9149a9ca88
trunk mex/sources/build_matlab.m:
...
* activate -largeArrayDims option for PCWIN64 platform
* some code factorization
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2287 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-04 15:45:55 +00:00
76d79b295d
adding instructions for PCWIN64
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2286 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 20:58:34 +00:00
2493322c84
Update: Compiles and links but does not work yet
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2285 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 19:22:48 +00:00
9961492f46
trunk manual: updated section for model keyword
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2284 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 18:03:41 +00:00
a6bd42218c
diminished tolerance in computation of steady state for linear models. This corrects a bug in estimation of constants in linear models.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2283 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 10:12:52 +00:00
bf65cb4f10
various bug fixes for filter and smoother with missing observations
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2282 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 07:30:26 +00:00
5bf9ed894c
removing dynare_m.exe from SVN
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2281 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 07:29:48 +00:00
26ae037863
- factorization of simulation methods for static m-file
...
- correction of bugs in resid.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2280 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-02 21:29:43 +00:00
e0a8365ec8
An update, still work to do
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2279 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-02 15:25:04 +00:00
706651641f
adding missing data smoother + small corrections
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2278 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-01 12:50:53 +00:00
6a1c5fbd70
adding report at the end of Lagrange multipliers elimination
...
testing shows a mistake in the procedure
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2277 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-01 12:49:17 +00:00
1b7171a11a
update OSR
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2275 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 17:34:21 +00:00
eba6164cae
fixing bugs around missing observations and starting to add smoother with missing observations
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2274 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 17:31:37 +00:00
dd73be5b7b
added arguments passed to child functions
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2273 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 17:29:12 +00:00
0a50d6033d
trunk preprocessor: removed obsolete global variables
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2272 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 14:40:51 +00:00
ffd02d7f4a
trunk windows package: updated README.txt for Octave/Windows VC++ 3.0.3
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2271 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 10:17:05 +00:00
ad9ac0a311
trunk preprocessor: compilation fix for Linux/Unix systems
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2270 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-24 10:55:37 +00:00
3221d038e4
trunk manual: improvements to expressions and model command
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2267 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-21 18:21:57 +00:00
23de7b250a
- factorization of simulation methods in dynamic m-file
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2266 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-21 17:40:52 +00:00
3026575522
v4.1: Bug correction related to the mh_recover mode (needs more tests).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2264 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-20 09:12:12 +00:00
ca0e886204
Update - not yet working
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2260 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-17 17:00:54 +00:00
5fe4ebb670
trunk preprocessor: added missing headers in IncidenceMatrix.cc (otherwise fails to compile with gcc 4.3)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2259 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-17 09:10:38 +00:00
0b0f0704c4
Correction of few bugs in IncidenceMatrix, BlockTriangular and ModelTree
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2258 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-16 18:02:52 +00:00
af27f63392
- separated file for the IncidenceMatrix class
...
- List of incidence matrix handled with a map instead of a chained list
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2257 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-14 20:12:59 +00:00
cacbc4a606
trunk manual:
...
* jumped to 4.0.2 version number
* created an introduction chapter with "what's dynare?" and (still empty) "changes since version 3" sections
* created an "installation and configuration" chapter out of old material
* created a new "expressions" section, describing valid expressions
* use <trademark class="registered"> when citing Matlab and Windows
* use <filename class="extension"> when talking about the ".mod" file
* moved "dsample" and "periods" at the end of the "model" chapter
* removed "markovitz" and "cutoff" (we'll wait till Dynare 4.1)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2256 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-14 17:43:09 +00:00
f904a1a19d
- new Incidence_Matrix class
...
- lead and lag on exogenous variables
- corrections in dr1_sparse and dr11_sparse
- minor corrections in simulate
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-14 16:07:47 +00:00
a02e66e12c
Updated the call to set_prior with M_ and options_ inputs
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2254 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-12 13:13:24 +00:00
1160ea9161
Interface update, not yet complete
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2241 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-06 10:14:13 +00:00
b65e92c11d
trunk:
...
* fixed displaying of subtitles when HP filter is present
* fail if HP filter required on empirical simulations (not yet implemented)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2237 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-04 11:00:54 +00:00
0601e50341
trunk preprocessor: fail if order > 1 given for ramsey_policy
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2236 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-04 10:52:06 +00:00
e0fecf369e
trunk: fixed preprocessor crash when there is an unexpected end of file
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2234 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-04 09:14:58 +00:00
6a3b09c2b4
trunk preprocessor: fixed bug when both "simul" and "periods" options are given to stoch_simul
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2232 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-03 16:35:40 +00:00
00d46f89f9
v4.1: Added calls to new kalman filter routines.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2231 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:46:16 +00:00
6929164339
v4.1: Added univariate approach for the diffuse kalman filter (with correlated measurement errors).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2230 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:38:34 +00:00
8bbc105fba
trunk preprocessor: for better compliance with C standard:
...
* replaced all occurrences of "exit(-1)" by "exit(EXIT_FAILURE)"
* return EXIT_SUCCESS at the end of main()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2229 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:33:16 +00:00
23b2ac039c
trunk preprocessor:
...
* added "notmpterms" to usage notice
* fail when unknown option is given
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2227 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:19:56 +00:00
342f32b59c
trunk preprocessor: added option "notmpterms" to dynare command, for disabling temporary terms in static and dynamic files
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2226 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 15:10:51 +00:00
6eadbe0005
v4.1: Added univariate approach of the diffuse kalman filter (missing observations and uncorrelated
...
measurement errors are allowed).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2225 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-29 14:18:18 +00:00
b79ae91dbf
trunk: merged r2221 from 4.0 branch (debian changelog entry for 4.0.2)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2223 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-28 14:12:14 +00:00
3d410b9b8b
v4.1: corrected DsgeSmoother.m for unobserved trends
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2219 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 19:47:22 +00:00
fbeab98711
v4.1 Added calls to new diffuse kalman filter routines (when kalman_algo==3).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2217 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 17:24:10 +00:00
5618fea33b
v4.1: Added two routines for diffuse kalman filtering (with or without missing observations).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2216 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 17:12:44 +00:00
76000f99e4
v4.1: Added a new version of DsgeLikelihood.m (to be used for tests).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2215 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 17:08:20 +00:00
42e69283cb
v4.1: Cosmetic changes + Added call to univariate kalman filter routine when F is singular and different
...
from zero.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2214 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-27 17:04:10 +00:00
ae0c71bfd9
correcting bugs in Kalman Smoother
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2198 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-26 20:10:58 +00:00
0e125f541e
adding tests for kalman smoother
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2197 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-26 20:03:48 +00:00
7c6ed357b6
Bugs correction in check command with sparse option in model command
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2196 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 16:35:06 +00:00
dcc37a681a
v4.1: Correction of the previous commit.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2192 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 15:38:34 +00:00
b1e1ab4853
v4.1: Bug correction related to Laplace approximation of the data marginal density.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2191 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 15:12:35 +00:00
986ac3e1e7
v4.1: Added test files for the new kalman filter routines.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2190 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 10:02:58 +00:00
sebastien
michel
george
ferhat
adjemian
ratto