Commit Graph

1957 Commits (2916aa7508ca1f298769f9ea68a1507f747105d8)

Author SHA1 Message Date
sebastien 5f247b32c4 CheckPath.m: give more informative error message when trying to create a subdirectory, when a file with the same name already exists
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3037 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-12 16:32:10 +00:00
sebastien 80b1e63cdc preprocessor: implement third-order derivatives in USE_DLL mode
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
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.
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;
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;
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.
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;
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.
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.
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:
* 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
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
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
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
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
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
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
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
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
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++:
* 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
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
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
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
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
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
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
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
* 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
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
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:
* 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
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)
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
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:
* 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 ...
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.
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!
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!
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.
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;
-) 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
-) 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
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
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.
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
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
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
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
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2988 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 11:41:07 +00:00