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
31b6c08347
Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
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Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +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
f6c51d4cc4
libslicot: fix typo (thanks to Thomas Weber)
2011-02-23 10:07:59 +01:00
eb0255d526
Build system: add MS-SBVAR to dist tarball
2011-02-22 16:51:23 +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
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
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
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
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
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
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
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
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.
...
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
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
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,
...
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
...
- 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
1a09426706
- Correction of several bugs with Octave
...
- 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:
...
- 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:
...
- 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
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
Stéphane Adjemian (Charybdis)
Houtan Bastani
Ferhat Mihoubi
Jacob Smith
Sébastien Villemot
Michel Juillard
Michel Juillard
George Perendia
Michel Juillard
Stéphane Adjemian (Charybdis)