Commit Graph

8096 Commits (392486273e29a3a5617c6f0580231c0bb7163fd8)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 392486273e Fixed bug (options_.optim_opt is now initialized as an empty array). 2015-02-26 08:43:30 +01:00
Houtan Bastani e7bffae503 doc: add new @#include syntax 2015-02-25 09:10:45 +01:00
Houtan Bastani 03532ae3a1 macroprocessor: fix memory leak 2015-02-25 09:03:48 +01:00
Stéphane Adjemian (Charybdis) 0bb413e8fa Merge branch 'experimental-optimizers' 2015-02-24 20:44:39 +01:00
Stéphane Adjemian (Charybdis) 83981125c9 Added missing routine and fixed licence header. 2015-02-24 20:42:19 +01:00
Stéphane Adjemian (Charybdis) 5ef340b8cf Rewrote gmhmaxlik routine (mode_compute==6). 2015-02-24 20:34:35 +01:00
Houtan Bastani e19f03b420 replace reporting code with submodule. closes #811 2015-02-24 16:38:36 +01:00
Houtan Bastani 2809afaa11 macroprocessor: add support for passing macro values to @#include statement, closes #848 2015-02-24 14:43:19 +01:00
Stéphane Adjemian (Charybdis) fac1d206ab Use new wrapper for optimization algorithms when maximizing the prior density. 2015-02-23 18:26:34 +01:00
Stéphane Adjemian (Charybdis) bd39ff34f6 Fixed bug in get_prior_info routine.
lb and ub (lower and upper bounds for the priors) are no more fields of
bayestopt_ structure.
2015-02-23 18:24:57 +01:00
Houtan Bastani 59c8fe4319 test system: rename ramsey.mod as ramsey_.mod to avoid removal of ramsey directory when doing make clean 2015-02-23 16:50:14 +01:00
Stéphane Adjemian (Charybdis) 0ffb9dd6e2 Changed order of the input arguments in dynare_mimimize_objective.
It is more standard to have the name of the routine (defining the
objective to be minimized) as a first argument.
2015-02-23 14:35:41 +01:00
Stéphane Adjemian (Charybdis) beb7826376 Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
Stéphane Adjemian (Charybdis) 5865d46a74 Fixed bug. Wrong number of returned arguments when calling
dynare_minimize_objective (missing options_).
2015-02-21 18:14:15 +01:00
Stéphane Adjemian 32c29fece5 Merge pull request #842 from JohannesPfeifer/cosmetics
Cosmetical changes and additional documentation
2015-02-21 15:42:51 +01:00
Stéphane Adjemian (Charybdis) 7df3856cbf Fixed homotopy with bytecode for perfect foresight models. 2015-02-21 13:59:53 +01:00
Stéphane Adjemian (Charybdis) 43f2ec1d9d Fixed display of the homotopy steps when the residuals are complex. 2015-02-21 13:58:52 +01:00
Stéphane Adjemian (Charybdis) ff7c1f5cda Cosmetic change. 2015-02-21 13:57:48 +01:00
Stéphane Adjemian (Charybdis) 9bdf75a52c Fixed bug in the initialization of the homotopy for perfect foresight models. 2015-02-21 13:56:11 +01:00
Stéphane Adjemian (Charybdis) 402a826300 Updated dates submodule. 2015-02-20 15:16:20 +01:00
Stéphane Adjemian (Charybdis) 38b548c4d0 Fixed licence header. 2015-02-20 14:48:25 +01:00
Stéphane Adjemian (Charybdis) d19592f761 Fixed homotopy for perfect foresight models with block option, cosmetic changes. 2015-02-20 14:48:25 +01:00
Sébastien Villemot 1faf755d56 Oops, fixing dseries branch. 2015-02-19 18:26:49 +01:00
Sébastien Villemot e2d7b8ad25 Update dseries. 2015-02-19 18:23:39 +01:00
Stéphane Adjemian (Charybdis) 5768acf17e Fixed the verbosity of perfect foresight models solvers.
With stack_solve_algo={0, 6} the verbosity is controlled with
options_.verbosity instead of options_.no_homotopy.

Also harmonized the printed informations across these two algorithms.
2015-02-18 23:58:37 +01:00
Stéphane Adjemian (Charybdis) fd0a172637 Remove small imaginary parts in the solution path for perfect foresight
models obtained with stack_solve_algo=7.

Also return oo_.deterministic_simulation.status equal to false if the
solution path is not real.
2015-02-18 23:53:55 +01:00
Stéphane Adjemian (Charybdis) 0851d277c4 Use correct tolerance parameter when solving perfect foresight model
with stack_solve_algo=7.
2015-02-18 23:52:17 +01:00
Stéphane Adjemian (Charybdis) 01b83d767a Added a matlab routine that prints a line by replicating a symbol. 2015-02-18 18:31:39 +01:00
Stéphane Adjemian (Charybdis) 51a277424d Cosmetic changes. 2015-02-18 18:21:45 +01:00
Houtan Bastani bbee883040 fix copyright date 2015-02-18 04:00:11 +01:00
Houtan Bastani f547d46e9a modify error message when @#endfor and @#endif not followed by newline at EOF. closes #706 2015-02-18 03:54:31 +01:00
Houtan Bastani 6f0584fe38 fix copyright dates 2015-02-18 03:06:33 +01:00
Stéphane Adjemian (Charybdis) 1c8e1ab913 Merge branch 'remove-globals-from-blocks' 2015-02-17 13:01:17 +01:00
Stéphane Adjemian (Charybdis) cc94ed63b0 Revert "Temporary fix for perfect foresight model simulation with block option."
This reverts commit 8875dbdaa5.
2015-02-17 13:01:01 +01:00
Stéphane Adjemian (Charybdis) a894357655 Removed options_ and oo_ globals from *all* generated dynamic model
routines (with block option) and adapted some routines to reflect this change.
2015-02-17 12:57:30 +01:00
Michel Juillard 83c68c0477 Allowing for models without exogenous variable 2015-02-16 21:30:34 +01:00
Stéphane Adjemian (Charybdis) 8875dbdaa5 Temporary fix for perfect foresight model simulation with block option. 2015-02-16 17:05:37 +01:00
Stéphane Adjemian (Charybdis) d3275db830 Removed options_ and oo_ globals from generated dynamic model
routines (with block option).
2015-02-16 16:56:17 +01:00
Houtan Bastani 333f87ced2 fix headers 2015-02-16 09:08:26 +01:00
Houtan Bastani ca83397d95 update copyright dates for files changed in 2015 2015-02-16 09:08:02 +01:00
Houtan Bastani dcabcb6b01 preprocessor: new command write_latex_original_model. closes #657 2015-02-16 08:31:30 +01:00
Michel Juillard dfc89df6a8 added make_ex_ to fix bug in dyn_forecast and fixed length of output 2015-02-15 17:49:01 +01:00
Stéphane Adjemian (Charybdis) b3ed7901cf Fixed bug in homotopy for perfect foresight models.
Homotopy was not working if nans or complex numbers were present in oo_.endo_simul.
2015-02-13 16:04:25 +01:00
Stéphane Adjemian (Charybdis) 3b41aa0e60 Fixed bug related to the type of initial_period. 2015-02-13 15:59:49 +01:00
Stéphane Adjemian (Charybdis) ec896d8ca7 Cosmetic changes.
oo_.determinist_simulation.status is a boolean.
2015-02-13 15:58:12 +01:00
Stéphane Adjemian (Charybdis) 59d1c18960 Added routines missing in previous commit. 2015-02-13 10:10:41 +01:00
Stéphane Adjemian (Charybdis) 67be25d1a8 Rewrote homotopy for perfect foresight models. 2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis) f40fcb9724 Do not print anything if homotopy (perfect forsight models solver). 2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis) bcc68ff15c Updated dseries submodule and dynare_config().
Routines used for loading data are now located in the dseries submodule.
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis) a44e240153 Removed routines for loading data (dynare/matlab folder). 2015-02-12 15:30:27 +01:00