Sébastien Villemot
f8af21819e
Simplify the interface to perfect_foresight_problem MEX
2019-07-09 14:33:17 +02:00
Sébastien Villemot
2ad6b31d76
Option endogenous_terminal_period is only available for stack_solve_algo=0
2019-07-04 18:37:27 +02:00
Sébastien Villemot
7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable
2019-06-27 17:00:12 +02:00
Sébastien Villemot
5b591fac42
New perfect_foresight_problem MEX file
...
It constructs the stacked residuals and jacobian of the perfect foresight
problem.
It is an almost perfect replacement for the perfect_foresight_problem.m
routine, while being much more efficient.
Note however that the DLL never return complex numbers (it instead puts NaNs at
the place where there would have been complex). This may create problems for
some MOD files; the algorithms will need to be adapted to use a more
line-search method.
2019-06-24 17:53:59 +02:00
Sébastien Villemot
aedc9fb2e4
Bugfix: perfect_foresight_setup safety check does not correctly index M_.lead_lag_incidence
2019-06-18 17:01:06 +02:00
Sébastien Villemot
5a36d57b90
Perfect foresight: remove unused nnzJ argument in several stacked problem functions
2019-05-13 18:33:26 +02:00
Sébastien Villemot
088826a332
Perfect foresight: remove useless model evaluation
2019-05-13 18:33:26 +02:00
Stéphane Adjemian (Charybdis)
64dc44740b
Efficiency change.
2019-04-26 16:20:45 +02:00
Stéphane Adjemian (Charybdis)
99edfc52ed
Removed unused routine.
2019-04-26 15:55:48 +02:00
Stéphane Adjemian (Charybdis)
24cc67e585
Ensure that all perfect foresight solvers work with periods=1.
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See #1205 and #1176 .
2019-04-26 15:55:48 +02:00
Houtan Bastani
ce97e51aec
small fixes
2019-03-06 14:01:29 +01:00
Houtan Bastani
c94401ea66
remove spurious semicolon
2019-01-02 18:00:21 +01:00
Houtan Bastani
42ad1a85ba
remove unnecessary find in statement
2019-01-02 17:56:45 +01:00
Houtan Bastani
24eb3bcb34
remove unnecessary brackets from strings
2019-01-02 17:56:35 +01:00
Sébastien Villemot
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
Sébastien Villemot
d03cc56587
solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
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The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
Sébastien Villemot
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
Sébastien Villemot
79484607a7
Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
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Complete the fix started in 8913791ff0
.
Change the test case to prevent regressions.
2018-06-07 16:14:02 +02:00
Michel Juillard
8913791ff0
fixes bug for solve_algo = 10 and lags on exogenous variables
2018-06-07 12:21:58 +02:00
Johannes Pfeifer
224ccb7bab
sim1_linear.m: change hard-coded tolerance to option
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The tolerance for the steady state check should depend on the accuracy of the steady state computation
2018-02-07 18:42:12 +01:00
Stéphane Adjemian (Scylla)
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
Houtan Bastani
a51fef393a
aesthetic fix
2017-08-30 17:44:41 +02:00
Stéphane Adjemian (Scylla)
5429821719
Fixed incomplete commit 1a4257ac4b
.
2017-08-16 23:29:15 +02:00
Stéphane Adjemian (Scylla)
131a68ea6f
Provide more informations if expected shocks are declared after the terminal period.
2017-08-16 16:43:43 +02:00
Stéphane Adjemian (Scylla)
10047feee5
Test if shocks are declared.
...
Fixes bug introduced in 97b894a1cd
, if no shocks
are declared (for instance if the user is interested in the transition to the
steady state).
2017-08-16 16:04:15 +02:00
Johannes Pfeifer
97b894a1cd
Provide meaningful error message if oo_.exo_simul is larger than options_.periods
2017-08-16 16:00:55 +02:00
Stéphane Adjemian (Scylla)
1a4257ac4b
Efficiency change.
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Reduced the size of the unnecessary large array for the exogenous variables
introduced in 57fd56c90a
.
2017-08-16 15:44:00 +02:00
Johannes Pfeifer
57fd56c90a
sim1_linear.m: Fix evaluation of dynamic model at deterministic steady state
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Did not correctly account for exogenous variables being potentially present with leads and lags
2017-08-01 11:04:46 +02:00
Stéphane Adjemian (Charybdis)
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis)
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis)
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis)
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis)
5ef2d650b2
Fixed function name in header.
2017-05-16 13:24:46 +02:00
Ferhat Mihoubi
981e31c8c3
Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
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(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
Ferhat Mihoubi
e248d8bf59
Fix memory and periods issues in bytecode
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(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
Houtan Bastani
b3fa669717
bug fix introduced in 234aaacf92
2017-03-24 17:13:03 +01:00
Marco Ratto
234aaacf92
factorized display of critical values.
2017-03-23 00:08:05 +01:00
Stéphane Adjemian (Charybdis)
ee2c30fd97
Partialm cherry-pick of 28e95d817a181f758dab595d6a14de0ff348bed5
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Give more informations in case of NaN, Inf or non real variables.
Closes PR #1385 .
2017-03-22 14:04:35 +01:00
Johannes Pfeifer
1c070f536a
Add headers to various functions
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
8f689ce8d2
Correct header of perfect-foresight-models/perfect_foresight_mcp_problem.m
2016-08-23 17:28:41 +02:00
Michel Juillard
22f49971bc
fixing bug in mcp model setup
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makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
Michel Juillard
0ce2834281
extended path: fixed boundaries for linear problem
2016-05-31 12:10:12 +02:00
Michel Juillard
c14125d585
PATH: fixing bugs
2016-05-31 12:10:12 +02:00
Michel Juillard
d106b20b69
perfect foresight: set boundaries with PATH
2016-05-31 12:10:12 +02:00
Michel Juillard
c159dff19c
adding hook for PATH solver
2016-05-31 12:10:12 +02:00
Stéphane Adjemian (Charybdis)
dfbad0404d
Fixed crash in sim1_linear when periods=1.
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Closes #1176 .
2016-05-26 22:19:36 +02:00
Stéphane Adjemian (Charybdis)
fb4dfc6da6
Fixed typo.
2016-05-24 22:32:02 +02:00
Michel Juillard
28c0c92ae8
fixing typos
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(cherry picked from commit 86995a3bd478a3dc02919424aeb77e2a550a84c5)
2016-05-24 17:57:26 +02:00
Stéphane Adjemian (Hermes)
be0f6230ad
Cosmetic changes.
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- Use a switch-case block.
- Added a warning when the user tries to solve a linear(ized) model
with solve_algo different from 0 (for a linear model).
- Added an error message if the user try to solve a linearized model
with stack_solve_algo=6 (not implemented).
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
1815eb8e56
Code factorization.
2016-05-24 17:26:06 +02:00