Commit Graph

15 Commits (34208947c9f639adbd68beffa98ce343ca499c0f)

Author SHA1 Message Date
Sébastien Villemot 865ab47fa9
Provide block_trust_region MEX under solve_algo 13 and 14
- block trust region solver now available under solve_algo=13
  It is essentially the same as solve_algo=4, except that Jacobian by finite
  difference is not handled. A test file is added for that case
- block trust region solver with shortcut for equations that can be evaluated
  is now available under solve_algo=14 (in replacement of the pure-MATLAB solver)

Closes: Enterprise/dynare#3
2020-09-18 18:01:56 +02:00
Johannes Pfeifer f89c1b58d8 Add integration test for steady state parameter updating 2020-02-25 14:48:29 +01:00
Johannes Pfeifer 0c01c31491 Remove global variables from user-defined steady state files
M_ and options_ are now passed as an input; params is an output as in the _steadystate2.m files
2019-11-26 17:05:14 +01:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Johannes Pfeifer 1f0897005f Add mod.file lost in 6d048d8766 2015-07-21 10:02:34 +02:00
Johannes Pfeifer b159d4227c Fix wrong name of unit test in Makefile.am and make name more expressive 2015-07-20 21:17:44 +02:00
MichelJuillard e174f5f00a Merge pull request #726 from JohannesPfeifer/steady_linear
Prevent incorrect steady state from being accepted if model is not truly linear
2015-07-20 14:06:03 +02:00
Johannes Pfeifer aa4f38b60a Add unit test to filter out incorrectly accepted steady state 2015-06-08 18:10:57 +02:00
Johannes Pfeifer 0104f91f4b Replace initval blocks by steady_state_model blocks in fs2000 unit tests
Speeds up estimation
2015-06-07 17:11:39 +02:00
Sébastien Villemot a5be9dd845 Add trust-region nonlinear solver.
Closes #260
2014-02-04 17:56:27 +01:00
Sébastien Villemot cef35cd393 Fix function names 2012-06-13 11:09:27 +02:00
Sébastien Villemot 02efbd31a8 Convert files to Unix EOL 2012-06-08 19:10:19 +02:00
Michel Juillard 9425b36358 fixing problems related to auxiliary variables 2011-10-19 12:47:15 +02:00
Michel Juillard 0a3545f2af adding missing test files 2011-10-13 20:45:22 +02:00
Michel Juillard ee7078e56c factoring out steady-state computations; steady_state_model now
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00