Sébastien Villemot
89a3e94cbf
Use true/false instead of 1/0 for boolean options
...
This is more elegant, and makes it easier to distinguish them from integer
options.
Also simplify test expressions for these boolean options.
2019-03-19 15:21:16 +01:00
Sébastien Villemot
7a2d5d4f0e
1st order approximation: fix for purely-forward models
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Closes #1641
2019-03-08 15:54:10 +01:00
Sébastien Villemot
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
Sébastien Villemot
59ad26a3c9
Improve fallback code when mjdgges DLL is absent
...
The new code relies on qz(..., 'real'), ordqz and ordeig, and returns a real
decomposition. The previous version was using Sims' qzdiv and returned a
complex decomposition.
As a consequence, we can drop options_.qzdiv, which was used to detect when
imaginary parts had to be dropped.
This code does not work on Octave for the time being, but this is acceptable
since it is only a fallback.
2018-05-16 17:12:48 +02:00
Stéphane Adjemian(Charybdis)
8f53be2a6f
Impose the consistency of the count of unstable eigenvalues...
...
... Between stoch_simul and check. Added sdim (the number of stable
eigenvalues) and edim (the complementary number of explosive eigenvalues) in dr
structure. The test is always done with sdim (or edim) returned by mjdgges.
2018-05-05 19:53:13 +02:00
Stéphane Adjemian(Charybdis)
fa67aeb7a6
Fixes issue #1607 .
2018-05-05 10:29:37 +02:00
Stéphane Adjemian(Charybdis)
891e3ba7be
Cosmetic change in doc headers.
2018-05-05 10:24:01 +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
8fb08096b2
fixed bug introduced in commit caa04fb251
2015-07-31 19:37:55 +02:00
Michel Juillard
caa04fb251
add explicit opts in calls to linsolve to solve a bug in linsolve.m
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for Octave 4.0.0
2015-07-31 11:25:54 +02:00
Stéphane Adjemian (Charybdis)
0f570d1d98
Added input argument four (options_.qz_zero_threshold) when calling mjdgges.
2013-06-12 10:23:07 +02:00
Sébastien Villemot
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Michel Juillard
ea504638fc
fixing bug for local approximation of models with variables appearing
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only as forward looking (I believe that such models can't be solved,
but it is a different issue).
2012-10-31 17:56:42 +01:00
Michel Juillard
7922366f71
fix bug in setting oo_.dr.state_var. This bug could generate wrong row
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labels in Policy and Transition Functions.
2012-10-14 22:54:49 +02:00
Michel Juillard
c8c102b43a
reorganized code and added comments
2012-09-19 22:51:44 +02:00
Michel Juillard
92833d3ceb
In CHECK, use the eigenvalues as computed by the reordered real
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generalized Schur decomposition, rather than the ones computed by
eig()
2012-09-10 14:27:56 +02:00
Michel Juillard
a22d1d415a
replaced rank() by rcond() in evaluating whether Z22 is full rank in
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checking Blanchard and Kahn conditions with CHECK
2012-09-10 13:26:05 +02:00
Michel Juillard
e7a8261b17
first order and cycle reduction: fixing bugs in previous commits
2012-07-22 19:54:12 +02:00
Michel Juillard
ba1f5eedc2
first order solver:
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-pass along errors returned by cycle reduction algorithms;
-logarithmic reduction fails on error
-replace expensive and random condest() by call to linsolve()
-uses linsolve() to compute hx
2012-07-22 12:56:51 +02:00
Michel Juillard
edf826f315
added code to optionally run cycle_reduction algorithm on GPU. Added
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options_.gpu (no interface yet, use options_.gpu=1). Added test
./tests/first_order/fs2000_cr.mod
2012-07-20 17:06:12 +02:00
Michel Juillard
8d33a434e5
fixing bugs in dyn_first_order_solver()
2012-07-19 18:57:56 +02:00
Michel Juillard
fcc262db7a
fixing bugs introduced in 1b3aa73c04
2012-07-17 10:07:09 +02:00
Michel Juillard
1b3aa73c04
adapted dyn_first_order_solver.m for models without lagged variables
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and singular coefficient matrix for current variables
2012-07-16 15:52:36 +02:00
Michel Juillard
1732db842f
fixing bug in evaluating rank condition for BK when using check (introduced in commit 4d51f38bd2
)
2012-07-14 21:07:05 +02:00
Stéphane Adjemian (Charybdis)
4d183aa920
Fixed bug fix introduced in git#6d6e337f5bec0d9728746ce60f7fb09d12042adb.
2012-07-12 09:23:06 +02:00
Stéphane Adjemian (Charybdis)
6d6e337f5b
Fixed bug (reported in karaba:/var/tmp/dynare-master-check-o0FCvBRHnf.log). dr.state_var was defined in the wrong place.
2012-07-12 09:18:04 +02:00
Stéphane Adjemian (Charybdis)
c850f03be3
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
Stéphane Adjemian (Charybdis)
4d51f38bd2
Added the possibility to use the cyclic reduction algorithm without the block option.
2012-07-11 18:26:22 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Michel Juillard
8d4834de38
added a comment for test of eigenvalues close to 0/0
2012-04-23 13:22:19 +02:00
Michel Juillard
ab629c8ed6
fixing headers
2011-12-20 17:02:25 +01:00
Michel Juillard
30d815afdc
minor changes to new functions and completing headers
2011-12-20 16:34:30 +01:00
Michel Juillard
336afa9f2b
fixing bugs related to new functions
2011-12-18 17:33:08 +01:00
Michel Juillard
c56a8e40e8
adding new functions and new tests for risky steady state
2011-12-17 17:35:42 +01:00