1. 30 Jul, 2020 1 commit
  2. 20 Dec, 2019 1 commit
    • Sébastien Villemot's avatar
      New local_state_space_iteration_k MEX, for nonlinear filters at k-order · 996bdd6c
      Sébastien Villemot authored and Stéphane Adjemian's avatar Stéphane Adjemian committed
      It applies the approximated policy function to a set of particles, using
      Dynare++ routines.
      
      There is support for parallelization, using Dynare++ multithreading
      model (itself based on C++11 threads; we don’t use OpenMP because it is
      incompatible with MKL). For the time being, default to a single thread. This
      should be later refined through empirical testing.
      996bdd6c
  3. 26 Nov, 2019 1 commit
    • Sébastien Villemot's avatar
      Build system: by default, error out if some dependency is missing · 8065e9d4
      Sébastien Villemot authored
      In particular, if either MATLAB or Octave is missing, one needs to pass either
      --disable-matlab or --disable-octave.
      
      Moreover, several new configure flags have been introduced for disabling some
      components:
      --disable-doc
      --disable-dynare++
      --disable-mex-dynare++
      --disable-mex-ms-sbvar
      --disable-mex-kalman-steady-state
      8065e9d4
  4. 27 Jun, 2019 1 commit
  5. 24 Jun, 2019 1 commit
    • Sébastien Villemot's avatar
      New perfect_foresight_problem MEX file · 5b591fac
      Sébastien Villemot authored
      It constructs the stacked residuals and jacobian of the perfect foresight
      problem.
      
      It is an almost perfect replacement for the perfect_foresight_problem.m
      routine, while being much more efficient.
      
      Note however that the DLL never return complex numbers (it instead puts NaNs at
      the place where there would have been complex). This may create problems for
      some MOD files; the algorithms will need to be adapted to use a more
      line-search method.
      5b591fac
  6. 12 Nov, 2018 1 commit
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