Sébastien Villemot
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c07ffd8705
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Merge branch 'slicot'
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2012-09-13 11:11:46 +02:00 |
Sébastien Villemot
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0332309647
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Remove embedded SLICOT, rely on external binary
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2012-09-13 11:08:42 +02:00 |
Sébastien Villemot
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5f861cb0d8
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Use MatIO in Dynare++ instead of the home-made engine
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2012-08-23 18:31:07 +02:00 |
Sébastien Villemot
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2e65a9ab96
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Provide a better implementation of linsolve for Octave
Closes: #273
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2012-08-06 18:26:16 +02:00 |
Houtan Bastani
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7c4b36695d
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change autoconf min version to match that of root config file
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2012-08-02 16:17:08 +02:00 |
Sébastien Villemot
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91967eac6d
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Bump version numbers
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2012-06-11 12:07:10 +02:00 |
Sébastien Villemot
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ff4285d6fb
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matio is a requirement for ms-sbvar under Octave
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2012-04-20 11:50:03 +02:00 |
Houtan Bastani
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9576255ead
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Create new contrib folder & move ms-sbvar submodules there
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2012-04-19 11:02:40 +02:00 |
Houtan Bastani
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b96c35a1a4
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ms-sbvar: remove unused code
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2012-04-13 15:56:25 +02:00 |
Houtan Bastani
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f402d59acf
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ms-sbvar: link to Matio library for Octave compilation
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2012-04-13 15:54:48 +02:00 |
Houtan Bastani
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402363bab2
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MS-SBVAR: rewrite ms_variance_decomposition
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2012-03-08 17:54:35 +01:00 |
Houtan Bastani
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5f60f1bd27
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MS-SBVAR: rewrite ms_forecast
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2012-03-08 17:54:05 +01:00 |
Houtan Bastani
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864e0b7c7e
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MS-SBVAR: rewrite ms_irf
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2012-03-08 17:53:58 +01:00 |
Stéphane Adjemian (Charybdis)
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40329e3e29
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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.
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2012-03-04 22:07:27 +01:00 |
Michel Juillard
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da0beac147
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updating calling sequence for estimation dll and introducing templates
when necessary
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2012-02-23 18:39:41 +01:00 |
Sébastien Villemot
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a66594caed
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Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
Closes: #235
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2012-01-09 12:39:09 +01:00 |
Sébastien Villemot
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2185924081
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Build system: fix for Octave 3.4
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2011-12-28 13:05:30 +01:00 |
Sébastien Villemot
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d33f149178
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Windows package: build against Octave 3.4.3
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2011-12-26 18:00:08 +01:00 |
Stéphane Adjemian (Charybdis)
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bdee23876d
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Fixed Octave's mex extension for qmc_sequence.
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2011-12-22 14:32:32 +01:00 |
Stéphane Adjemian (Charybdis)
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f28084e79b
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Removed binary.
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2011-12-22 14:32:07 +01:00 |
Stéphane Adjemian (Charybdis)
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4869fff243
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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.
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2011-12-21 18:23:15 +01:00 |
Sébastien Villemot
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a3ec794f48
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Build system: adding files forgotten in a1ee7f1ee4
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2011-09-26 10:17:01 +02:00 |
Sébastien Villemot
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a1ee7f1ee4
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block_kalman_filter: add MEX to build system
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2011-09-23 18:22:15 +02:00 |
Jacob Smith
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da43f3d0f5
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Adding Mex Functionality to work with new MS-SBVAR Code, includes Forecasting,IRF,Variance Decomposition, Plotting and new global settings
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2011-05-13 15:13:02 +02:00 |
Houtan Bastani
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24aecc74b2
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ms-sbvar: updated submodule pointer
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2011-05-03 11:04:43 +02:00 |
Houtan Bastani
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9019ec0fa9
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SWZ: add forecast and irf to build system
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2011-03-17 10:54:04 +01:00 |
Houtan Bastani
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d96ce473a8
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rename mex files
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2011-03-03 15:25:11 +01:00 |
Sébastien Villemot
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62cbef8589
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Build system: adding missing preprocessor flags for GSL
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2011-02-23 10:05:11 +01:00 |
Houtan Bastani
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75f5b88f86
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SWZ: integrate ms-sbvar in build system
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2011-02-22 15:16:51 +01:00 |
Houtan Bastani
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6cdbf51a54
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SWZ: Revert "SWZ: remove gsl from build system, to be reintstated if gsl remains a requirement in the ms new code"
This reverts commit e19026d130 .
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2011-02-22 15:06:38 +01:00 |
Stéphane Adjemian (Scylla)
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478b13eb7c
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Changed default fortran compiler to gfortran.
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2011-02-11 16:00:15 +01:00 |
Sébastien Villemot
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fcb12985c1
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Bump version number
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2011-02-04 17:45:54 +01:00 |
Houtan Bastani
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6674b5ffcf
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SWZ: remove from swz from mex build system
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2011-02-02 19:00:14 +01:00 |
Houtan Bastani
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e19026d130
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SWZ: remove gsl from build system, to be reintstated if gsl remains a requirement in the ms new code
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2011-02-02 18:58:36 +01:00 |
Sébastien Villemot
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80b5c23346
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Build system for MEX files:
- remove the dirty vpath hack
- factorize between the two estimation DLLs
- factorize within SWZ makefile
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2011-01-25 17:13:00 -05:00 |
Sébastien Villemot
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afeaf1ead0
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bump min boost to 1.36 to accord with 72008502c1
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2011-01-24 17:52:33 -05:00 |
Houtan Bastani
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0f12abbe9f
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bump min boost to 1.36 to accord with 72008502c1
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2011-01-24 17:35:12 -05:00 |
Sébastien Villemot
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e39cb94954
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Build system: remove warning about parentheses (we know the priority rules of C++, no need to be reminded)
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2011-01-13 19:05:58 +01:00 |
Sébastien Villemot
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3680d71fe6
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Adapted build system for the previous commit
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2010-12-27 10:45:42 +01:00 |
Houtan Bastani
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a11817cfa4
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k-order: added support for m-files, added tests and modified manual
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2010-12-22 09:48:05 +01:00 |
Houtan Bastani
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e7843e349a
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Modify configure script to show Kalman Steady State seperately from other mex files
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2010-12-14 10:27:39 +01:00 |
Sébastien Villemot
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e826fb8239
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Build system: kalman_steady_state depends on libslicot and must be built after
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2010-12-14 09:57:15 +01:00 |
Houtan Bastani
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41bda1eb07
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Mac libslicot compilation optional (because a Fortran compiler is not standard on OS X)
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2010-12-13 18:15:11 +01:00 |
Sébastien Villemot
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965ea7280a
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Build system: add detection and linking of MatIO library for Estimation DLL under Octave
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2010-12-08 10:22:44 +01:00 |
Stéphane Adjemian (Charybdis)
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160922a189
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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 ;-).
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2010-11-19 14:39:54 +01:00 |
Sébastien Villemot
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479b2be602
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Build system: added missing PIC flag for Fortran code in Octave DLLs
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2010-11-18 11:10:49 +01:00 |
Stéphane Adjemian (Charybdis)
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382ab96cde
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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.
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2010-11-18 10:11:27 +01:00 |
Sébastien Villemot
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7fd77a87dd
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Added M2HTML to the build system
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2010-11-08 13:08:15 +01:00 |
Sébastien Villemot
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48096db2ff
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Build system: add logMHMCMC DLL
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2010-10-28 10:17:58 +02:00 |
Sébastien Villemot
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a2367e9ecb
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Build system: fixed typo introduced in 69fc0e320b
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2010-10-22 11:50:16 +02:00 |