Sébastien Villemot
82edf48256
No longer consider automake warnings as fatal
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With automake 1.14 there are a lot of new warnings related to the way we deal
with MEX files (they are compiled from source files located in a different
tree). Automake wants us to use the 'subdir-objects' option, but it breaks in
our case.
In automake 2.0, the 'subdir-objects' option will be activated by default, so
we will have to refactor the build system for MEX files. But for now we can
live with the automake warnings.
2013-09-09 14:50:32 +02:00
Sébastien Villemot
d8e9bc978d
Revert "Compatibility fix with automake 1.14"
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This reverts commit 7541bb52f5
.
This commit was breaking compilation of MEX files: the subdir-objects option
does not deal well with source files that are under a distinct tree.
2013-09-09 14:47:29 +02:00
Sébastien Villemot
7541bb52f5
Compatibility fix with automake 1.14
2013-09-06 15:00:37 +02:00
Sébastien Villemot
c34c90e8cb
Fix bug in linsolve when second argument is a zero-column matrix
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Fixes crash of 1st-order purely forward models under Octave
2013-08-15 12:19:51 +02:00
Stéphane Adjemian (Charybdis)
5a4399e9b3
Removed openmp pragmas in bytecode.
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This commit fixes #420 , so that bytecode doesn't crash when Dynare is compiled with --enable-openmp flag.
2013-07-11 15:12:41 +02:00
Stéphane Adjemian (Charybdis)
cb2228acad
Merge branch 'master' into experimental-mjdgges-threshold
2013-06-12 17:27:25 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Sébastien Villemot
f1c8ec60c7
Remove various compilation warnings
2013-06-12 16:05:35 +02:00
Sébastien Villemot
555fc98673
Fix bug in gemv binding
2013-06-12 16:05:35 +02:00
Stéphane Adjemian (Charybdis)
7fc92c96d9
Fixed bug related to the test on the number of input arguments.
2013-06-12 10:21:27 +02:00
Stéphane Adjemian (Charybdis)
b81fcbeeb1
Added an option for the threshold level of the 0/0 generalized eigenvalue test.
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The option is passed in the fourth input argument of mjdgges. If the
mex is called with less than four arguments, then the threshold level
takes its previous (hardcoded) default value: 1e-6.
2013-06-12 09:46:32 +02:00
Ferhat Mihoubi
b1da2f2b7d
"slowc" option is now available to solve a simple equation in bytecode
2013-06-10 16:46:54 +02:00
Ferhat Mihoubi
bdee6d14ec
Fix the problems related to the initialization of ilu preconditioner using BiCGStab and also a bug in the BiCGStab in case of block (without bytecode) model options.
2013-06-08 17:16:20 +02:00
ferhat
4e7050baf9
Use ilu with type=ilutp instead of nofill
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Contrary to luinc command ilu with nofill option doesn't not allow for partial
pivoting
2013-05-23 11:44:29 +02:00
Sébastien Villemot
2670be408e
Bug fix in steady state solver
2013-04-19 18:01:19 +02:00
Sébastien Villemot
7495668ef2
Minor simplification and improvements
2013-04-19 18:01:19 +02:00
Sébastien Villemot
e1f702f83a
Various fixes to steady state computation in estimation DLL
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Still not working… Valgrind detects unitialized values during the call to
hybridjs…
2013-04-18 18:28:34 +02:00
Stéphane Adjemian (Charybdis)
8eed899f92
Fixed bug. Compilation of bytecode was crashing with USE_OMP.
2013-04-18 11:20:35 +02:00
Houtan Bastani
47b53dbeea
build system: osx fix for bytecode mex in octave
2013-04-17 17:45:28 +02:00
Sébastien Villemot
8dbf195422
Compatibility fix with GCC 4.8
2013-04-15 17:18:38 +02:00
Sébastien Villemot
c8e59f1361
Do not put -lumfpack in LIBS, rather use a special variable for it
2013-03-29 15:30:31 +01:00
Sébastien Villemot
513ae741e3
Build system for MEX/Octave: use Octave's LDFLAGS in the configure script
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This will facilitate the detection of UMFPACK under Windows
2013-03-29 15:07:58 +01:00
Sébastien Villemot
3025a14ed9
Adapt for removal of luinc in MATLAB R2013a
2013-03-25 12:05:56 +01:00
Sébastien Villemot
37592309fb
Distribute dynumfpack.h in tarball
2013-03-24 09:42:45 +01:00
Sébastien Villemot
86db8d805c
Add configure test for UMFPACK
2013-03-23 17:09:00 +01:00
Sébastien Villemot
1db892efc4
Fix compilation problems of bytecode with UMFPACK and MATLAB's libut
2013-03-23 13:02:07 +01:00
Ferhat Mihoubi
19032f4b07
Adds an umfpack definition file for matlab on windows
2013-03-22 16:38:34 +01:00
Ferhat Mihoubi
43a50dd395
- adds the kernel CUDA file for SparseMatrix
2013-03-22 16:36:30 +01:00
Ferhat Mihoubi
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
Ferhat Mihoubi
2a51248832
Adds a block Kalman filter using GPU
2013-03-22 15:47:57 +01:00
Ferhat Mihoubi
03e487a092
Major update of bytecode:
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- Iterative linear solvers using CUDA
- interpreter.cc decomposed
2013-03-22 15:44:34 +01:00
Sébastien Villemot
ba889e853c
Preprocessor interface and documentation for endogenous_prior option
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Closes #321
2013-03-18 11:12:49 +01:00
Sébastien Villemot
f89edf476e
Start refactoring of penalty handling
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Handle all events that lead to a penalty through an exception.
Next steps:
- make all exceptions derive from a common class containing info code and
penalty value
- catch these exceptions at the top-level, and construct the penalty-adjusted
likelihood
2013-03-06 17:55:15 +01:00
Sébastien Villemot
82930ee29a
Implementation of steady state computation in estim DLL, using the GSL
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Does not seem very robust (fails on fs2000), need to investigate why.
2013-03-06 16:58:22 +01:00
Sébastien Villemot
871cbbe448
Construct the filename of the dynamic MEX file only at the deepest level
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In the calling chain, only pass the basename of the MOD file.
2013-03-05 14:45:47 +01:00
Sébastien Villemot
325a2ea90e
Remove unused field n_exog of DynamicModelDLL class
2013-03-05 13:00:57 +01:00
Sébastien Villemot
75fbd38524
Handle constant in Kalman filter
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Previously, the filter was only working with options_.noconstant, i.e. when the
data are centered.
2013-02-07 18:34:17 +01:00
Sébastien Villemot
be2764520a
Estimation DLL: explicitly fail with option loglinear or observation trends
2013-02-07 17:00:48 +01:00
Sébastien Villemot
6fc94a12d0
C++ DecisionRules: support models with no static variables
2013-02-07 16:03:11 +01:00
Sébastien Villemot
ea3d2cd1ed
Include right header in definition of LogLikelihoodSubSample
2013-02-05 15:49:47 +01:00
Sébastien Villemot
da046d378e
Fix typos
2013-02-05 15:49:27 +01:00
Sébastien Villemot
a06e3d9714
Clarify error message of logposterior DLL for purely backward/forward models
2013-02-05 14:57:38 +01:00
Sébastien Villemot
21055da526
Remove incorrect use of static keyword
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This leads to a crash when the DLL is called several times in the same
Octave/MATLAB session.
2013-01-30 18:39:18 +01:00
Sébastien Villemot
deb9ece36d
Fix MOD-file name in Kalman tests
2013-01-30 16:44:10 +01:00
Sébastien Villemot
f60acd4366
Relax criterion for decision rules test
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Otherwise it fails with on Karaba
2013-01-30 16:43:35 +01:00
Sébastien Villemot
b3acdc0836
Make various functions more generic, using templates
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This was necessary to make some tests work again
2013-01-30 16:43:02 +01:00
Sébastien Villemot
02fee79fc7
Add some sanity checks
2013-01-30 16:27:13 +01:00
Sébastien Villemot
5beec53458
Remove unused function prototype
2013-01-30 16:26:56 +01:00
Sébastien Villemot
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Sébastien Villemot
31a13db66a
Remove duplicate information in M_.blocksMFS
2012-11-16 17:39:03 +01:00