Sébastien Villemot
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
Sébastien Villemot
8f3d84edbf
Merge remote branch 'george/master'
2010-10-20 15:04:10 +02:00
Sébastien Villemot
57a2e33828
Histval: fixed bug for exogenous introduced in previous commit
2010-10-20 14:56:35 +02:00
Sébastien Villemot
4a252d8d7c
Histval block:
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- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
George Perendia
e8a193bbfb
Track #21 : Add partial information: Correcting bug stemming from the differences in QZ calculation under Octave and Matlab: modified PI_gensys to use C.Sims' Lapack zgges based qzcomplex() qz decomposition routine under Octave which gives nearly identical complex results to Matlab QZ (except for transpose of q matrix and few sign changes in the output matrices)
2010-10-20 11:50:06 +01:00
Sébastien Villemot
7f59b8074c
Preprocessor: fix possible bug in histval (need to limit search of aux vars to aux vars for lagged vars, otherwise we could have a wrong match with some other kind)
2010-10-20 11:39:09 +02:00
Sébastien Villemot
057908baf6
Added an example for automatic detrending
2010-10-18 16:46:08 +02:00
Sébastien Villemot
ebc5dbab32
Added an example of steadystate file in the examples subdir, and fix the reference manual
2010-10-18 16:44:16 +02:00
Houtan Bastani
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
Houtan Bastani
bcc590aafa
add preprocessor simplification rule
2010-10-18 15:51:07 +02:00
Stéphane Adjemian (Karaba)
567c5bcb1f
Fixed bug in the initialization of the metropolis when mode_compute=6 was previously used (so that we have an optimal mh scale factor)
...
and option load_mh_file is used. After the (stochastic) optimization, the optimal value of the scale parameter is saved in a mat file.
2010-10-18 14:39:48 +02:00
Sébastien Villemot
4881b8c3f9
Merge remote branch 'ratto/master'
2010-10-15 12:41:50 +02:00
Marco Ratto
de490e9e4a
delete remnants of previous Bayesian irf computations
2010-10-15 11:36:26 +02:00
Marco Ratto
c15508eae0
1) better display of remote errors;
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2) fixed bug in sync of sequence of files sent to remote slaves;
2010-10-15 11:33:40 +02:00
Marco Ratto
6612a7f0bc
Trap introduced for windows was a bug for unix
2010-10-15 11:31:26 +02:00
George Perendia
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
Sébastien Villemot
6d2f9dc6d8
Added missing case in print_info
2010-10-14 12:03:36 +02:00
Sébastien Villemot
609293b398
dr1.m: move up error message for purely forward models, otherwise it is not displayed with k_order_perturbation
2010-10-14 11:36:13 +02:00
Sébastien Villemot
153f627dfe
Explicit error message for 2nd and 3rd order purely forward models
2010-10-13 18:52:13 +02:00
Sébastien Villemot
505ed643a1
Fix for computing 1st order irf of purely forward models
2010-10-13 18:52:07 +02:00
Sébastien Villemot
7a983a3105
sim1.m, bksup1.m: removed global variables, other minor cleanups
2010-10-13 18:51:56 +02:00
Sébastien Villemot
f30d6858e6
simk.m: minor cleanups
2010-10-13 18:40:21 +02:00
Sébastien Villemot
b4d11d399c
Resurrect simk.m for purely forward models
2010-10-13 18:38:09 +02:00
Sébastien Villemot
5f0dac24bf
Merge remote branch 'ferhat/master'
2010-10-12 11:40:39 +02:00
Marco Ratto
cc70913b7d
Properly close waitbar in serial computations.
2010-10-12 08:07:57 +02:00
Marco Ratto
f079411126
bug fix: precisely determine from which machine to get the output files
2010-10-11 20:17:03 +02:00
Marco Ratto
6a1826aa53
1) fixed bug introduced moving folders (parallel routines no longer on path!);
...
2) fixed bug with logic of islocal;
3) better cleanup of remnants;
4) fixed bug with sending and DELETING P*End.txt files;
2010-10-11 19:40:42 +02:00
Marco Ratto
badda23160
fixed bug when one slave is local and others are remote
2010-10-11 19:37:43 +02:00
Ferhat Mihoubi
8f36437662
- Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11 ). The new values for solve_algo are:
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* 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
Ferhat Mihoubi
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
Ferhat Mihoubi
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
Ferhat Mihoubi
9a0201b26a
Minor corrections on ErrorHandling
2010-10-11 17:56:23 +02:00
Sébastien Villemot
75dd6f0d7b
Merge remote branch 'ratto/master'
2010-10-11 17:24:07 +02:00
Sébastien Villemot
a5b8819518
Partial information: added missing copyright notice
2010-10-11 17:16:52 +02:00
Marco Ratto
9abc57a195
added missing utility for identification
2010-10-11 17:14:49 +02:00
Sébastien Villemot
44b268ec67
Moved qzdiv.m and qzswitch.m to top-level (they are now used by both partial information code and mjdgges.m)
2010-10-11 17:14:33 +02:00
Sébastien Villemot
cf9f901ef8
Partial information: moved disclyap_fast to the partial_information subdir
2010-10-11 17:11:05 +02:00
Sébastien Villemot
b41f2f6ccd
Testsuite: add tests files for partial information
2010-10-11 16:48:41 +02:00
Sébastien Villemot
8849dd2bc9
Partial info/Octave compatibility fix: ismember() does not work with char arrays under Octave
2010-10-11 16:48:16 +02:00
Sébastien Villemot
d6c035aaea
Partial info/Octave compatibility fix: operator "|" never short-circuit, use "||" instead
2010-10-11 16:47:36 +02:00
Marco Ratto
a3b30e885a
Move parallel routines to parallel folder
2010-10-11 15:15:40 +02:00
Sébastien Villemot
92d9a62dd3
Preprocessor: give more explicit error message when lead or lag is used inside 'planner_objective'
2010-10-11 14:49:23 +02:00
Sébastien Villemot
02a65d5bbd
Forecast: minor cleanup
2010-10-11 12:58:38 +02:00
Sébastien Villemot
e2ce87b7d5
Preprocessor: don't create auxiliary variables for expressions appearing only
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in unused model local variables
2010-10-11 12:58:38 +02:00
Sébastien Villemot
2ebebd1d28
No longer crash when all variables selected with "stoch_simul" are
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non-stationary
2010-10-11 12:58:38 +02:00
Sébastien Villemot
9d67555fc1
Fix bug in the output of stoch_simul: in the presence of non-stationary variables, and when selecting only a subset of variables for the output, the "NaN"s in the "mean" column where wrongly placed
2010-10-11 12:58:38 +02:00
Marco Ratto
eb8d0b29aa
bug fix the ls does not find the target file or folder
2010-10-11 12:33:08 +02:00
Stéphane Adjemian (Charybdis)
5892695455
Fixed bug in doc related to the unit_root_vars instruction.
2010-10-11 12:00:11 +02:00
Marco Ratto
265c6d5bb8
Updated test file for parallel.
2010-10-11 09:05:26 +02:00
Marco Ratto
2ceca63b13
cosmetics
2010-10-08 19:45:16 +02:00