Johannes Pfeifer
f7a232061a
Remove unused options_-output
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Prevents accidentally changing something
2021-06-22 18:17:11 +02:00
Stéphane Adjemian (Ryuk)
edeb7911f3
Fix bug (initial period in extended path).
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extended_path was crashing in preceeded by a call to the set_time command.
2021-06-15 14:24:38 +02:00
Sébastien Villemot
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
MichelJuillard
5ab724d38f
Following a change in the calling sequence. Fixes #1789
2021-05-28 13:49:58 +02:00
Sébastien Villemot
e3207b1d8c
Extended path: remove ep.use_bytecode flag
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It’s actually useless and complicates the code. Simply rely on
options_.bytecode.
Ref. #1742
2020-10-15 11:06:59 +02:00
Sébastien Villemot
10333f99e2
Fix extended_path + bytecode under Octave
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Ref. #1742
2020-10-15 10:59:15 +02:00
Sébastien Villemot
71e3e0d49e
Fix extended_path with bytecode
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By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.
Closes : #1742
2020-10-14 17:25:58 +02:00
Sébastien Villemot
b9812a0ff0
Fix another issue with extended_path + bytecode
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As reported in https://forum.dynare.org/t/extended-path-bytecode/16577
2020-09-08 13:13:00 +02:00
Sébastien Villemot
09617453ea
Ensure that “extended_path” obeys the “bytecode” option
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Closes : #1717
2020-05-04 22:42:08 +02:00
Sébastien Villemot
7e770f69e7
Remove workaround for errors in MEX files
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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
49dc997073
Global reindentation of MATLAB code (excluding submodules)
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Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
Stéphane Adjemian (Charybdis)
9f5f4b6981
Cosmetic changes.
2019-11-18 21:48:52 +01:00
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
Stéphane Adjemian
ee891948e0
Moved IntegrationAgorithm under options_.ep.stochastic
2019-04-18 18:03:57 +02:00
Stéphane Adjemian
0ae1471afc
Temporary workaround for missing option.
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The implementation of scaled unscented transform has to be reworked.
2019-04-18 18:03:57 +02:00
Stéphane Adjemian
c30bdf7bbe
Fixed bug in stochastic extended path if model has lags or no leads.
2019-04-18 18:03:57 +02:00
Sébastien Villemot
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
Stéphane Adjemian (Scylla)
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
Stéphane Adjemian (Charybdis)
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis)
b6634940ff
Removed unused routine.
2017-05-17 10:27:42 +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
Michel Juillard
383d891e81
updating extended path notes
2016-11-14 16:42:49 +01:00
Houtan Bastani
2a6b3caa34
when saving, use .mat file extension because Octave doesn’t support it by default
2016-09-26 11:00:41 +02:00
Houtan Bastani
b94f30c40a
bug fix: accord repmat syntax with that before R2013b
2016-08-24 12:03:07 +02:00
Michel Juillard
2f2413e64a
addind ep accuracy check
2016-07-03 10:56:44 +02:00
Stéphane Adjemian (Hermes)
fcaf457f35
Cosmetic change (code factorization).
2016-06-24 17:35:56 +02:00
Stéphane Adjemian (Lupi)
fcb738616c
Fixed bug in extened_path_mc.
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Wrong calling sequence to the routine defining the shocks.
2016-06-15 16:01:08 +02:00
Michel Juillard
f145a50a85
extend path: removed global options_
2016-06-09 12:02:48 +02:00
Michel Juillard
4a6e14ea95
extended path: removed option for lcppath
2016-06-09 12:02:48 +02:00
Michel Juillard
8fa29513f3
extended path: fixing bug for order > 2 and several shocks
2016-06-09 12:02:48 +02:00
Stéphane Adjemian (Hermes)
335a188dac
Fixed bug in extended path.
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Allow innovations with zero variance (ie do not force removal of the
variables from the varexo list).
2016-06-09 10:32:25 +02:00
Michel Juillard
e0475fd4ef
extended path: use deterministic_simulation.status instead of maxerror
2016-05-31 12:10:12 +02:00
Michel Juillard
5024af0099
extended path: fixed calibrated shocks
2016-05-31 12:10:12 +02:00
Michel Juillard
b8132eb556
extended path: adding support for calibrated shock.
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This commit is not satisfactory because it uses M_.det_shocks
for unexpected shocks. We need to improve on it soon.
2016-05-31 12:10:12 +02:00
Michel Juillard
cd55ed749c
extended_path: fixing inititalization for PATH
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(cherry picked from commit 7d29e917f77e7e20211e5be01544d86c64af8c65)
2016-05-24 18:08:33 +02:00
Stéphane Adjemian (Charybdis)
3fa6a96bfb
Added homotopy.
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Fixes the issue of paths containing spurious solutions for (stochastic)
perfect foresight models.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Charybdis)
cfc6957625
Cosmetic changes.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Charybdis)
8b5b7921f6
Improved solver for (S)EP.
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Use previous solution as an initial condition for the perfect foresight problem.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
7d1d860a53
Fixed ep.init option.
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Initialization of the perfect foresight solver (in extended path) with
the solution of the first order approximation of the model was broken.
If the value of options_.ep.init is "true"" (1) then the solution of the
first order approximation is used as an initial guess for the newton
lilke solver. If the value of options_.ep.init is "false" (0) the solver
is initialized with the steady state.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
dabdda0506
Fixed wrong definition of a logical variable.
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The second outputr returned by perfect_foresight_solver_core is the
max. abs. residual, not a dummy variable indicating success or failure
of the perfect foresight solver.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
fbf2fae036
Changed option value for unscented integration nodes.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
fdbd4fa7a7
Code factorization.
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- Added routines for initializing and setting shocks in EP.
- Added a specialized routine for doing Monte Carlo around EP.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
3bbac629ed
Cosmetic change.
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Removed maximum_lead and maximum_lag in extended_path routines.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
d74f315bfb
Fixed bug in (Stochastic) Extended Path algorithm.
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Innovations were not correctly passed to the non linear solver. Closes #1128 .
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
8958b7ef98
Cosmetic changes.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
3a1f74d7a7
Fixed typo.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
13ca15a278
Allow (S)EP with arbitrary sequence of innovations.
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The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
b60bd7b36b
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00