fe7c01675a
Changes related to the multithreaded mex files (part I).
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* Removed from build_matlab.m the compilation of mex files with openmp.
* Added build_matlab_multithread.m (where openmp is used if availabe).
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2549 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 11:01:55 +00:00
4a3baea105
v4.1: added check and penalty for complex steady state
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2548 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-02 13:40:56 +00:00
91fb6ee044
Use check (the second output of the steady state file) to pass a
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penalty defined in the steady state file.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2547 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-02 13:24:41 +00:00
9720af3354
4.1: model_diagnostics: added a test for singular Jacobian of the static model
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2546 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-02 13:22:41 +00:00
c9d422972d
Cosmetic change.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2544 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-01 10:08:03 +00:00
af9d1fbb6a
Bug fix. The DsgeSmoother was crashing when M_.exo_nbr=1. Added a new function that generalizes the matlab's squeeze
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function (the problem is that squeeze does not affect 2D arrays).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2543 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-01 10:04:53 +00:00
604f465992
trunk mjdgges.c: Octave doesn't define mwSignedIndex (but it does for mwSize and mwIndex...)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2541 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-31 08:58:57 +00:00
535274d3ad
trunk:
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- build_matlab.m: mwSignedIndex actually appeared in Matlab 7.3 (like mwSize and mwIndex)
- mjdgges.c: use a typedef instead of a #define for mwSignedIndex
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2540 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-31 08:49:36 +00:00
adc5d60e23
v4.1: fixed build_matlab.m and mjdgges.c for Matlab (7.8) r2009a
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added new macro NWSIGNEDINDEX_NOT_DEFINED (necessary in 64bit environments)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2539 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-30 20:13:22 +00:00
ec4cc46845
Bug fix. This version can be used in the estimated_params block.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2538 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-28 22:43:38 +00:00
4bbf29ac1b
trunk: removed some bashisms in Makefiles (merge needed)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2536 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 17:47:30 +00:00
448be1e6f2
Added new function. This function computes the mean of a prior
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distribution (gamma, inverse gamma 1 and 2, beta) given the mode and
the variance.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2535 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 17:28:32 +00:00
7735da1fb0
Changing tolerance check from 1e-12 to 1e-10
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2533 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 15:19:07 +00:00
f892795a54
trunk: fixed copyright headers in new files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2532 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 14:39:26 +00:00
d0664d3ed5
further update of tests: use stoch_simul instead estimation and have two versions: AIM and standard
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2531 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 09:23:16 +00:00
c22fd6b404
AIM Test Auxiliary file added
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2530 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 08:57:48 +00:00
17df02385e
Update of tests: use stoch_simul instead estimation and have two versions: AIM and standard
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2529 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 08:56:22 +00:00
f7e2d17635
new function
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2528 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 16:33:24 +00:00
bab59b7972
The block using bespoke eigs() is commented out because eigs() intermitently returns different rts
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2527 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 14:51:47 +00:00
db899b7f6b
adding oo_. in front of dr.ghx and dr.ghu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2526 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 11:19:20 +00:00
d542e8610c
v4.1: added functions for shock_decomposition consistent with smoother
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Dynare interface is missing
need to add mechanism for aggregating shocks
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2525 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 09:52:00 +00:00
9e2f1bdc70
v4.1: started a diagnostics routine that performs tests that are too expansive
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to run systematically
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2524 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 09:34:40 +00:00
558dd91156
v4.1: removed error when a variable isn't present at the current period in the model
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modified header
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2523 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 09:32:58 +00:00
ff473fedfd
v4.1: adding penalty when Jacobian is complex
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2522 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 09:03:08 +00:00
e2a0ecba86
v4.1 tests for AIM: modified for automatic verification
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2521 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-25 21:18:42 +00:00
6e633aad31
AIM tests auxiliary files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2520 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-25 16:46:11 +00:00
e1c13c256a
Test files for AIM that passed comparison of mjdgges and AIM dr.ghx and dr.ghu being equal down to near 0 differences on e-15
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2519 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-25 16:24:20 +00:00
b953c5cf31
trunk: removed useless global variable in sim1.m and simk.m (doesn't seem to affect performance)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2518 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-24 16:53:29 +00:00
5ee346e4fd
trunk: {load,save}_params_and_steady_state now use a text file for communicating (instead of a MAT-file)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2517 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-24 16:29:58 +00:00
7d854cec94
4.1: fixed problem in AIM implementation when some lagged variables are present in the model but with zero coefficient.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2516 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-24 13:28:45 +00:00
e9d3793891
4.1: replacing 'message' by msg and initializing it
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2510 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-23 09:30:59 +00:00
c198c52fbc
fix when k-step ahead predictions are stored, with k>1, and one-step-ahead predictions have to be filled in stock1.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2509 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-23 09:29:11 +00:00
67b89e7078
4.1: bug correction in Kalman smoother with missing observations
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2506 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-23 06:33:23 +00:00
4db8d566e3
Bug fix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2505 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-22 10:27:38 +00:00
be73652a97
If a dsge-var is estimated, the posterior IRFs are computed for all
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observed endogenous variables. Merge Needed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2503 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-21 22:36:18 +00:00
6732f6e235
4.1: fixing bug: ri is a now a column vector, not a matrix anymore. [Needs to be merged in 4.0]
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2501 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-21 18:07:45 +00:00
1021b83fbf
trunk manual:
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* updates to homotopy_setup, check, forecast, simul and stoch_simul (for the last one, order of variables in oo_.dr still needs to be fixed)
* various cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2496 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-20 18:34:30 +00:00
1654e8914b
Added void KordpDynare::ReorderBlocks
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a recursive, hierarchical block reordering of higher order, input model derivatives inc. Hessian
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2495 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-20 17:43:34 +00:00
21d2b919f0
trunk manual: added "notmpterms" option to preprocessor + added G. Anderson to list of contributors
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2492 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-20 14:27:47 +00:00
521557595c
trunk manual: updated synopsis and options for commands, up to and including "steady"
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2478 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-18 22:35:33 +00:00
c60e8ad6f2
partial update of manual
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2477 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-18 08:12:58 +00:00
5a564dbfbc
Update: adding storage of 2nd order derivative Hessian from <model>_dynamic in k_ord_dynare. Also, correction of handling DLL for windows in
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k_order_perturbation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2476 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-17 17:26:13 +00:00
1e017007d0
fixing problems in Linux DLL handling
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2475 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-17 07:58:01 +00:00
b1da38a542
Bug correction (reported by bigbigben).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2474 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-16 20:45:47 +00:00
860dca071a
v4.1: Removed debug flags. Added optimization flags. (=> Increase the
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speed of A_times_B_kronecker_C by a factor 2).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2473 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-15 22:30:00 +00:00
acee5581a9
v4.1: Cosmetic changes and more (set USE_OMP equal to one iff _OPENMP exists).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2472 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 22:51:50 +00:00
34f1a39428
v4.1: Parallelization of A_times_B_kronecker_C.cc using OpenMp if
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available. Due to incompabilities between the optimized MKL (blas)
library shipped with matlab and the free OpenMp library (libgomp), the dgemm
routine is replaced by nested loops.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2471 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 22:35:44 +00:00
f21969d7f7
latest changes for orders >1 as system was failing with exception in KOrder constructor complaining that the passed Model Derivatives container has
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no tensors of order higher than or equal 2. So I had to initialise those as empty within the container - BUT NOT SURE that is enough
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2470 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 13:32:24 +00:00
1b883df049
korderpert: correcting GCC 4.3 compatibility issue
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2469 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 12:48:57 +00:00
b4b2b2b01c
resurrecting k_ord_dynare.h deleted by mistake
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2468 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 12:48:12 +00:00
stepan
michel
sebastien
george
ratto