e371b1a94b
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
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The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.
Closes : #1093
2020-01-20 16:23:10 +01:00
c04c111d97
Merge branch 'rattoma/dynare-epilogue'
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Ref. !1688
2019-12-20 11:51:41 +01:00
996bdd6c64
New local_state_space_iteration_k MEX, for nonlinear filters at k-order
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It applies the approximated policy function to a set of particles, using
Dynare++ routines.
There is support for parallelization, using Dynare++ multithreading
model (itself based on C++11 threads; we don’t use OpenMP because it is
incompatible with MKL). For the time being, default to a single thread. This
should be later refined through empirical testing.
2019-12-20 11:31:56 +01:00
31c29d08c9
provisions for making shock decompositions for epilogue variables.
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In case the epilogue formula is non-linear, the non additive non-linear term is distributed proportionally to the size of the individual shock contribution.
It is triggered by new option with_epilogue, applicable to commands:
1) shock_decomposition, realtime_shock_decomposition,
where preprocessor should trigger
options_.shock_decomp.with_epilogue=true;
2) initial_condition_decomposition
where preprocessor should trigger
options_.initial_condition_decomp.with_epilogue=true;
2019-12-19 22:19:39 +01:00
9208bcf049
Modified harmonic mean: Transform hard-coded tolerance to parameter
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Closes https://git.dynare.org/Dynare/dynare/issues/1666
2019-12-12 11:49:57 +01:00
f2205ed4a1
add nograph option to plot_shock_decomposition
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In updating the preprocessor, also update call to plot_icforecast
2019-11-29 15:17:41 +01:00
4030169db9
k_order_perturbation MEX: number of threads is now configurable
2019-07-09 17:33:14 +02:00
7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable
2019-06-27 17:00:12 +02:00
0eab36e823
sparse_hessian_times_B_kronecker_C MEX: by default, use maximum parallelization
2019-06-27 14:34:09 +02:00
82cef48eb4
A_times_B_kronecker_C MEX: remove the OpenMP codepath
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Testing shows that it is slower than the BLAS path.
2019-06-25 17:26:14 +02:00
ee891948e0
Moved IntegrationAgorithm under options_.ep.stochastic
2019-04-18 18:03:57 +02:00
fa8ffbf3c3
fixed IntegrationAlgorithm ep option
2019-04-18 18:03:57 +02:00
774e60f04c
options_.risky_steadystate is an (undocumented) boolean value
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By the way, enable the option in example1_korder.mod (it does not work, but no
harm since it’s not in the testsuite).
2019-04-02 19:16:13 +02:00
89a3e94cbf
Use true/false instead of 1/0 for boolean options
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This is more elegant, and makes it easier to distinguish them from integer
options.
Also simplify test expressions for these boolean options.
2019-03-19 15:21:16 +01:00
8cb51e26e6
options_.instruments is now a cell array
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This fixes crashes under Octave (while MATLAB seems to accept array-indexing
with cell arrays).
2018-10-25 15:01:53 +02:00
2d321cb0e3
Increased default number of iterations in simplex.
2018-07-19 15:15:05 +02:00
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
4e79d12e53
move declaration of default values from global_initialization to a separate function
2018-05-28 14:07:32 +02:00
Sébastien Villemot
Marco Ratto
Johannes Pfeifer
Houtan Bastani
Stéphane Adjemian
Michel Juillard
Stéphane Adjemian(Charybdis)