Houtan Bastani
2ec494f1c9
kalman_steady_state: remove instances of mexErrMsgTxt
2011-02-11 12:25:14 +01:00
Houtan Bastani
69375f4b93
logMHMCMCposterior: remove instances of mexErrMsgText
2011-02-11 12:25:10 +01:00
Houtan Bastani
4ac3a6c5a4
replace mex.h with dynmex.h
2011-02-11 12:24:13 +01:00
Sébastien Villemot
7717da4316
K-order DLL: remove warning about NOMINMAX
2011-02-07 12:37:47 +01:00
Sébastien Villemot
3fa2339cfe
Estimation DLL: remove warning about NOMINMAX
2011-02-07 12:37:34 +01:00
Sébastien Villemot
0f9ec8b2dc
K-order DLL: add test for NaN/Inf in param/steady-state vectors to avoid crashes (thanks to J. Pfeifer for reporting this)
2011-02-07 11:12:57 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Sébastien Villemot
cc2a9d90ac
Global reindentation of MEX source files
2011-02-04 16:53:12 +01:00
Ferhat Mihoubi
6f184371ef
- Correction of temporary terms when bytecode is used and solve_algo <= 4
2011-02-02 00:31:37 +01:00
Ferhat Mihoubi
66a7884a15
- Corrects the "if (~eval)" displayed with print option in bytecode
2011-01-31 17:44:22 +01:00
Ferhat Mihoubi
3393eebf71
When a model is evaluated with bytecode the residual has to be returned in the equations order (not in the variables order)
2011-01-31 12:30:16 +01:00
Ferhat Mihoubi
ce07223628
- The Temporary terms management with bytecode when the model is block decomposed and solve_algo<5 is now compatible with octave
...
- Gets rid of warning message during the compilation of bytecode
2011-01-14 19:24:18 +01:00
Ferhat Mihoubi
206fff0e71
- Corrects the following problem:
...
Octave BiCGStab algorithm involves a 0 division in case of a preconditioner equal to the LU decomposition of the A matrix (in a linear system of the form A.x = b).
- The solution:
Checks if the linear system is solved simply using: x_new = x_old + U \ (L \ x_old)
Ticket #11
2011-01-14 10:39:33 +01:00
Sébastien Villemot
ffc53ca910
Fix integer types in Kronecker DLLs
2011-01-13 19:34:49 +01:00
Ferhat Mihoubi
20f414e0d2
- Extends the error messages in bytecode
...
- Implements the print option in bytecode
- Minor modifications to manage the global temporary terms
2010-12-31 16:41:50 +01:00
Ferhat Mihoubi
313f64e153
- Adds option 'print' to bytecode
...
- Manages global temporary terms when the model is evaluated block by block
- Stores the result of a first order derivative only in case of numerical approximation. Do nothing if an external function is called to compute the first order derivatives (it has already been done during the function call)
- Cleans the code
2010-12-31 16:37:34 +01:00
Ferhat Mihoubi
816dbefa28
- Corrections in the debugging conditional preprocessor expressions
2010-12-31 16:29:39 +01:00
Sébastien Villemot
9aa79c6140
Another build system fix
2010-12-28 10:50:51 +01:00
George Perendia
887209208f
Estimation C++ DLL: Adding the new Proposal class with common, adjustable seed for both normal and uniform rng and the associated changes including the removal of now obsolete RandSampler class.
2010-12-24 09:49:59 +00:00
Houtan Bastani
a11817cfa4
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
Houtan Bastani
d0853e1658
k-order: removed unnecessary check
2010-12-22 09:48:05 +01:00
Ferhat Mihoubi
7a58637932
- Displays an error message and interrupts the execution of bytecode in case of unknown function
2010-12-17 18:54:03 +01:00
Ferhat Mihoubi
129d404eb8
- The binary operator oDerivPower is implemented in bytecode
2010-12-17 18:54:03 +01:00
Houtan Bastani
d69d225b82
k-order: removed unused variable from class definition
2010-12-17 12:16:32 +01:00
Sébastien Villemot
aa58f7bd37
Estimation DLL, QRDecomposition: removed unused data members
2010-12-17 10:52:00 +01:00
George Perendia
424bd8257b
Estimation C++ DLL: Bug fixing in KalmanFilter.cc - re-setting a_init and some minor refactoring and tidying up
2010-12-17 09:02:24 +00:00
Houtan Bastani
b63590712c
fixed bug in argument number check and removed unused variable
2010-12-14 18:42:29 +01:00
Sébastien Villemot
1329b57ff2
Estimation DLL: fix DecisionRules::compute() (was not reentrant, since GeneralizedSchurDecomposition::compute() modifies D and E)
2010-12-13 17:15:08 +01:00
George Perendia
915bb4c451
Estimation C++ DLL: Bug-fixing Sampler
2010-12-11 19:22:27 +00:00
Michel Juillard
d38c4de498
estimation_dll: adding test for logposterior
2010-12-10 21:34:40 +01:00
Ferhat Mihoubi
97664607b2
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
Sébastien Villemot
befa1b966b
Estimation DLL: removed illegal casts from pointer to integer
2010-12-09 10:49:44 +01:00
George Perendia
fa3e19fdfb
C++ Estimation DLL: Update of logMHMCMCposterior.cc with a draft octave MAT draws file save and adding a test random_walk_metropolis_hastings_core.m: Octave version crashes at start of DLL and Matlab version finishes with low acceptance due to frequent B&K and reports error within debugger too - needs more debugging!
2010-12-07 23:03:11 +00:00
Sébastien Villemot
2d84d8dc49
K-order DLL: code simplification
2010-12-06 17:01:06 +01:00
Sébastien Villemot
a9b4331a95
Bugfix at order 3 (hopefully was not affecting final results, thanks to Pablo Winant for spotting this):
...
- in the 3rd derivatives matrix, among symmetric elements, the first one had
the right values but the following ones were set to zero
- moreover, the k-order DLL was trying to add all the symmetric elements in the
folded tensor, instead of only keeping one value among all the symmetric ones
- hopefully, Ondra's tensor library was (silently) refusing to add symmetric
elements after the first (and right) value had been added
- so the final result was correct
2010-12-06 17:00:46 +01:00
Ferhat Mihoubi
bdfa881a96
Reorganization of error handling in bytecode
2010-11-25 16:11:05 +01:00
Stéphane Adjemian (Charybdis)
010c4c0c20
Fixed bug in kalman_steady_state.cc related to long integer and (mkl) lapack calls. Changed building system by adding -fdefault-integer-8 flag to gfortran when slicot is compiled on a 64-bits platform.
2010-11-25 14:35:46 +01:00
Sébastien Villemot
5a9615951c
Kronecker DLL: fix minor issue (was creating a lot of warnings under Octave)
2010-11-24 19:12:03 +01:00
Sébastien Villemot
43f69d27e8
Kalman steady state DLL: minor fixes
2010-11-22 12:22:45 +01:00
Sébastien Villemot
b8aae7bbf9
Fix underscoring problems with Fortran code
2010-11-22 12:22:22 +01:00
Sébastien Villemot
81342073c0
Build system: added kalman_steady_state DLL sources to dist file
2010-11-22 10:39:19 +01:00
Stéphane Adjemian (Charybdis)
dfbbc415cd
Merge remote branch 'origin/master'
2010-11-19 14:49:26 +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
b3ee886391
Build system: added libslicot to dist file
2010-11-19 09:22:00 +01:00
Stéphane Adjemian (Charybdis)
d5b032c99f
Moved test files for kronecker product mex files from ./mex/sources/kronecker/tests to ./tests/kronecker.
2010-11-18 16:01:21 +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
Stéphane Adjemian (Charybdis)
5c709e4733
Changed set_dynare_threads.m. The number of threads in parallelized mex files to be used if dynare is built with the openmp flag
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(--with-openmp) is not passed by an environment variable anymore. The function set_dynare_threads changes the default value of the
number of threads (default is 1) in the options_.threads structure. Changed calls to sparse_hessian_times_B_kronecker_C and
A_times_B_kronecker_C dlls accordingly.
2010-11-15 13:06:39 +01:00
Sébastien Villemot
dbe288e3ca
Make sure "min" and "max" macros are never defined under Windows, this can create conflicts with "std::min" and "std::max"
2010-10-29 12:01:47 +02:00
Sébastien Villemot
48096db2ff
Build system: add logMHMCMC DLL
2010-10-28 10:17:58 +02:00
Sébastien Villemot
036867765b
logMHMCMCposterior: minor compatibility fix for Octave (the 3rd arg of mexPutVariable() is not marked "const" under Octave)
2010-10-28 10:17:38 +02:00