George Perendia
e8a193bbfb
Track #21 : Add partial information: Correcting bug stemming from the differences in QZ calculation under Octave and Matlab: modified PI_gensys to use C.Sims' Lapack zgges based qzcomplex() qz decomposition routine under Octave which gives nearly identical complex results to Matlab QZ (except for transpose of q matrix and few sign changes in the output matrices)
2010-10-20 11:50:06 +01:00
Stéphane Adjemian (Karaba)
567c5bcb1f
Fixed bug in the initialization of the metropolis when mode_compute=6 was previously used (so that we have an optimal mh scale factor)
...
and option load_mh_file is used. After the (stochastic) optimization, the optimal value of the scale parameter is saved in a mat file.
2010-10-18 14:39:48 +02:00
Marco Ratto
de490e9e4a
delete remnants of previous Bayesian irf computations
2010-10-15 11:36:26 +02:00
Marco Ratto
c15508eae0
1) better display of remote errors;
...
2) fixed bug in sync of sequence of files sent to remote slaves;
2010-10-15 11:33:40 +02:00
Marco Ratto
6612a7f0bc
Trap introduced for windows was a bug for unix
2010-10-15 11:31:26 +02:00
Sébastien Villemot
6d2f9dc6d8
Added missing case in print_info
2010-10-14 12:03:36 +02:00
Sébastien Villemot
609293b398
dr1.m: move up error message for purely forward models, otherwise it is not displayed with k_order_perturbation
2010-10-14 11:36:13 +02:00
Sébastien Villemot
153f627dfe
Explicit error message for 2nd and 3rd order purely forward models
2010-10-13 18:52:13 +02:00
Sébastien Villemot
505ed643a1
Fix for computing 1st order irf of purely forward models
2010-10-13 18:52:07 +02:00
Sébastien Villemot
7a983a3105
sim1.m, bksup1.m: removed global variables, other minor cleanups
2010-10-13 18:51:56 +02:00
Sébastien Villemot
f30d6858e6
simk.m: minor cleanups
2010-10-13 18:40:21 +02:00
Sébastien Villemot
b4d11d399c
Resurrect simk.m for purely forward models
2010-10-13 18:38:09 +02:00
Sébastien Villemot
5f0dac24bf
Merge remote branch 'ferhat/master'
2010-10-12 11:40:39 +02:00
Marco Ratto
cc70913b7d
Properly close waitbar in serial computations.
2010-10-12 08:07:57 +02:00
Marco Ratto
f079411126
bug fix: precisely determine from which machine to get the output files
2010-10-11 20:17:03 +02:00
Marco Ratto
6a1826aa53
1) fixed bug introduced moving folders (parallel routines no longer on path!);
...
2) fixed bug with logic of islocal;
3) better cleanup of remnants;
4) fixed bug with sending and DELETING P*End.txt files;
2010-10-11 19:40:42 +02:00
Marco Ratto
badda23160
fixed bug when one slave is local and others are remote
2010-10-11 19:37:43 +02:00
Ferhat Mihoubi
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
Sébastien Villemot
75dd6f0d7b
Merge remote branch 'ratto/master'
2010-10-11 17:24:07 +02:00
Sébastien Villemot
a5b8819518
Partial information: added missing copyright notice
2010-10-11 17:16:52 +02:00
Marco Ratto
9abc57a195
added missing utility for identification
2010-10-11 17:14:49 +02:00
Sébastien Villemot
44b268ec67
Moved qzdiv.m and qzswitch.m to top-level (they are now used by both partial information code and mjdgges.m)
2010-10-11 17:14:33 +02:00
Sébastien Villemot
cf9f901ef8
Partial information: moved disclyap_fast to the partial_information subdir
2010-10-11 17:11:05 +02:00
Sébastien Villemot
8849dd2bc9
Partial info/Octave compatibility fix: ismember() does not work with char arrays under Octave
2010-10-11 16:48:16 +02:00
Sébastien Villemot
d6c035aaea
Partial info/Octave compatibility fix: operator "|" never short-circuit, use "||" instead
2010-10-11 16:47:36 +02:00
Marco Ratto
a3b30e885a
Move parallel routines to parallel folder
2010-10-11 15:15:40 +02:00
Sébastien Villemot
02a65d5bbd
Forecast: minor cleanup
2010-10-11 12:58:38 +02:00
Sébastien Villemot
2ebebd1d28
No longer crash when all variables selected with "stoch_simul" are
...
non-stationary
2010-10-11 12:58:38 +02:00
Sébastien Villemot
9d67555fc1
Fix bug in the output of stoch_simul: in the presence of non-stationary variables, and when selecting only a subset of variables for the output, the "NaN"s in the "mean" column where wrongly placed
2010-10-11 12:58:38 +02:00
Marco Ratto
eb8d0b29aa
bug fix the ls does not find the target file or folder
2010-10-11 12:33:08 +02:00
Marco Ratto
2ceca63b13
cosmetics
2010-10-08 19:45:16 +02:00
Marco Ratto
a886881fb4
bug fix for serial computation
2010-10-08 19:44:44 +02:00
Marco Ratto
9090a8f76b
Reverted adaptivity for plotting in parallel or not.
2010-10-08 19:44:10 +02:00
Marco Ratto
1a7fcd8066
Fixed bug with number of remote machines > 1
2010-10-08 19:12:55 +02:00
Marco Ratto
5c92543036
When remotes crash, loop for all slaves before stopping
2010-10-08 17:54:31 +02:00
Marco Ratto
50cdcfb037
Check that file exists before copying it
2010-10-08 17:53:31 +02:00
Marco Ratto
25230060e5
Cosmetic changes plus small bug fixes.
2010-10-08 16:19:03 +02:00
Marco Ratto
e846c5cda7
New parallel dynare:
...
1) safe management of remote folder;
2) shh scp (and windows equivalent) commands are concentrated in the master;
3) management of remote crashes;
4) begin building option to interrupt remote processes;
5) better parallel waitbar: pops up only at STARTUP (can be minimized subsequently); adaptive dimension;
2010-10-08 16:15:50 +02:00
Marco Ratto
f587e0f1d2
Added new parallel utilities in parallel subfolder;
...
Add parallel to dynare path;
2010-10-08 16:10:59 +02:00
Houtan Bastani
c19df582e0
external_function: modified to pass functions as string names as opposed to function handles to reduce number of calls to mexCallMatlab when use_dll option is invoked
2010-10-07 16:49:36 +02:00
Michel Juillard
32bf5e9a0e
Diffuse smoother: bug correction when singularity occurs
2010-10-04 21:59:22 +02:00
George Perendia
4ad491b0a8
Partial Information: a minor makeup change to PCL_resol.m
2010-10-04 13:58:26 +01:00
Marco Ratto
1b2fbc895d
small bug fix (isunx in place of isunix)
2010-09-29 16:35:39 +02:00
Marco Ratto
1fc3d503ee
improved identification checks, using svd in place of eig.
2010-09-29 16:18:57 +02:00
Marco Ratto
70400e5e84
Modifications following meetings in Paris (not yet completed 100%):
...
1) new default option for prior_mc = 1;
2) new option: advanced (default=0). If advanced=0, simple messages and plots; advanced=1 shows all details about weak identification diagnostics;
3) new option: periods (default=300). Length of stochastic simulations to generate simulated moments for 'GMM type' analysis of strength of identification;
4) new option: replic (default = 100). Number of replicated simulated moments for 'GMM type' analysis of strength of identification;
5) new feature: allow local identification analysis WITHOUT defining priors, using parameter values as defined in the .mod file definition.
6) simplified graphical and tabular output.
2010-09-29 16:12:48 +02:00
Marco Ratto
0a637be94c
Display changes in line with meetings in Paris (not yet 100% completed):
...
- simplified;
- first rank deficiency;
- why rank deficiency;
- some info about weak identification (not completed);
2010-09-29 16:04:57 +02:00
Houtan Bastani
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
Houtan Bastani
47ca9b628d
replace deprecated Matlab function isstr with ischar
2010-09-27 16:05:52 +02:00
Houtan Bastani
34b28b8043
replace deprecated Matlab function setstr with char
2010-09-27 16:05:52 +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
Michel Juillard
ae14d0fc9e
replaced display() by disp() as display() is buggy in Octave
2010-09-25 14:45:28 +02:00
Sébastien Villemot
ad89d0f15d
Forecast with deterministic exogenous: removed duplicate forecast graph ( closes #103 )
2010-09-24 18:32:53 +02:00
Ferhat Mihoubi
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
Pablo Winant
45ebd1b3fb
Compatibility fix for Octave. In dr1, line 384, if w1 is a scalar, condest(w1) raises an error in octave. It is equal to 1 in matlab.
2010-09-23 11:33:54 +02:00
Houtan Bastani
92cb073f3a
dynare_simul_: remove instances of mexErrMsgTxt
2010-09-23 10:45:35 +02:00
Houtan Bastani
982b4d0491
gensylv: remove instances of mexErrMsgTxt
2010-09-23 10:45:27 +02:00
Houtan Bastani
e57056ad14
sparse_hessian_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:18 +02:00
Houtan Bastani
ca24c92ed7
A_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:08 +02:00
Houtan Bastani
7b0d6da920
mjdgges: remove instances of mexErrMsgTxt
2010-09-23 10:44:59 +02:00
Houtan Bastani
2c38a1913c
change element-wise OR (|) to short-circuit OR (||)
2010-09-23 10:44:48 +02:00
Houtan Bastani
e32c8b1b76
k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt
2010-09-23 10:44:39 +02:00
Houtan Bastani
1b05a5f276
SWZ: remove instances of mexErrMsgTxt
2010-09-23 10:43:58 +02:00
Houtan Bastani
6631f2d1d0
Macro used to clean up after encountering an error in a mex file (previously handled by mexErrMsgTxt) and helper m file
2010-09-23 10:43:16 +02:00
Sébastien Villemot
750f92ace1
Cleanups related to the removal of leads and lags in deterministic model
...
(introduced in 60f7678669
)
- remove simk.m and clean simul.m
- document the change in the reference manual
2010-09-21 13:35:55 +02:00
Ferhat Mihoubi
25b3c84b40
RESID command is compatible now with block option and without bytecode option (closes ticket #45 )
2010-09-17 16:54:43 +02:00
Ferhat Mihoubi
c7eff4ba60
- Adding the relaxation method for block and/or bytecode options
...
- Changing the the stack_solve_algo option :
Previous version New version
1 : Sparse LU 0 : Sparse LU
2 : GMRES 1 : Relaxation
3 : BiCGStab 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver 4 : Sparse LU & Optimal Path
5 : bytecode own solver
2010-09-17 12:18:25 +02:00
Ferhat Mihoubi
0a3c8a4b0c
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
...
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
Ferhat Mihoubi
f268513ffb
correction of model_info's printouts
2010-09-17 12:13:39 +02:00
JUILLARD Michel
70fb16b8da
independent Metropolis: factorizing computation of covariance of proposal
2010-09-15 09:07:52 +02:00
JUILLARD Michel
243006b2d7
metropolis: factorizing computation of covariance of proposal
2010-09-15 08:59:51 +02:00
Michel Juillard
f6aace084b
corrected bug in the sequence of tasks in dynare_esitmation_1 introduced in 29f9bb9
2010-09-13 21:35:08 +02:00
Sébastien Villemot
41ff70e08c
Bugfix: when displaying decision rules, no longer crash if an EXPECTATION operator (in the past) appears as a state variable. Instead, display a (relatively uninformative) line.
2010-09-13 16:08:32 +02:00
Sébastien Villemot
c47b177577
Provisions for MATLAB R2010b (7.11)
2010-09-10 13:08:32 +02:00
Michel Juillard
49daa411f4
dynare_config.m: added path for SWZ
2010-09-08 21:08:20 +02:00
Sébastien Villemot
d1f548e7c5
Parallel: fix quoting issues on Unix
2010-09-07 11:38:50 +02:00
Marco Ratto
34fda83963
Parallel: the addpath for DYNARE path is given at the level of masterParallel.m
2010-09-06 17:24:16 +02:00
Marco Ratto
87c80f69b6
Minor change to preamble
2010-09-06 16:59:57 +02:00
Marco Ratto
58c4c483c5
Added MatlabPath to the Parallel structure
2010-09-06 14:50:55 +02:00
Sébastien Villemot
c214587686
Parallel system: add new option DynarePath to specify Dynare path on the slaves
2010-09-06 12:54:55 +02:00
Stéphane Adjemian (Scylla)
bc155fd0df
Changed calling sequence of prior_draw.m.
2010-09-03 15:23:05 +02:00
Stéphane Adjemian (Scylla)
b16c56b71c
Removed debugging informations display introduced in the previous commit.
2010-09-01 22:23:18 +02:00
Stéphane Adjemian (Scylla)
29f9bb953e
Fixed bug related to the mh based approximation of the posterior covariance matrix (used
...
for the jumping distribution).
2010-09-01 22:15:47 +02:00
Stéphane Adjemian (Scylla)
ded34f990b
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-09-01 22:14:32 +02:00
Stéphane Adjemian (Scylla)
6870010e9a
Fixed bug related to the console mode (text waitbar).
2010-09-01 22:12:38 +02:00
Houtan Bastani
18c9479176
SWZ: include in build system
2010-09-01 11:15:42 +02:00
Houtan Bastani
137c4cf6b1
SWZ: make comments conform to ansi C standard
2010-09-01 11:15:28 +02:00
Houtan Bastani
60a3c2cad4
SWZ: replace tabs with spaces
2010-09-01 11:07:32 +02:00
Houtan Bastani
8b782e7b00
SWZ: replace matrix.h with swzmatrix.h
2010-09-01 11:04:49 +02:00
Houtan Bastani
8cf788af44
SWZ: replace fprintf(stderr, with swz_fprintf_err(
2010-09-01 11:03:52 +02:00
Houtan Bastani
94217de476
SWZ: replace exit with swzExit
2010-09-01 11:03:31 +02:00
Houtan Bastani
820aca6683
SWZ: replace free with swzFree
2010-09-01 11:03:09 +02:00
Houtan Bastani
12993a8108
SWZ: replace malloc with swzMalloc
2010-09-01 11:01:00 +02:00
Houtan Bastani
3bbfc05634
SWZ: Change file ending type to unix
2010-09-01 11:00:44 +02:00
Houtan Bastani
a5ed818758
SWZ: remove extra whitespace
2010-09-01 11:00:30 +02:00
Houtan Bastani
248cc388af
SWZ: diffed and patched updated files from Dan
2010-09-01 10:45:55 +02:00
Houtan Bastani
7808df0935
SWZ: original forecast.c, dw_histogram.c and dw_histogram.h from Dan
2010-08-30 17:32:43 +02:00
Sébastien Villemot
8589be3d4b
K-order DLL: cosmetic changes
...
- remove unused argument of the DLL
- fix documentation inside source file
2010-08-30 17:11:58 +02:00
Sébastien Villemot
28a4e79cbe
OSR: minor cosmetic changes
2010-08-30 14:15:17 +02:00
Michel Juillard
d66eb3c6ae
SWZ: bug correction for attaching Markov Chains to some equations only
2010-08-25 20:53:06 +02:00
Marco Ratto
93ea89dffb
Bug fixes related to global variables in the base workspace for parallel sessions.
2010-08-25 15:18:58 +02:00
Marco Ratto
1704023419
1) Fixed problems related to global variables in the base workspace.
...
2) Minor bug in slaveparallel.m
2010-08-25 15:16:46 +02:00
Marco Ratto
5d9f6ef756
Fixed priordens needs to be properly initialized in remote, slave sessions.
2010-08-25 13:39:48 +02:00
Sébastien Villemot
3d2a698ab9
Minor fix: replace operator & by && in MATLAB conditionals (for better compatibility with Octave)
2010-08-23 17:39:46 +02:00
Sébastien Villemot
b842251c2c
Added missing copyright notice
2010-08-20 16:01:43 +02:00
Sébastien Villemot
b671e68f37
moments_varendo: fix an obvious missing initialization bug
...
(see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2678 )
2010-08-19 15:40:12 +02:00
Sébastien Villemot
a8fddd68ff
SWZ DLL: fix calls to Lapack routines for cross-platform compatibility
2010-08-13 18:50:22 +02:00
Michel Juillard
8420d82dea
bug correction in Posterior IRFs
2010-08-11 12:04:14 +02:00
Michel Juillard
e4986047ae
moments_varendo: compute variance decomposition only if there is more than one exogenous variable
2010-08-11 12:03:19 +02:00
Michel Juillard
d6fdf8fc7f
SWZ: added code for generating Markov Chain priors for more than 2 states
2010-08-09 11:13:36 +02:00
Michel Juillard
3db736f31d
corrected bugs in estimation of models with measurement errors
2010-08-06 17:54:56 +02:00
Michel Juillard
a0dc2ce4ee
SWZ: purging all intermediary files at the beginning of SWZ processing
2010-07-31 11:22:59 +02:00
Michel Juillard
201227ee0c
SWZ: added missing fclose() occurrences
2010-07-31 11:20:13 +02:00
Michel Juillard
15bd597f75
SWZ: adding missing fclose()
2010-07-30 23:08:00 +02:00
Michel Juillard
6b8dd7b89b
SWZ bug correction
2010-07-30 15:32:17 +02:00
Michel Juillard
61aca0c915
renamed csminwel() to csminwel1() to avoid name clash with a different version used in SWZ
2010-07-28 15:26:56 +02:00
Michel Juillard
abd558930e
add explicit error message for attempts to simulate a perfectly backward model
2010-07-23 11:02:03 +02:00
Michel Juillard
3d0420d220
corrected bug in dr1 when used for check of eigenvalues in a deterministic setup (simul and not stoch_simul)
2010-07-23 10:52:33 +02:00
Michel Juillard
42310f3825
swz: change default to use mex functions
2010-07-12 20:51:24 +02:00
Houtan Bastani
ffaee8d4e9
SWZ: GPL copyright on code written by Dynare Team
2010-07-06 17:30:55 +02:00
Houtan Bastani
e4de5c21a8
SWZ: misc code cleanup
2010-07-06 13:01:04 +02:00
Houtan Bastani
1868cd7943
SWZ: replace exit with swzExit
2010-07-06 12:19:17 +02:00
Houtan Bastani
7aeb61b0f8
SWZ: replace free with swzFree
2010-07-05 19:27:45 +02:00
Houtan Bastani
bf38d85c04
SWZ: replace realloc with swzRealloc
2010-07-05 19:27:35 +02:00
Houtan Bastani
571f430085
SWZ: replace calloc with swzCalloc
2010-07-05 19:27:21 +02:00
Houtan Bastani
08f2b2b5c4
SWZ: replace malloc with swzMalloc
2010-07-05 18:40:19 +02:00
Michel Juillard
6a224e78a0
computes posterior distribution of conditional variance decomposition only if option conditional_variance_decomposition is specified in estimation
2010-06-26 15:51:12 +02:00
Michel Juillard
b400e97887
added missing initialization in kalman_smoother
2010-06-26 15:14:11 +02:00
Michel Juillard
c574544b16
adding a check to Metropolis Hasting initialization in order not to accept a penalized posterior value
2010-06-26 11:51:40 +02:00
Stéphane Adjemian (Scylla)
be1e0f1b8a
Fixed bug for mode_compute=6 in Octave. Added an option to replace waitbar in matlab by
...
textbar (as in Octave). The user has to set options_.console_mode before the
estimation command. Cosmetic changes in gmhmaxlik (mode_compute=6).
2010-06-25 15:03:04 +02:00
Stéphane Adjemian (Scylla)
bb47d78611
Fixed bug in Kalman filter routines + Cosmetic changes.
2010-06-24 18:20:07 +02:00
Stéphane Adjemian (Scylla)
706b68e7ef
Do not build plots of the posterior IRFs with Octave.
2010-06-24 18:11:08 +02:00
Stéphane Adjemian (Scylla)
3aaccc59e3
Changes related to the new interface for the dsge-var models.
2010-06-24 12:53:10 +02:00
Stéphane Adjemian (Scylla)
2aba780744
Removed two empty lines.
2010-06-24 12:52:28 +02:00
Stéphane Adjemian (Scylla)
cc4c63f4d0
Fixed bug introduced with the parallelization of PosteriorIRF.m.
...
Changes related to the new interface for dsge-var models.
2010-06-24 12:49:27 +02:00
Stéphane Adjemian (Scylla)
ed03fe89c9
Bug fix.
2010-06-24 12:41:52 +02:00
Houtan Bastani
9b5df05804
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
Michel Juillard
61e78763da
correcting bug in kalman filter when it reaches the steady state (multivariate diffuse Kalman filter, both versions, regular Kalman filter with missing observations)
2010-06-09 18:00:17 +02:00
Stéphane Adjemian (Scylla)
a512b9b263
Bug fix. We don't have to check the convergence of the Kalman filter to its steady state if the
...
covariance matrix F is singular.
2010-06-09 11:04:59 +02:00
Michel Juillard
1098fb4571
ramsey_policy: eliminating unnecessary leads and lags
2010-06-01 20:36:48 +02:00
Michel Juillard
039611223b
Author: Michel Juillard <michel.juillard@ens.fr>
...
--- log message follows this line ---
ramsey_policy adding printing of steady state value of Lagrange multipliers
2010-06-01 20:35:27 +02:00
Sébastien Villemot
9318856a4e
SWZ: finalize build system for MEX by adding a test for GSL
2010-06-01 15:33:45 +02:00
Sébastien Villemot
53443fbd01
SWZ: modification for Octave, whose 'mexPrintf' has 'void' return type
2010-06-01 15:23:16 +02:00
Houtan Bastani
359b90d4fc
use __APPLE__ as opposed to passing a MACOSX flag via make
2010-06-01 14:08:00 +02:00
Houtan Bastani
aa625cc046
produce consistent output
2010-06-01 11:18:56 +02:00
Houtan Bastani
762e703692
Allow the user to pass a constant seed
2010-06-01 11:18:55 +02:00
Houtan Bastani
478cfee0e4
modified sz_prd to work both with standalone files and with mex
2010-06-01 11:18:55 +02:00
Houtan Bastani
72ea2cc07c
when printing to stdout, use printf and return val
2010-06-01 11:18:55 +02:00
Houtan Bastani
358640ba4f
Mex files / modifications for mex
2010-06-01 11:18:55 +02:00
Houtan Bastani
601c087baa
conform to ANSI-C (C90) standard (for -ansi flag under Linux)
2010-06-01 11:18:55 +02:00
Houtan Bastani
341e6a2924
remove trailing whitespace and replace tabs with spaces
2010-06-01 11:18:55 +02:00
Houtan Bastani
bd626b07f9
replace DOS ending with UNIX,
2010-06-01 11:18:55 +02:00
Houtan Bastani
d265fcba2d
if FILE * is stdout, replace fprintf(FILE *, with printf
2010-06-01 11:18:54 +02:00
Houtan Bastani
1bc7bf7fbb
make blas and lapack functions work with matlab
2010-06-01 11:18:54 +02:00
Houtan Bastani
14a081c0f5
add swz_fprintf_err to handle printing to stderr
2010-06-01 11:18:54 +02:00
Houtan Bastani
c955ae6242
replace 'fprintf(stdout,' with 'printf('
2010-06-01 11:18:54 +02:00
Houtan Bastani
49cfafce92
prepare modifications for mex
2010-06-01 11:18:54 +02:00
Houtan Bastani
24e5ef8404
moved matrix.h to swzmatrix.h because of conflict with matrix.h provided by Matlab
2010-06-01 11:18:54 +02:00
Houtan Bastani
ac0f324d6f
build swz standalone executables only against gsl
2010-06-01 11:18:54 +02:00
Marco Ratto
e5705ef0bf
1) first fixes in synchronization of remote clusters under linux;
...
2) changes to header/comments
2010-05-31 11:57:19 +02:00
Marco Ratto
839b77d679
1) eliminated us of struct2local;
...
2) changes to header/comments.
2010-05-31 11:55:25 +02:00
Marco Ratto
55764e667f
1) eliminated use of struct2local;
...
2) changes to header/comments.
2010-05-31 11:54:22 +02:00
Marco Ratto
1021e43d47
1) eliminates use of struct2local;
...
2) changes to header
2010-05-31 11:52:38 +02:00
Marco Ratto
26a78ba595
1) eliminate use of struct2local;
...
2) fix bug with iterations equal to B+1 (in place of B);
3) changes to header/comments
2010-05-31 11:51:56 +02:00
Marco Ratto
befe661f34
1) minor fix for number of runs == B (they were B+1);
...
2) changes to header/comments
2010-05-31 11:50:48 +02:00
Marco Ratto
36903ee8e1
1) eliminated the use of struct2local;
...
2) better heading/comments
2010-05-31 11:49:24 +02:00
Marco Ratto
73c46ee9ce
Changes to header/comments.
2010-05-31 11:48:34 +02:00
Marco Ratto
88289ce751
1) eliminated use of struct2local;
...
2) better header /commenting
2010-05-31 11:47:30 +02:00
Marco Ratto
e84c8dc1e0
Header/commenting changes
2010-05-31 11:46:38 +02:00
Marco Ratto
0450edda3b
Merged with masterParallelMan (which will be eliminated).
...
Improved header/commenting;
2010-05-31 11:45:57 +02:00
Marco Ratto
77ee04ef37
use of struct2local is eliminated;
...
Header is improved;
2010-05-31 11:45:04 +02:00
Marco Ratto
6625ca416e
Minor changes to header/commenting
2010-05-31 11:44:00 +02:00
Marco Ratto
cbf9739d90
Minor header changes.
2010-05-31 11:27:19 +02:00
Marco Ratto
d85fc06444
Bug fix.
...
Header improvement.
2010-05-31 11:26:45 +02:00
Marco Ratto
40d38909ba
Improved header/commenting
2010-05-31 11:25:42 +02:00
Marco Ratto
7365e55b0c
Improved header
2010-05-31 11:24:55 +02:00
Marco Ratto
457cc27367
Improved header/commenting
2010-05-31 11:24:24 +02:00
Marco Ratto
e070be083a
Minor change in header
2010-05-31 11:23:38 +02:00
Michel Juillard
124a6c5c12
correct bug when <fname>_steadystate.m file changes the value of parameters + display steady state in Ramsey policy
2010-05-29 07:48:00 +02:00
Stéphane Adjemian (Charybdis)
bb583d6cf6
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-25 15:10:19 +02:00
Stéphane Adjemian (Charybdis)
945c434afe
(1) Added pruning algorithm for second order simulations (matlab code).
...
(2) Speed improvement in second order simulations (replaced call to matlab's kron function by call to
A_times_B_kronecker_C).
(3) Removed useless globals.
(4) Cosmetic changes and corrections on headers.
2010-05-25 14:00:08 +02:00
Michel Juillard
7f74639cc1
ramsey_policy: dr1 returns with info(1)=20 and info(2) = resids'*resids if we can't find the steady state under Ramsey policy
2010-05-21 15:57:27 +02:00
Stéphane Adjemian (Charybdis)
56e4c35b39
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-21 11:51:34 +02:00
Michel Juillard
7e73744b13
osr: bug correction when there are auxiliary variables
2010-05-20 09:38:47 +02:00
Stéphane Adjemian (Scylla)
7d94b012dd
Added (exogenous) homotopic steps in reversed extended path.
2010-05-12 17:56:37 +02:00
Stéphane Adjemian (Scylla)
0889df6161
Completed the reversed extended path routines.
2010-05-12 16:52:26 +02:00
Stéphane Adjemian (Charybdis)
135e802f73
Added loop over t for computing the innovations (reversed extended path routine).
2010-05-11 22:43:10 +02:00
Stéphane Adjemian (Charybdis)
e69903f4ac
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-05-11 22:40:44 +02:00
Michel Juillard
6153673577
Tex Output: bug correction
2010-05-09 20:07:46 +02:00
Michel Juillard
c758e4d62e
cleaning-up mult_elimination.m and adding tests/mult_elimination_test.mod
2010-05-08 18:03:51 +02:00
Michel Juillard
f12c64cc84
optimal policy: bug correction in Lagrange multipliers elimination (mult_elimination.m)
2010-05-08 10:10:19 +02:00
Stéphane Adjemian (Scylla)
79184b2ded
Added files for reversed extended path method.
2010-05-06 17:39:46 +02:00
Stéphane Adjemian (Scylla)
a88bd230a8
Cosmetic change.
2010-05-06 17:25:32 +02:00
Stéphane Adjemian (Charybdis)
913ef20078
Changed the initialization of the persistent variables in perfect_foresight_simulation.
2010-05-05 16:25:28 +02:00
Stéphane Adjemian (Charybdis)
83521c384f
Turned warnings off in perfect_foresight_simulation.m.
2010-05-05 15:36:20 +02:00
Stéphane Adjemian (Charybdis)
f25371bf6a
Bug fix. Variables INFO or info may be matlab's structure (isnan cannot be applied on a structure).
2010-05-05 15:34:24 +02:00
Stéphane Adjemian (Charybdis)
f85b47e6ed
Moved homotopic_steps function from extended_path.m to dynare/matlab subdirectory.
2010-05-04 17:15:13 +02:00
Sébastien Villemot
6ef638a42d
datatomfile: if no second argument, then include all endogenous variables
2010-04-30 12:23:57 +02:00
Michel Juillard
956b42fdff
corrected bugs in shock_decomposition
2010-04-27 19:50:42 +02:00
Marco Ratto
a6ac64e5db
small bug fix
2010-04-20 10:37:08 +02:00
Marco Ratto
47037687d5
fixed persistent variable initialization
2010-04-19 16:40:28 +02:00