentation inside source file
2010-08-30 17:11:58 +02:00
a4769fc80d
K-order DLL: no longer create an extra MAT file (useless and undocumented)
2010-08-30 17:11:26 +02:00
ad127052d8
Build system: display a warning when compiling for the Cygwin target
2010-08-24 16:24:03 +02:00
0893e963cb
Build system: change the way we detect the GSL, to make it work when cross-compiling
2010-08-24 16:24:03 +02:00
61da05b5e4
C++ Estimation DLL: KalmanFilter, dynlapack and LapackBindings with Cholesky decomp. based matrix inverter
2010-08-04 15:57:52 +01:00
1ac71f3d0c
Estimation C++ DLL: 4 fixes and some additional files used in testing: sweuromodel_dll.mod, data and DsgeLikelihood.m modified for testing under octave
2010-08-04 14:52:56 +01:00
89bdc81ada
suppressed computation of steady state inside k_order_perturbation
2010-07-17 10:18:25 +02:00
96bdf8c371
make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero.
2010-07-17 10:14:22 +02:00
9642683b7d
Build system: fix for building source tarball
2010-07-12 14:30:57 +02:00
acf5451c1f
Build system: rename 'loglikelihood' to 'logposterior'
2010-07-09 12:48:08 +02:00
50c1e0a8ec
C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc
2010-07-08 09:56:19 +01:00
5c01144793
C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc
2010-07-08 09:56:18 +01:00
ad28c2054d
Add boost/math and boost/random to configure script for mex build system
2010-07-01 14:15:08 +02:00
f34c31307b
K-order: minor fix for order of initialization of data members
2010-06-25 15:40:36 +02:00
04905660b8
Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
2010-06-11 19:18:16 +02:00
7410094588
Estimation DLL: various minor changes
2010-06-11 19:16:03 +02:00
e5d093c6ad
Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
2010-06-11 19:11:27 +02:00
e347f2ae7a
Build system: adding -Wall when building MEX files
2010-06-11 18:40:58 +02:00
85f855d759
Estimation DLL: fixed bug in EstimatedParametersDescription::getNumberOfPeriods()
2010-06-11 18:03:14 +02:00
32e41b7b01
Estimation DLL, LogLikelihoodMain: fixed bug (likelihood was not initialized to zero)
2010-06-11 16:51:08 +02:00
e1b274f2dc
Estimation DLL, ModelSolution class: make llxSteadyState a data member
2010-06-11 14:54:10 +02:00
1e41458826
Estimation DLL: bugfixes in LogLikelihoodMain
2010-06-10 19:13:20 +02:00
974e9ac0ad
Estimation DLL: remove 'const' qualifiers in order to be able to put these classes in std::vector (the STL want an assignment operator)
2010-06-10 19:13:20 +02:00
8a7ed1ec48
Estimation DLL, VDVEigDecomposition: remove useless test in destructor
2010-06-10 19:13:20 +02:00
2c0b3469be
Estimation DLL, Vector class: fixed bug in the copy constructor
2010-06-10 19:13:20 +02:00
110a33a0c8
Estimation DLL, QRDecomposition: fix memory leak
2010-06-10 19:13:20 +02:00
a1df331c58
Estimation DLL: fixed test for Prior PDF following the removal of "mode" in the Prior class
2010-06-10 19:13:20 +02:00
81f0cf1bc3
Bytecode DLL: provisions for Microsoft Visual C++
2010-06-09 18:35:35 +02:00
045e2e21ef
Bytecode DLL: bugfix for erf()
2010-06-09 18:31:39 +02:00
fe61608ede
Estimation DLL: bugfix in LogLikelihoodMain
2010-06-09 11:42:23 +02:00
bedc69beb8
Estimation DLL: pass the name of the dynamic MEX file through the whole hierarchy of constructors (instead of the basename of the MOD file)
2010-06-09 11:42:22 +02:00
35ad5b1aba
Estimation DLL: removed useless "mode" information in Prior class
2010-06-09 11:42:22 +02:00
90e9506d93
Estimation DLL: added test MOD file
2010-06-09 11:39:03 +02:00
ab0d4a143e
Build system: added new test for C++ prior classes
2010-06-09 11:37:42 +02:00
69abb07f05
C++ Estimation DLL: Adding basic Uniform and Gaussian random number generators to Priors.hh and a basic test routine
2010-06-08 16:38:49 +01:00
4f98b560ad
Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing
2010-06-02 13:38:27 +01:00
9318856a4e
SWZ: finalize build system for MEX by adding a test for GSL
2010-06-01 15:33:45 +02:00
359b90d4fc
use __APPLE__ as opposed to passing a MACOSX flag via make
2010-06-01 14:08:00 +02:00
762e703692
Allow the user to pass a constant seed
2010-06-01 11:18:55 +02:00
28602be1e8
include in build system
2010-06-01 11:18:55 +02:00
1bc7bf7fbb
make blas and lapack functions work with matlab
2010-06-01 11:18:54 +02:00
508422307e
Estimation C++DLL: adding Standard dev. to Prior.cc & .hh
2010-05-25 17:53:58 +01:00
a3d798836e
k_order_perturbation: fixing bug in making of tensor of 3rd order derivatives
...
modifying tests and adding a new test against dynare++ output (fs2000k4.mod)
2010-05-22 16:12:39 +02:00
399d66d81c
Estimation DLL, generalized Schur decomposition: fix bug with complex part of infinite generalized eigenvalue (was NaN instead of zero)
2010-05-14 19:26:52 +02:00
894ed518c8
mjdgges.c: eliminates bogus imaginary NaNs in eigenvalues
2010-05-14 15:03:15 +02:00
6f11442c7b
Estimation DLL: fix to testModelSolution
2010-05-07 18:18:24 +02:00
775a1f6471
Estimation DLL: updating test function
2010-05-07 17:09:51 +01:00
1c5c7f3fbf
Estimation DLL: adding LapackBindings.hh
2010-05-07 17:00:56 +01:00
b903776e0c
Estimation DLL: fixed type errors in VDVEigDecomposition class
2010-05-07 17:17:30 +02:00
3688a6ef5a
Estimation DLL: bugfix in constructors for vector views
2010-05-07 17:17:30 +02:00
55fc3feea4
Estimation: Update of main files
2010-05-07 16:08:58 +01:00
b101dbd483
Estimation DLL: give the possibility to construct Vector/Matrix views out of other views
2010-05-07 12:18:45 +02:00
3292ee68c2
Build system: updates for estimation DLL
2010-05-07 10:40:03 +02:00
ec5fd63063
Estimation DLL: removed obsolete file
2010-05-07 10:39:54 +02:00
e4f640f201
Estimation DLL: simplification of the handling of indices in T and R matrices
2010-05-06 18:57:15 +02:00
5aa17370e8
Estimation DLL: minor type fix
2010-05-06 16:45:50 +02:00
2b5a907bb0
Estimation DLL: optimization in Kalman filter
2010-05-06 16:30:13 +02:00
ba0503628e
Estimation DLL: no longer pass lead/lag incidence matrix as argument, this is redundant with the zeta indices
2010-05-06 15:32:11 +02:00
6bdfc2958b
Estimation DLL: removed obsolete files
2010-05-06 15:31:06 +02:00
31d9dd2481
estimation: extending LogLikelihoodSubSample.hh
2010-05-06 12:45:40 +01:00
c729b8984d
Estimation Adding more Headers
2010-05-06 12:37:06 +01:00
1819272d51
Estimation: Fix to VDVEigDecomposition.hh
2010-05-05 18:01:59 +01:00
ba31b9bcbf
Estimation libmat VDV Eigen decomposition class
2010-05-05 16:47:47 +01:00
208210c6fd
Merge remote branch 'george/master'
2010-04-23 18:31:38 +02:00
43b2aae64e
C++ Estimation Minor changes to KalmanFilter initialisation and testing routines to improve handling structural changes parameters and test accuracy
2010-04-23 15:28:42 +01:00
18c36c3dd5
Merge remote branch 'george/master'
2010-04-16 18:34:57 +02:00
e9846ae65f
C++ Estimaion: Minor change KalmanFilter.* to use gain matrix KFinv for conversion check and cosmetic changes to ModelSolution.cc, testInitKalman.cc and testkalman.cc
2010-04-16 17:00:51 +01:00
f849b11563
The functions erf, normpdf and normcdf work fine with bytecode option
2010-04-16 17:00:05 +02:00
0281c5138a
Build system: added new testKalman for Estimation DLL
2010-04-13 18:41:15 +02:00
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
b8bf1794ca
Minor fix in prototype of LAPACK dgees
2010-04-02 14:53:14 +02:00
f0fc974b9e
!st draft Kalman Filter main, auxiliary an test routines for C++ estimation
2010-04-01 13:36:58 +01:00
127e5ca05a
Minor data initiation bug fix in testInitKalman.cc
2010-03-16 16:54:28 +00:00
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
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
35377ff303
Estimation DLL, InitializeKalmanFilter: removed unknown header
2010-03-16 15:55:08 +01:00
f62dce714e
Minor modification of types
2010-03-16 13:52:00 +00:00
c738941044
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-16 13:27:29 +00:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Michel Juillard
Ferhat Mihoubi
Houtan Bastani
Jacob Smith
Michel Juillard
Stéphane Adjemian (Scylla)
George Perendia
Michel Juillard
Houtan Bastani