sebastien
80b1e63cdc
preprocessor: implement third-order derivatives in USE_DLL mode
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3036 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-12 16:09:16 +00:00
ferhat
4268f2f7a6
topological sort implemented after the block decomposition for dynamic models
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3035 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 10:13:14 +00:00
ratto
afb0c75744
Avoid the use of inv.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3034 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:25:34 +00:00
ratto
6e25472ad9
1) save output plots;
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2) modified burnin_iteraton for pdraw0 in input;
3) minor changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3033 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:22:01 +00:00
ratto
173ce64d7e
1) added H to numerical derivative switch;
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2) added steady state derivatives in output;
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3032 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:20:32 +00:00
ratto
a2d9e2af1d
Display message when rank condition on J and H is always OK.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3031 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:19:19 +00:00
ratto
33f0f84f89
1) Added steady state to moments;
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2) use of oo_.dr.ys (always updated) in place of oo_.steady_state (not always updated).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3030 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:18:39 +00:00
ratto
54c6dbd708
Use of the JJ and H to compute condition number.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3029 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:17:34 +00:00
ratto
20a469cfcf
Fixed to allow truncated priors.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3028 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:10:52 +00:00
sebastien
9a673167f8
preprocessor:
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* fixed substitution of endogenous with leads >= 2: take into account exogenous with leads in non-linear terms
* fixed substitution of exogenous with leads: take into account other variables with leads in non-linear terms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3027 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 16:34:42 +00:00
sebastien
c84df1aace
preprocessor: in stochastic mode, create auxiliary variables for exogenous with non-zero lead/lag
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3026 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 14:07:13 +00:00
ferhat
f7d69ff58c
avoid useless iteration in simulation of simple equations
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3025 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 09:31:58 +00:00
michel
fb7ae67d09
v4.1: added trends to imcforecast
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3024 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:41:56 +00:00
michel
add652918e
added possibility to call user defined optimizing routine with mode_compute option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3023 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:40:49 +00:00
michel
ce5c510d06
v4.1: add provision for <modfile>_steady_state.m and auxiliary variables for leads on more than 1 period
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3022 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:37:23 +00:00
sebastien
ed5bad62c3
preprocessor: always trigger creation of *_dynamic.m file when "identification" is present
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3021 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 08:56:02 +00:00
houtanb
b765264621
fixes global oo_ declaration for steady state operator as discussed on 14 Sep
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3020 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 18:36:07 +00:00
sebastien
343e0b3c7d
Build system: refactored the build system for MEX files, using two sub-packages with their own configure scripts
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3019 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:22:19 +00:00
sebastien
bbc7e77648
korderpert: fix missing include for Cygwin with -mno-cygwin option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3018 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:20:19 +00:00
sebastien
bfc4420e81
dynare++:
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* fix the non-threaded mode
* use a more standard define to activate the POSIX threads mode
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3017 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:19:37 +00:00
sebastien
522de968d0
preprocessor: reverted useless changes from last commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3016 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:02:35 +00:00
ferhat
ece194b602
The local variables are implemented with byte code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3015 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 16:47:43 +00:00
michel
541129c1be
v4.1: adding add_auxiliary_variables_to_steadystate.m and code to adjust output of <fname>_steadystate.m for additional auxiliary variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3014 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 12:10:50 +00:00
sebastien
17ab13de01
Kordepert: minor fixes for MinGW
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3013 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 11:51:10 +00:00
michel
e1f4f5e924
4.1: added steady state to forecast
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3012 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 11:47:56 +00:00
michel
202be85f5f
4.1: added missing semi-colon
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3011 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 11:41:23 +00:00
sebastien
f9ccc49f14
Build system: use pdfetex instead of pdftex for sylvester.tex + other minor changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3010 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 10:29:54 +00:00
sebastien
1443f112bb
* Added back korderpert DLL to build system
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* Fixes to Dynare++ for special LAPACK/BLAS integers in MATLAB
* Fixes to korderpert DLL for cross-platform compatibility
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3009 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 10:23:49 +00:00
sebastien
fdaf7a9921
Build system: various minor fixes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3008 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 14:19:07 +00:00
sebastien
b2ca17bd35
Removed obsolete gensylv source tree
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3007 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 14:17:27 +00:00
sebastien
dde3f3795f
Build system:
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* Simplified the way we deal with various Octave/MATLAB contexts from MEX files:
- only three defines: MATLAB_MEX_FILE, MATLAB_VERSION (hex number) and OCTAVE_MEX_FILE
- one header for MEX files: dynmex.h
- headers for BLAS and LAPACK: dynblas.h and dynlapack.h (used from Dynare++ and the MEX files)
* Merged the two sources trees of sylvester library
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3006 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 14:17:02 +00:00
sebastien
834c6002f6
Build system: fix for Dynare++ with ctangle/cweb and dummy changelog issue
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3005 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 11:21:42 +00:00
sebastien
e173e94839
Removing low discrepancy sequence DLL (licensing problems)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3004 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 08:44:47 +00:00
sebastien
6f55900bb9
preprocessor: always compute the Dynamic hessian when "identification" keyword is present
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3003 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 08:03:40 +00:00
sebastien
97cb944831
preprocessor:
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* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process)
* Information about these variables is in structure M_.aux_vars
* Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 15:10:31 +00:00
ratto
081cdf3cb0
Cleaner comments of work in progress ...
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3001 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 13:28:47 +00:00
ratto
3ef53218b8
Impose always the same dimension for eigenvector matrix.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3000 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 07:18:27 +00:00
ratto
3739a7a6d8
Fixed bugs with new morris options!
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2999 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 16:40:46 +00:00
ratto
430088cf42
Always initialize oo_.dr with dynare_resolve!
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2998 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 16:24:14 +00:00
ratto
106a48dd8a
Modified morris options to allows analytic derivatives a la Iskrev.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2997 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 14:56:51 +00:00
ratto
4cb2692e7d
-) Delete old files;
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-) commented work in progress
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2996 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 13:00:54 +00:00
ratto
869d054174
New version with
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-) more complete data saving on disk;
-) new output arguments;
-) new plots.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2995 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:11:47 +00:00
ratto
863dee7acd
Bug fix for the case of perfectly orthogonal pairs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2994 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:10:31 +00:00
ratto
163d893e2e
Bug fixed with useautocorr
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2993 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:09:57 +00:00
ratto
a0c021ef0c
Use correlations to compute linear combinations weakly identified.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2992 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-29 07:09:18 +00:00
michel
643551ce22
preprocessor: symbol names that are also option names (alpha, beta, ...) are now case consistent
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2991 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 19:29:13 +00:00
sebastien
18a5146082
preprocessor, StaticDllModel: removed useless method
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2990 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 13:31:00 +00:00
michel
87e8cda64d
v4.1: corrected bug in shock_decomposition.m when lags on more than one period
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2989 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 12:55:44 +00:00
michel
ab512a39eb
dynare++: reverting last commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2988 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 11:41:07 +00:00
michel
b26a3a4d63
include matlab_versions_compatibility.h in dynare++ cblass.h
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2987 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-27 07:43:09 +00:00