Michel Juillard
c1e0d68351
removed useless test with exist() that is very expensive in
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Octave (but apparently not in Matlab)
2014-02-01 16:26:18 +01:00
Stéphane Adjemian (Charybdis)
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Sébastien Villemot
abc60b6037
Test if control toolbox is present if lyapunov=square_root_solver
2012-04-20 21:37:29 +02:00
Ferhat
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
Ferhat Mihoubi
8ac14f8c80
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Michel Juillard
6bb8d41909
Revert "- added a test an a penalty in estimation (DsgeLikelihood.m) if, in a stationary model (lik_init==1), a particular parameter set generates unit roots."
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There is a better way of dealing with occasional non-stationary models in estimation
This reverts commit 8c0fb55206
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2010-12-22 09:40:39 +01:00
Michel Juillard
8c0fb55206
- added a test an a penalty in estimation (DsgeLikelihood.m) if, in a stationary model (lik_init==1), a particular parameter set generates unit roots.
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- modified lyapunov_symm to return absolute value of unit roots in a third argument
2010-12-21 21:26:57 +01:00
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +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:
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* 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
stepan
22452f016e
Speed up successive calls to lyapunov_symm by factorizing tests
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(persistent variables are used).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2553 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 21:14:50 +00:00
stepan
ba080ab910
v4.1:: Changes related to lyapunov_symm.
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+ Fixed a bug introduced in the previous commit.
+ Added a threshold parameter for the complex blocks in the upper
triangular matrix T in lyapunov_symm.m (new field in options_)
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2414 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 14:16:10 +00:00
stepan
fe418672cd
v4.1: Changes related to (posterior) 2nd order moments.
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+ Efficiency changes:
++ Do not compute the variance decomposition if not needed.
++ Do not apply the Schur decomposition for each shock in case of a variance decomposition.
+ Bug corrections and cosmetic changes.
+ Corrections of some headers.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2411 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-10 21:10:11 +00:00
sebastien
47a4d91700
v4 matlab:
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* fixed copyright headers of remaining files
* deleted old ChangeLog
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1977 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 18:53:30 +00:00
sebastien
491e5aabd0
v4 lyapunov_symm.m: fixed bug (one cannont change the counter of a 'for' loop from inside the loop)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1950 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-10 13:22:50 +00:00
sebastien
e8d6dd1ef3
v4 matlab: use my_ordeig instead of ordeig for Octave and for Matlab < 7.0.1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1938 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 21:48:12 +00:00
adjemian
341adad2e9
Added new functions for posterior distribution processing (second order moments) + Removed global variables.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1890 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-21 08:33:31 +00:00
assia
bc3c0bf95a
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1636 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-21 17:10:47 +00:00
michel
f998aef46c
v4: correction of computation of variances in models with unit roots
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@912 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 12:20:28 +00:00
michel
d570639320
v3,v4: corrected lyapunov_symm.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@800 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-17 11:46:18 +00:00
michel
dcc7c7e1f0
3 v4: chnaged lyapunov_symm.m to work with 6.5 except with unit roots
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@740 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-08 14:51:06 +00:00
michel
c85730c108
v4: ported changes for computing variance in unit root models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@720 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-20 09:08:25 +00:00
michel
9a9872fd33
dynare_v4 from CVS
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00