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36 Commits (6adf1c26392d737dc31844aa3add0441e040f4a8)

Author SHA1 Message Date
Johannes Pfeifer cbf57b1af6
set_state_space.m: remove unused options_ input argument 2023-10-11 09:30:45 -04:00
Sébastien Villemot 8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter 2023-01-13 16:57:49 +01:00
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files 
It is now supported by the MATLAB editor (as of R2022a).

The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).

The particles submodule is not updated at this point, because it is in an
inconsistent state.

[skip ci]
 2022-04-13 14:54:25 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Sébastien Villemot 29396b0cda
Improve comment about oo_.dr.kstate 2019-07-04 18:37:23 +02:00
Sébastien Villemot 89a3e94cbf
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.
 2019-03-19 15:21:16 +01:00
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
Johannes Pfeifer a0da47758f Filters out error due to model being purely static. 
First step in #526
 2013-11-07 10:22:24 +01:00
Sébastien Villemot c121aa14b1 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 
Replace them by equivalents in M_ (and an extra one: M_.dynamic).

IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.

We now have the following indentities:

M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
 2012-11-16 20:05:13 +01:00
Sébastien Villemot ddbeb8ceaa Remove unused oo_.dr.kae, oo_.dr.kad 2012-11-16 17:51:25 +01:00
Stéphane Adjemian (Charybdis) 1fb89a07e9 Removed global from set_state_space. 2012-07-03 11:29:18 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Michel Juillard 0303b1c02b fixed bug at order 2, when a variable is absent at the current period; 
cleaned code that is useless since we transform leads and lags on
period > 1
 2011-11-26 19:29:57 +01:00
Ferhat Mihoubi 3459b08c53 - Corrects the first order approximation of block-decomposed models 
- The block-decomposed models can now be estimated
 2011-06-18 17:43:45 +02:00
Michel Juillard ec6c9ed9a7 fixing bug recently introduced for models without lagged variables 2011-03-19 18:47:49 +01:00
Michel Juillard 96b7e1f599 corrected bug introduced in changeset 32c997f1ef of 02/25/11 and affecting k_order_perturbation 2011-03-13 17:01:10 +01:00
Michel Juillard f70408e293 bug correction for dr.nspred when a variable is both backward and forward (bug introduced in changeset 32c997f1ef 02/25/11) 2011-03-10 11:18:41 +01:00
Michel Juillard 70a9c5e346 fixing bug for purely backward models (introduced in changeset 32c997f1ef, 02/25/11) 2011-03-09 13:45:59 +01:00
Michel Juillard 84d7c97d4e bug correction of previous change; further simplication in set_state_space 2011-02-27 22:03:43 +01:00
Michel Juillard 32c997f1ef correcting bug when some variables don't appear at the current period 
cleaning set_state_space.m, taking into account that all modesl have leads and lags on only one period.
 2011-02-25 14:30:36 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
sebastien 1be52aaa5f Beautification: removed tabulation characters which were left in previous beautification pass 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-05 10:46:10 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues) 
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
michel d0b87d6c32 corrections to optimal policy code required by making M_, options_, oo_ and it_ local 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1914 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 07:42:50 +00:00
assia ef3a16535f header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1506 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-20 16:29:30 +00:00
michel 5167246461 v4 state_space.m: tried to protect the code against the fact that in some version of Matlab the union of 2 scalars is a column vector and in others a row vector .... 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1307 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-08 12:37:39 +00:00
michel 8fa53ec34b v4: fixed eignevalues for deterministic problems 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1006 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-29 17:28:57 +00:00
michel ff075bcfa6 v4 set_state_space.m: one more bug 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@923 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-21 11:29:59 +00:00
michel f4636d5dde v4: bug corrections nonstationary models with lags on more than 1 period 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@922 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-21 10:57:36 +00:00
michel cb9fb1b353 v4: changes around restricted state space representation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@918 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-17 15:23:45 +00:00
michel f998aef46c v4: correction of computation of variances in models with unit roots 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@912 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-15 12:20:28 +00:00
michel 87bb9bde38 v3+v4: added inv_order_var to dr 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@909 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-10 14:54:02 +00:00
michel 21f989819e v4: reduced state space for likelihood computation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@781 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-06-03 19:45:05 +00:00
michel 9a9872fd33 dynare_v4 from CVS 
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