Sébastien Villemot
682eecf06e
Add “diff” and “flip” options to plot_shock_decomposition and initial_condition_decomposition
...
This is only the interface. The actual implementation and the documentation are
still missing.
Ref #1649
[skip ci]
2019-07-03 16:33:10 +02:00
Sébastien Villemot
7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable
2019-06-27 17:00:12 +02:00
Sébastien Villemot
0eab36e823
sparse_hessian_times_B_kronecker_C MEX: by default, use maximum parallelization
2019-06-27 14:34:09 +02:00
Sébastien Villemot
7c39b12b7b
Always compile MEX files with OpenMP (when they can take advantage of it)
...
As a consequence, remove the --enable-openmp option of the configure script.
2019-06-25 17:26:17 +02:00
Sébastien Villemot
82cef48eb4
A_times_B_kronecker_C MEX: remove the OpenMP codepath
...
Testing shows that it is slower than the BLAS path.
2019-06-25 17:26:14 +02:00
Sébastien Villemot
5b591fac42
New perfect_foresight_problem MEX file
...
It constructs the stacked residuals and jacobian of the perfect foresight
problem.
It is an almost perfect replacement for the perfect_foresight_problem.m
routine, while being much more efficient.
Note however that the DLL never return complex numbers (it instead puts NaNs at
the place where there would have been complex). This may create problems for
some MOD files; the algorithms will need to be adapted to use a more
line-search method.
2019-06-24 17:53:59 +02:00
Stéphane Adjemian (Charybdis)
52b8c56da2
Added the possibility to invert (nonlinear) static models.
2019-06-21 11:21:34 +02:00
Stéphane Adjemian (Charybdis)
3fa584737d
Explicitly list input arguments.
...
Do not use varargin.
2019-06-21 11:21:34 +02:00
Stéphane Adjemian (Charybdis)
a64be8ff96
Fixed bug.
...
Database was not updated with auxiliary variables.
2019-06-21 11:21:34 +02:00
Stéphane Adjemian (Charybdis)
dc251f53f4
Use dprintf routine (in matlab/backward subfolder).
2019-06-21 11:21:34 +02:00
Stéphane Adjemian (Charybdis)
b3af8c4a48
Added routine for simulating static models.
2019-06-21 11:21:34 +02:00
Stéphane Adjemian (Charybdis)
b32eee740d
Added new routine for disp(sprintf(...)).
2019-06-21 11:21:34 +02:00
Stéphane Adjemian (Charybdis)
fec807ea17
Test if leaded variables exists when calling simul_backward_model routine.
2019-06-21 11:21:34 +02:00
Sébastien Villemot
aedc9fb2e4
Bugfix: perfect_foresight_setup safety check does not correctly index M_.lead_lag_incidence
2019-06-18 17:01:06 +02:00
Sébastien Villemot
ec05451d1a
Remove symmetric elements in 3rd model derivatives
2019-06-17 16:18:07 +02:00
Sébastien Villemot
a5c8ab3dbf
Fix path to Windows MEX files with recent MATLAB
2019-05-21 17:28:18 +02:00
Sébastien Villemot
e79c618f38
No longer automatically add M-file substitutes for missing MEX files
...
However, keep the substitutes under matlab/missing/mex/, so that they can be
manually added should the need arise.
2019-05-21 12:37:35 +02:00
Sébastien Villemot
e872f08cc5
Improve display of preprocessor arguments under Octave
2019-05-20 18:53:51 +02:00
Sébastien Villemot
c8e8f04a56
Add a replacement for strjoin (missing in MATLAB < R2013a)
...
As a consequence, revert commits 2e1f189724
and
5d05adeab6
.
2019-05-20 12:47:41 +02:00
MichelJuillard
2977c9336e
fix finding CPU's number when larger than 9
2019-05-20 09:57:10 +00:00
Sébastien Villemot
5a36d57b90
Perfect foresight: remove unused nnzJ argument in several stacked problem functions
2019-05-13 18:33:26 +02:00
Sébastien Villemot
088826a332
Perfect foresight: remove useless model evaluation
2019-05-13 18:33:26 +02:00
Houtan Bastani
5d05adeab6
remove another instance of strjoin
2019-05-08 15:58:10 +02:00
Houtan Bastani
2e1f189724
compatibility problem introduced in 9deab17d7424b25395110cefa7c4531b8fcde638: strjoin was introduced in R2013a
2019-05-08 15:36:32 +02:00
Houtan Bastani
9deab17d74
clean up rplot
2019-05-08 12:48:28 +02:00
Stéphane Adjemian (Charybdis)
64dc44740b
Efficiency change.
2019-04-26 16:20:45 +02:00
Stéphane Adjemian (Charybdis)
99edfc52ed
Removed unused routine.
2019-04-26 15:55:48 +02:00
Stéphane Adjemian (Charybdis)
24cc67e585
Ensure that all perfect foresight solvers work with periods=1.
...
See #1205 and #1176 .
2019-04-26 15:55:48 +02:00
Houtan Bastani
fd61c049f9
remove unused return variable
2019-04-25 17:37:38 +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.
...
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
Stéphane Adjemian
099bdc5450
Activited unit tests.
2019-04-18 18:03:57 +02:00
Stéphane Adjemian (Charybdis)
42140ff8fb
Updated header.
2019-04-18 18:03:57 +02:00
Michel Juillard
fa8ffbf3c3
fixed IntegrationAlgorithm ep option
2019-04-18 18:03:57 +02:00
Sébastien Villemot
1e92e308b9
Pruning is not available for order > 3
...
Ref #217
2019-04-15 18:50:16 +02:00
Sébastien Villemot
e281f35213
Lift upper restriction on approximation order
...
Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot
b1ba53ce05
dynare_simul_ DLL: adapt for an arbitrary approximation order
...
The last input argument is now a struct containing matrices g_0, g_1,…
Typically one can pass oo_.dr for this argument.
Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot
03ac8c8182
simult_: fix bug in error message
2019-04-12 18:26:30 +02:00
Sumudu Kankanamge
aa66949a13
read JSON for stochastic simulations from GUI
2019-04-12 15:24:03 +02:00
Sébastien Villemot
b556290d60
k-order DLL: simplify and better document correspondence between Dynare and Dynare++ variable orderings
2019-04-10 09:23:32 +02:00
Sébastien Villemot
efa1f39e71
k-order DLL: finally adapt for M_.{endo,exo}_names as cell arrays
2019-04-08 18:47:49 +02:00
Sébastien Villemot
86a607a4fc
k-order DLL: make the output arguments ready for arbitrary order
2019-04-08 18:47:49 +02:00
Sébastien Villemot
774e60f04c
options_.risky_steadystate is an (undocumented) boolean value
...
By the way, enable the option in example1_korder.mod (it does not work, but no
harm since it’s not in the testsuite).
2019-04-02 19:16:13 +02:00
Sébastien Villemot
dd09264b03
k-order DLL: return unfolded matrices in 5th output argument
...
Thus we can remove unfolding code from k_order_pert.m.
2019-04-02 19:16:13 +02:00
Sébastien Villemot
e48177543b
intersect(…, 'stable') was introduced in MATLAB R2013a
...
Re-use the existing Octave replacement by making it MATLAB-compatible.
2019-03-26 18:53:51 +01:00
Sébastien Villemot
d6c449ea70
narginchk was introduced in MATLAB R2011b
2019-03-26 18:53:51 +01:00
Sébastien Villemot
043058bd93
Compatibility fix for MATLAB ≤ R2012b
...
In those releases, the intersect function was behaving differently when given
arguments with different orientations.
Put the two arguments in the same orientation, to avoid the problem (recalling
that options_.varobs is column-oriented).
2019-03-26 18:53:43 +01:00
Sébastien Villemot
04323301a5
isdiag was introduced in MATLAB R2014a
...
Provide a replacement by reusing a similar function that was under
matlab/general/utilities/.
2019-03-26 16:50:06 +01:00
Sébastien Villemot
300b29dd95
License file: add files copyrighted by Tom Minka
2019-03-20 16:56:00 +01:00