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73 Commits (0011678cb5e7ed5f7a72507f11ee5884fd1db4c8)

Author SHA1 Message Date
michel 2b5e551ad2 trunk: added error message for 2nd or 3rd order approximation of purely backward models (to be merged in 4.1) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3275 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-19 15:37:56 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
michel 9f57f73d74 4.1: shortcircuit simplified code for backward models when order > 1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3243 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-15 15:07:48 +00:00
michel 28f5c66f5d 4.1: fixing bug in estimating backward models with loglinear option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3242 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-15 14:12:53 +00:00
michel 0cf6180bb8 4.1: removed commented out code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3241 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-15 13:33:03 +00:00
sebastien cf77c3f245 * Fix USE_DLL option at order 2 (closes #64) 
* 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
michel 74a8acc29c 4.1 adding instruments option to ramsey_policy; ramsey_policy can now use a *_steadystate.m file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-10 14:59:32 +00:00
michel 48dad3e37a 4.1: add preprocessor interface for k_order_solver 
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
michel a715408698 v4.1: Matlab routines for k_order_perturbation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3171 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-29 21:01:40 +00:00
sebastien a2cef7009d Fixes for ticket #57 
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
sebastien aa6ff983a9 AIM solver: 
* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:44:56 +00:00
michel 6eba462caa v4.1: fixing bug in 2nd order approximation when there are no variable appearing in the model at some intermediary lead or lag 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2984 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 20:06:28 +00:00
sebastien 8c143e29fc trunk dr1.m: removed workaround for USE_DLL (no longer needed, since USE_DLL is now broken at order 2) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2789 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 12:13:42 +00:00
stepan 271b16a879 + Moved the definition of dr_.qz_criterium from dr1.m to global_initialization.m. 
+ dr1.m: Removed useless field declarations in dr1.m.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2748 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 15:06:21 +00:00
michel 057e9b157a 4.1: renamed functions ramsey_static. -> dyn_ramsey_static_.m 
ramsey_dynamic. -> dyn_ramsey_dynamic_.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2630 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-25 08:42:29 +00:00
sebastien db2bcba968 trunk: reverted r2572 changeset 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2601 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-18 14:07:57 +00:00
sebastien c00e5ac992 trunk: fixed bug with USE_DLL and second order (Hessian matrix was not sparse) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2572 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 10:07:37 +00:00
george c497540e06 correction for hessian: the one from compiled <mod>_dynamic.dll is not sparse but 
the one from the matlab version <mod>_dynamic.m is so we sparse it anyway to be able to pass it to sparse_hessian_times_B_kronecker_C


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2564 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 12:50:40 +00:00
michel 558dd91156 v4.1: removed error when a variable isn't present at the current period in the model 
modified header


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2523 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:32:58 +00:00
michel ff473fedfd v4.1: adding penalty when Jacobian is complex 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2522 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:03:08 +00:00
stepan 52458e94ff v4.1:: Removed the test for complex matrices E and D. Added a test for 
complex numbers in the jacobian matrix.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2432 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-19 17:49:28 +00:00
stepan 5f02e69a67 v4.1:: Added a test for complex numbers in matrices E and D before the 
call to mjdgges.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2430 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-19 15:37:55 +00:00
michel d44ee7fe6d corrected bug for backward models with lags on more than one period 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2311 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 16:17:23 +00:00
adjemian 7ab0fab21c Added missing semi colon. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2012 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-01 11:19:04 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 12:40:33 +00:00
george 827261166c Added use of G Anderson AIM - see Readme.txt in the new AIM subdirectory. 
DR1 tries to invoke AIM if options_.useAIM == 1 is set.
for start, options_.useAIM = 0 is set by default in global_initialization.m so that system uses mjdgges by default. 
If AIM is to be used, options_.useAIM = 1 needs to be set either in the model <>.mod file, before invoking, estimate and/or stoch_simul, or by issuing appropriate command for estimate and/or stoch_simul. 

However, if other exceptions occur and aimcode is higher than 5, the system resets options_.useAIM = 0 tries to use mjdgges instead.

GP July '08

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1967 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-28 09:53:36 +00:00
adjemian b99a83d1be Moved use_qzdiv in options_ (defined in global_initialization.m), so that we do not have to test the mjdgges file and define use_qzdiv each time dr1.m is called. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1940 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-08 14:29:11 +00:00
sebastien e9be36f6ad v4 octave: fixed a problem with infinite eigenvalues in dr1.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1926 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-04 09:57:01 +00:00
michel d0b87d6c32 corrections to optimal policy code required by making M_, options_, oo_ and it_ local 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1914 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 07:42:50 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-24 18:20:48 +00:00
adjemian 2dab221499 Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1881 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-19 09:45:28 +00:00
sebastien 75fb140b5c v4 matlab+preprocessor: 
* removed global variables from "static" and "dynamic" files (in standard and USE_DLL modes only)
* added extra arguments when those functions are called from M-files


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1859 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-06 14:01:02 +00:00
adjemian e85af5dc11 Added a dynare configuration routine and bug corrections. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1826 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-16 08:18:37 +00:00
michel ee8b3fee5e v4: removed use of ordqz and reinstated 2007b/mjdgges.mexw32 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1619 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-18 19:59:10 +00:00
michel 4043406781 v4 dr1.m: added use of options_.qz_criterium with ordqz. Important for models with unit root 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1544 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-07 15:59:43 +00:00
michel 0eb81a979a v4: uses Matlab ordqz instead of mjdgges if it exist. Makes mjdgges.mexw32/a64 redundant in mex/2007b 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1542 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-05 17:30:12 +00:00
assia 01f0f35314 header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1507 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-20 16:30:56 +00:00
adjemian 13241ddc68 Removed useless conditions. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1499 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-19 18:04:05 +00:00
adjemian 47a3549a81 Deleted call to different versions of gensylv. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1497 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-19 17:00:01 +00:00
michel 22247c809f v4: correcting bug with deterministic exogenous variables in stochastic models 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1485 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-11 15:41:48 +00:00
michel 5a7379091d v4 dr.m: changed the test for identifying operating system 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1480 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-07 13:23:57 +00:00
michel 1e226a9783 v4 dr1: corrected typo in 'computer == 'PCWIN' 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1479 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-07 13:20:33 +00:00
michel b5669458e6 v4: under Windows, kronecker dlls are only available for version 2007b 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1478 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-06 20:12:20 +00:00
adjemian 7823073f6c Added calls to mex files in dr1 + Correction of bugs. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1470 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-02 21:18:10 +00:00
michel 7152bfb6e5 call gensylv75() for Matlab release 2007b 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1435 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-31 14:52:11 +00:00
adjemian 14e1a06d06 Bug correction (Second order solution for big models). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1432 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-17 14:55:17 +00:00
adjemian f5f4ecea26 Bug correction (Second order solution for big models) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1431 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-17 13:58:59 +00:00
michel b9c7cff8fb v4: ramsey_dynamic.m bug correction; 
dr1.m: save jacobian on options_.debug == 1

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1168 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-30 15:50:22 +00:00
michel 4afa566652 v4 dr1.m: bug correction in unrolling kron 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1150 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-11 09:22:22 +00:00
michel 7417d18014 v4 dr1.m: bug correction to kron unrolling 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1144 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-08 11:00:02 +00:00