Sébastien Villemot
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f1abbe724f
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Preprocessor: cosmetic changes related to 'size_t'
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2010-06-18 15:48:46 +02:00 |
Sébastien Villemot
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c4ef68b293
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Preprocessor: fixed bug (substitution was incorrectly done with leads on exogenous)
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2010-06-11 19:21:03 +02:00 |
Sébastien Villemot
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04905660b8
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Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
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2010-06-11 19:18:16 +02:00 |
Sébastien Villemot
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7410094588
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Estimation DLL: various minor changes
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2010-06-11 19:16:03 +02:00 |
Sébastien Villemot
|
e5d093c6ad
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Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
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2010-06-11 19:11:27 +02:00 |
Sébastien Villemot
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e347f2ae7a
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Build system: adding -Wall when building MEX files
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2010-06-11 18:40:58 +02:00 |
Sébastien Villemot
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85f855d759
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Estimation DLL: fixed bug in EstimatedParametersDescription::getNumberOfPeriods()
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2010-06-11 18:03:14 +02:00 |
Sébastien Villemot
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32e41b7b01
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Estimation DLL, LogLikelihoodMain: fixed bug (likelihood was not initialized to zero)
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2010-06-11 16:51:08 +02:00 |
Sébastien Villemot
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e1b274f2dc
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Estimation DLL, ModelSolution class: make llxSteadyState a data member
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2010-06-11 14:54:10 +02:00 |
Sébastien Villemot
|
1e41458826
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Estimation DLL: bugfixes in LogLikelihoodMain
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
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974e9ac0ad
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Estimation DLL: remove 'const' qualifiers in order to be able to put these classes in std::vector (the STL want an assignment operator)
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
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8a7ed1ec48
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Estimation DLL, VDVEigDecomposition: remove useless test in destructor
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
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2c0b3469be
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Estimation DLL, Vector class: fixed bug in the copy constructor
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
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110a33a0c8
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Estimation DLL, QRDecomposition: fix memory leak
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
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a1df331c58
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Estimation DLL: fixed test for Prior PDF following the removal of "mode" in the Prior class
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2010-06-10 19:13:20 +02:00 |
Sébastien Villemot
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6a8ac70f71
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Preprocessor: cosmetic changes
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2010-06-10 17:54:03 +02:00 |
Sébastien Villemot
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f48eb94f0e
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Preprocessor: remove spurious compiler warning
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2010-06-10 17:52:37 +02:00 |
Houtan Bastani
|
f1f455026b
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fix error message
|
2010-06-10 15:16:54 +02:00 |
Sébastien Villemot
|
81f0cf1bc3
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Bytecode DLL: provisions for Microsoft Visual C++
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2010-06-09 18:35:35 +02:00 |
Sébastien Villemot
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045e2e21ef
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Bytecode DLL: bugfix for erf()
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2010-06-09 18:31:39 +02:00 |
Michel Juillard
|
61e78763da
|
correcting bug in kalman filter when it reaches the steady state (multivariate diffuse Kalman filter, both versions, regular Kalman filter with missing observations)
|
2010-06-09 18:00:17 +02:00 |
Sébastien Villemot
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69b9b7fc84
|
Build system: fix for MinGW-TDM 4.5
|
2010-06-09 17:55:04 +02:00 |
Houtan Bastani
|
28d30d9a62
|
Bug fix: catch the case when a parameter follows a beta distribution with mean = std err = 0.5
|
2010-06-09 15:09:55 +02:00 |
Houtan Bastani
|
26dc6f7a54
|
fix typo in manual
|
2010-06-09 12:21:21 +02:00 |
Sébastien Villemot
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fe61608ede
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Estimation DLL: bugfix in LogLikelihoodMain
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2010-06-09 11:42:23 +02:00 |
Sébastien Villemot
|
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 |
Sébastien Villemot
|
35ad5b1aba
|
Estimation DLL: removed useless "mode" information in Prior class
|
2010-06-09 11:42:22 +02:00 |
Sébastien Villemot
|
90e9506d93
|
Estimation DLL: added test MOD file
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2010-06-09 11:39:03 +02:00 |
Sébastien Villemot
|
ab0d4a143e
|
Build system: added new test for C++ prior classes
|
2010-06-09 11:37:42 +02:00 |
Sébastien Villemot
|
228d0d6d85
|
Merge remote branch 'george/master'
|
2010-06-09 11:31:26 +02:00 |
Stéphane Adjemian (Scylla)
|
a512b9b263
|
Bug fix. We don't have to check the convergence of the Kalman filter to its steady state if the
covariance matrix F is singular.
|
2010-06-09 11:04:59 +02:00 |
Stéphane Adjemian (Scylla)
|
251b6c80c0
|
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
|
2010-06-09 10:29:42 +02:00 |
George Perendia
|
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 |
Sébastien Villemot
|
bed8f4b689
|
Preprocessor: use a sparse representation for the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters
|
2010-06-07 18:46:57 +02:00 |
Sébastien Villemot
|
30d34f2445
|
Preprocessor: only compute on demand the 2nd derivatives of residual and jacobian w.r.t. parameters and the derivative of hessian w.r.t. parameters
|
2010-06-07 16:42:27 +02:00 |
Sébastien Villemot
|
4a23d93199
|
Preprocessor: changing return order of parameter derivatives to match Marco's code
|
2010-06-04 09:57:56 +03:00 |
Sébastien Villemot
|
57ae51d0bf
|
Ref. manual: mention that parameters can now be set from the 'steady_state_model' block
|
2010-06-04 09:35:45 +03:00 |
Sébastien Villemot
|
996a646d8f
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Preprocessor: fix for 'steady_state_model' when not computing Ramsey policy'
|
2010-06-04 09:33:54 +03:00 |
Michel Juillard
|
ade0cd9d26
|
steady_state_model: authorizing change in parameter values in steady_state_model block + removing ys_ initialization to zero
|
2010-06-03 15:59:35 +02:00 |
George Perendia
|
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 |
Michel Juillard
|
1098fb4571
|
ramsey_policy: eliminating unnecessary leads and lags
|
2010-06-01 20:36:48 +02:00 |
Michel Juillard
|
039611223b
|
Author: Michel Juillard <michel.juillard@ens.fr>
--- log message follows this line ---
ramsey_policy adding printing of steady state value of Lagrange multipliers
|
2010-06-01 20:35:27 +02:00 |
Sébastien Villemot
|
b33238a00e
|
Ref. manual: fix typo
|
2010-06-01 19:00:22 +02:00 |
Sébastien Villemot
|
9318856a4e
|
SWZ: finalize build system for MEX by adding a test for GSL
|
2010-06-01 15:33:45 +02:00 |
Sébastien Villemot
|
53443fbd01
|
SWZ: modification for Octave, whose 'mexPrintf' has 'void' return type
|
2010-06-01 15:23:16 +02:00 |
Houtan Bastani
|
359b90d4fc
|
use __APPLE__ as opposed to passing a MACOSX flag via make
|
2010-06-01 14:08:00 +02:00 |
Houtan Bastani
|
aa625cc046
|
produce consistent output
|
2010-06-01 11:18:56 +02:00 |
Houtan Bastani
|
762e703692
|
Allow the user to pass a constant seed
|
2010-06-01 11:18:55 +02:00 |
Houtan Bastani
|
478cfee0e4
|
modified sz_prd to work both with standalone files and with mex
|
2010-06-01 11:18:55 +02:00 |
Houtan Bastani
|
28602be1e8
|
include in build system
|
2010-06-01 11:18:55 +02:00 |