Sébastien Villemot
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6a8ac70f71
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Preprocessor: cosmetic changes
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2010-06-10 17:54:03 +02:00 |
Sébastien Villemot
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f48eb94f0e
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Preprocessor: remove spurious compiler warning
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2010-06-10 17:52:37 +02:00 |
Houtan Bastani
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f1f455026b
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fix error message
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2010-06-10 15:16:54 +02:00 |
Sébastien Villemot
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81f0cf1bc3
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Bytecode DLL: provisions for Microsoft Visual C++
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2010-06-09 18:35:35 +02:00 |
Sébastien Villemot
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045e2e21ef
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Bytecode DLL: bugfix for erf()
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2010-06-09 18:31:39 +02:00 |
Michel Juillard
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61e78763da
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correcting bug in kalman filter when it reaches the steady state (multivariate diffuse Kalman filter, both versions, regular Kalman filter with missing observations)
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2010-06-09 18:00:17 +02:00 |
Sébastien Villemot
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69b9b7fc84
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Build system: fix for MinGW-TDM 4.5
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2010-06-09 17:55:04 +02:00 |
Houtan Bastani
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28d30d9a62
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Bug fix: catch the case when a parameter follows a beta distribution with mean = std err = 0.5
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2010-06-09 15:09:55 +02:00 |
Houtan Bastani
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26dc6f7a54
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fix typo in manual
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2010-06-09 12:21:21 +02:00 |
Sébastien Villemot
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fe61608ede
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Estimation DLL: bugfix in LogLikelihoodMain
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2010-06-09 11:42:23 +02:00 |
Sébastien Villemot
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bedc69beb8
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Estimation DLL: pass the name of the dynamic MEX file through the whole hierarchy of constructors (instead of the basename of the MOD file)
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2010-06-09 11:42:22 +02:00 |
Sébastien Villemot
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35ad5b1aba
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Estimation DLL: removed useless "mode" information in Prior class
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2010-06-09 11:42:22 +02:00 |
Sébastien Villemot
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90e9506d93
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Estimation DLL: added test MOD file
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2010-06-09 11:39:03 +02:00 |
Sébastien Villemot
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ab0d4a143e
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Build system: added new test for C++ prior classes
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2010-06-09 11:37:42 +02:00 |
Sébastien Villemot
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228d0d6d85
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Merge remote branch 'george/master'
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2010-06-09 11:31:26 +02:00 |
Stéphane Adjemian (Scylla)
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a512b9b263
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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.
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2010-06-09 11:04:59 +02:00 |
Stéphane Adjemian (Scylla)
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251b6c80c0
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Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
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2010-06-09 10:29:42 +02:00 |
George Perendia
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69abb07f05
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C++ Estimation DLL: Adding basic Uniform and Gaussian random number generators to Priors.hh and a basic test routine
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2010-06-08 16:38:49 +01:00 |
Sébastien Villemot
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bed8f4b689
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Preprocessor: use a sparse representation for the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters
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2010-06-07 18:46:57 +02:00 |
Sébastien Villemot
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30d34f2445
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Preprocessor: only compute on demand the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters
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2010-06-07 16:42:27 +02:00 |
Sébastien Villemot
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4a23d93199
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Preprocessor: changing return order of parameter derivatives to match Marco's code
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2010-06-04 09:57:56 +03:00 |
Sébastien Villemot
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57ae51d0bf
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Ref. manual: mention that parameters can now be set from the 'steady_state_model' block
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2010-06-04 09:35:45 +03:00 |
Sébastien Villemot
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996a646d8f
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Preprocessor: fix for 'steady_state_model' when not computing Ramsey policy'
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2010-06-04 09:33:54 +03:00 |
Michel Juillard
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ade0cd9d26
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steady_state_model: authorizing change in parameter values in steady_state_model block + removing ys_ initialization to zero
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2010-06-03 15:59:35 +02:00 |
George Perendia
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4f98b560ad
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Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing
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2010-06-02 13:38:27 +01:00 |
Michel Juillard
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1098fb4571
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ramsey_policy: eliminating unnecessary leads and lags
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2010-06-01 20:36:48 +02:00 |
Michel Juillard
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039611223b
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Author: Michel Juillard <michel.juillard@ens.fr>
--- log message follows this line ---
ramsey_policy adding printing of steady state value of Lagrange multipliers
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2010-06-01 20:35:27 +02:00 |
Sébastien Villemot
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b33238a00e
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Ref. manual: fix typo
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2010-06-01 19:00:22 +02:00 |
Sébastien Villemot
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9318856a4e
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SWZ: finalize build system for MEX by adding a test for GSL
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2010-06-01 15:33:45 +02:00 |
Sébastien Villemot
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53443fbd01
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SWZ: modification for Octave, whose 'mexPrintf' has 'void' return type
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2010-06-01 15:23:16 +02:00 |
Houtan Bastani
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359b90d4fc
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use __APPLE__ as opposed to passing a MACOSX flag via make
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2010-06-01 14:08:00 +02:00 |
Houtan Bastani
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aa625cc046
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produce consistent output
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2010-06-01 11:18:56 +02:00 |
Houtan Bastani
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762e703692
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Allow the user to pass a constant seed
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2010-06-01 11:18:55 +02:00 |
Houtan Bastani
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478cfee0e4
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modified sz_prd to work both with standalone files and with mex
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2010-06-01 11:18:55 +02:00 |
Houtan Bastani
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28602be1e8
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include in build system
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2010-06-01 11:18:55 +02:00 |
Houtan Bastani
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72ea2cc07c
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when printing to stdout, use printf and return val
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2010-06-01 11:18:55 +02:00 |
Houtan Bastani
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358640ba4f
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Mex files / modifications for mex
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2010-06-01 11:18:55 +02:00 |
Houtan Bastani
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601c087baa
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conform to ANSI-C (C90) standard (for -ansi flag under Linux)
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2010-06-01 11:18:55 +02:00 |
Houtan Bastani
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341e6a2924
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remove trailing whitespace and replace tabs with spaces
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2010-06-01 11:18:55 +02:00 |
Houtan Bastani
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bd626b07f9
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replace DOS ending with UNIX,
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2010-06-01 11:18:55 +02:00 |
Houtan Bastani
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d265fcba2d
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if FILE * is stdout, replace fprintf(FILE *, with printf
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2010-06-01 11:18:54 +02:00 |
Houtan Bastani
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1bc7bf7fbb
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make blas and lapack functions work with matlab
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2010-06-01 11:18:54 +02:00 |
Houtan Bastani
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14a081c0f5
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add swz_fprintf_err to handle printing to stderr
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2010-06-01 11:18:54 +02:00 |
Houtan Bastani
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c955ae6242
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replace 'fprintf(stdout,' with 'printf('
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2010-06-01 11:18:54 +02:00 |
Houtan Bastani
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49cfafce92
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prepare modifications for mex
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2010-06-01 11:18:54 +02:00 |
Houtan Bastani
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24e5ef8404
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moved matrix.h to swzmatrix.h because of conflict with matrix.h provided by Matlab
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2010-06-01 11:18:54 +02:00 |
Houtan Bastani
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08dece966c
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ignore file created by OS X filesystem
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2010-06-01 11:18:54 +02:00 |
Houtan Bastani
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ac0f324d6f
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build swz standalone executables only against gsl
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2010-06-01 11:18:54 +02:00 |
Sébastien Villemot
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ccaa8e6443
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Preprocessor and ref. manual: added 'pruning' option (closes #104)
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2010-05-31 18:38:49 +02:00 |
Sébastien Villemot
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c58312d3b7
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Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values
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2010-05-31 17:43:17 +02:00 |