cbb59fe6f8
Merge remote-tracking branch 'community/master' into enterprise
2019-09-26 16:54:27 +02:00
99edfc52ed
Removed unused routine.
2019-04-26 15:55:48 +02:00
89a3e94cbf
Use true/false instead of 1/0 for boolean options
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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
2d717dbd3e
Fixed returned fvec and fjac with solve_algo=3.
2017-09-29 10:29:20 +02:00
6a2736d498
Fixed returned fvec and fjac with solve_algo=3.
2017-09-29 10:23:58 +02:00
b429a23852
Added trap for complex residuals and jacobian in nonlinear solver.
2017-09-29 10:19:54 +02:00
57cab69530
Try random initial guess for dynare_solve...
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... If for the default initial guess we obtain NaNs or Infs in the residuals
and/or the Jacobian matrix.
(cherry picked from commit d282226100
2017-06-14 00:01:10 +02:00
7d373f0d7e
Merge branch 'master' into ecb-master
2017-06-03 14:51:28 +02:00
99cb731112
Fixed indentation of matlab files.
2017-06-01 19:43:18 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
d282226100
Try random initial guess for dynare_solve...
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... If for the default initial guess we obtain NaNs or Infs in the residuals
and/or the Jacobian matrix.
2017-05-10 23:45:07 +02:00
fdbb44fec6
Account for Octave's dbstack providing full path, not just filename
2016-11-10 17:58:47 +01:00
29d1e80eda
Decrease verbosity of solve_algo=0
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Shuts off display unless debugging is requested. Otherwise, estimation will clutter the screen
2016-10-09 22:15:48 +02:00
919647477e
replace isstring with ischar as isstring is not supported in Octave. Bug introduced in 80049a6d09
2016-09-13 17:34:23 +02:00
01f1abb19a
Provide dedicated maxit option for Ramsey
2016-08-24 13:32:11 +02:00
b4d958d706
dynare_solve.m: account for second mcp-solver in solution check
2016-08-23 17:28:41 +02:00
2751ab08bb
Provide interface to original PATH files and document how to obtain them
2016-08-23 17:28:41 +02:00
3fc011a1b2
Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms
2016-08-23 17:28:41 +02:00
077917b1f4
dynare_solve: use correct termination criterion with stack_solve_algo=7
2016-08-23 17:28:41 +02:00
e7b8222144
Updated header of dynare_solve.m
2016-08-21 11:47:52 +02:00
335ce74acb
Remove error-display from dynare_solve.m
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Prevents estimation crashing when invalid starting values for steady state computation arise during e.g. mode-finding
2016-08-21 11:44:18 +02:00
80049a6d09
dynare_solve.m: make sure str2func is only used on strings
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Otherwise, code crashes
2016-08-12 11:59:57 +02:00
22f49971bc
fixing bug in mcp model setup
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makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
76f008e4e4
PATH: remove calls to lcppath that doesn't work with perfect foresight models
2016-05-31 12:10:12 +02:00
ddb9c0657c
fixing linear complementarity problem
2016-05-31 12:10:12 +02:00
450d7b099a
fixing error status for PATH hook
2016-05-31 12:10:12 +02:00
c159dff19c
adding hook for PATH solver
2016-05-31 12:10:12 +02:00
465f55bb0e
Correct evaluation of residuals in dynare_solve.m when exitflag does not clearly indicate solution
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Otherwise, it crashes with bytecode
2016-05-05 10:46:39 +02:00
1457666221
Only accept steady state when fsolve retuns with normal return code 1
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Otherwise, termination due to tolerance criteria will be accepted as correct steady state
2016-03-22 21:55:51 +01:00
c3c72192ac
small bug corrections
2015-07-27 16:52:36 +02:00
2207b51aaa
correcting typo
2015-07-27 15:51:48 +02:00
9b8077fc28
Merge branch 'master' into new_ep
2015-07-21 09:30:58 +02:00
27922a349c
Fixed typo.
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The value of jacobian_flag was not passed to fsolve.
2015-07-07 17:55:41 +02:00
c97aaad62d
Fixed bug.
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Rename options as options4fsolve, otherwise original options structure is lost.
2015-05-29 15:19:20 +02:00
d81dda5044
fixing bug in last commit
2015-05-25 18:52:46 +02:00
3ef5bc2989
Merge branch 'master' into new_ep
2015-05-25 17:20:23 +02:00
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
a53385ea28
dynare_solve: fix initial check for models with complementarity conditions
2015-03-07 10:10:35 +01:00
0851d277c4
Use correct tolerance parameter when solving perfect foresight model
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with stack_solve_algo=7.
2015-02-18 23:52:17 +01:00
9fa92b0d02
fixing error message
2014-11-14 07:15:24 +01:00
ce97a27c9d
Cosmetic changes.
2014-09-10 17:49:33 +02:00
308ce25031
Make sure that solve_algo=0 inherits options from options_.steady
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Otherwise, MaxIter is hard-coded
(cherry picked from commit 2499f641ac2fab7ddf938263d0ee34f73765c4c8)
2014-09-10 17:49:33 +02:00
1a4df2fedf
Merge pull request #659 from JohannesPfeifer/steady_fix
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Fix size of NaN vector returned so that resid.m does not crash
2014-06-04 16:59:14 +02:00
979c1af53b
perfect foresight with lmmcp: removed display of iterations
2014-05-28 09:23:10 +02:00
616dad634a
Fix size of NaN vector returned so that resid.m does not crash
2014-05-26 16:16:22 +02:00
5425245ec1
adding lmmcp
2014-05-18 21:49:52 +02:00
e8ac5da9ea
Fix trust region on entire model.
2014-05-09 15:33:26 +02:00
57ae7d7fd9
adding solve_algo=9: using trust_region algorithm on the entire model
2014-05-07 21:25:10 +02:00
d9d4fef251
Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m
2014-03-28 14:52:06 +01:00
a5be9dd845
Add trust-region nonlinear solver.
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Closes #260
2014-02-04 17:56:27 +01:00
3fe5a728c6
Remove bad_cond_flag argument from solve1.
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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.
2014-02-04 17:56:27 +01:00
ddd95361ba
Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION').
2013-11-04 10:54:45 +01:00
969fe3c209
Renamed options_.solve_maxit as options_.steady.maxit.
2013-10-09 15:38:07 +02:00
aa59a4e173
Cosmetic fix to displaying steady state error
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Gets rid of white space
2013-07-18 15:00:41 +02:00
ab1cb25ed3
Filter out cases where invalid starting value leads to NaN or Inf in Jacobian.
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Replaces cryptic message "Some element of Newton direction isn't finite. Jacobian maybe singular or there is a problem with initial values" with more expressive message.
2013-06-21 10:37:16 +02:00
2e59409df4
corrected bug introduced in recent commit 48e00c5789
2012-11-01 09:26:05 +01:00
48e00c5789
corrected and clarified error messages when steady state computation fails
2012-10-31 11:09:25 +01:00
70e162c736
removed globals from solve1.m
2012-08-06 23:32:40 +02:00
edbf3bd175
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
323e6fdf4f
Added a second gstep option used as a parameter for the routine computing the hessian matrix.
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In some cases, for instance for the non linear filters, it helps to reduce this new gstep parameter
to get a positive definite hessian matrix. options_.gstep is now a 2*1 vector. The first element is
the old gstep parameter, the second element is the new gstep parameter. The step defined for the
computation of the hessian matrix is now:
h1=max(abs(x),sqrt(gstep(1))*ones(n,1))*eps^(1/6)*gstep(2);
2012-03-09 16:36:26 +01:00
dcaed91f66
fix to license call (checkout only works for Matlab version >= 2011a)
2012-01-09 11:57:47 +01:00
9be84bdf65
make check: fix bug in check for license
2011-12-23 18:22:41 +01:00
dde9d2bfee
license('test',' ... ') gives 1 even if the license exists but it is not active, implying a crash of the dynare matlab session.
2011-10-26 16:27:09 +02:00
0155b6832e
Remove extra argument (in solve_algo=0 under Octave)
2011-09-19 16:41:53 +02:00
c07a915d6e
Improve the way we test for existence of toolboxes (more reliable in the case where the toolbox is installed but not activated)
2011-09-19 16:41:53 +02:00
6662aa9e26
expanded error message when initial values are incompatible with steady state equations
2011-07-14 12:20:36 +02:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
ce07223628
- The Temporary terms management with bytecode when the model is block decomposed and solve_algo<5 is now compatible with octave
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- Gets rid of warning message during the compilation of bytecode
2011-01-14 19:24:18 +01:00
708a062338
The Octave version of fsolve do not converge when it starts from the solution. Check if the initial guess is equal to the solution.
2011-01-14 19:24:17 +01:00
23ba760c3b
Implement solve_algo=0 for Octave ( closes #144 )
2010-10-28 12:07:50 +02:00
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
fec9486fb9
Change to option solve_algo=4 of steady:
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Even when the Jacobian is very badly conditioned, continue to use a Newton step
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2862 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-21 12:05:34 +00:00
6dc870727d
trunk preprocessor:
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* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model)
* for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel)
* removed sparse static file (to be later replaced by new algorithm for steady state computation on large models)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:39:53 +00:00
ca974cdf48
The sparse option in model is now compatible with homotopy => matlab commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2589 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-10 16:57:37 +00:00
d4e2d6c27f
trunk dynare_solve.m:
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* fail if solve_algo=0 and we don't have the optimization toolbox (or under Octave); the previous behavior was to fallback on solve_algo=1
* fail if solve_algo is not between 0 and 4
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2090 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-22 13:13:04 +00:00
ae68da82ff
trunk: added new solve_algo=4 in dynare_solve.m; this mode is the same than solve_algo=2, except that the solver behaves differently when the Jacobian is badly scaled or nearly singular (see header of solve2.m)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2089 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-22 12:52:17 +00:00
e9c7351aee
trunk dynare_solve.m: for solve_algo = 2:
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* when solve1() fails on a block, immediately return with info=1 instead of trying to solve subsequent blocks
* added debug messages
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2078 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-16 17:24:11 +00:00
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
ddaaf9e1e3
v4 matlab:
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* added a function matlab_ver_less_than() for testing Matlab version
* updated dynare_config.m and build_matlab.m accordingly
* removed tests to check whether we are older than Matlab 6.5 (R13), since we don't support those old versions anymore
* removed a few unnecessary uses of eval()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1936 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 17:08:55 +00:00
9bc1ac138d
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1534 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 12:12:07 +00:00
522e27e636
v4: csolve uses analytical Jacobian when possible
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1465 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-27 14:16:13 +00:00
77cdcce658
v4: adding Ramsey policy to parser;
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changes to Ramsey policy Matlab code
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1133 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 14:42:27 +00:00
4233d25da3
v4: added Chris Sims solver solve_algo=3
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1066 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-12 16:02:29 +00:00
b5f602cc5b
v4 dynare_solve.m: added debugging feature
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1010 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-01 12:47:24 +00:00
6c98c92782
v4: made options for solve tolerance criteria
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@925 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-21 15:48:36 +00:00
66722531f8
Added the steady state provided by the _steadystate file is checked in steady_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@914 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 14:16:34 +00:00
e2882021d4
v4: various updates to Matlab code
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@871 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-24 13:07:26 +00:00
b6e1fef911
v4 dynare_solve.m solve1.m: bug corrections
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@812 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-03 12:19:54 +00:00
13ab8e03c5
v4 dynare_solve.m: corrected bug in one of the calls to solve1()
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@698 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-29 11:33:20 +00:00
6e23ddbf6d
v4: global dr_ -> oo_.dr; corrected bug with dr_algo=1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@608 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-18 16:50:33 +00:00
4a654eddae
v4: corrected str2func bug in dynare_solve.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@541 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-12-09 15:47:22 +00:00
c8812b552e
changed computation of steady state for linear models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@464 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-27 20:22:40 +00:00
9a9872fd33
dynare_v4 from CVS
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Stéphane Adjemian (Scylla)
Johannes Pfeifer
Houtan Bastani
Michel Juillard
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot
Houtan Bastani
Marco Ratto
Michel Juillard
Ferhat Mihoubi
sebastien
ferhat
assia
michel
adjemian