Commit Graph

4539 Commits (06f74c4603d37d6729ea133766311b6e48ed2ee3)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) ac05826ef0 Test that the names of the variables contained in the dseries objects are different. 2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis) 1ed0ccff6f Test that dseries are not empty. 2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis) 03250208c0 Test that each dseries object contains only one variable. 2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis) 0096611b06 Added the possibility to use parameters in a from-to-do statement. 2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis) 95d613c53d Cosmetic change. 2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis) 14819abb5f Added specialized code for static models. 2014-06-11 12:22:33 +02:00
Stéphane Adjemian (Charybdis) 65968bb134 Use new leadlagtable's columns introduced in d0708fcb2c978c7ae47aa8ab7cbdf6f2b162c123 (usefull for sparse dynamic models). 2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis) f8203911c8 Added two columns to leadlagtable cell array (vectors of lag/lead orders). 2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis) b858aed1c0 Various optimizations and cosmetic changes. 2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis) 35645540e5 Bug fix. Wrong number of lines for time member if n<freq. 2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis) adda8b6b09 Another speed improvement for @dates/colon method (vectorized code, removed loop around add_periods_to_date routine). 2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis) 8587674317 Removed call to ismember. Test if to_id or do_id are empty instead. 2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis) cf43c90347 Improve speed of @dates/colon method (added specialized version of add_periods_to_array_of_dates -> add_periods_to_date). 2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis) cf86c8f721 Improve speed of comparison methods (lt, gt, le and ge) for @dates class. 2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis) 84caf6d35f Improve speed of @dates/colon method. 2014-06-11 12:22:32 +02:00
Stéphane Adjemian (Charybdis) 6aee567382 Save empty dates and dseries objects in memory (base workspace) instead of disk (faster). Added an initialization mode for dates and dseries constructor. The following commands:
dates('initialization');
dseries('initialization');

create variables emptydatesobject and emptydseriesobject in base workspace.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Charybdis) 0206792c12 Save empty dates and dseries objects on disk (in dynareroot), to reduce the time needed to instantiate new objects. 2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla) f5e2fda22a Code optimization. Removed manipulations of dseries objects in the
main loop.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla) 6dc0748de5 Added tests on the recursive expression to be evaluated (the endogeous variable
canot depend on its current level or its future level).
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla) 507b56a055 Added lead/lag incidence table. Also check that the ranges of the
dseries objects appearing in the recursive expression are compatible
with the range of the loop.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla) 59a787f47f Check that the initial and terminal dates are in the ranges of the
dseries objects involved in the recursive expression.
2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla) 61d6276d47 Added comments. 2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla) e16e05a50d Removed the loop for building the recursive expression to be evaluated. 2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla) 4da4623c94 Fixed typo in comments. 2014-06-11 12:22:31 +02:00
Stéphane Adjemian (Scylla) 27587e1ea5 Factorized code for the displayed error messages. 2014-06-11 12:22:30 +02:00
Stéphane Adjemian (Scylla) 4fd4436013 Fixed case sensitivity issue with respect to TO and DO keywords. 2014-06-11 12:22:30 +02:00
Stéphane Adjemian (Scylla) 4dad18b222 Added new function from.
Allows the follwing syntax

FROM d1 TO d2 DO y(t)=f(y(t-1),e(t),e(t+1),e(t-1))

where d1 and d2 are @dates objects (d1<d2), y is a @dseries object
defined over d1-1:d2, and e is a @dseries object defined over
d1-1:d2+1.
2014-06-11 12:22:30 +02:00
Houtan Bastani 1958a7b5df reporting: fix shading on Linux 2014-06-10 15:48:49 +02:00
Houtan Bastani f755a32745 reporting: align graphs based on axis not axis labels 2014-06-10 10:15:24 +02:00
Houtan Bastani 9258aecba0 reporting: add options to control y axis label 2014-06-10 10:15:15 +02:00
Houtan Bastani f101009d0d reporting: change default multiplication operator for graph precision 2014-06-09 11:47:23 +02:00
Sébastien Villemot 1a4df2fedf Merge pull request #659 from JohannesPfeifer/steady_fix
Fix size of NaN vector returned so that resid.m does not crash
2014-06-04 16:59:14 +02:00
Stéphane Adjemian (Charybdis) a9e8dbb752 Merge branch 'master' into use-dynSeries 2014-06-02 16:12:05 +02:00
Michel Juillard 381b0426e3 adding missing file for perfect foresight 2014-05-28 09:32:44 +02:00
Michel Juillard 979c1af53b perfect foresight with lmmcp: removed display of iterations 2014-05-28 09:23:10 +02:00
Johannes Pfeifer 616dad634a Fix size of NaN vector returned so that resid.m does not crash 2014-05-26 16:16:22 +02:00
Stéphane Adjemian (Charybdis) 45d7f15c94 Cosmetic. Deleted trailing white spaces. 2014-05-23 18:16:11 +02:00
Stéphane Adjemian (Charybdis) 78e5fafb07 Updated header. 2014-05-23 18:14:46 +02:00
Stéphane Adjemian (Charybdis) bc7f834241 Added missing flag for unitary test. 2014-05-23 18:14:26 +02:00
Stéphane Adjemian (Charybdis) 56de3979c2 Removed compute_corr routine. 2014-05-23 18:12:43 +02:00
Stéphane Adjemian (Charybdis) 2ee4d62570 Added routine to compute centered marginal moments of order n (possibly with missing observations). 2014-05-23 18:10:59 +02:00
Houtan Bastani 9229a35e71 reporting: add new Paragraph class 2014-05-23 18:10:44 +02:00
Stéphane Adjemian (Charybdis) b2c28530ea Renamed compute_stdv as nanvariance (computes variances instead of standard deviations). 2014-05-23 18:06:32 +02:00
Stéphane Adjemian (Charybdis) bdd7b8aacc Rewrote compute_acov and renamed it as nanautocovariance. 2014-05-23 15:07:46 +02:00
Stéphane Adjemian (Charybdis) dd223e41f5 Rewrote compute_cova and renamed it nancovariance. Added a new routine to test if an array contain at least one NaN. 2014-05-22 19:27:14 +02:00
Houtan Bastani 0f61ae941a reporting: make zerotol work for both graphs and reports 2014-05-22 19:03:25 +02:00
Houtan Bastani bc2274e08a reporting: fix display 2014-05-22 19:03:25 +02:00
Houtan Bastani 1282f12bdc reporting: add new option graphShowInLegend to addSeries 2014-05-22 19:03:20 +02:00
Houtan Bastani 529e779b68 reporting: bug fix for graphHline 2014-05-22 17:03:52 +02:00
Houtan Bastani 4731ee4a89 reporting: bug fix for when a series doesn’t have a data option passed to it 2014-05-22 16:41:43 +02:00
Stéphane Adjemian (Charybdis) 06d1f66242 Fix initialization of the fields in options_.dataset + Cosmetic changes. 2014-05-21 16:47:58 +02:00
Houtan Bastani 41548df963 reporting: replace isa(*,’dseries’) with isdseries() 2014-05-20 14:51:46 +02:00
Houtan Bastani 1435cc5096 reporting: replace isa(*,’dates’) with isdates() 2014-05-20 14:51:41 +02:00
Houtan Bastani afe925cd30 reporting: clean up writeSeriesForGraph.m 2014-05-20 14:39:50 +02:00
Houtan Bastani b0386575d6 reporting: change vline to accept only one dates 2014-05-20 14:38:02 +02:00
Houtan Bastani 0247faa9ed reporting: support horizontal lines 2014-05-20 14:25:01 +02:00
Houtan Bastani d470ef16ca reporting: support vertical lines 2014-05-20 14:17:24 +02:00
Houtan Bastani 106879c46e reporting: add new background layer 2014-05-20 14:16:52 +02:00
Houtan Bastani 7ef1efcd58 reporting: add missing semicolon 2014-05-19 17:52:24 +02:00
Houtan Bastani 2569a0e259 reporting: remove instances of deprecated function strmatch 2014-05-19 17:49:52 +02:00
Houtan Bastani 2434bfa097 reporting: remove unused variable 2014-05-19 17:27:47 +02:00
Houtan Bastani c9a26263d4 reporting: allow vspaces when section is not complete (implies that section is over) 2014-05-19 17:22:29 +02:00
Stéphane Adjemian (Charybdis) 9586f1e516 Fixed bug.Variable available_extensions is a cell array. 2014-05-19 16:42:50 +02:00
Houtan Bastani 0f34cf2029 add missing semicolon 2014-05-19 16:31:37 +02:00
Houtan Bastani 264110835d reporting: add miscTikzAxisOptions option to addGraph 2014-05-19 15:57:43 +02:00
Houtan Bastani eb63ef0267 reporting: add miscTikzPictureOptions option to addGraph 2014-05-19 15:57:43 +02:00
Houtan Bastani c7b2889034 reporting: allow for miscellaneous PGFPlots options to the addPlot command 2014-05-19 15:57:37 +02:00
Houtan Bastani ae1c12f482 reporting: add option ‘graphLegendName’ to addSeries 2014-05-19 12:29:54 +02:00
Michel Juillard 214610be1e updating lmmcp.m from RECS 2014-05-18 21:49:52 +02:00
Michel Juillard 1d9aee20f2 perfect_foresight_solver: fixing bugs 2014-05-18 21:49:52 +02:00
Michel Juillard 2c5eb9814b made lmmcp compatible with Octave 2014-05-18 21:49:52 +02:00
Michel Juillard f65b563e2d lmmcp: removed ineffective changes 2014-05-18 21:49:52 +02:00
Michel Juillard 385485c314 adding mixed complementarity conditions in perfect foresight solver 2014-05-18 21:49:52 +02:00
Michel Juillard 2f84a4809c using a substitute for strsplit() 2014-05-18 21:49:52 +02:00
Michel Juillard 653e275de3 updating dynare_config 2014-05-18 21:49:52 +02:00
Michel Juillard a7ec5c7258 extended_path: adding missing files 2014-05-18 21:49:52 +02:00
Michel Juillard a39d94409f adding lmmcp as solver for extended path 2014-05-18 21:49:52 +02:00
Michel Juillard 5425245ec1 adding lmmcp 2014-05-18 21:49:52 +02:00
Stéphane Adjemian (Charybdis) f054428318 Merge branch 'master' into bitbucket-use-dynSeries 2014-05-18 09:13:09 +02:00
Houtan Bastani e6b7a5b74a reporting: fix spacing between sections 2014-05-16 16:59:56 +02:00
Houtan Bastani 3af8ab90bb reporting: bug fix 2014-05-16 16:43:45 +02:00
Houtan Bastani 3516dd5989 reporting: simplify check 2014-05-16 16:35:18 +02:00
Houtan Bastani 35e56bad72 Add back function that was erroneously removed 2014-05-16 15:29:54 +02:00
Houtan Bastani d4972e988f reporting: fix bug when data option is passed to addGraph 2014-05-16 15:00:43 +02:00
Michel Juillard 23134353e3 extended_path: update tests models; correct bugs introduced in
previous commit
2014-05-12 14:17:19 +02:00
Sébastien Villemot 979101fa55 sim1: when there are NaNs/Infs, raise a warning rather than an error.
Otherwise the homotopy procedure can fail prematurely.

Thanks to Tom Holden for the suggestion.
2014-05-12 12:15:16 +02:00
Michel Juillard 26f2b301b0 make extended path algorithm 1 as a self contained problem usable by dynare_solve 2014-05-12 10:18:43 +02:00
Michel Juillard c3efb214ef Merge changes to extended path 2014-05-12 09:43:49 +02:00
Michel Juillard add594ab7e updating extended_path 2014-05-12 09:40:12 +02:00
Michel Juillard b5ca118bfb trust_region: replace a loop with a matrix expression 2014-05-11 14:44:44 +02:00
Michel Juillard 72950de0a0 solve1: initialize fjac only if it needs to be computed numerically. 2014-05-11 14:44:06 +02:00
Michel Juillard 1de2c67e76 Merge branch 'master' into ep 2014-05-10 10:15:39 +02:00
Sébastien Villemot e8ac5da9ea Fix trust region on entire model. 2014-05-09 15:33:26 +02:00
Michel Juillard 15b44eda25 Merge branch 'master' into ep 2014-05-09 10:02:05 +02:00
Michel Juillard 57ae7d7fd9 adding solve_algo=9: using trust_region algorithm on the entire model 2014-05-07 21:25:10 +02:00
Michel Juillard a6106f07c7 making solve1.m robust to sparse Jacobian 2014-05-07 21:12:56 +02:00
Michel Juillard fad9aa6846 removing debugging printing 2014-05-07 14:23:31 +02:00
Michel Juillard 58ba964bb7 trust_region/dogleg: fixing sign error 2014-05-07 13:34:59 +02:00
Sébastien Villemot c3544553ab Merge pull request #650 from JohannesPfeifer/parameter_diagnostics
Adds test whether all parameters are set to model_diagnostics.m
2014-05-07 12:27:07 +02:00
Johannes Pfeifer d44825723b Adds test whether all parameters are set to model_diagnostics.m 2014-05-07 10:49:50 +02:00