18c9479176
SWZ: include in build system
2010-09-01 11:15:42 +02:00
8589be3d4b
K-order DLL: cosmetic changes
...
- remove unused argument of the DLL
- fix documentation inside source file
2010-08-30 17:11:58 +02:00
a4769fc80d
K-order DLL: no longer create an extra MAT file (useless and undocumented)
2010-08-30 17:11:26 +02:00
ad127052d8
Build system: display a warning when compiling for the Cygwin target
2010-08-24 16:24:03 +02:00
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
61da05b5e4
C++ Estimation DLL: KalmanFilter, dynlapack and LapackBindings with Cholesky decomp. based matrix inverter
2010-08-04 15:57:52 +01:00
1ac71f3d0c
Estimation C++ DLL: 4 fixes and some additional files used in testing: sweuromodel_dll.mod, data and DsgeLikelihood.m modified for testing under octave
2010-08-04 14:52:56 +01:00
89bdc81ada
suppressed computation of steady state inside k_order_perturbation
2010-07-17 10:18:25 +02:00
96bdf8c371
make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero.
2010-07-17 10:14:22 +02:00
9642683b7d
Build system: fix for building source tarball
2010-07-12 14:30:57 +02:00
acf5451c1f
Build system: rename 'loglikelihood' to 'logposterior'
2010-07-09 12:48:08 +02:00
50c1e0a8ec
C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc
2010-07-08 09:56:19 +01:00
5c01144793
C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc
2010-07-08 09:56:18 +01:00
ad28c2054d
Add boost/math and boost/random to configure script for mex build system
2010-07-01 14:15:08 +02:00
f34c31307b
K-order: minor fix for order of initialization of data members
2010-06-25 15:40:36 +02:00
04905660b8
Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
2010-06-11 19:18:16 +02:00
7410094588
Estimation DLL: various minor changes
2010-06-11 19:16:03 +02:00
e5d093c6ad
Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
2010-06-11 19:11:27 +02:00
e347f2ae7a
Build system: adding -Wall when building MEX files
2010-06-11 18:40:58 +02:00
85f855d759
Estimation DLL: fixed bug in EstimatedParametersDescription::getNumberOfPeriods()
2010-06-11 18:03:14 +02:00
32e41b7b01
Estimation DLL, LogLikelihoodMain: fixed bug (likelihood was not initialized to zero)
2010-06-11 16:51:08 +02:00
e1b274f2dc
Estimation DLL, ModelSolution class: make llxSteadyState a data member
2010-06-11 14:54:10 +02:00
1e41458826
Estimation DLL: bugfixes in LogLikelihoodMain
2010-06-10 19:13:20 +02:00
974e9ac0ad
Estimation DLL: remove 'const' qualifiers in order to be able to put these classes in std::vector (the STL want an assignment operator)
2010-06-10 19:13:20 +02:00
8a7ed1ec48
Estimation DLL, VDVEigDecomposition: remove useless test in destructor
2010-06-10 19:13:20 +02:00
2c0b3469be
Estimation DLL, Vector class: fixed bug in the copy constructor
2010-06-10 19:13:20 +02:00
110a33a0c8
Estimation DLL, QRDecomposition: fix memory leak
2010-06-10 19:13:20 +02:00
a1df331c58
Estimation DLL: fixed test for Prior PDF following the removal of "mode" in the Prior class
2010-06-10 19:13:20 +02:00
81f0cf1bc3
Bytecode DLL: provisions for Microsoft Visual C++
2010-06-09 18:35:35 +02:00
045e2e21ef
Bytecode DLL: bugfix for erf()
2010-06-09 18:31:39 +02:00
fe61608ede
Estimation DLL: bugfix in LogLikelihoodMain
2010-06-09 11:42:23 +02:00
bedc69beb8
Estimation DLL: pass the name of the dynamic MEX file through the whole hierarchy of constructors (instead of the basename of the MOD file)
2010-06-09 11:42:22 +02:00
35ad5b1aba
Estimation DLL: removed useless "mode" information in Prior class
2010-06-09 11:42:22 +02:00
90e9506d93
Estimation DLL: added test MOD file
2010-06-09 11:39:03 +02:00
ab0d4a143e
Build system: added new test for C++ prior classes
2010-06-09 11:37:42 +02:00
69abb07f05
C++ Estimation DLL: Adding basic Uniform and Gaussian random number generators to Priors.hh and a basic test routine
2010-06-08 16:38:49 +01:00
4f98b560ad
Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing
2010-06-02 13:38:27 +01:00
9318856a4e
SWZ: finalize build system for MEX by adding a test for GSL
2010-06-01 15:33:45 +02:00
359b90d4fc
use __APPLE__ as opposed to passing a MACOSX flag via make
2010-06-01 14:08:00 +02:00
762e703692
Allow the user to pass a constant seed
2010-06-01 11:18:55 +02:00
28602be1e8
include in build system
2010-06-01 11:18:55 +02:00
1bc7bf7fbb
make blas and lapack functions work with matlab
2010-06-01 11:18:54 +02:00
508422307e
Estimation C++DLL: adding Standard dev. to Prior.cc & .hh
2010-05-25 17:53:58 +01:00
a3d798836e
k_order_perturbation: fixing bug in making of tensor of 3rd order derivatives
...
modifying tests and adding a new test against dynare++ output (fs2000k4.mod)
2010-05-22 16:12:39 +02:00
399d66d81c
Estimation DLL, generalized Schur decomposition: fix bug with complex part of infinite generalized eigenvalue (was NaN instead of zero)
2010-05-14 19:26:52 +02:00
894ed518c8
mjdgges.c: eliminates bogus imaginary NaNs in eigenvalues
2010-05-14 15:03:15 +02:00
6f11442c7b
Estimation DLL: fix to testModelSolution
2010-05-07 18:18:24 +02:00
775a1f6471
Estimation DLL: updating test function
2010-05-07 17:09:51 +01:00
1c5c7f3fbf
Estimation DLL: adding LapackBindings.hh
2010-05-07 17:00:56 +01:00
b903776e0c
Estimation DLL: fixed type errors in VDVEigDecomposition class
2010-05-07 17:17:30 +02:00
3688a6ef5a
Estimation DLL: bugfix in constructors for vector views
2010-05-07 17:17:30 +02:00
55fc3feea4
Estimation: Update of main files
2010-05-07 16:08:58 +01:00
b101dbd483
Estimation DLL: give the possibility to construct Vector/Matrix views out of other views
2010-05-07 12:18:45 +02:00
3292ee68c2
Build system: updates for estimation DLL
2010-05-07 10:40:03 +02:00
ec5fd63063
Estimation DLL: removed obsolete file
2010-05-07 10:39:54 +02:00
e4f640f201
Estimation DLL: simplification of the handling of indices in T and R matrices
2010-05-06 18:57:15 +02:00
5aa17370e8
Estimation DLL: minor type fix
2010-05-06 16:45:50 +02:00
2b5a907bb0
Estimation DLL: optimization in Kalman filter
2010-05-06 16:30:13 +02:00
ba0503628e
Estimation DLL: no longer pass lead/lag incidence matrix as argument, this is redundant with the zeta indices
2010-05-06 15:32:11 +02:00
6bdfc2958b
Estimation DLL: removed obsolete files
2010-05-06 15:31:06 +02:00
31d9dd2481
estimation: extending LogLikelihoodSubSample.hh
2010-05-06 12:45:40 +01:00
c729b8984d
Estimation Adding more Headers
2010-05-06 12:37:06 +01:00
1819272d51
Estimation: Fix to VDVEigDecomposition.hh
2010-05-05 18:01:59 +01:00
ba31b9bcbf
Estimation libmat VDV Eigen decomposition class
2010-05-05 16:47:47 +01:00
208210c6fd
Merge remote branch 'george/master'
2010-04-23 18:31:38 +02:00
43b2aae64e
C++ Estimation Minor changes to KalmanFilter initialisation and testing routines to improve handling structural changes parameters and test accuracy
2010-04-23 15:28:42 +01:00
18c36c3dd5
Merge remote branch 'george/master'
2010-04-16 18:34:57 +02:00
e9846ae65f
C++ Estimaion: Minor change KalmanFilter.* to use gain matrix KFinv for conversion check and cosmetic changes to ModelSolution.cc, testInitKalman.cc and testkalman.cc
2010-04-16 17:00:51 +01:00
f849b11563
The functions erf, normpdf and normcdf work fine with bytecode option
2010-04-16 17:00:05 +02:00
0281c5138a
Build system: added new testKalman for Estimation DLL
2010-04-13 18:41:15 +02:00
a489c8810d
C++ Estimation: Adding test and fixing a bug for KalmanFilter.cc and making some cosmetic changes to InitializeKalmanFilter.cc and ModelSolution.cc
2010-04-13 12:38:13 +01:00
b8bf1794ca
Minor fix in prototype of LAPACK dgees
2010-04-02 14:53:14 +02:00
f0fc974b9e
!st draft Kalman Filter main, auxiliary an test routines for C++ estimation
2010-04-01 13:36:58 +01:00
127e5ca05a
Minor data initiation bug fix in testInitKalman.cc
2010-03-16 16:54:28 +00:00
b1e90e59af
Estimation DLL: added testInitKalman to the build system, and modify it to accept the dynamic DLL as argument
2010-03-16 15:57:10 +01:00
d93a5af70b
Estimation DLL, DynamicDLL class: removed dependency on MEX header, unnecessary and makes the compilation of test files more complicated
2010-03-16 15:55:37 +01:00
35377ff303
Estimation DLL, InitializeKalmanFilter: removed unknown header
2010-03-16 15:55:08 +01:00
f62dce714e
Minor modification of types
2010-03-16 13:52:00 +00:00
c738941044
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-16 13:27:29 +00:00
881b1168fe
Adding InitializeKalmanFilter.cc/hh, its supporting files: DetrendData.cc/hh (a basic one), libmat/DiscLyapFast.cc, a test driver routine and a minor amendment to ModelSolution.hh.
2010-03-16 13:26:05 +00:00
fd3c35937b
Estimation DLL, dynamic DLL loading: minor changes to testModelSolution (now takes the full name of the dynamic DLL in argument)
2010-03-16 10:27:58 +01:00
3c8bfc5ef0
Estimation DLL, dynamic DLL loading: fixed memory leaks
2010-03-16 10:27:58 +01:00
882ea0ed75
Amending assertions in BlasBindings.hh
2010-03-15 12:12:43 +00:00
2449a4365c
K-order DLL, DynareNameList class: removed memory leaks
2010-03-09 18:30:23 +01:00
d95b0cf6d7
K-order DLL, KordpDynare class: removed memory leaks
2010-03-09 18:30:23 +01:00
bb3675e75c
K-order DLL, DynamicDLL class: removed memory leaks
2010-03-09 18:30:23 +01:00
1b3bc4a825
K-order DLL: removed useless stuff
2010-03-09 18:30:23 +01:00
1bc6da864c
Estimation DLL, matrix library: adding test-repmat to build system
2010-03-08 13:50:02 +01:00
2aab5b47f2
Estimation DLL, matrix library: minor fixes for removing compiler warnings
2010-03-08 13:49:47 +01:00
a78ca35807
Adding test-repmat.cc - a test for new Matrix.hh repmat utilities
2010-03-08 12:39:25 +00:00
fa54eb55ca
Adding 8 new template functions to Matrix.hh mat namespace, few of which emulate Matlab repmat and assign / reorder by vector.
2010-03-08 12:22:23 +00:00
5d0e93adfe
Declare libmat destructors virtual
2010-03-08 10:09:45 +00:00
3475341ac9
Bytecode DLL: fixed compilation with MSVC
2010-02-23 16:04:32 +01:00
263725aa1f
Estimation DLL, ModelSolution class:
...
* fixed initialization of matrices
* removed useless ModelSolutionException, rather forward upwards the exception thrown below
* DynamicModelDLL is now a full member instead of a pointer
2010-02-22 15:58:44 +01:00
3cacb48c81
Estimation DLL, MEX utils: fix compilation issues
2010-02-22 15:56:00 +01:00
a17207fb56
Estimation DLL: fixed remaining EOL problems
2010-02-22 15:09:48 +01:00
f430e53e01
Fixing of the testModelSolution.cc
2010-02-22 13:26:47 +00:00
30d9feb146
Estimation DLL:
...
* finished test for DecisionRules
* added new test for LUSolver
* improved test for QRDecomposition
2010-02-19 18:42:02 +01:00
dcf10eba56
Estimation DLL: added decision rules w.r. to exogenous shocks
2010-02-19 18:41:12 +01:00
5ee45cfb60
Estimation DLL: fixed decision rules with respect to state variables (ghx)
2010-02-19 18:00:34 +01:00
Houtan Bastani
Sébastien Villemot
George Perendia
Michel Juillard
Ferhat Mihoubi