Stéphane Adjemian (Ryûk)
4982ce06b4
Remove unnecessary square brackets.
2023-12-18 10:49:49 +01:00
f6adb1d9ad
Bytecode: safer handling of block= option
2023-11-02 16:51:02 +01:00
0561200f1c
Implement even more naming consistency
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Mostly removes M for M_
2023-10-25 17:29:55 +02:00
04ea0d0659
Fix comment
2023-10-24 17:36:53 +02:00
e4a4d2d8e6
Bytecode MEX: get M_ and options_ through input arguments rather than as global variables
2023-10-11 18:50:32 -04:00
dafe3fbdb2
evaluate_steady_state.m: do not require second solver call if debug is requested
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All output has already been computed before
2023-09-19 12:52:52 +02:00
68ff5c4110
evaluate_steady_state.m: Filter out small complex residuals
2023-09-19 12:52:49 +02:00
6747f2130e
Perfect foresight: fix illegal memory read with bytecode + endval_steady
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The exogenous steady state vector was passed as a row-vector to
evaluate_steady_state, thus leading to an incorrectly-sized matrix passed to
bytecode when checking the steady state on the dynamic model (when different
from the static model).
2023-09-01 14:52:57 +02:00
d5a3a8e16a
Various improvements to perfect foresight homotopy
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– new option “endval_steady” to pf_setup command to recompute terminal
steady state in the homotopy loop
– new options “homotopy_linearization_fallback” and
“homotopy_marginal_linearization_fallback” to pf_solver and pfwee_solver
commands, to get an approximate solution when homotopy fails to go to 100%
– new options “homotopy_initial_step_size”, “homotopy_min_step_size”,
“homotopy_step_size_increase_success_count” and “homotopy_max_completion_share”
to pf_solver and pfwee_solver commands to fine tune the homotopy behaviour
– removed option “homotopy_alt_starting_point” to pf_solver command, not really
useful
– new options “steady_solve_algo”, “steady_tolf”, “steady_tolx”,
“steady_maxit”, “steady_markowitz” to pf_solver and pfwee_solver commands, to
control the computation of the terminal steady state (and remove the
equivalent options which previously had different names in pfwee_solver command)
2023-06-21 15:58:23 +02:00
30c17ad346
🐛 Steady state: wrong value of maxit was used for some block/bytecode cases
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It was using the value of maxit for perfect foresight simulations.
2023-06-15 15:37:48 +02:00
c7b4ea40f8
🐛 Steady state computation: fix crash if bytecode (without block) does not find a solution
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ys was uninitialized and it would crash further down in the function.
2023-06-15 15:37:48 +02:00
73ae1ac8ce
evaluate_steady_state: minor simplification
2023-06-12 19:18:44 +02:00
37870e4a40
evaluate_steady_state: accept exogenous steady state as argument instead of whole oo_ structure
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This is a move towards a more functional programming style.
2023-06-07 17:58:19 +02:00
7722e8e36b
Perfect foresight: inner functions no longer return a modified oo_
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They now only return what’s really their output (simulated paths, maximum
residual error…). This is a move towards a more functional programming style.
2023-06-06 18:13:10 +02:00
0c17d656e1
🐛 Steady state computation could fail with block+bytecode+mfs>0
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The Jacobian used for solving a block was not square if there were recursive
variables.
2023-04-20 13:39:26 +02:00
ffe6eb4d40
Preprocessor: overhaul of M_ fields counting Ramsey/discretionary orig endos/eqs
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– new fields: M_.ramsey_orig_{eq,endo}_nbr
– drop M_.ramsey_eq_nbr and M_.orig_eq_nbr
– new field: M_.discretionary_orig_eq_nbr
2023-03-29 14:33:01 +02:00
6bddbca01d
bytecode_steadystate: turn into a local function of evaluate_steady_state
2023-02-17 22:01:25 -05:00
cfaf5a685d
Preprocessor: actually obey the “mfs” option for the static model
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As a consequence, fix steady state computation when mfs > 0.
2023-01-17 19:08:32 +01:00
8aabdaee9c
Consolidate functions for solving steady state with block and/or bytecode
2023-01-17 15:25:47 +01:00
8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter
2023-01-13 16:57:49 +01:00
3c55aa57e1
Use sparse representation for evaluating the static model
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We also take advantage of the fact that the non-block version is always
available next to the block one, so when we are only interested in the residual
as a whole, we simplify by using the non-block version.
2023-01-10 16:21:44 +01:00
3fbab4cbe0
Provisions for solving steady state with MCP-tag
2022-09-12 17:18:16 +02:00
77d6782cb4
evaluate_steady_state.m: check whether planner_discount is actually set for ramsey
2022-06-27 11:17:15 +02:00
0b32ad5b51
Merge branch 'ramsey_steady' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2022
2022-04-29 17:44:28 +02:00
418a8ebb5f
Drop steady_.m which is only a thin wrapper around evaluate_steady_state
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As a consequence, move the sanity checks inside evaluate_steady_state, where
they make more sense.
2022-04-29 15:14:43 +02:00
21004adf03
evaluate_steady_state.m: correctly account for presence of auxiliary variables potentially depending on Lagrange multipliers
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Otherwise error message due to NaN may be thrown out due to them non having been set. Closes https://git.dynare.org/Dynare/preprocessor/-/issues/94
2022-04-28 21:49:05 +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)
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
b966e5eb7a
evaluate_steady_state.m: do not check auxiliary initial values if they haven't been set
2021-12-19 11:39:24 +01:00
741772d514
evaluate_steady_state.m: correctly condition debugging info on existence of objects from steady state file
2021-12-10 09:05:55 +01:00
91aa1f940f
Forbid the “block” option with “ramsey_model”/“ramsey_policy”
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The current implementation needs the Jacobian of the full model, which is not
provided by the block-decomposed routines.
Closes : #1823
2021-11-23 17:40:02 +01:00
9a32720ac0
evaluate_steady_state.m: allow debugging of Ramsey equations
2021-11-05 12:22:43 +01:00
8e063f0c33
evaluate_steady_state.m: fix missed transition to cell array
2021-10-25 16:44:12 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
7e9a87c313
evaluate_steady_state.m: small simplification
2020-12-07 16:25:01 +01:00
1c0d1409ea
Fix the use of [static]/[dynamic] equations with the “block” option
2020-12-07 16:24:13 +01:00
7e770f69e7
Remove workaround for errors in MEX files
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Because at some point throwing exceptions from MEX files (with mexErrMsgTxt())
was not working under Windows 64-bit, we had designed a workaround to avoid
using exceptions.
Most MEX files were returning an error code as their first (or sometimes last)
argument, and that code would have to be checked from the MATLAB code.
Since this workaround is no longer needed, this commit removes it. As a
consequence, the interface of many MEX files is modified.
For some background, see https://www.dynare.org/pipermail/dev/2010-September/000895.html
2020-01-10 18:33:11 +01:00
89a3e94cbf
Use true/false instead of 1/0 for boolean options
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This is more elegant, and makes it easier to distinguish them from integer
options.
Also simplify test expressions for these boolean options.
2019-03-19 15:21:16 +01:00
c16c2fb894
evaluate_steady_state.m: consistently use params
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Prevents erroneously relying on stale parameters from M.params (thanks to Tom Holden); closes #1627
2018-11-14 16:01:55 +01:00
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
8cb51e26e6
options_.instruments is now a cell array
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This fixes crashes under Octave (while MATLAB seems to accept array-indexing
with cell arrays).
2018-10-25 15:01:53 +02:00
7685a0ccda
Octave compatibility fix
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Now that the set_auxiliary_variables file is in a "+" directory, Octave fails
at str2func if the file does not exist.
2018-07-13 17:22:27 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
718ff3d61c
preprocessor: only create *set_auxiliary_variables.m file if there will be something in it. Closes #1384
2017-08-29 14:44:52 +02:00
bd81ebc55d
evaluate_steady_state: simplify check: the only time this variable is used both of these conditions hold
2017-08-29 11:51:45 +02:00
c063fe1843
Fix two line breaks
2017-06-11 10:58:19 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Ryûk)
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Scylla)
Houtan Bastani