Commit Graph

1957 Commits (2916aa7508ca1f298769f9ea68a1507f747105d8)

Author SHA1 Message Date
ferhat d19ccced9a - Complete implementation of feedback variables in dynamic model with sparse option
- Normalization of linear in endogenous variable equations 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2834 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 15:05:09 +00:00
sebastien 4ba6a505db Preprocessor: bugfixes to block_mfs option of steady
* sort recursive variables in topological order in the _static.m file
* collectEndogenous() returs type specific IDs, not symb_id!


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2833 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 14:22:40 +00:00
sebastien 1db8b0d277 Homotopy:
* fixed bug with Octave in modes 1 and 3
* enhanced tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2832 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 13:14:17 +00:00
george d448eb4e71 - adding assignment operator to PLUFact,
- refactoring class constructors from kalman loop and
- tidying up multInvRight in GeneralMatrix


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2831 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 11:38:57 +00:00
george 631c4f8794 Added multInvRight function and temporary matrix space for reducing constructor calls to GeneralMatrix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2830 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-09 17:16:12 +00:00
sebastien e8700bc046 Implemented MATLAB part of the block_mfs option to steady.
(Still need to fix a bug)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2829 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-09 16:35:07 +00:00
stepan a089e59f3c dynare/trunk::
+ Added a  new option for likinit=2 used to define  the numbers on the
initial diagonal Pstar matrix.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2828 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-09 15:41:11 +00:00
stepan a4d01dc31d dynare/trunk:: (dsge-var)
+ Added support for xls files.
+ Fixed a bug  appearing when the dafa file and the  mod files are not
in the same directory.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2827 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-09 15:03:11 +00:00
george c9d08951bf DsgeLikelihood_hh.m lik calculation compatibility and consistency changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2825 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-08 16:38:24 +00:00
george f4c3482acd P convergence likelihood bug fix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2824 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-08 12:20:21 +00:00
stepan 181b268699 + Do not plot likelihood and posterior density if cost_flag = 0, put a
red bullet on the abscissa instead.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2821 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-08 10:11:38 +00:00
sebastien 5495f0c6c0 Preprocessor, static model handling: added code to output M-file when in block+MFS mode
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2820 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 15:58:17 +00:00
george cbefd7ab41 Next stage refactoring of kalman.cpp to use dgemm and dgemv directly and bypass some of re-casting matrix constructors.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2819 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 15:42:12 +00:00
sebastien b0f252c2f4 Some restructurings in the preprocessor:
* StaticModel: dropped creation of C file in USE_DLL mode
* StaticModel: added computation of derivatives for block MFS mode
* DynamicModel: catch error codes of mkdir()
* ModelTree: moved "mode" member variable to DynamicModel
* ModFile::writeOutput(): moved manipulations relative to dynamic model file to DynamicModel


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2818 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 14:20:48 +00:00
ratto c8966e2452 plot posterior and lik-kernel with the correct sign (i.e. with a maximum shape).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2817 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 12:07:40 +00:00
sebastien 5779737c80 Build system: minor adjustments
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2816 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-06 21:11:11 +00:00
sebastien 4f271781fe Build system:
* updated autoconf tests for MATLAB, to make them work with recent versions of MATLAB
* added autoconf test for Dynare++ source tree
* incorporated these tests in the configure script


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2815 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-06 17:01:12 +00:00
sebastien 27a884f9a1 Build system: adding M4 macros from package m-config 4.0 for testing MATLAB from configure
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2814 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-06 13:57:43 +00:00
stepan 3692d5f99b + Added missing semicolon.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2813 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-06 12:34:57 +00:00
sebastien 479f3340f7 Preprocessor: various minor changes, including
* moved some declarations from ExprNode.hh to BlockTriangular.hh to which they conceptually belong
* replaced non standard boolean operators (and, or, not) by standard ones (&&, ||, !)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2812 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-06 10:36:36 +00:00
sebastien 1cde972d91 Preprocessor: changes to code for chain rule derivation
* fixed a bug in the handling of VariableNode: we now make a copy of the recursive_variables map, instead of modifying that of the caller
* factorized code shared with standard derivation
* various minor cleanups


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2811 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-06 09:34:21 +00:00
michel 05189497a5 changed handling of nonstationary variables:
- oo_.mean, oo_.var, oo_.gamma_y contains all selected variables
- moments of non-stationary variables are set to NaN
options_.Schur_vec_tolerance lowered to 10^-11


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2810 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-04 14:11:51 +00:00
george 80921e4042 Adding kalmanlib.def to avoid some spurious linking errors
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2809 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 12:51:30 +00:00
george 9277cb44ff Refactoring kalman.cpp to use dgemm more directly and bypass some of re-casting matrix constructors.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2808 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 12:45:55 +00:00
sebastien e9a4e5e18f Workaround for Octave 3.2.0:
In Octave 3.2.0, the which() function doesn't accept filenames, but accepts function names.
This bug will be fixed in Octave 3.2.1, but this workaround solves the issue.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2807 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 10:36:11 +00:00
sebastien 37745150b5 Fixed header of dsge_posterior_kernel.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2806 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 10:22:22 +00:00
sebastien 4e9b23363a Reorganized the way we deal with functions which exist under only some versions of MATLAB and/or some versions of Octave:
* Created a directory matlab/missing to store them under subdirectories
* Add the needed subdirectories to the path from dynare_config.m
* Moved content of matlab/matlab/ and matlab/octave/ to matlab/missing/*/
* matlab/missing/ordeig/ordeig.m: new name of matlab/my_ordeig
* matlab/missing/ordschur/ordschur.m: fake replacement, displays an error message
* Removed old matlab/matlab/ and matlab/octave/ directories


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2805 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 10:20:42 +00:00
sebastien ff54854507 Build system: added missing targets in clean rules
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2804 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 08:26:35 +00:00
sebastien 30ba893514 Reference manual: updated synopsis for optim_weights, osr, osr_params, planner_objective, ramsey_policy, dynare_sensitivity, rplot, dynatype, dynasave
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2803 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-02 16:54:19 +00:00
sebastien db382f1f6f Changes to the write_latex_{static,dynamic}_model:
* fixed bug in the dynamic version (was putting time subscripts to parameters)
* changed symbol for multiplication to a space (was a dot)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2802 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-02 14:51:14 +00:00
sebastien fbff270180 * Added BVAR a la sims examples in Octave testsuite
* Switched BVAR example data to M-file instead of XLS


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2801 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-01 13:23:28 +00:00
sebastien 5b06ad8ae5 Fixed bug with bvar_forecast under Octave (mkdir doesn't have the implicit "-p" option)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2800 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-01 13:17:44 +00:00
george 84cb23d172 TPT' QTSQTt.f90 performance test standalone routines
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2799 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 19:48:40 +00:00
sebastien 62f6368a19 trunk preprocessor: added new option "block_mfs" to "steady"
* normalizes the static model
* computes its block decomposition, using topological order
* for each block, computes minimum feedback set of variables
* at this stage, only produces text output (no change in the computation of steady state)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2798 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 15:07:09 +00:00
sebastien 1f22698295 trunk preprocessor: various minor changes in MinimumFeedbackSet.{cc,hh}
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2797 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 14:43:59 +00:00
george 7174c5f3ce Fixing changes in passing hessian from mex/dll as sparse instead full matrix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2796 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 09:57:23 +00:00
george c0808c9ae9 Fixing changes in passing hessian from mex/dll as sparse instead full matrix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2795 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 07:33:40 +00:00
sebastien a05fa888b0 trunk preprocessor: M_.NNZDerivatives is now a column vector instead of a matrix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2794 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-29 10:52:57 +00:00
sebastien e7c9ec55e9 trunk preprocessor: fixed bug with sparse Hessian and USE_DLL
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2793 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-29 09:27:09 +00:00
sebastien bbd756220c trunk preprocessor: output the number of non-zero derivatives in main M-file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2792 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-26 13:57:07 +00:00
stepan d6fe54dc18 + Bug fixes related to the computation of prior (and posterior) moments.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2791 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-26 10:21:30 +00:00
michel 53b0cf6306 k_order_perturbation: proposition of modification to integrate change to the storing of Hessian with option USE_DLL
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2790 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 14:35:28 +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
sebastien 0e0cdc5006 trunk: added ramsey policy example to testsuite
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2788 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 10:02:14 +00:00
sebastien 14eea65483 trunk preprocessor:
* for 2nd and 3rd derivatives of static and dynamic model, create the sparse matrices in a more efficient way (thanks to Pablo Winant for suggesting this and providing a patch)
* this breaks USE_DLL option at order 2
* fixed bug when hessian or 3rd deriv. matrix was all zero: the matrix was not constructed at all, leading to crashes in Matlab code


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2787 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 09:56:41 +00:00
stepan 5f8de6f142 + Added error messages related to the output of the steadystate file.
+ Removed options_ from print_info.m
+ Removed some useless initializations of options_'s fields.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2786 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 08:30:27 +00:00
sebastien 0612cd8ebe trunk preprocessor: fixed logical and operator (thanks to Pablo Winant for pointing this out)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2785 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 07:35:08 +00:00
george 10994498ea Adding 2nd version of QTV - QTV_1.f90 and the associated test cpp file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2784 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-24 15:36:55 +00:00
sebastien 1c57c3129c trunk doc: updated macroprocessor slides
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2783 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-24 12:51:58 +00:00
george 66c571d67a Update and new test routines for testing QT performance. The lapse execution time is measured as difference between the unix date after and before the run. For correct results, supply a tab-delimited file containing the transpose of the QT
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2782 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-24 12:50:08 +00:00