Commit Graph

1332 Commits (5f148e90f4794299fa1d7056421135fe6fbfd255)

Author SHA1 Message Date
michel 5f148e90f4 adding PLOT_PRIORS option, no plotting is the new default
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2391 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 14:10:16 +00:00
michel 25011b78f1 adjusting header and re-indenting file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2390 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 09:21:45 +00:00
michel 8ff680b03a made it possible for data file name to contain a pathname
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2389 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-03 09:20:57 +00:00
george c98d175e4b Updates for prototype based on reading output mat file.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2388 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-02 12:57:07 +00:00
george 60feef4a0a Prototype DR1 subset for running k_order_perturbation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2387 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-02 12:55:13 +00:00
ferhat eb4b2a50a0 - Correction of bugs in deterministic simulation with option sparse_dll
- parallel programming (with openMP API, available since GCC 4.3.2) implemented in the symbolic gaussian elimination algorithm

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2386 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-30 11:36:15 +00:00
ferhat 6e4e80785c All iterations are printed during the simulation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2385 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-30 11:06:28 +00:00
ferhat 851b5896c0 correction of the constants returned by functions ReadNum and ReadAlpha in the SimpleEleme virtual class
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2384 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-30 11:04:21 +00:00
stepan 5c18a68ac3 v4.1:: The reported residuals are rounded to zero if inferior to options_.dynatol/100.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2383 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-29 22:25:01 +00:00
sebastien ae98231b23 trunk simk: use modfile basename for swap filename in order to allow simultaneous execution of several mod files in the same directory
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2381 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-29 13:57:43 +00:00
george e247e3ef0b Update: k_ord_dynare.cpp that prints the order when running ReorderDynareJacobianIndice
and k_order_perturbation with MAT file printout


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2380 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-28 19:26:40 +00:00
george 88afe87f0c Update: test main which writes MAT file too
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2379 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 19:48:53 +00:00
michel ad1608c9af correcting bug in forecast when data are prefiltered
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2377 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:11:19 +00:00
michel bb838b30c5 correcting bug introduced by recursive code, when there is no recursive estimation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2376 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:10:49 +00:00
george 3165e2a6dc Update, The exit from the walkstochsteady, i.e. the code in the main() following exit is not complete - it is there only for debugging up to that point.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2375 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:08:08 +00:00
michel 44a9cd73b8 added expression_or_empty token
re-authorized empty expression between commas in estimated_parameters statements


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2374 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-25 09:50:21 +00:00
ferhat 56c0af0b7e Find the temporary terms even in local model variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2373 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-23 14:09:24 +00:00
sebastien 723b260f9f trunk preprocessor: automatic reindentation of all code with emacs
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2372 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-23 10:59:37 +00:00
michel 867daedd40 adding tests for recursive estimation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2370 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 21:34:41 +00:00
michel d5a1a025d9 redo code for recursive estimation
corrected bugs with option prefilter, bayestopt_.mean_varobs is now a column vector

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2369 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 21:34:15 +00:00
sebastien e98844dc61 trunk preprocessor: allow arbitrary expressions (and not just constants) in estimated_params, estimated_params_init and estimated_params_bounds blocks
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2368 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 15:05:38 +00:00
sebastien 50985b004e trunk preprocessor: fixed bug with estimated_params_init and estimated_params_bounds in conjunction with correlation of endogenous variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2366 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 10:10:39 +00:00
stepan 3f36ec5b07 v4.1:
+ Added option mode_compute=7  for fminsearch (the matlab optimization
toolbox  is  needed)  a  simplex based  (gradient  free)  optimization
routine.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2365 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 16:42:34 +00:00
sebastien 2495aca72a trunk:
* updated copyright headers of all files modified since January 1st: the copyright notice now encompasses 2009
* fixed various other copyright header issues


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2364 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:39:24 +00:00
sebastien 4491f52b9e trunk rplot:
* in legends of multiple plots, no longer interpret an underscore in variable names as a subscripting command (like LaTeX does)
* updated header


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2362 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:33:14 +00:00
sebastien c6761f79dd trunk preprocessor: added option to remove @#line statements in output of macro-processor
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2361 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 13:45:44 +00:00
sebastien 8acb8f98e4 trunk preprocessor: no longer impose that extension be .dyn or .mod
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2360 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 12:08:11 +00:00
sebastien bc384c2f5f trunk preprocessor: removed unused header file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2359 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 11:37:02 +00:00
ferhat 4fe7e3e155 - SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate)
- Correction in model_info.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-20 22:04:37 +00:00
michel b1e3185592 separating lead and lag variables (m and P)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2357 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-14 20:35:25 +00:00
george a39c2eb17f Update: jacobian reordering methods and update of sparse tensor population. Also, test .cpp using new 1 lag 1 lead model derived from fs2000a.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2356 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-13 22:25:51 +00:00
george a750cba621 This one is for testing fs2000k.mod model derived from fs2000a but with only 1 lead and 1 lag and auxiliary variables for C2(+1)=C(+2) and P2(+1)=P(+2) and uses npred=dr.npred-nboth. Still falling over, pending reordering of jacobian.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2355 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-06 16:35:43 +00:00
george 75e3717e64 Modified so that the memory space for the derivatives matrix is allocated higher in the calling chain, inside calcDerivatives. Also, changed to pointer based handling of the sparse tensor. Still not working and pending changes for auxiliary variables for test model.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2354 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-05 15:20:13 +00:00
michel 3a55016cf6 more speeding up changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2353 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-05 11:37:05 +00:00
michel 163b4461ec adding parentheses for speed improvement
code factorization


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2352 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-04 07:53:49 +00:00
ferhat b18d8ae275 - forgotten files in the previous upload: MatlabFile.cc and MatlabFile.hh
- temporary terms computed just before the equation where they appeared => important for "evaluated blocks" where temporary terms depend on endogenous computed in the block

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2351 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-02 13:00:43 +00:00
michel 1aac4e7e0a fixing update issues for mode_compute=5,6
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2350 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-02 08:36:45 +00:00
ferhat a0bbe27b95 Load_params_and_steady_state is now a dynare command -> needed to normalize the equations.
-> MatlabFile.cc and MatlabFile.hh are added to dynare in order to read the Mat-File

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2349 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 19:29:17 +00:00
george 057beacc95 tests.cpp removed - it is not needed for the k-order library and interferes with the build
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2348 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 14:21:31 +00:00
george 814d15788d Modifying instruction for Makefile in the extern/matlab so that it works without cweb and hweb files and create k_ord_lib.a
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2347 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 12:54:02 +00:00
george c731bc0320 Deleting binary library and modifying Makefile in the extern/matlab so that it works without cweb and hweb files and creates k_ord_lib.a
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2346 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 12:52:28 +00:00
george ed39ec73a9 checks commented out from Approximation::approxAtSteady and Approximation::walkStochSteady
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2345 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 10:11:49 +00:00
george 2d328f6858 Update: apparently resolved segmentqtion error but falls in FirstOrder:: solve jacobian partitioning
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2344 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-30 18:08:50 +00:00
george 7bde4672f8 Update of the interface class module -
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2343 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-24 19:03:19 +00:00
ferhat 881d2819a3 - Jacobian matrix stored only for blocks -> jacobian matrix only as output argument
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2342 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-24 16:29:51 +00:00
ferhat 487afce68d - corrections of few bugs in local model variable with sparse option
- simplifications of model blocks management in Modeltree
- corrections of the temporary variables management with sparse option

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2341 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-24 15:49:01 +00:00
george d618138b2a Update of test driver and main interface
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2340 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-23 23:37:17 +00:00
michel 613bfc8f4a removed empty parentheses for compatibility with earlier Matlab versions
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2338 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-22 21:41:55 +00:00
george 023ea4b954 Update: k_order core files and Dun_pp makefiles
Added: Test Exe driver k_order_test_main.cpp and the temporary .bat files for compiling and linking DLL and the Test Exe driver and Readme.txt
Also added needed utils Dyn_pp subdirectory and the temporarily needed integ subdirectory 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2337 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-21 19:48:58 +00:00
stepan 9fe2556b01 v4.1: Dynare displays the residuals of the static equations of the model when the values of the endogenous variables supplied by
*_steadystate.m are wrong.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@2336 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 21:34:44 +00:00