Commit Graph

3093 Commits (bff8de837b83e4f53f1549e6e3dc24e1e0a332c8)

Author SHA1 Message Date
Michel Juillard bff8de837b modifying dynare_resolve() calling sequence 2011-01-26 21:24:46 +01:00
Michel Juillard a336799b96 corrected bug when mode_compute is a string 2011-01-26 21:24:46 +01:00
Michel Juillard 91e30d45f7 corrected bug related to ramsey_policy 2011-01-26 21:24:46 +01:00
Sébastien Villemot 593f4579be Testsuite: fix optimal policy test (options_.qz_criterium is no longer automatically assigned a value) 2011-01-26 14:12:42 -05:00
Sébastien Villemot 7c65bceb0e Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
Sébastien Villemot 80b5c23346 Build system for MEX files:
- remove the dirty vpath hack
- factorize between the two estimation DLLs
- factorize within SWZ makefile
2011-01-25 17:13:00 -05:00
Sébastien Villemot e0c0f2362b Dynare++: further updates to tutorial (date, instructions for running dynare_simul.m) 2011-01-24 17:55:13 -05:00
Sébastien Villemot afeaf1ead0 bump min boost to 1.36 to accord with 72008502c1 2011-01-24 17:52:33 -05:00
Houtan Bastani f21d54b7d5 dynare++: updated userguide installation procedure 2011-01-24 17:40:55 -05:00
Houtan Bastani 16f256c5c3 build system: fix bug in build mex on mac 2011-01-24 17:35:22 -05:00
Houtan Bastani 0f12abbe9f bump min boost to 1.36 to accord with 72008502c1 2011-01-24 17:35:12 -05:00
Sébastien Villemot 55399a5dc5 Compatibility fix for Octave: under Octave, union() called on a column vector and a scalar returns a row vector, hence the need to add the 'rows' option 2011-01-24 15:34:02 -05:00
Michel Juillard c71e0fbd6b removing test about correlated data in initial checks before estimation: this condition is too restrictive. 2011-01-21 17:04:01 +01:00
Michel Juillard 2985413ac6 modified syntax for estimation option plot_priors + addition to manual 2011-01-21 17:04:00 +01:00
Marco Ratto f83d7db907 Fix of .mat extension with save for octave. 2011-01-21 11:28:28 +01:00
Marco Ratto c5c99a80f6 Special fix for peculiar behavior of ls under octave/windows (+ use of ~ispc in place of isunix/ismac) 2011-01-21 11:26:24 +01:00
Marco Ratto 78c21916da Fixed output for octave/unix octave/win 2011-01-21 11:25:30 +01:00
Marco Ratto 6c801be332 Removed catch ME instance for octave compatibility 2011-01-21 11:22:25 +01:00
Marco Ratto 4eb91731fc Several fixes for octave compatibility:
- use of ispc;
- mat extension is save files;
- remove catch ME expressions;
- added printf message for octave runs
2011-01-21 11:21:32 +01:00
Marco Ratto 28a3b38cf4 For compatibility with octave (and for better coding) use of ~ispc in place of isunix/ismac 2011-01-21 11:18:29 +01:00
Marco Ratto a3e4a7ff09 Eliminated annoying echoes on command window 2011-01-21 11:15:49 +01:00
Sébastien Villemot 5031b00a45 Windows package: add dynare_simul.m to the package (closes #126) 2011-01-20 16:04:44 -05:00
Sébastien Villemot 696ee5c8f0 Dynare++ MATLAB simulation helper: add an error message when dynare_simul_ DLL not in the path 2011-01-20 16:03:54 -05:00
Sébastien Villemot 82a59bec79 Dynare++ MATLAB simulation helper: fixed commit 92cb073f3a 2011-01-20 15:56:26 -05:00
Sébastien Villemot e0261d258c Dynare++: fixed bug in tests 2011-01-20 15:42:53 -05:00
Sébastien Villemot df2f28ed34 If default 'ar' is not available, try to find one with a host prefix (closes #145) 2011-01-20 15:13:32 -05:00
Sébastien Villemot 72008502c1 Build system: upgrade Boost version requirement 2011-01-18 16:27:54 -05:00
Michel Juillard 89c332fdd6 adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed. 2011-01-18 19:31:59 +01:00
Michel Juillard 1db24b3107 bug correction for diffuse smoother 2011-01-18 19:04:20 +01:00
Michel Juillard c5310731d9 corrected bug affecting the smoother when called for a selected subset of variables 2011-01-18 19:04:20 +01:00
Sébastien Villemot 4cf358c895 Merge remote branch 'ferhat/master' 2011-01-18 17:24:42 +01:00
George Perendia 595675d333 Partial information changes that make adjustment for Octave and use rcond() < 1e-8 ..." to determine if a matrix is invertible plus some minor bug and formatting changes in dr1_PI.m 2011-01-17 20:40:41 +00:00
Sébastien Villemot 6b1f84ac27 Dynare++: in printf statements with size_t, remove %zd modifier introduced in
757d8c36e9 and replace it by %lu as a workaround.
The %zd modifier was introduced in C99 standard, but is not implemented by
MinGW.
2011-01-15 19:07:26 +01:00
Sébastien Villemot bc8b8e9c84 Build system: Dynare++ now depend on Boost 2011-01-15 11:33:01 +01:00
Ferhat Mihoubi ce07223628 - The Temporary terms management with bytecode when the model is block decomposed and solve_algo<5 is now compatible with octave
- Gets rid of warning message during the compilation of bytecode
2011-01-14 19:24:18 +01:00
Ferhat Mihoubi 96b6f1bf05 - Corrects the following problem:
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 19:24:17 +01:00
Ferhat Mihoubi 708a062338 The Octave version of fsolve do not converge when it starts from the solution. Check if the initial guess is equal to the solution. 2011-01-14 19:24:17 +01:00
Sébastien Villemot 1bfbfbe73a Dynare++: update global copyright notices to span 2004-2011 2011-01-14 16:41:24 +01:00
Sébastien Villemot bf13ddcb74 Dynare++: replace obsolete hash_set and hash_map by unordered_set and unordered_map
- use the implementation from boost
- since these classes will probably be included in the next C++ standard, they are also available natively from g++ with option -std=c++0x, but boost is probably better for the moment
2011-01-14 16:40:59 +01:00
Sébastien Villemot 1ca828c134 Dynare++: fixed warning about unused functions 2011-01-14 16:29:11 +01:00
Sébastien Villemot ab87ccac06 Dynare++: fixed warning about conversion of string to char* and about non void functions returning nothing 2011-01-14 16:28:26 +01:00
Sébastien Villemot af0175443b Dynare++: fixed warning about comparison of signed with unsigned integers 2011-01-14 16:23:24 +01:00
Sébastien Villemot 610cb6387e Dynare++: fixed warning about redefined NOMINMAX macro 2011-01-14 16:22:58 +01:00
Sébastien Villemot 757d8c36e9 Dynare++: fixed warnings about printf format strings 2011-01-14 16:22:26 +01:00
Ferhat Mihoubi ac9415a943 - The bytecode.mex file has to be called when bytecode option is specified independently of the block option. 2011-01-14 10:39:34 +01:00
Ferhat Mihoubi 206fff0e71 - Corrects the following problem:
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
Michel Juillard e2a1d77f6e - added schur_statespace_transformation.m to factor it out of DsgeLikelihood.m and DsgeSmoother.m
and corrected a bug in the code
- added missing functions missing_DiffuseKalmanSmootherH1_Z.m (multivariate version) and
                          missing_DiffuseKalmanSmootherH3_Z.m (univariate version)
- use only these two versions of the Kalman smoother in DsgeSmoother.m
2011-01-13 21:50:26 +01:00
Michel Juillard f7eb39f7bb bug correction related to smoother 2011-01-13 21:45:09 +01:00
Michel Juillard 6ea053e47d correcting bugs in diffuse Kalman smoother 2011-01-13 21:10:06 +01:00
Michel Juillard 2e0a36ae9f Initialize estim_params_ in global_estimation.m. Necessary for smoothing models with no estimated parameters. 2011-01-13 21:10:06 +01:00