michel
27387d5e10
4.1: changing handling of constants in Kalman filter
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2700 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:43:34 +00:00
ratto
111d0b0c2c
1) Full parallel structure passed to fmessage status;
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2) unix path syntax;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2699 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:29:23 +00:00
ratto
b181e6c0af
unix commands added.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2698 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:28:28 +00:00
ratto
ced9fc0d2a
unix commands for remote parallel runs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2697 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:28:04 +00:00
ratto
4fe32454f7
Unix commands for remote parallel runs.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2696 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:27:37 +00:00
ratto
5085a1785f
- Allow parallel runs with unix;
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- unix path syntax
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2695 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:26:45 +00:00
george
58819397e6
Updated prototype together with some comments merged
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2694 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 09:21:39 +00:00
ratto
4c141a2044
- First unix platform fixes (working for parallel runs of the local machine; remote commands still to be implemented);
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- avoid use of ls and use dir instead (ls gives different results in win and unix);
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2693 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 06:57:18 +00:00
ratto
c68ea2110a
- Parallel info passed outside options_ structure;
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- optional use of remote Mh folder;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2692 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 06:50:07 +00:00
ratto
7c07a0dab5
Included check for existence of structure of Global variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2691 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 06:48:07 +00:00
ratto
490fc6a900
Single structure in output
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(OutputFileName included in the structure).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2690 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 06:46:47 +00:00
sebastien
0acc298758
trunk preprocessor BlockTriangular.cc: fixed misleading error message
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2689 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-25 09:46:40 +00:00
george
2ff545e6c7
update makefiles
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2688 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 21:43:39 +00:00
george
7d0c11a05a
update makefiles
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2687 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 21:42:39 +00:00
george
b69eebfa5e
Adding kalman filter files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2686 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 21:36:49 +00:00
michel
02c7b204d8
4.1: allow smoother computation when mode_compute=0
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2685 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 15:49:00 +00:00
michel
10f712268e
v4.1: header + reindent
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2684 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-20 16:28:46 +00:00
sebastien
d0c00a740b
trunk manual: fixed synopsis for prior_analysis, posterior_analysis, unit_root_vars
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2682 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-19 16:07:29 +00:00
sebastien
6f5d4b3c95
trunk: fixed several copyright headers
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2681 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-19 08:57:07 +00:00
michel
fb494361e2
4.1: corrected typo in file include name
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2680 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-18 05:02:20 +00:00
michel
12cf9afce4
4.1: header, indentation, Unix format
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2679 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-16 07:37:30 +00:00
ferhat
1a058fea4f
- Bugs correction in the new block decomposition (incorporating the feedback variables)
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- First draft of DynamicModel.cc files with feedback variables.
TODO :
- reduction of the Jacobian matrix
- symbolic normalization of equations
- application to the binary code evaluation (simulate.dll).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2678 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-15 22:41:51 +00:00
ratto
2d846f0da7
1) Fixed problems in file exchange when multiple computers are used at the same time;
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2) contains traps for unix, with commented instructions to be `translated' appropriately for the unix environment.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2677 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-15 16:38:18 +00:00
ratto
7243a36938
Parallelized version with main and core routine.
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1) Contains a trap such that for unix systems no parallel computation is done, for the moment.
2) _core routine uses and stores independent seeds for each chain;
3) Seeds for each chain are stored in record.
4) when no parallel option is chosen, usual serial functionality is kept.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2676 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-15 16:36:51 +00:00
ratto
c8329915b2
Seeds are always initialized and stored for each chain independently
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2675 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-15 16:33:20 +00:00
ferhat
7384613258
Correction of few bugs in DynamicModel and BlockTriangular
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2674 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-13 22:16:51 +00:00
michel
58e512dd49
4.1: correcting a rarely occuring bug
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2672 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-13 19:58:28 +00:00
ferhat
25ca5d3ee8
New implementation of block decomposition & feedback variables using Boost for DynamicModel
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2671 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 23:03:40 +00:00
michel
2eed8a5fb2
4.1: corrected bug in initialization of horizon for case: 'simul'
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2669 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 20:34:23 +00:00
michel
33b9537149
v4.1: added to preprocessor int NNZDerivatives[3] with number of non-zeros derivatives at order 1, 2, and 3
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used it to initialize sparse g2 and g3 in Matlab <modfile>_dynamic.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2668 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 20:32:27 +00:00
stepan
ec4b45cc7c
Bug correction (condition info==19 was not used in DsgeLikelihood and DsgeVarLikelihood).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2667 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 11:38:06 +00:00
ratto
74a2ffcd95
Implements new features:
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-) defines globals;
-) passes local variables as argument to the core function;
-) retrieves output structure and passes to the MasterThread.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2666 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:25:33 +00:00
ratto
41f59bfb51
Initialize parallel structure at 0.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2665 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:23:51 +00:00
ratto
e13b3917fb
Utility converting structure fields in local variables with the same name as fields
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2664 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:23:18 +00:00
ratto
b9eb917797
Message passing utility for parallel computing.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2663 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-08 15:22:32 +00:00
stepan
3dc04fba5f
Save intermediary results of the MH-based optimization routine.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2662 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-07 15:20:08 +00:00
sebastien
f06a89697d
trunk preprocessor:
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* change the way we check for success of strtod() in NumericalConstants::AddConstant, because of Windows compatibility problem
* reverted r2660 changeset
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2661 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-07 08:50:59 +00:00
michel
6258410a83
4.1: added -DNDEBUG in Makefile.in to avoid assert() problem under Windows. This is a quick fix that needs to be redone correctly
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2660 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-07 07:46:02 +00:00
george
473b4d9a2f
just formatting changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2659 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-06 10:10:27 +00:00
george
aa3b7c78f3
added returning g_0 for extracting ghs2
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2658 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-05 20:22:33 +00:00
george
1b2b16db13
Extracting ghs2 from g_0
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2657 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-05 20:19:45 +00:00
michel
1b7df60410
4.1: initializing M_.params = [] for the case where there are no parameters declared in the model
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2656 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-04 19:31:48 +00:00
sebastien
077e61e2c2
trunk preprocessor:
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* fixed bug with normcdf() when converting to static model
* fixed description of derivative computation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2655 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-04 12:59:21 +00:00
sebastien
44c864f9f7
trunk preprocessor: added new statements "write_latex_dynamic_model" and "write_latex_static_model" which list model equations in LaTeX code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2654 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-30 13:14:33 +00:00
sebastien
e96420b3a7
trunk preprocessor: cosmetic changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2653 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-30 13:05:21 +00:00
sebastien
bacbd603fd
trunk preprocessor:
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* removed obsolete output type CDynamicSparseDLL
* probably fixed a bug in BlockTriangular::Reduce_Blocks_and_type_determination
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2652 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 14:16:14 +00:00
sebastien
e9f59ebd51
trunk read_variables.m: fixed Octave compatibility problem
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2651 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 13:22:06 +00:00
george
cc477a360d
No functional changes, just clearing up
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2650 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:37:16 +00:00
sebastien
b8a8bd0068
trunk preprocessor: enforce impossibility of mixing deterministic and stochastic statements, even in Sparse/SparseDLL modes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2649 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:35:44 +00:00
sebastien
008fbff5c0
trunk dynare_config.m:
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* fixed bug with Octave (under Octave, exist() return 2 instead of 3 if given the FULL path of a MEX)
* remove the path to MEX files if no MEX detected
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2648 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:35:05 +00:00