Sébastien Villemot
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
...
Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Sébastien Villemot
31a13db66a
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00
Sébastien Villemot
bc1872625b
Fix typo in previous commit
2012-11-06 14:44:29 +01:00
Ferhat
50fd1a4c0d
In the two boundaries solver, gives up the symbolic solver if a stable computation solution could not be found on the first third of the simulation period
2012-11-06 14:38:51 +01:00
Sébastien Villemot
c031b463ff
Use my @dynare.org address
2012-10-01 16:41:18 +02:00
Sébastien Villemot
0332309647
Remove embedded SLICOT, rely on external binary
2012-09-13 11:08:42 +02:00
Sébastien Villemot
53709a3214
Ensure compatibility with matio 1.5
...
Closes : #275
2012-08-07 14:44:45 +02:00
Houtan Bastani
e5dd2d31ec
fix typo
2012-08-07 11:39:47 +02:00
Sébastien Villemot
2e65a9ab96
Provide a better implementation of linsolve for Octave
...
Closes : #273
2012-08-06 18:26:16 +02:00
Michel Juillard
f5f5ca1a83
removing printing used for debugging
2012-08-01 18:38:42 +02:00
Michel Juillard
2244af9c62
adding pruning option for 3rd order
2012-07-31 21:50:59 +02:00
Michel Juillard
84164dc57e
adding possibility to pass derivative matrices to k_order_perturbation
...
MEX function
2012-07-07 21:21:28 +02:00
Michel Juillard
287b134884
k_order mex: added derivatives as members of KorderpDynare
2012-07-06 13:52:17 +02:00
Sébastien Villemot
83623723d9
Block kalman filter: enclose OpenMP statements in conditionals
2012-06-11 14:31:33 +02:00
Sébastien Villemot
4a9592a50c
Fix LAPACK type error
2012-06-11 12:25:56 +02:00
Ferhat Mihoubi
2a8436aa44
Extends the block Kalman filter to the missing observations case (not called for the moment)
2012-06-11 10:39:25 +02:00
Sébastien Villemot
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
Sébastien Villemot
c079ace8c3
Remove various compiler warnings
2012-06-08 19:06:03 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Ferhat Mihoubi
6cb7a5f1e5
Corrects a bug in the arguments returned by bytecode
2012-06-06 16:32:01 +02:00
Ferhat Mihoubi
7dbd826d7e
Code cleaning
2012-06-06 16:30:28 +02:00
Sébastien Villemot
f36f76760a
Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
...
(complement to commit cd0bc28e
)
2012-05-21 18:34:10 +02:00
Michel Juillard
e63c41184c
bytecode: removing debuging message
2012-05-20 14:37:30 +02:00
Sébastien Villemot
615535ad88
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
Houtan Bastani
b96c35a1a4
ms-sbvar: remove unused code
2012-04-13 15:56:25 +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
Ferhat Mihoubi
3730957e9f
Considers both 'inf' and 'nan' results in functions return and improves an error message
2012-03-06 11:09:46 +01:00
Ferhat Mihoubi
3072c6e611
Displays more details in case of singular system
2012-03-06 11:03:13 +01:00
Stéphane Adjemian (Charybdis)
a2f3a53634
Parallelization of local_state_space_iteration_2 (used in non linear filters).
2012-03-05 23:11:49 +01:00
Sébastien Villemot
c49d33e6ba
Add local_state_space_iterations subdir to dist rule
2012-03-05 18:53:59 +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
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
Ferhat
eb567f5202
Cleaning the code: getting rid of unused variables
2012-02-17 10:59:39 +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
Stéphane Adjemian (Charybdis)
3e84e333b4
Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1.
2011-12-26 17:46:48 +01:00
Sébastien Villemot
cb9858d6a5
Minor improvements and bugfix to qmc_sequence
...
* make 2nd argument optional
* fix bug related to 3rd argument
* simplify code
2011-12-26 16:09:33 +01:00
Sébastien Villemot
a1c466a3bb
Fix license notice of qmc_sequence MEX
2011-12-26 15:40:44 +01:00
Sébastien Villemot
1d4301bd97
Fix build failure on Octave/32-bit
2011-12-26 14:41:02 +01:00
Stéphane Adjemian (Charybdis)
6bb3a1c736
Fixed bug. Wrong calling sequence to dgemm.
2011-12-23 12:10:23 +01:00
Stéphane Adjemian (Charybdis)
b9d47ae42e
Fixed the inverse Gaussian Cumulative Distribution Function. Return -Inf/Inf if input is equal to
...
0/1.
2011-12-23 11:16:06 +01:00
Stéphane Adjemian (Charybdis)
be6f82f145
Fixed bug (wrong size in memcpy for the last input argument).
2011-12-23 10:43:52 +01:00
Stéphane Adjemian (Charybdis)
dccc8478aa
Fixed warning message (warning: cast to pointer from integer of different size).
2011-12-22 13:08:26 +01:00
Stéphane Adjemian (Charybdis)
699b93b9d4
Fixed mex error message (use DYN_MEX_FUNC_ERR_MSG_TXT).
2011-12-22 12:14:39 +01:00
Stéphane Adjemian (Charybdis)
1aa26572f4
Fixed headers.
2011-12-22 12:11:20 +01:00
Stéphane Adjemian (Charybdis)
645dc7dc45
Fixed headers.
2011-12-22 11:32:53 +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
Stéphane Adjemian (Charybdis)
3ba5a645be
Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0.
2011-12-12 14:20:14 +01:00