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Author SHA1 Message Date
Johannes Pfeifer 8aad715183 det_cond_forecast.m: always set options_.qz_criterium 
Closes https://git.dynare.org/Dynare/dynare/issues/1701
 2020-02-02 14:15:01 +01:00
Sébastien Villemot 7e770f69e7
Remove workaround for errors in MEX files 
Because at some point throwing exceptions from MEX files (with mexErrMsgTxt())
was not working under Windows 64-bit, we had designed a workaround to avoid
using exceptions.

Most MEX files were returning an error code as their first (or sometimes last)
argument, and that code would have to be checked from the MATLAB code.

Since this workaround is no longer needed, this commit removes it. As a
consequence, the interface of many MEX files is modified.

For some background, see https://www.dynare.org/pipermail/dev/2010-September/000895.html
 2020-01-10 18:33:11 +01:00
Sébastien Villemot a95358accc Merge branch 'sim1' into 'master' 
sim1.m: provide missing function input to nested function

See merge request Dynare/dynare!1691
 2020-01-06 13:22:29 +00:00
Johannes Pfeifer 632c0a3943 sim1.m: provide missing function input to nested function 2020-01-06 09:06:18 +01:00
Sébastien Villemot 49dc997073
Global reindentation of MATLAB code (excluding submodules) 
Also convert to Unix end-of-lines, and remove trailing whitespaces.
 2019-12-20 16:30:27 +01:00
Sébastien Villemot efa6c6c682
“datafile” option of “perfect_foresight_setup” (and “simul”) now equivalent to “initval_file” 
Ref. #1663
 2019-12-19 14:58:54 +01:00
Michel Juillard d0247277f9 after check, oo_.dr isn't empty but oo_.dr.ghx + friends don't exist 2019-11-25 21:54:53 +01:00
Michel Juillard f6daa359b7 fix tolf and tolx options for sim1_purely_forward 2019-11-23 22:47:17 +01:00
Michel Juillard 2652cb0dd7 fix tolf and tolx options for sim1_purely_backward 2019-11-23 22:44:10 +01:00
Houtan Bastani 7712a02f02
add print and noprint option to perfect_foresight_solver. closes #1647 2019-09-12 14:50:14 +02:00
Houtan Bastani 3d6091b3a1
remove unused return arguments 2019-09-12 14:01:52 +02:00
Houtan Bastani e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197 2019-09-12 11:57:01 +02:00
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. 
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 
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 
- 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 
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 
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. 
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 
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 
(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
 2017-05-08 18:40:18 +02:00
Ferhat Mihoubi e248d8bf59 Fix memory and periods issues in bytecode 
(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 
Give more informations in case of NaN, Inf or non real variables.

Closes PR #1385.
 2017-03-22 14:04:35 +01:00