0011678cb5
Changes by Ferhat:
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* fix options stack_solve_algo={2,3,4} (closes #68 )
* fix crashes for singular normalizations (closes #44 ) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 10:29:21 +00:00
3885bddd6d
trunk: implemented more efficient formulas for smoother
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3276 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-19 22:43:23 +00:00
2b5e551ad2
trunk: added error message for 2nd or 3rd order approximation of purely backward models (to be merged in 4.1)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3275 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-19 15:37:56 +00:00
f7ff186c63
trunk: fixed bug in sim1.m for options_.terminal_condition == 1 (to be merged in 4.1)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3274 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-19 15:25:19 +00:00
f9a7dfc5f4
Fix crash of rplot with models with no lags ( fixed #71 )
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3267 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 09:39:53 +00:00
982ffa4996
Detection of MEX files: avoid confusion with directories of the same name than MEX files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3263 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-17 14:20:14 +00:00
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
c01a3c134b
Reindented the reference manual (using Emacs' nXml mode, except for <programlisting> tags which are messed up by the autoindent)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3248 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 15:35:53 +00:00
aa23ed73e9
preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
9f57f73d74
4.1: shortcircuit simplified code for backward models when order > 1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3243 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-15 15:07:48 +00:00
28f5c66f5d
4.1: fixing bug in estimating backward models with loglinear option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3242 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-15 14:12:53 +00:00
0cf6180bb8
4.1: removed commented out code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3241 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-15 13:33:03 +00:00
cf77c3f245
* Fix USE_DLL option at order 2 ( closes #64 )
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* Added a corresponding test
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 11:06:29 +00:00
c5e0868db8
simultxdet.m: fixed bug when var_list is not equal to the set of all endogenous
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3234 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 09:17:55 +00:00
90f5ab741b
* Added number of particles (10;-) when calling monte_carlo_gaussian_particle_filter from particle/DsgeLiklihood.
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* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3233 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 22:25:56 +00:00
b8db5a23a1
latest version ; still buggy
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3232 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 17:12:49 +00:00
ae72c409d6
first try for particular filter
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3222 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 11:49:02 +00:00
74a8acc29c
4.1 adding instruments option to ramsey_policy; ramsey_policy can now use a *_steadystate.m file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 14:59:32 +00:00
728fb07d34
mjdgges.m: improve warning message
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3215 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 09:36:54 +00:00
20d4107493
qz/mjdgges.m: under Octave, warn users if some eigenvalues are > 1.0 but <= qz_criterium in modulus (Octave can't change the criterium)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3206 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 09:36:03 +00:00
cf933608d0
4.1: solution for QZ in Octave (to be tested)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3202 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 12:25:24 +00:00
c402bd8969
qz/mjdgges.m: fail under Octave, since Octave can't compute a complex QZ
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3201 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 11:34:54 +00:00
a5dad180ca
opt taken out
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3193 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-03 09:58:58 +00:00
95f36d5d68
yss error taken out
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3192 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-03 09:37:06 +00:00
aa6cf78250
Adding loglinear correction and the 2nd output argument for the 1st order as there must be 1+order output variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3191 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-03 08:14:10 +00:00
ee3ceb7db6
M-files and preprocessor:
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* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
59ca45e4f4
Removed last remnants of "ct_" global variable
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3187 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 16:30:56 +00:00
9d977e720b
SWZ: updating SWZ test file tests/swz/test1.mod
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removing useless function
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3184 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 14:05:41 +00:00
d37763635b
SWZ: adding identification/upper_cholesky.m
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cleaning up code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3183 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 13:52:52 +00:00
48dad3e37a
4.1: add preprocessor interface for k_order_solver
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rename use_k_order to k_order_solver in Matlab procedures
fix tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 19:54:45 +00:00
9a23cee31c
* Changed name of ct_ --> options_.terminal_condition. The default value is zero
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(the terminal condition is y_{T} = y^{\star}), other possible values
are 1 (terminal condition is y_{T+1}=y_{T}) and 2 (terminal
condition is y_{T+1}=TransitionMatrix*y_{T}, where TransitionMatrix
is given by the first order approximation of the reduced form model).
* Added mode options_.terminal_condition=2 in perfect_foresight_simulation.m.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3176 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 16:24:57 +00:00
d2b1765c48
v4.1: changing Matlab routines for results display and simulation at order = 3
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3173 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 21:05:16 +00:00
1820b3a4fb
v4.1: remove matlab/kordpert not need anymore
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3172 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 21:02:52 +00:00
a715408698
v4.1: Matlab routines for k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3171 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 21:01:40 +00:00
e8b6a04e97
* Cosmetic changes.
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* Do not compute B if not needed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3167 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 12:05:31 +00:00
a2cef7009d
Fixes for ticket #57
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preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"
M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 10:22:39 +00:00
6e8cc2e8db
forecast_graphs: force creation of subdirectory for storing graphs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3165 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 09:52:54 +00:00
5616f1f2a8
homotopy mode 2: replaced use of strtrim() by deblank(), for compatibility with older MATLAB
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3164 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-24 11:30:08 +00:00
dbff434fc1
dynare_config.m: reflect the fact that 64-bit DLLs need to be recompiled between 7.2 and 7.3
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3163 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-23 15:16:43 +00:00
c121d7a4d1
writedata.m: fail if using Octave or MATLAB 6.5, which don't have xlswrite
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3162 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-23 15:16:16 +00:00
edb717c1c9
4.1: factoring the code for Model Summary
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3161 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-22 16:51:36 +00:00
9262cf34d5
Fixed name of MEX for MATLAB directory (goes back to 6.5)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3156 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-17 19:01:59 +00:00
7e463facf6
* Increase size of homotopic steps if all goes well.
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* Break Newton loop if err is NaN or if err is increasing (save useless iterations).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3152 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-17 10:58:19 +00:00
55272c010e
* Cosmetic changes.
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* Added verbose mode.
* Changed the initialization of the homotopic mode.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3151 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-13 17:06:30 +00:00
c393fa92e4
Added homotopic steps on the size of the shocks.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3148 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-13 14:18:01 +00:00
7085060e82
parallelization system:
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* documented the functions masterParallel, fParallel and struct2local
* removed useless comments, and added some comments inside the code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3146 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-10 18:29:56 +00:00
d17b813c6b
Removed wrong executable property
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3142 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:01:59 +00:00
facc7311a8
Bug fix. Changed the call to the particle filter routine.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3139 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-08 13:47:12 +00:00
2063c0944f
* Removed simult_ and added local_state_space_iteration_2 (a specialized version of simult_).
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* Renamed gaussian_particle_filter.m. Changed the names of the variables in this file. The
gaussian nodes are not stored anymore in a big matrix.
* Added a function to compute the cholesky decomposition of a symetric semidefinite positive
matrix.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3138 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-08 13:46:05 +00:00
98ac3091c9
Added a vector of indices for the state variables in the restricted state vector (bayestopt_.mf0).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3132 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 14:03:50 +00:00
sebastien
michel
stepan
fred
george