Stéphane Adjemian (Charybdis)
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99edfc52ed
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Removed unused routine.
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2019-04-26 15:55:48 +02:00 |
Sébastien Villemot
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89a3e94cbf
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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.
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2019-03-19 15:21:16 +01:00 |
Stéphane Adjemian (Scylla)
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2d717dbd3e
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Fixed returned fvec and fjac with solve_algo=3.
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2017-09-29 10:29:20 +02:00 |
Stéphane Adjemian (Charybdis)
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57cab69530
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Try random initial guess for dynare_solve...
... If for the default initial guess we obtain NaNs or Infs in the residuals
and/or the Jacobian matrix.
(cherry picked from commit d282226100 )
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2017-06-14 00:01:10 +02:00 |
Stéphane Adjemian (Charybdis)
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5417b27ac7
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Fixed indentation of matlab files.
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2017-05-16 15:10:20 +02:00 |
Stéphane Adjemian (Charybdis)
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a53636e24e
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Fixed copyright notices.
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2017-05-16 14:11:15 +02:00 |
Stéphane Adjemian (Charybdis)
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88e1701289
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Removed useless commas and semicolons.
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2017-05-16 13:24:46 +02:00 |
Johannes Pfeifer
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fdbb44fec6
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Account for Octave's dbstack providing full path, not just filename
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2016-11-10 17:58:47 +01:00 |
Johannes Pfeifer
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29d1e80eda
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Decrease verbosity of solve_algo=0
Shuts off display unless debugging is requested. Otherwise, estimation will clutter the screen
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2016-10-09 22:15:48 +02:00 |
Houtan Bastani
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919647477e
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replace isstring with ischar as isstring is not supported in Octave. Bug introduced in 80049a6d09
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2016-09-13 17:34:23 +02:00 |
Johannes Pfeifer
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01f1abb19a
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Provide dedicated maxit option for Ramsey
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2016-08-24 13:32:11 +02:00 |
Johannes Pfeifer
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b4d958d706
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dynare_solve.m: account for second mcp-solver in solution check
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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2751ab08bb
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Provide interface to original PATH files and document how to obtain them
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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3fc011a1b2
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Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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077917b1f4
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dynare_solve: use correct termination criterion with stack_solve_algo=7
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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e7b8222144
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Updated header of dynare_solve.m
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2016-08-21 11:47:52 +02:00 |
Johannes Pfeifer
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335ce74acb
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Remove error-display from dynare_solve.m
Prevents estimation crashing when invalid starting values for steady state computation arise during e.g. mode-finding
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2016-08-21 11:44:18 +02:00 |
Johannes Pfeifer
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80049a6d09
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dynare_solve.m: make sure str2func is only used on strings
Otherwise, code crashes
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2016-08-12 11:59:57 +02:00 |
Michel Juillard
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22f49971bc
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fixing bug in mcp model setup
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
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2016-07-03 10:56:44 +02:00 |
Michel Juillard
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76f008e4e4
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PATH: remove calls to lcppath that doesn't work with perfect foresight models
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2016-05-31 12:10:12 +02:00 |
Michel Juillard
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ddb9c0657c
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fixing linear complementarity problem
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2016-05-31 12:10:12 +02:00 |
Michel Juillard
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450d7b099a
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fixing error status for PATH hook
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2016-05-31 12:10:12 +02:00 |
Michel Juillard
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c159dff19c
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adding hook for PATH solver
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2016-05-31 12:10:12 +02:00 |
Johannes Pfeifer
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465f55bb0e
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Correct evaluation of residuals in dynare_solve.m when exitflag does not clearly indicate solution
Otherwise, it crashes with bytecode
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2016-05-05 10:46:39 +02:00 |
Johannes Pfeifer
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1457666221
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Only accept steady state when fsolve retuns with normal return code 1
Otherwise, termination due to tolerance criteria will be accepted as correct steady state
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2016-03-22 21:55:51 +01:00 |
Michel Juillard
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c3c72192ac
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small bug corrections
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2015-07-27 16:52:36 +02:00 |
Michel Juillard
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2207b51aaa
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correcting typo
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2015-07-27 15:51:48 +02:00 |
Michel Juillard
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9b8077fc28
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Merge branch 'master' into new_ep
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2015-07-21 09:30:58 +02:00 |
Stéphane Adjemian (Charybdis)
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27922a349c
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Fixed typo.
The value of jacobian_flag was not passed to fsolve.
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2015-07-07 17:55:41 +02:00 |
Stéphane Adjemian (Hermes)
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c97aaad62d
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Fixed bug.
Rename options as options4fsolve, otherwise original options structure is lost.
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2015-05-29 15:19:20 +02:00 |
Michel Juillard
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d81dda5044
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fixing bug in last commit
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2015-05-25 18:52:46 +02:00 |
Michel Juillard
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3ef5bc2989
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Merge branch 'master' into new_ep
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2015-05-25 17:20:23 +02:00 |
Michel Juillard
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f03839cf12
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removed "global options_" in dynare_solve.m and made it an
argument. Modified all calling functions.
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2015-05-25 17:15:09 +02:00 |
Michel Juillard
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a53385ea28
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dynare_solve: fix initial check for models with complementarity conditions
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2015-03-07 10:10:35 +01:00 |
Stéphane Adjemian (Charybdis)
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0851d277c4
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Use correct tolerance parameter when solving perfect foresight model
with stack_solve_algo=7.
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2015-02-18 23:52:17 +01:00 |
Michel Juillard
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9fa92b0d02
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fixing error message
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2014-11-14 07:15:24 +01:00 |
Stéphane Adjemian (Charybdis)
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ce97a27c9d
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Cosmetic changes.
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2014-09-10 17:49:33 +02:00 |
Johannes Pfeifer
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308ce25031
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Make sure that solve_algo=0 inherits options from options_.steady
Otherwise, MaxIter is hard-coded
(cherry picked from commit 2499f641ac2fab7ddf938263d0ee34f73765c4c8)
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2014-09-10 17:49:33 +02:00 |
Sébastien Villemot
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1a4df2fedf
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Merge pull request #659 from JohannesPfeifer/steady_fix
Fix size of NaN vector returned so that resid.m does not crash
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2014-06-04 16:59:14 +02:00 |
Michel Juillard
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979c1af53b
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perfect foresight with lmmcp: removed display of iterations
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2014-05-28 09:23:10 +02:00 |
Johannes Pfeifer
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616dad634a
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Fix size of NaN vector returned so that resid.m does not crash
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2014-05-26 16:16:22 +02:00 |
Michel Juillard
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5425245ec1
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adding lmmcp
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2014-05-18 21:49:52 +02:00 |
Sébastien Villemot
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e8ac5da9ea
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Fix trust region on entire model.
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2014-05-09 15:33:26 +02:00 |
Michel Juillard
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57ae7d7fd9
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adding solve_algo=9: using trust_region algorithm on the entire model
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2014-05-07 21:25:10 +02:00 |
Johannes Pfeifer
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d9d4fef251
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Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m
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2014-03-28 14:52:06 +01:00 |
Sébastien Villemot
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a5be9dd845
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Add trust-region nonlinear solver.
Closes #260
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2014-02-04 17:56:27 +01:00 |
Sébastien Villemot
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3fe5a728c6
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Remove bad_cond_flag argument from solve1.
This flag was not grounded on any solid theoretical foundation.
This commit actually makes solve_algo=2 to be exactly the same than solve_algo=4.
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2014-02-04 17:56:27 +01:00 |
Stéphane Adjemian (Charybdis)
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ddd95361ba
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Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
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2013-11-04 10:54:45 +01:00 |
Stéphane Adjemian (Charybdis)
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969fe3c209
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Renamed options_.solve_maxit as options_.steady.maxit.
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2013-10-09 15:38:07 +02:00 |
Johannes Pfeifer
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aa59a4e173
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Cosmetic fix to displaying steady state error
Gets rid of white space
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2013-07-18 15:00:41 +02:00 |