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508 Commits (e4c803d0db09bb0a78d1593330db18a89a23aab6)

Author SHA1 Message Date
Michel Juillard b58eaa8e2b introducing new test for 0/0 case in mjdgges 2011-11-18 22:12:36 +01:00
Sébastien Villemot d4b4060d69 Fix build failure with -Werror=format-security 
See Debian bug #646258 (http://bugs.debian.org/646258) and
http://wiki.debian.org/ReleaseGoals/SecurityHardeningBuildFlags for details.
 2011-11-07 15:29:06 +01:00
Ferhat Mihoubi d336bb00a0 Correction of a bug the dimension of Q matrix is equal to the number of shocks, not to the number of observable variables 2011-10-28 22:40:05 +02:00
Ferhat Mihoubi ca10372607 * Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable 2011-10-28 22:25:05 +02:00
Sébastien Villemot ebcc9d8f91 Fix crash of mjdgges when options_.qz_criterium = [] 2011-09-28 16:00:36 +02:00
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
Sébastien Villemot 324ad05ec1 block_kalman_filter: fix memory leak 2011-09-23 18:22:00 +02:00
Sébastien Villemot 3f2e29f7bf Adapt block_kalman_filter to Dynare's way of handling errors in MEX files 2011-09-23 18:21:04 +02:00
Sébastien Villemot b21a99d9d2 Adapt block_kalman_filter for Dynare's BLAS/LAPACK framework 2011-09-23 18:15:18 +02:00
Ferhat Mihoubi 3d1a0c2652 block-Kalman filter is now available when block option is used 2011-09-20 14:18:31 +02:00
Stéphane Adjemian (Charybdis) 560800bcc5 Changed the order of the output arguments in kronecker product related mex routines. 2011-09-05 18:57:42 +02:00
Houtan Bastani d7c06ead1e ms-sbvar bugfix: replace shocks with shocks_per_parameter 2011-08-30 16:12:00 +02:00
Houtan Bastani 6ef0f0c94d ms-sbvar bugfix: remove option shocks as it is not used 2011-08-23 13:43:24 +02:00
Houtan Bastani 383b12df0e ms-sbvar bugfix: change the way options are passed to irf, forecast and variance decomposition mex functions 2011-08-23 13:43:24 +02:00
Ferhat Mihoubi 567ef44f6d - Corrects the simulation period for a forward looking system 2011-08-11 14:15:49 +02:00
Stéphane Adjemian (Charybdis) 52fa569f00 Changed default value of the tolerance parameter. 2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis) f2450932da Use DYN_MEX_FUNC_ERR_MSG_TXT when INFO>0. 2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis) 10a21fdaa8 Cosmetic changes. 2011-06-28 14:49:56 +02:00
Ferhat Mihoubi fe1b241186 Add an option in bytecode to prevent the display of error messages . 2011-06-18 17:15:47 +02:00
Jacob Smith a07b0ae614 Bug Fix, when using parameter uncertainty on multiple regimes 2011-06-16 10:30:07 -04:00
Sébastien Villemot fee32bdf25 Fix compilation problems with GCC 4.6 2011-06-13 11:38:09 +02:00
Michel Juillard d53a1f5d04 MS-SBVAR: bug correction (replacing mxFree by free for space allocated with new) 2011-05-31 11:31:38 +02:00
Houtan Bastani a44a384146 remove extraneous code 2011-05-23 17:36:29 +02:00
Houtan Bastani 561d07e89b SWZ: bug fix 2011-05-20 14:34:21 +02:00
Houtan Bastani cd021d33f6 SWZ: make mex files return error code 2011-05-20 14:34:07 +02:00
Sébastien Villemot 5fa666e448 k-order perturbation: cosmetic change related to mxGetPr/mxGetData 2011-05-20 10:59:40 +02:00
Sébastien Villemot f5b35df24f k-order perturbation: fixed bug in M-file evaluation 2011-05-20 10:59:40 +02:00
Jacob Smith da43f3d0f5 Adding Mex Functionality to work with new MS-SBVAR Code, includes Forecasting,IRF,Variance Decomposition, Plotting and new global settings 2011-05-13 15:13:02 +02:00
Houtan Bastani 24aecc74b2 ms-sbvar: updated submodule pointer 2011-05-03 11:04:43 +02:00
Ferhat Mihoubi 31b6c08347 Correct a bug when the model contains deterministic exogenous variables and bytecode option is used. 
Note that stochastic simulations do not work for the moment with block option.
 2011-03-18 01:09:20 +01:00
Houtan Bastani 9019ec0fa9 SWZ: add forecast and irf to build system 2011-03-17 10:54:04 +01:00
Ferhat Mihoubi f48aa28e39 Corrections for steady_state operator bug with bytecode. bytecode is now fixed. 2011-03-14 17:46:00 +01:00
Michel Juillard 55bb27c5f6 new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken. 2011-03-13 17:06:57 +01:00
Houtan Bastani b744707672 change macro defines to accord with change in submodule code 2011-03-04 11:35:38 +01:00
Houtan Bastani d96ce473a8 rename mex files 2011-03-03 15:25:11 +01:00
Sébastien Villemot f6c51d4cc4 libslicot: fix typo (thanks to Thomas Weber) 2011-02-23 10:07:59 +01:00
Sébastien Villemot 62cbef8589 Build system: adding missing preprocessor flags for GSL 2011-02-23 10:05:11 +01:00
Sébastien Villemot eb0255d526 Build system: add MS-SBVAR to dist tarball 2011-02-22 16:51:23 +01:00
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
Houtan Bastani f2e2f68223 SWZ: centralize mex changes, remove unused functions 2011-02-22 15:06:38 +01:00
Houtan Bastani a1ade98209 SWZ: move mex files under mex/sources 2011-02-22 15:06:38 +01:00
Houtan Bastani 670a40836f add blas functions to dynblas.h 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
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