Michel Juillard
c5310731d9
corrected bug affecting the smoother when called for a selected subset of variables
2011-01-18 19:04:20 +01:00
Sébastien Villemot
4cf358c895
Merge remote branch 'ferhat/master'
2011-01-18 17:24:42 +01:00
George Perendia
595675d333
Partial information changes that make adjustment for Octave and use rcond() < 1e-8 ..." to determine if a matrix is invertible plus some minor bug and formatting changes in dr1_PI.m
2011-01-17 20:40:41 +00:00
Sébastien Villemot
6b1f84ac27
Dynare++: in printf statements with size_t, remove %zd modifier introduced in
...
757d8c36e9
and replace it by %lu as a workaround.
The %zd modifier was introduced in C99 standard, but is not implemented by
MinGW.
2011-01-15 19:07:26 +01:00
Sébastien Villemot
bc8b8e9c84
Build system: Dynare++ now depend on Boost
2011-01-15 11:33:01 +01:00
Ferhat Mihoubi
ce07223628
- The Temporary terms management with bytecode when the model is block decomposed and solve_algo<5 is now compatible with octave
...
- Gets rid of warning message during the compilation of bytecode
2011-01-14 19:24:18 +01:00
Ferhat Mihoubi
96b6f1bf05
- Corrects the following problem:
...
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 19:24:17 +01:00
Ferhat Mihoubi
708a062338
The Octave version of fsolve do not converge when it starts from the solution. Check if the initial guess is equal to the solution.
2011-01-14 19:24:17 +01:00
Sébastien Villemot
1bfbfbe73a
Dynare++: update global copyright notices to span 2004-2011
2011-01-14 16:41:24 +01:00
Sébastien Villemot
bf13ddcb74
Dynare++: replace obsolete hash_set and hash_map by unordered_set and unordered_map
...
- use the implementation from boost
- since these classes will probably be included in the next C++ standard, they are also available natively from g++ with option -std=c++0x, but boost is probably better for the moment
2011-01-14 16:40:59 +01:00
Sébastien Villemot
1ca828c134
Dynare++: fixed warning about unused functions
2011-01-14 16:29:11 +01:00
Sébastien Villemot
ab87ccac06
Dynare++: fixed warning about conversion of string to char* and about non void functions returning nothing
2011-01-14 16:28:26 +01:00
Sébastien Villemot
af0175443b
Dynare++: fixed warning about comparison of signed with unsigned integers
2011-01-14 16:23:24 +01:00
Sébastien Villemot
610cb6387e
Dynare++: fixed warning about redefined NOMINMAX macro
2011-01-14 16:22:58 +01:00
Sébastien Villemot
757d8c36e9
Dynare++: fixed warnings about printf format strings
2011-01-14 16:22:26 +01:00
Ferhat Mihoubi
ac9415a943
- The bytecode.mex file has to be called when bytecode option is specified independently of the block option.
2011-01-14 10:39:34 +01:00
Ferhat Mihoubi
206fff0e71
- Corrects the following problem:
...
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
Michel Juillard
e2a1d77f6e
- added schur_statespace_transformation.m to factor it out of DsgeLikelihood.m and DsgeSmoother.m
...
and corrected a bug in the code
- added missing functions missing_DiffuseKalmanSmootherH1_Z.m (multivariate version) and
missing_DiffuseKalmanSmootherH3_Z.m (univariate version)
- use only these two versions of the Kalman smoother in DsgeSmoother.m
2011-01-13 21:50:26 +01:00
Michel Juillard
f7eb39f7bb
bug correction related to smoother
2011-01-13 21:45:09 +01:00
Michel Juillard
6ea053e47d
correcting bugs in diffuse Kalman smoother
2011-01-13 21:10:06 +01:00
Michel Juillard
2e0a36ae9f
Initialize estim_params_ in global_estimation.m. Necessary for smoothing models with no estimated parameters.
2011-01-13 21:10:06 +01:00
Sébastien Villemot
ffc53ca910
Fix integer types in Kronecker DLLs
2011-01-13 19:34:49 +01:00
Sébastien Villemot
23d797d214
Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function
2011-01-13 19:10:16 +01:00
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
572f71881a
Preprocessor: add "noreturn" attribute to ParsingDriver::error, to remove some warnings about unitialized variables
2011-01-13 19:04:40 +01:00
Sébastien Villemot
044e3a963b
Preprocessor: remove some warnings about comparison of signed with unsigned integers
2011-01-13 19:03:55 +01:00
Sébastien Villemot
6f93b18802
Fix bug in histval with exogenous variables in a stochastic setup
2011-01-13 18:18:57 +01:00
Sébastien Villemot
9c6d65bc0a
Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128 )
2011-01-13 18:08:26 +01:00
Sébastien Villemot
a6a4b3bc28
Preprocessor: no longer use assert(false) as a way of marking impossible cases
2011-01-13 15:52:44 +01:00
Sébastien Villemot
02fd6e668c
Add error message for non-implemented features of gamrnd.m
2011-01-13 12:28:44 +01:00
Sébastien Villemot
9e38d85053
Change the formula for empirical autocorrelations, so that the result always lies in [-1,1] (thanks to Johannes Pfeifer for pointing this)
2011-01-12 11:26:02 +01:00
George Perendia
17bc655159
Partial Information: Update with improved, generalised recursive PCL solution method
2011-01-11 21:57:57 +00:00
Sébastien Villemot
284e4c2e46
Bump to year 2011 in license file and manual
2011-01-10 16:39:13 +01:00
Sébastien Villemot
503b055df2
Fixed bugs in varlist_indices.m (thanks to Johannes Pfeifer for pointing them)
2011-01-10 13:11:25 +01:00
Sébastien Villemot
92b1451c70
Removed remnants of calib commands
2011-01-10 12:25:42 +01:00
Sébastien Villemot
a9d89821b7
Added new test to testsuite's Makefile
2011-01-10 12:21:18 +01:00
Michel Juillard
05b9c70ae8
removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.
2011-01-04 10:16:38 +01:00
Michel Juillard
256ff761e8
stochastic simulations: fix the number of generated data to be exactly options_.periods
...
added ./tests/simul
2011-01-02 16:55:15 +01:00
Ferhat Mihoubi
35765ee01c
- Matlab wrappers for the "print" option of bytecode
2010-12-31 17:03:19 +01:00
Ferhat Mihoubi
ca05db33db
- For static model considers two different management cases for temporary terms: one for an evaluated model and another for a simulated model
2010-12-31 16:46:09 +01:00
Ferhat Mihoubi
20f414e0d2
- Extends the error messages in bytecode
...
- Implements the print option in bytecode
- Minor modifications to manage the global temporary terms
2010-12-31 16:41:50 +01:00
Ferhat Mihoubi
313f64e153
- Adds option 'print' to bytecode
...
- 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
Ferhat Mihoubi
816dbefa28
- Corrections in the debugging conditional preprocessor expressions
2010-12-31 16:29:39 +01:00
Ferhat Mihoubi
f46f1831f6
Stores the first order derivatives in the TEFD matrix, when derivatives are computed with a different external function (useful only for printing the model equations)
2010-12-31 16:26:25 +01:00
Ferhat Mihoubi
aab5b2a488
- Manages the temporary terms when the model is evaluated block by block
2010-12-31 16:22:24 +01:00
Ferhat Mihoubi
129303430e
The direction is not computed in same way in the dynamic case and in the static case
2010-12-31 16:20:35 +01:00
Ferhat Mihoubi
a882a25760
- length(args) is used instead of size(args, 2) to avoid to transpose column vectors
2010-12-31 16:16:29 +01:00
Ferhat Mihoubi
2dbeddd1a9
- Manages the temporary terms when the model is evaluated block by block
2010-12-31 16:00:49 +01:00
Ferhat Mihoubi
2707965da1
- extends the compatibility of dr1 with bytecode
2010-12-31 15:56:49 +01:00
Ferhat Mihoubi
7209f3638a
- consider a non sparse matrix for the Jacobian for compatibility reasons with dynare_solve
2010-12-31 15:53:28 +01:00