3ebf824f3f
simul_static_model: use the sparse representation of the static model
2024-02-07 13:57:22 +01:00
Stéphane Adjemian (Ryûk)
4982ce06b4
Remove unnecessary square brackets.
2023-12-18 10:49:49 +01:00
Stéphane Adjemian (Ryûk)
735bd66d4d
Remove unused output arguments.
2023-12-18 07:48:27 +01:00
c3268c0279
Move various functions from main matlab folder to subfolders
2023-12-14 18:29:04 +01:00
b3ce518433
Further naming consistency improvements
2023-10-25 11:22:50 +02:00
879d92fbf8
Move many functions towards consistent naming
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Related to #1776
2023-10-24 22:21:15 +02:00
e65662151f
Eliminate set_dynare_seed.m calls with globals
2023-09-28 17:00:21 +02:00
9b86dd4c33
bug: simul_backward_model_init.m: fix error message
2023-09-25 17:17:37 +02:00
d386bb9f76
Cholesky decomposition: only add to diagonal if really necessary
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Closes #1891
2023-06-23 11:26:14 -04:00
Stéphane Adjemian (Ryûk)
15027db136
Add missing initialization.
2023-05-11 15:59:38 +02:00
91fa8d079e
calibrateresiduals: use the sparse representation of the dynamic model
2023-04-13 17:24:47 +02:00
7e1c25d775
backward_model_inversion: use the sparse representation of the dynamic file
2023-04-13 15:51:09 +02:00
ed75e4c176
dynamic_backward_model_for_inversion: turn into a local function of backward_model_inversion
2023-04-13 15:47:43 +02:00
66b648157f
Purely backward models simulation: use the sparse representation of the dynamic file
2023-04-13 15:47:43 +02:00
Stéphane Adjemian (Ryûk)
4f3a0df884
Do not overwrite solve_algo option.
2023-04-12 09:53:46 +02:00
Stéphane Adjemian (Ryûk)
51ffe77fb7
Add error flag (new output) to simul_backward_model routine.
2023-04-05 11:09:59 +02:00
Stéphane Adjemian (Ryûk)
7583790851
Improve error message.
2023-03-09 11:25:04 +01:00
d574705b4a
Design and performance improvement to solve_algo={12,14}
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Use the new time-recursive block decomposition computed by the preprocessor
for:
- the simulation of backward models with “simul_backward”
- the perfect foresight simulation of purely backward/forward/static models
Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it
minimizes the set of feedback variables and tries to renormalize equations).
This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus
an ad hoc identification of some equations that can be evaluated (those with a
LHS equal to a variable, the log of a variable, or the diff-log of a variable).
By the way, the block_trust_region MEX has been modified so that it accepts a
boolean argument to decide whether it performs a Dulmage-Mendelsohn
decomposition (if not, then it performs a simple trust region on the whole
nonlinear system).
This provides a significant performance improvement (of almost an order of
magnitude for solve_algo=14 on a 700 equations model).
2022-11-30 14:47:57 +01:00
73ca68e052
model_inversion: Header cosmetics
2022-09-15 10:16:05 +02:00
Stéphane Adjemian (Charybdis)
584e661fff
Ensure that the ordering of the exogenous variables is correct...
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in model inversion routines.
2022-06-17 17:48:00 +02:00
Stéphane Adjemian (Charybdis)
4d646ba30b
Fix evaluation of the dynamic model.
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Call the wrapper instead of the dynamic routine.
2022-04-19 19:15:21 +02:00
Stéphane Adjemian (Charybdis)
63224ed45d
Bug fix (display of problematic equations).
2022-04-19 16:33:29 +02:00
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
Stéphane Adjemian (Ryûk)
b09e91ff55
Add routine description in headers.
2022-04-10 21:22:51 +02:00
Stéphane Adjemian (Charybdis)
f1aff2b370
Remove calls to dbstack in dynare_solve.
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Adding three input parameters for maxit, tolf and tolx.
Closes #1841 .
2022-04-10 20:29:57 +02:00
Stéphane Adjemian (Ryûk)
23a72d7aaa
Use dynare_solve to simulate purely forward deterministic models.
2022-04-10 09:39:28 +02:00
Stéphane Adjemian (Ryûk)
ef2bb4e669
Return and use errorcode from dynare_solve.
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Note that the interpretation of the error code depends on the nonlinear solver.
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
882091cc97
Return more info about nonlinear solver failures (solve1).
2022-03-03 22:30:38 +01:00
Stéphane Adjemian (Ryûk)
e815fb2901
Display exitflag returned by fsolve.
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When the Newton fails in the simulation of backward models.
2022-03-03 18:19:33 +01:00
Stéphane Adjemian (Ryûk)
e6592b3943
Display more info if Newton fails in backward model simulations.
2022-03-03 16:57:59 +01:00
Stéphane Adjemian (Ryûk)
7ee124bbba
Fix bug.
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Return the paths for the endogenous only before the nonlinear solver crash.
2022-03-03 10:57:40 +01:00
Stéphane Adjemian (Charybdis)
90ae54a6ff
Translate to English.
2022-03-03 09:35:30 +01:00
Stéphane Adjemian (Charybdis)
9d1e07a2e4
Fix headers.
2022-03-03 09:35:30 +01:00
Stéphane Adjemian (Charybdis)
1d916b1fe2
Bug fix.
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[skip ci]
2022-01-27 11:07:09 +01:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Stéphane Adjemian (Charybdis)
27ee801a67
Add specialized version of sim1 for static models.
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Also add an integration test and fix homotopy error message.
2021-05-28 14:11:34 +02:00
Stéphane Adjemian (Charybdis)
8683790927
Throw error if solve_algo={12,14} is used without JSON output.
2021-04-08 20:31:40 +02:00
7bbe67748b
simul_backward: Octave compatibility fix
2021-02-02 17:02:04 +01:00
f662c17c5d
shock_decomposition_backward: Octave compatibility fix
2021-01-27 18:25:27 +01:00
d52a35889c
shock_decomposition_backward: workaround for bug in MATLAB ≤ R2019a
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Ref. dseries#45
2021-01-27 18:25:27 +01:00
4c2b906962
Add routine for shock decomposition of backward models
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Closes : Enterprise/dynare#2
2020-09-18 17:40:45 +02:00
Stéphane Adjemian (Charybdis)
04b0e8aaa1
Bug fix related to missing aux variables if fourth argument is empty.
2020-05-26 17:43:07 +02:00
Stéphane Adjemian (Charybdis)
84ec142463
Return paths for the exogenous variables.
2020-04-09 10:40:46 +02:00
Stéphane Adjemian (Charybdis)
f8bb514632
Return paths for all the endogenous variables if fourth argument is empty.
2020-04-08 17:59:23 +02:00
43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise
2020-03-27 16:28:41 +01:00
Stéphane Adjemian (Charybdis)
6ffbda470e
Use merge instead of horcat.
2020-03-13 17:44:35 +01:00
Stéphane Adjemian (Charybdis)
4bd775948e
Allow empty argument.
2020-03-13 17:44:09 +01:00
Stéphane Adjemian (Charybdis)
492b0fffea
Cosmetic change.
2020-03-11 12:34:21 +01:00
Stéphane Adjemian (Charybdis)
864d4c25c7
Updated simulation routine for nonlinear backward models.
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Changes necessary for the latest patches on dynare_solve (solve_algo={12,14}).
2020-02-27 22:58:19 +01:00
Stéphane Adjemian (Charybdis)
84e7d4bd3d
Adapted code to use solve_algo={12,14}.
2020-02-20 13:12:16 +01:00
Sébastien Villemot
Stéphane Adjemian (Ryûk)
Johannes Pfeifer