Commit Graph

153 Commits (cf0c2858706d8201183527c0fab2a9b8bd10086d)

Author SHA1 Message Date
Sébastien Villemot c07ffd8705 Merge branch 'slicot' 2012-09-13 11:11:46 +02:00
Sébastien Villemot 0332309647 Remove embedded SLICOT, rely on external binary 2012-09-13 11:08:42 +02:00
Sébastien Villemot 5f861cb0d8 Use MatIO in Dynare++ instead of the home-made engine 2012-08-23 18:31:07 +02:00
Sébastien Villemot 2e65a9ab96 Provide a better implementation of linsolve for Octave
Closes: #273
2012-08-06 18:26:16 +02:00
Houtan Bastani 7c4b36695d change autoconf min version to match that of root config file 2012-08-02 16:17:08 +02:00
Sébastien Villemot 91967eac6d Bump version numbers 2012-06-11 12:07:10 +02:00
Sébastien Villemot ff4285d6fb matio is a requirement for ms-sbvar under Octave 2012-04-20 11:50:03 +02:00
Houtan Bastani f402d59acf ms-sbvar: link to Matio library for Octave compilation 2012-04-13 15:54:48 +02:00
Stéphane Adjemian (Charybdis) 40329e3e29 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.
2012-03-04 22:07:27 +01:00
Sébastien Villemot a66594caed Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
Closes: #235
2012-01-09 12:39:09 +01:00
Sébastien Villemot 2185924081 Build system: fix for Octave 3.4 2011-12-28 13:05:30 +01:00
Sébastien Villemot d33f149178 Windows package: build against Octave 3.4.3 2011-12-26 18:00:08 +01:00
Stéphane Adjemian (Charybdis) bdee23876d Fixed Octave's mex extension for qmc_sequence. 2011-12-22 14:32:32 +01:00
Stéphane Adjemian (Charybdis) f28084e79b Removed binary. 2011-12-22 14:32:07 +01:00
Stéphane Adjemian (Charybdis) 4869fff243 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. 2011-12-21 18:23:15 +01:00
Sébastien Villemot a3ec794f48 Build system: adding files forgotten in a1ee7f1ee4 2011-09-26 10:17:01 +02:00
Sébastien Villemot a1ee7f1ee4 block_kalman_filter: add MEX to build system 2011-09-23 18:22:15 +02:00
Houtan Bastani 75f5b88f86 SWZ: integrate ms-sbvar in build system 2011-02-22 15:16:51 +01:00
Houtan Bastani 6cdbf51a54 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.
2011-02-22 15:06:38 +01:00
Stéphane Adjemian (Scylla) 478b13eb7c Changed default fortran compiler to gfortran. 2011-02-11 16:00:15 +01:00
Sébastien Villemot fcb12985c1 Bump version number 2011-02-04 17:45:54 +01:00
Houtan Bastani 6674b5ffcf SWZ: remove from swz from mex build system 2011-02-02 19:00:14 +01:00
Houtan Bastani e19026d130 SWZ: remove gsl from build system, to be reintstated if gsl remains a requirement in the ms new code 2011-02-02 18:58:36 +01:00
Sébastien Villemot 80b5c23346 Build system for MEX files:
- remove the dirty vpath hack
- factorize between the two estimation DLLs
- factorize within SWZ makefile
2011-01-25 17:13:00 -05:00
Sébastien Villemot afeaf1ead0 bump min boost to 1.36 to accord with 72008502c1 2011-01-24 17:52:33 -05:00
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
Houtan Bastani e7843e349a Modify configure script to show Kalman Steady State seperately from other mex files 2010-12-14 10:27:39 +01:00
Sébastien Villemot e826fb8239 Build system: kalman_steady_state depends on libslicot and must be built after 2010-12-14 09:57:15 +01:00
Houtan Bastani 41bda1eb07 Mac libslicot compilation optional (because a Fortran compiler is not standard on OS X) 2010-12-13 18:15:11 +01:00
Sébastien Villemot 965ea7280a Build system: add detection and linking of MatIO library for Estimation DLL under Octave 2010-12-08 10:22:44 +01:00
Stéphane Adjemian (Charybdis) 160922a189 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 ;-).
2010-11-19 14:39:54 +01:00
Sébastien Villemot 479b2be602 Build system: added missing PIC flag for Fortran code in Octave DLLs 2010-11-18 11:10:49 +01:00
Stéphane Adjemian (Charybdis) 382ab96cde 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.
2010-11-18 10:11:27 +01:00
Sébastien Villemot 48096db2ff Build system: add logMHMCMC DLL 2010-10-28 10:17:58 +02:00
Sébastien Villemot a2367e9ecb Build system: fixed typo introduced in 69fc0e320b 2010-10-22 11:50:16 +02:00
Sébastien Villemot 81823ad035 New oct-file for "ordschur": the diffuse filter now works under Octave 2010-10-21 15:43:13 +02:00
Sébastien Villemot 69fc0e320b New oct-file "qzcomplex" for bringing the complex QZ decomposition to Octave. Fixes issues with partial information under Octave. 2010-10-21 12:33:18 +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
Sébastien Villemot 0893e963cb Build system: change the way we detect the GSL, to make it work when cross-compiling 2010-08-24 16:24:03 +02:00
Sébastien Villemot acf5451c1f Build system: rename 'loglikelihood' to 'logposterior' 2010-07-09 12:48:08 +02:00
Houtan Bastani ad28c2054d Add boost/math and boost/random to configure script for mex build system 2010-07-01 14:15:08 +02:00
Sébastien Villemot 04905660b8 Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood) 2010-06-11 19:18:16 +02:00
Sébastien Villemot e347f2ae7a Build system: adding -Wall when building MEX files 2010-06-11 18:40:58 +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
Houtan Bastani 28602be1e8 include in build system 2010-06-01 11:18:55 +02:00
Sébastien Villemot ef521882cc Fixed 4.2 version numbers 2010-02-02 18:23:31 +01:00
Sébastien Villemot 00c73845e0 Build system: further fixes for possibly empty directories (needed because of Git migration) 2010-02-01 10:50:29 +01:00
Sébastien Villemot d6aa4f1329 Build system: create empty directories (needed because of Git migration) 2010-01-29 15:13:34 +01:00
sebastien 03600d9131 k_order_perturbation DLL:
* no longer use mexPrintf()/mexErrMsgTxt() outside mexFunction(): use exceptions to report errors, in order to be able to integrate the code in a standalone executable
* fixed a few memory leaks (other still remain)
* fixed a buffer overflow issue in the filename of the dynamic MEX (using C++ string object)
* various cosmetic cleanups


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3177 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 16:31:27 +00:00
sebastien e5f31e4ed3 Build system:
* added dynare_simul_ DLL
* factorized in a library object the Dynare++ code shared between gensylv, k_order_perturbation and dynare_simul_


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3114 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 12:04:07 +00:00
sebastien 11230eec3f Build system: added k_order_perturbation to the build_matlab script
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3106 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 17:29:50 +00:00
sebastien 9ab04f3323 Renamed kordepert to k_order_perturbation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3070 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 09:07:47 +00:00
sebastien 343e0b3c7d Build system: refactored the build system for MEX files, using two sub-packages with their own configure scripts
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3019 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:22:19 +00:00