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
Johannes Pfeifer
8e3cb65258
Provide informative error message if EP is used with varexo_det
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Closes #875
2016-03-17 10:30:14 +01:00
Houtan Bastani
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
Stéphane Adjemian (Hermes)
d331cf5a7a
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
Michel Juillard
1bd2a1b1c2
ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2()
2015-07-28 17:17:25 +02:00
Michel Juillard
c3c72192ac
small bug corrections
2015-07-27 16:52:36 +02:00
Michel Juillard
22eb824c6f
extended path: fixing bug
2015-07-27 14:31:42 +02:00
Michel Juillard
e8f318ff50
fixed problems in extended path
2015-07-23 14:27:55 +02:00
Michel Juillard
9b8077fc28
Merge branch 'master' into new_ep
2015-07-21 09:30:58 +02:00
Stéphane Adjemian (Hermes)
c43cfb45a8
Fixed bug in Extended Path (added second argument to get_complementarity_condition).
2015-06-03 08:22:26 +02:00
Michel Juillard
3ef5bc2989
Merge branch 'master' into new_ep
2015-05-25 17:20:23 +02:00
Michel Juillard
f03839cf12
removed "global options_" in dynare_solve.m and made it an
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argument. Modified all calling functions.
2015-05-25 17:15:09 +02:00
Michel Juillard
a36fd53eff
fixing extended-path
2015-05-25 09:43:21 +02:00
Michel Juillard
a53385ea28
dynare_solve: fix initial check for models with complementarity conditions
2015-03-07 10:10:35 +01:00