567c5bcb1f
Fixed bug in the initialization of the metropolis when mode_compute=6 was previously used (so that we have an optimal mh scale factor)
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and option load_mh_file is used. After the (stochastic) optimization, the optimal value of the scale parameter is saved in a mat file.
2010-10-18 14:39:48 +02:00
de490e9e4a
delete remnants of previous Bayesian irf computations
2010-10-15 11:36:26 +02:00
c15508eae0
1) better display of remote errors;
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2) fixed bug in sync of sequence of files sent to remote slaves;
2010-10-15 11:33:40 +02:00
6612a7f0bc
Trap introduced for windows was a bug for unix
2010-10-15 11:31:26 +02:00
6d2f9dc6d8
Added missing case in print_info
2010-10-14 12:03:36 +02:00
609293b398
dr1.m: move up error message for purely forward models, otherwise it is not displayed with k_order_perturbation
2010-10-14 11:36:13 +02:00
153f627dfe
Explicit error message for 2nd and 3rd order purely forward models
2010-10-13 18:52:13 +02:00
505ed643a1
Fix for computing 1st order irf of purely forward models
2010-10-13 18:52:07 +02:00
7a983a3105
sim1.m, bksup1.m: removed global variables, other minor cleanups
2010-10-13 18:51:56 +02:00
f30d6858e6
simk.m: minor cleanups
2010-10-13 18:40:21 +02:00
b4d11d399c
Resurrect simk.m for purely forward models
2010-10-13 18:38:09 +02:00
5f0dac24bf
Merge remote branch 'ferhat/master'
2010-10-12 11:40:39 +02:00
cc70913b7d
Properly close waitbar in serial computations.
2010-10-12 08:07:57 +02:00
f079411126
bug fix: precisely determine from which machine to get the output files
2010-10-11 20:17:03 +02:00
6a1826aa53
1) fixed bug introduced moving folders (parallel routines no longer on path!);
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2) fixed bug with logic of islocal;
3) better cleanup of remnants;
4) fixed bug with sending and DELETING P*End.txt files;
2010-10-11 19:40:42 +02:00
badda23160
fixed bug when one slave is local and others are remote
2010-10-11 19:37:43 +02:00
8f36437662
- Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11 ). The new values for solve_algo are:
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* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 6: GMRES
* 7: BiCGStab
* 8: bytecode own solver (use Gaussian elimination + sparse matrix)
- Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
2010-10-11 19:21:32 +02:00
75dd6f0d7b
Merge remote branch 'ratto/master'
2010-10-11 17:24:07 +02:00
a5b8819518
Partial information: added missing copyright notice
2010-10-11 17:16:52 +02:00
9abc57a195
added missing utility for identification
2010-10-11 17:14:49 +02:00
44b268ec67
Moved qzdiv.m and qzswitch.m to top-level (they are now used by both partial information code and mjdgges.m)
2010-10-11 17:14:33 +02:00
cf9f901ef8
Partial information: moved disclyap_fast to the partial_information subdir
2010-10-11 17:11:05 +02:00
8849dd2bc9
Partial info/Octave compatibility fix: ismember() does not work with char arrays under Octave
2010-10-11 16:48:16 +02:00
d6c035aaea
Partial info/Octave compatibility fix: operator "|" never short-circuit, use "||" instead
2010-10-11 16:47:36 +02:00
a3b30e885a
Move parallel routines to parallel folder
2010-10-11 15:15:40 +02:00
02a65d5bbd
Forecast: minor cleanup
2010-10-11 12:58:38 +02:00
2ebebd1d28
No longer crash when all variables selected with "stoch_simul" are
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non-stationary
2010-10-11 12:58:38 +02:00
9d67555fc1
Fix bug in the output of stoch_simul: in the presence of non-stationary variables, and when selecting only a subset of variables for the output, the "NaN"s in the "mean" column where wrongly placed
2010-10-11 12:58:38 +02:00
eb8d0b29aa
bug fix the ls does not find the target file or folder
2010-10-11 12:33:08 +02:00
2ceca63b13
cosmetics
2010-10-08 19:45:16 +02:00
a886881fb4
bug fix for serial computation
2010-10-08 19:44:44 +02:00
9090a8f76b
Reverted adaptivity for plotting in parallel or not.
2010-10-08 19:44:10 +02:00
1a7fcd8066
Fixed bug with number of remote machines > 1
2010-10-08 19:12:55 +02:00
5c92543036
When remotes crash, loop for all slaves before stopping
2010-10-08 17:54:31 +02:00
50cdcfb037
Check that file exists before copying it
2010-10-08 17:53:31 +02:00
25230060e5
Cosmetic changes plus small bug fixes.
2010-10-08 16:19:03 +02:00
e846c5cda7
New parallel dynare:
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1) safe management of remote folder;
2) shh scp (and windows equivalent) commands are concentrated in the master;
3) management of remote crashes;
4) begin building option to interrupt remote processes;
5) better parallel waitbar: pops up only at STARTUP (can be minimized subsequently); adaptive dimension;
2010-10-08 16:15:50 +02:00
f587e0f1d2
Added new parallel utilities in parallel subfolder;
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Add parallel to dynare path;
2010-10-08 16:10:59 +02:00
c19df582e0
external_function: modified to pass functions as string names as opposed to function handles to reduce number of calls to mexCallMatlab when use_dll option is invoked
2010-10-07 16:49:36 +02:00
32bf5e9a0e
Diffuse smoother: bug correction when singularity occurs
2010-10-04 21:59:22 +02:00
4ad491b0a8
Partial Information: a minor makeup change to PCL_resol.m
2010-10-04 13:58:26 +01:00
1b2fbc895d
small bug fix (isunx in place of isunix)
2010-09-29 16:35:39 +02:00
1fc3d503ee
improved identification checks, using svd in place of eig.
2010-09-29 16:18:57 +02:00
70400e5e84
Modifications following meetings in Paris (not yet completed 100%):
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1) new default option for prior_mc = 1;
2) new option: advanced (default=0). If advanced=0, simple messages and plots; advanced=1 shows all details about weak identification diagnostics;
3) new option: periods (default=300). Length of stochastic simulations to generate simulated moments for 'GMM type' analysis of strength of identification;
4) new option: replic (default = 100). Number of replicated simulated moments for 'GMM type' analysis of strength of identification;
5) new feature: allow local identification analysis WITHOUT defining priors, using parameter values as defined in the .mod file definition.
6) simplified graphical and tabular output.
2010-09-29 16:12:48 +02:00
0a637be94c
Display changes in line with meetings in Paris (not yet 100% completed):
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- simplified;
- first rank deficiency;
- why rank deficiency;
- some info about weak identification (not completed);
2010-09-29 16:04:57 +02:00
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
47ca9b628d
replace deprecated Matlab function isstr with ischar
2010-09-27 16:05:52 +02:00
34b28b8043
replace deprecated Matlab function setstr with char
2010-09-27 16:05:52 +02:00
1a27ed9f38
OpenMP support:
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- removed build_matlab_multithread.m and isopenmp MEX file
- introduced a new option "--enable-openmp" in configure script
- when openmp support is compiled in, the default is still one thread; the user can set the number of threads with "set_dynare_threads(n)"
- closes #68
2010-09-27 15:56:19 +02:00
ae14d0fc9e
replaced display() by disp() as display() is buggy in Octave
2010-09-25 14:45:28 +02:00
Stéphane Adjemian (Karaba)
Marco Ratto
Sébastien Villemot
Ferhat Mihoubi
Houtan Bastani
Michel Juillard
George Perendia
Houtan Bastani