d17b813c6b
Removed wrong executable property
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3142 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:01:59 +00:00
facc7311a8
Bug fix. Changed the call to the particle filter routine.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3139 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-08 13:47:12 +00:00
2063c0944f
* Removed simult_ and added local_state_space_iteration_2 (a specialized version of simult_).
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* Renamed gaussian_particle_filter.m. Changed the names of the variables in this file. The
gaussian nodes are not stored anymore in a big matrix.
* Added a function to compute the cholesky decomposition of a symetric semidefinite positive
matrix.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3138 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-08 13:46:05 +00:00
26185780ac
implements predetermined_variables operator
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-07 18:37:11 +00:00
bd43adb926
* userguide: updated list of Dynare contributors and installation section
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* reference manual: updated installation section
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3136 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 19:06:00 +00:00
ab8b4f37f1
* preprocessor: make optional the warnings about uninitialized parameters/endogenous/exogenous, added a new "warn_uninit" option to dynare command to display them
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* reference manual: documented the new option, fixed XML conformance of the document
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3135 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 18:31:03 +00:00
28a9a11878
preprocessor: cosmetic changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3134 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 18:19:52 +00:00
98ac3091c9
Added a vector of indices for the state variables in the restricted state vector (bayestopt_.mf0).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3132 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 14:03:50 +00:00
04d5c56b20
dynare_config.m: test presence of dynare_simul_ DLL and display the result
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3131 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 12:03:19 +00:00
cdbbc97fc7
build_matlab.m: fixes for MSVC (object files have extension .obj)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3130 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 11:32:08 +00:00
93b4e4c74d
build_matlab.m: added building of dynare_simul_ + factorized compilation of libdynare++ (fixes trac issue #50 )
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3129 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 11:14:19 +00:00
2c43941d04
Build system: fix for MinGW 4.4
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3128 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-05 12:12:55 +00:00
8bfc97626f
build_matlab.m: reverted back to r3123 version
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3127 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-05 10:04:00 +00:00
3f52a21352
preprocessor: always create a dynamic model file, even when there is no Dynare command needing it
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3126 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-05 09:59:30 +00:00
c68b300954
4.1: removed preprocessor useless initialization of
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estim_params_.param_names
estim_params_.user_param_names
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3125 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 20:40:36 +00:00
91df747554
Minor updates
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3124 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 17:20:35 +00:00
30d2f00cc2
Reorganized the directory hierarchy for storing MEX files for MATLAB:
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* mex/matlab/ is now the default location
* removed mex/2007a, mex/2007b and mex/2009a-64bit
* on Windows platforms, use version specific subdirs of mex/matlab if present (called win32-6.5.1-7.4, win32-7.4-7.9, win64-7.2-7.4, win64-7.5-7.7, win64-7.8-7.9)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3123 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 10:56:37 +00:00
d9ea204fc5
File names should correspond to varlist and not to endo_names
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3122 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 15:21:30 +00:00
295f998503
Dynare++ and k_order_perturbation DLL:
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* support Microsoft Visual C++ 2008 compiler (necessary for 64-bit
platforms)
* use standard C++ headers for C Standard Library support
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3121 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 14:16:18 +00:00
3a137c3eaa
Added files for extended path simulations.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3120 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 13:45:52 +00:00
ba6c1da0ee
Build system: minor fixes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3119 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 12:48:26 +00:00
b6d5369421
* Added files for extended path simulations.
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* Removed seed from gaussian_particle_filter.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3118 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 12:27:22 +00:00
3edf964685
Build system: delete obsolete files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3117 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 10:41:55 +00:00
cb52002b77
added default cases to remove gcc warnings
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3116 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 18:31:50 +00:00
63d4fe0910
Build system:
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* added flags "--disable-matlab" and "--disable-octave" to top-level configure script, to manually disable building of MEX files for MATLAB / Octave
* incorporated new conditional variance decomposition test to testsuite
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3115 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 13:44:45 +00:00
e5f31e4ed3
Build system:
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* 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
3d755ad8be
Dynare++, dynare_simul_ DLL: fixes for 64-bit MATLAB
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3113 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 12:03:02 +00:00
2916aa7508
manual entry + test for conditional variance decomposistion
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3112 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 07:29:36 +00:00
bd3ae5a1e9
Removed changes introduced in revision 3108.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3111 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 10:54:58 +00:00
37144125fc
Added simult_ and DsgeLikelihood routines specific to the particle filter.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3110 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 07:55:16 +00:00
11bb96f19b
* Added subfolder for particle filters.
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* Added a routine for gaussian particle filter. The likelihood is evaluated
by assuming that the state vector is normally distributed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3109 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 07:55:13 +00:00
b998047499
Merge branch 'master' of git@vandrezanne.net:/home/git/repositories/dynare
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Conflicts:
preprocessor/DynamicModel.cc
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3108 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 07:55:10 +00:00
a2c2865dc2
dynare++: renamed _Tm in __Tm (creates names clashes with MS Visual C++ and mingw64 headers)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3107 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 18:19:42 +00:00
11230eec3f
Build system: added k_order_perturbation to the build_matlab script
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3106 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 17:29:50 +00:00
31ed196c44
Various minor changes for compatibility with MS Visual C++ and GCC 4.4
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3105 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 16:29:16 +00:00
8651edc42c
Build system: fix for detection of MEX extension under Windows
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3104 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 15:09:12 +00:00
a479888c1b
Adding new test mexFunction + some minor updates and corrections
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3103 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 13:21:03 +00:00
c6ae95e084
changed expectation operator from BinaryOpNode to UnaryOpNode
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3102 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 05:21:54 +00:00
ffd9b2d405
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
ee74f38b11
Removed (or moved) initialization of options_'s fields from simul.m.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3079 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 12:52:16 +00:00
e601d7bec1
Still some errors in dsgelikelihood are present that are not trapped: use try catch when evaluating target function;
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3078 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 12:01:34 +00:00
8a56ed35ad
1) Still some errors in dsgelikelihood are present that are not trapped: use try catch when evaluating target function;
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2) proposal density should contain the jscale.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3077 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 12:01:15 +00:00
0a5a131e3c
- Correction in the memory allocation (new - delete used with object)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3076 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 11:26:29 +00:00
079b5a7abb
- Correction in the memory allocation (new - delete used with object)
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- bytecode test upgraded
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3075 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 11:23:47 +00:00
f5037df3cd
Cosmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3073 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 10:03:03 +00:00
9ab04f3323
Renamed kordepert to k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3070 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 09:07:47 +00:00
3a673134fe
Added missing copyright notice
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3069 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 08:15:32 +00:00
3fb3430e91
New Matlab functions emulation routines: Assign by vector indices (a(k,l)=b(m,n)) , repmat, multiply elements (.*)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3068 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 08:08:53 +00:00
21d58eac91
* Bug fix.
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* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 15:56:32 +00:00
e9ca5705d2
preprocessor: fixed bug in "plot_conditional_forecast"
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3066 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 14:42:12 +00:00
sebastien
stepan
houtanb
michel
george
ratto
ferhat