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127 Commits (c079ace8c3185fded3fa260e464f15912be1dbd2)

Author SHA1 Message Date
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Sébastien Villemot 615535ad88 Fix compilation errors with GCC 4.7 2012-05-08 16:10:10 +02:00
Sébastien Villemot 89ca683ab9 Fix "make dist" following changes in estimation DLL 2012-02-24 12:21:33 +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 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
Houtan Bastani 69375f4b93 logMHMCMCposterior: remove instances of mexErrMsgText 2011-02-11 12:25:10 +01:00
Houtan Bastani 4ac3a6c5a4 replace mex.h with dynmex.h 2011-02-11 12:24:13 +01:00
Sébastien Villemot 3fa2339cfe Estimation DLL: remove warning about NOMINMAX 2011-02-07 12:37:34 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot cc2a9d90ac Global reindentation of MEX source files 2011-02-04 16:53:12 +01:00
Sébastien Villemot 9aa79c6140 Another build system fix 2010-12-28 10:50:51 +01:00
George Perendia 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
Sébastien Villemot aa58f7bd37 Estimation DLL, QRDecomposition: removed unused data members 2010-12-17 10:52:00 +01:00
George Perendia 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
Sébastien Villemot 1329b57ff2 Estimation DLL: fix DecisionRules::compute() (was not reentrant, since GeneralizedSchurDecomposition::compute() modifies D and E) 2010-12-13 17:15:08 +01:00
George Perendia 915bb4c451 Estimation C++ DLL: Bug-fixing Sampler 2010-12-11 19:22:27 +00:00
Michel Juillard d38c4de498 estimation_dll: adding test for logposterior 2010-12-10 21:34:40 +01:00
Sébastien Villemot befa1b966b Estimation DLL: removed illegal casts from pointer to integer 2010-12-09 10:49:44 +01:00
George Perendia 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
Sébastien Villemot 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
Sébastien Villemot 48096db2ff Build system: add logMHMCMC DLL 2010-10-28 10:17:58 +02:00
Sébastien Villemot 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
Sébastien Villemot 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
George Perendia 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, 
alternativelly, call dll with options_.console_mode=1
 2010-10-26 18:31:32 +01:00
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 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
George Perendia 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 
Still missing functionality: Sliding progress bar, seed change and loading old, incomplete (failed) run files
 2010-10-04 13:58:25 +01:00
Houtan Bastani 1eaee02729 logposterior: remove instances of mexErrMsgTxt 2010-09-23 10:44:22 +02:00
Sébastien Villemot fbbc21d577 Estimation DLL: make it compatible with changes introduced in 648c3cd177 + code simplification 2010-09-20 19:25:31 +02:00
George Perendia 99a884e09c C++ Estimation DLL: Adding 1st cut draft RandomWalkMetropolisHastings.cc and related untested files for review 2010-09-14 12:21:45 +01:00
George Perendia 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
George Perendia 61da05b5e4 C++ Estimation DLL: KalmanFilter, dynlapack and LapackBindings with Cholesky decomp. based matrix inverter 2010-08-04 15:57:52 +01:00
George Perendia 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
Sébastien Villemot 9642683b7d Build system: fix for building source tarball 2010-07-12 14:30:57 +02:00
Sébastien Villemot acf5451c1f Build system: rename 'loglikelihood' to 'logposterior' 2010-07-09 12:48:08 +02:00
George Perendia 50c1e0a8ec C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc 2010-07-08 09:56:19 +01:00
George Perendia 5c01144793 C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc 2010-07-08 09:56:18 +01:00
Sébastien Villemot 04905660b8 Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood) 2010-06-11 19:18:16 +02:00
Sébastien Villemot 7410094588 Estimation DLL: various minor changes 2010-06-11 19:16:03 +02:00
Sébastien Villemot 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
Sébastien Villemot 85f855d759 Estimation DLL: fixed bug in EstimatedParametersDescription::getNumberOfPeriods() 2010-06-11 18:03:14 +02:00
Sébastien Villemot 32e41b7b01 Estimation DLL, LogLikelihoodMain: fixed bug (likelihood was not initialized to zero) 2010-06-11 16:51:08 +02:00
Sébastien Villemot e1b274f2dc Estimation DLL, ModelSolution class: make llxSteadyState a data member 2010-06-11 14:54:10 +02:00
Sébastien Villemot 1e41458826 Estimation DLL: bugfixes in LogLikelihoodMain 2010-06-10 19:13:20 +02:00
Sébastien Villemot 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
Sébastien Villemot 8a7ed1ec48 Estimation DLL, VDVEigDecomposition: remove useless test in destructor 2010-06-10 19:13:20 +02:00
Sébastien Villemot 2c0b3469be Estimation DLL, Vector class: fixed bug in the copy constructor 2010-06-10 19:13:20 +02:00
Sébastien Villemot 110a33a0c8 Estimation DLL, QRDecomposition: fix memory leak 2010-06-10 19:13:20 +02:00
Sébastien Villemot 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