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
...
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:
...
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):
...
- 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:
...
- 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
ad89d0f15d
Forecast with deterministic exogenous: removed duplicate forecast graph ( closes #103 )
2010-09-24 18:32:53 +02:00
df1b1e4ed0
- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137
2010-09-24 12:52:58 +02:00
45ebd1b3fb
Compatibility fix for Octave. In dr1, line 384, if w1 is a scalar, condest(w1) raises an error in octave. It is equal to 1 in matlab.
2010-09-23 11:33:54 +02:00
92cb073f3a
dynare_simul_: remove instances of mexErrMsgTxt
2010-09-23 10:45:35 +02:00
982b4d0491
gensylv: remove instances of mexErrMsgTxt
2010-09-23 10:45:27 +02:00
e57056ad14
sparse_hessian_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:18 +02:00
ca24c92ed7
A_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:08 +02:00
7b0d6da920
mjdgges: remove instances of mexErrMsgTxt
2010-09-23 10:44:59 +02:00
2c38a1913c
change element-wise OR (|) to short-circuit OR (||)
2010-09-23 10:44:48 +02:00
e32c8b1b76
k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt
2010-09-23 10:44:39 +02:00
1b05a5f276
SWZ: remove instances of mexErrMsgTxt
2010-09-23 10:43:58 +02:00
6631f2d1d0
Macro used to clean up after encountering an error in a mex file (previously handled by mexErrMsgTxt) and helper m file
2010-09-23 10:43:16 +02:00
750f92ace1
Cleanups related to the removal of leads and lags in deterministic model
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(introduced in 60f7678669
2010-09-21 13:35:55 +02:00
25b3c84b40
RESID command is compatible now with block option and without bytecode option (closes ticket #45 )
2010-09-17 16:54:43 +02:00
c7eff4ba60
- Adding the relaxation method for block and/or bytecode options
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- Changing the the stack_solve_algo option :
Previous version New version
1 : Sparse LU 0 : Sparse LU
2 : GMRES 1 : Relaxation
3 : BiCGStab 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver 4 : Sparse LU & Optimal Path
5 : bytecode own solver
2010-09-17 12:18:25 +02:00
0a3c8a4b0c
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
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- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
f268513ffb
correction of model_info's printouts
2010-09-17 12:13:39 +02:00
70fb16b8da
independent Metropolis: factorizing computation of covariance of proposal
2010-09-15 09:07:52 +02:00
243006b2d7
metropolis: factorizing computation of covariance of proposal
2010-09-15 08:59:51 +02:00
f6aace084b
corrected bug in the sequence of tasks in dynare_esitmation_1 introduced in 29f9bb9
2010-09-13 21:35:08 +02:00
41ff70e08c
Bugfix: when displaying decision rules, no longer crash if an EXPECTATION operator (in the past) appears as a state variable. Instead, display a (relatively uninformative) line.
2010-09-13 16:08:32 +02:00
c47b177577
Provisions for MATLAB R2010b (7.11)
2010-09-10 13:08:32 +02:00
49daa411f4
dynare_config.m: added path for SWZ
2010-09-08 21:08:20 +02:00
d1f548e7c5
Parallel: fix quoting issues on Unix
2010-09-07 11:38:50 +02:00
34fda83963
Parallel: the addpath for DYNARE path is given at the level of masterParallel.m
2010-09-06 17:24:16 +02:00
87c80f69b6
Minor change to preamble
2010-09-06 16:59:57 +02:00
58c4c483c5
Added MatlabPath to the Parallel structure
2010-09-06 14:50:55 +02:00
c214587686
Parallel system: add new option DynarePath to specify Dynare path on the slaves
2010-09-06 12:54:55 +02:00
bc155fd0df
Changed calling sequence of prior_draw.m.
2010-09-03 15:23:05 +02:00
b16c56b71c
Removed debugging informations display introduced in the previous commit.
2010-09-01 22:23:18 +02:00
29f9bb953e
Fixed bug related to the mh based approximation of the posterior covariance matrix (used
...
for the jumping distribution).
2010-09-01 22:15:47 +02:00
ded34f990b
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2010-09-01 22:14:32 +02:00
6870010e9a
Fixed bug related to the console mode (text waitbar).
2010-09-01 22:12:38 +02:00
18c9479176
SWZ: include in build system
2010-09-01 11:15:42 +02:00
137c4cf6b1
SWZ: make comments conform to ansi C standard
2010-09-01 11:15:28 +02:00
60a3c2cad4
SWZ: replace tabs with spaces
2010-09-01 11:07:32 +02:00
8b782e7b00
SWZ: replace matrix.h with swzmatrix.h
2010-09-01 11:04:49 +02:00
8cf788af44
SWZ: replace fprintf(stderr, with swz_fprintf_err(
2010-09-01 11:03:52 +02:00
94217de476
SWZ: replace exit with swzExit
2010-09-01 11:03:31 +02:00
820aca6683
SWZ: replace free with swzFree
2010-09-01 11:03:09 +02:00
12993a8108
SWZ: replace malloc with swzMalloc
2010-09-01 11:01:00 +02:00
3bbfc05634
SWZ: Change file ending type to unix
2010-09-01 11:00:44 +02:00
a5ed818758
SWZ: remove extra whitespace
2010-09-01 11:00:30 +02:00
248cc388af
SWZ: diffed and patched updated files from Dan
2010-09-01 10:45:55 +02:00
7808df0935
SWZ: original forecast.c, dw_histogram.c and dw_histogram.h from Dan
2010-08-30 17:32:43 +02:00
8589be3d4b
K-order DLL: cosmetic changes
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- remove unused argument of the DLL
- fix documentation inside source file
2010-08-30 17:11:58 +02:00
28a4e79cbe
OSR: minor cosmetic changes
2010-08-30 14:15:17 +02:00
d66eb3c6ae
SWZ: bug correction for attaching Markov Chains to some equations only
2010-08-25 20:53:06 +02:00
93ea89dffb
Bug fixes related to global variables in the base workspace for parallel sessions.
2010-08-25 15:18:58 +02:00
1704023419
1) Fixed problems related to global variables in the base workspace.
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2) Minor bug in slaveparallel.m
2010-08-25 15:16:46 +02:00
5d9f6ef756
Fixed priordens needs to be properly initialized in remote, slave sessions.
2010-08-25 13:39:48 +02:00
3d2a698ab9
Minor fix: replace operator & by && in MATLAB conditionals (for better compatibility with Octave)
2010-08-23 17:39:46 +02:00
b842251c2c
Added missing copyright notice
2010-08-20 16:01:43 +02:00
b671e68f37
moments_varendo: fix an obvious missing initialization bug
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(see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2678 )
2010-08-19 15:40:12 +02:00
a8fddd68ff
SWZ DLL: fix calls to Lapack routines for cross-platform compatibility
2010-08-13 18:50:22 +02:00
8420d82dea
bug correction in Posterior IRFs
2010-08-11 12:04:14 +02:00
e4986047ae
moments_varendo: compute variance decomposition only if there is more than one exogenous variable
2010-08-11 12:03:19 +02:00
d6fdf8fc7f
SWZ: added code for generating Markov Chain priors for more than 2 states
2010-08-09 11:13:36 +02:00
3db736f31d
corrected bugs in estimation of models with measurement errors
2010-08-06 17:54:56 +02:00
a0dc2ce4ee
SWZ: purging all intermediary files at the beginning of SWZ processing
2010-07-31 11:22:59 +02:00
201227ee0c
SWZ: added missing fclose() occurrences
2010-07-31 11:20:13 +02:00
15bd597f75
SWZ: adding missing fclose()
2010-07-30 23:08:00 +02:00
6b8dd7b89b
SWZ bug correction
2010-07-30 15:32:17 +02:00
61aca0c915
renamed csminwel() to csminwel1() to avoid name clash with a different version used in SWZ
2010-07-28 15:26:56 +02:00
abd558930e
add explicit error message for attempts to simulate a perfectly backward model
2010-07-23 11:02:03 +02:00
3d0420d220
corrected bug in dr1 when used for check of eigenvalues in a deterministic setup (simul and not stoch_simul)
2010-07-23 10:52:33 +02:00
42310f3825
swz: change default to use mex functions
2010-07-12 20:51:24 +02:00
ffaee8d4e9
SWZ: GPL copyright on code written by Dynare Team
2010-07-06 17:30:55 +02:00
e4de5c21a8
SWZ: misc code cleanup
2010-07-06 13:01:04 +02:00
1868cd7943
SWZ: replace exit with swzExit
2010-07-06 12:19:17 +02:00
7aeb61b0f8
SWZ: replace free with swzFree
2010-07-05 19:27:45 +02:00
bf38d85c04
SWZ: replace realloc with swzRealloc
2010-07-05 19:27:35 +02:00
571f430085
SWZ: replace calloc with swzCalloc
2010-07-05 19:27:21 +02:00
08f2b2b5c4
SWZ: replace malloc with swzMalloc
2010-07-05 18:40:19 +02:00
6a224e78a0
computes posterior distribution of conditional variance decomposition only if option conditional_variance_decomposition is specified in estimation
2010-06-26 15:51:12 +02:00
b400e97887
added missing initialization in kalman_smoother
2010-06-26 15:14:11 +02:00
c574544b16
adding a check to Metropolis Hasting initialization in order not to accept a penalized posterior value
2010-06-26 11:51:40 +02:00
be1e0f1b8a
Fixed bug for mode_compute=6 in Octave. Added an option to replace waitbar in matlab by
...
textbar (as in Octave). The user has to set options_.console_mode before the
estimation command. Cosmetic changes in gmhmaxlik (mode_compute=6).
2010-06-25 15:03:04 +02:00
bb47d78611
Fixed bug in Kalman filter routines + Cosmetic changes.
2010-06-24 18:20:07 +02:00
706b68e7ef
Do not build plots of the posterior IRFs with Octave.
2010-06-24 18:11:08 +02:00
3aaccc59e3
Changes related to the new interface for the dsge-var models.
2010-06-24 12:53:10 +02:00
2aba780744
Removed two empty lines.
2010-06-24 12:52:28 +02:00
cc4c63f4d0
Fixed bug introduced with the parallelization of PosteriorIRF.m.
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Changes related to the new interface for dsge-var models.
2010-06-24 12:49:27 +02:00
ed03fe89c9
Bug fix.
2010-06-24 12:41:52 +02:00
9b5df05804
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
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
a512b9b263
Bug fix. We don't have to check the convergence of the Kalman filter to its steady state if the
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covariance matrix F is singular.
2010-06-09 11:04:59 +02:00
1098fb4571
ramsey_policy: eliminating unnecessary leads and lags
2010-06-01 20:36:48 +02:00
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
9318856a4e
SWZ: finalize build system for MEX by adding a test for GSL
2010-06-01 15:33:45 +02:00
53443fbd01
SWZ: modification for Octave, whose 'mexPrintf' has 'void' return type
2010-06-01 15:23:16 +02:00
359b90d4fc
use __APPLE__ as opposed to passing a MACOSX flag via make
2010-06-01 14:08:00 +02:00
aa625cc046
produce consistent output
2010-06-01 11:18:56 +02:00
762e703692
Allow the user to pass a constant seed
2010-06-01 11:18:55 +02:00
478cfee0e4
modified sz_prd to work both with standalone files and with mex
2010-06-01 11:18:55 +02:00
72ea2cc07c
when printing to stdout, use printf and return val
2010-06-01 11:18:55 +02:00
358640ba4f
Mex files / modifications for mex
2010-06-01 11:18:55 +02:00
601c087baa
conform to ANSI-C (C90) standard (for -ansi flag under Linux)
2010-06-01 11:18:55 +02:00
341e6a2924
remove trailing whitespace and replace tabs with spaces
2010-06-01 11:18:55 +02:00
bd626b07f9
replace DOS ending with UNIX,
2010-06-01 11:18:55 +02:00
d265fcba2d
if FILE * is stdout, replace fprintf(FILE *, with printf
2010-06-01 11:18:54 +02:00
1bc7bf7fbb
make blas and lapack functions work with matlab
2010-06-01 11:18:54 +02:00
14a081c0f5
add swz_fprintf_err to handle printing to stderr
2010-06-01 11:18:54 +02:00
c955ae6242
replace 'fprintf(stdout,' with 'printf('
2010-06-01 11:18:54 +02:00
49cfafce92
prepare modifications for mex
2010-06-01 11:18:54 +02:00
24e5ef8404
moved matrix.h to swzmatrix.h because of conflict with matrix.h provided by Matlab
2010-06-01 11:18:54 +02:00
ac0f324d6f
build swz standalone executables only against gsl
2010-06-01 11:18:54 +02:00
e5705ef0bf
1) first fixes in synchronization of remote clusters under linux;
...
2) changes to header/comments
2010-05-31 11:57:19 +02:00
839b77d679
1) eliminated us of struct2local;
...
2) changes to header/comments.
2010-05-31 11:55:25 +02:00
55764e667f
1) eliminated use of struct2local;
...
2) changes to header/comments.
2010-05-31 11:54:22 +02:00
1021e43d47
1) eliminates use of struct2local;
...
2) changes to header
2010-05-31 11:52:38 +02:00
26a78ba595
1) eliminate use of struct2local;
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2) fix bug with iterations equal to B+1 (in place of B);
3) changes to header/comments
2010-05-31 11:51:56 +02:00
befe661f34
1) minor fix for number of runs == B (they were B+1);
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2) changes to header/comments
2010-05-31 11:50:48 +02:00
36903ee8e1
1) eliminated the use of struct2local;
...
2) better heading/comments
2010-05-31 11:49:24 +02:00
73c46ee9ce
Changes to header/comments.
2010-05-31 11:48:34 +02:00
88289ce751
1) eliminated use of struct2local;
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2) better header /commenting
2010-05-31 11:47:30 +02:00
e84c8dc1e0
Header/commenting changes
2010-05-31 11:46:38 +02:00
Sébastien Villemot
Marco Ratto
Houtan Bastani
Michel Juillard
George Perendia
Houtan Bastani
Ferhat Mihoubi
Pablo Winant
JUILLARD Michel
Stéphane Adjemian (Scylla)