Commit Graph

90 Commits (c079ace8c3185fded3fa260e464f15912be1dbd2)

Author SHA1 Message Date
Sébastien Villemot ff4285d6fb matio is a requirement for ms-sbvar under Octave 2012-04-20 11:50:03 +02:00
Houtan Bastani 9576255ead Create new contrib folder & move ms-sbvar submodules there 2012-04-19 11:02:40 +02:00
Houtan Bastani b96c35a1a4 ms-sbvar: remove unused code 2012-04-13 15:56:25 +02:00
Houtan Bastani f402d59acf ms-sbvar: link to Matio library for Octave compilation 2012-04-13 15:54:48 +02:00
Houtan Bastani 402363bab2 MS-SBVAR: rewrite ms_variance_decomposition 2012-03-08 17:54:35 +01:00
Houtan Bastani 5f60f1bd27 MS-SBVAR: rewrite ms_forecast 2012-03-08 17:54:05 +01:00
Houtan Bastani 864e0b7c7e MS-SBVAR: rewrite ms_irf 2012-03-08 17:53:58 +01:00
Stéphane Adjemian (Charybdis) 40329e3e29 Added routine to compute one step ahead state space iteration (mex and m). The state space
equations are approximated at order two around the deterministic steady state.
2012-03-04 22:07:27 +01:00
Michel Juillard da0beac147 updating calling sequence for estimation dll and introducing templates
when necessary
2012-02-23 18:39:41 +01:00
Sébastien Villemot a66594caed Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
Closes: #235
2012-01-09 12:39:09 +01:00
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) 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) 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
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
Jacob Smith 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
Houtan Bastani 24aecc74b2 ms-sbvar: updated submodule pointer 2011-05-03 11:04:43 +02:00
Houtan Bastani 9019ec0fa9 SWZ: add forecast and irf to build system 2011-03-17 10:54:04 +01:00
Houtan Bastani d96ce473a8 rename mex files 2011-03-03 15:25:11 +01:00
Sébastien Villemot 62cbef8589 Build system: adding missing preprocessor flags for GSL 2011-02-23 10:05:11 +01:00
Houtan Bastani 75f5b88f86 SWZ: integrate ms-sbvar in build system 2011-02-22 15:16:51 +01:00
Houtan Bastani 6cdbf51a54 SWZ: Revert "SWZ: remove gsl from build system, to be reintstated if gsl remains a requirement in the ms new code"
This reverts commit e19026d130.
2011-02-22 15:06:38 +01:00
Stéphane Adjemian (Scylla) 478b13eb7c Changed default fortran compiler to gfortran. 2011-02-11 16:00:15 +01:00
Sébastien Villemot fcb12985c1 Bump version number 2011-02-04 17:45:54 +01:00
Houtan Bastani 6674b5ffcf SWZ: remove from swz from mex build system 2011-02-02 19:00:14 +01:00
Houtan Bastani 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
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 afeaf1ead0 bump min boost to 1.36 to accord with 72008502c1 2011-01-24 17:52:33 -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 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
Sébastien Villemot 3680d71fe6 Adapted build system for the previous commit 2010-12-27 10:45:42 +01:00
Houtan Bastani a11817cfa4 k-order: added support for m-files, added tests and modified manual 2010-12-22 09:48:05 +01:00
Houtan Bastani e7843e349a Modify configure script to show Kalman Steady State seperately from other mex files 2010-12-14 10:27:39 +01:00
Sébastien Villemot e826fb8239 Build system: kalman_steady_state depends on libslicot and must be built after 2010-12-14 09:57:15 +01:00
Houtan Bastani 41bda1eb07 Mac libslicot compilation optional (because a Fortran compiler is not standard on OS X) 2010-12-13 18:15:11 +01:00
Sébastien Villemot 965ea7280a Build system: add detection and linking of MatIO library for Estimation DLL under Octave 2010-12-08 10:22:44 +01:00
Stéphane Adjemian (Charybdis) 160922a189 Added mex file for computing the fixed point of the riccati equation in the kalman filter.
The mex works with octave but not with matlab (lapack issue again ;-).
2010-11-19 14:39:54 +01:00
Sébastien Villemot 479b2be602 Build system: added missing PIC flag for Fortran code in Octave DLLs 2010-11-18 11:10:49 +01:00
Stéphane Adjemian (Charybdis) 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
Sébastien Villemot 7fd77a87dd Added M2HTML to the build system 2010-11-08 13:08:15 +01:00
Sébastien Villemot 48096db2ff Build system: add logMHMCMC DLL 2010-10-28 10:17:58 +02:00
Sébastien Villemot a2367e9ecb Build system: fixed typo introduced in 69fc0e320b 2010-10-22 11:50:16 +02:00
Sébastien Villemot 81823ad035 New oct-file for "ordschur": the diffuse filter now works under Octave 2010-10-21 15:43:13 +02:00
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 1a27ed9f38 OpenMP support:
- 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
Sébastien Villemot da1c031195 Build system: add new header for bytecode (see previous commit) 2010-09-24 12:59:46 +02:00
Houtan Bastani 1b05a5f276 SWZ: remove instances of mexErrMsgTxt 2010-09-23 10:43:58 +02:00
Houtan Bastani 18c9479176 SWZ: include in build system 2010-09-01 11:15:42 +02:00