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64 Commits (6d42ec66d52541f8e93d72dfb13f22858c00f176)

Author SHA1 Message Date
Johannes Pfeifer 39bfc1dd04 Fix two bug in resol that lead to crashes instead of error messages when loglinear option was used and steady state were negative 2014-06-10 10:58:19 +02:00
Stéphane Adjemian (Scylla) 62aa9b8fa5 Check if the steady state is strictly positive when simulating/estimating a model with loglinear option. 2014-01-30 13:03:03 +01:00
Houtan Bastani 38bc29ff05 clean up resol 2012-12-06 14:58:58 +01:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Ferhat Mihoubi e2315e587e oo_.dr needs also to be updated when bytecode option is used 2012-06-06 16:26:47 +02:00
Michel Juillard 30d815afdc minor changes to new functions and completing headers 2011-12-20 16:34:30 +01:00
Michel Juillard 10c6978369 minor modifications + headers for new functions 2011-12-19 22:33:25 +01:00
Michel Juillard 7c62fafe0c Merge branch 'master' into dr1break 2011-12-10 20:10:31 +01:00
Michel Juillard 36d5462328 options_.jacobian_flag is now set in global_initialization.m 2011-10-20 20:40:15 +02:00
Michel Juillard ee7078e56c factoring out steady-state computations; steady_state_model now 
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
 2011-10-12 21:51:14 +02:00
Sébastien Villemot 721a872343 Fix crash of check(solve_algo=0) under Octave 
dynare_solve.m calls str2func on the function name, so it crashes if it is
passed a function handle. It needs to be passed a string.
 2011-10-12 18:48:57 +02:00
Stéphane Adjemian (Scylla) d6268cf720 Fixed bugs. 
(1) Wrong calling sequence for resol routine in check.m.
(2) Replaced steady_state_0 by oo.steady_state in resol.m.
 2011-09-17 13:33:57 +02:00
Stéphane Adjemian (Scylla) 24cd423671 Removed globals from resol.m (changed calling sequence). Added texinfo header. 
Removed trailing whitespace.
 2011-09-17 12:53:38 +02:00
Ferhat Mihoubi 95671d8932 A model can be solved with (block and/or bytecode) and linear options 2011-08-11 14:15:50 +02:00
Stéphane Adjemian (Sedna) ecb0131771 Cosmetic change. 2011-05-06 14:39:00 +02:00
Michel Juillard e9a52ecae7 removing intermediary printing left behind 2011-05-02 20:56:26 +02:00
Stéphane Adjemian (Gpm) d55d1d7b10 Cosmetic change related to the previous commit (12e0509510f7d71a8c2556b991eb84ebebe47e18). 2011-05-02 10:24:50 +02:00
Stéphane Adjemian (Gpm) e8fe8c7711 Added exceptions when the parameters updated in the steadystate file are complex or NaN. 2011-05-02 10:24:50 +02:00
Stéphane Adjemian (Gpm) 14d7ab433f Added new info value (22) for cases where the steady state given by the steadystate file has NaNs. 2011-04-28 17:53:03 +02:00
Michel Juillard dcfe3e5749 partly reverting changeset 9f7cfaec00 in order to correct problem in estimation: oo_.steady_state is not updated anymore in resol.m. (steady_state operator is broken in estimation). 2011-03-13 17:04:29 +01:00
Michel Juillard 9f7cfaec00 fixing bug with steady_state operator 2011-03-09 13:43:17 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot 757a9067c0 Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
Michel Juillard f36247ceed modifications to ramsey_policy code to allow for estimation 2011-01-26 21:24:47 +01:00
Ferhat Mihoubi b356c5e58e add_auxiliary_variables_to_steadystate is compatible with bytecode option 
+ minor corrections in steady_.m
 2010-11-25 16:00:54 +01:00
Ferhat Mihoubi 1aceb504fd Check command is now compatible with block and bytecode options 2010-10-27 15:34:48 +02:00
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 a2cef7009d Fixes for ticket #57 
preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"

M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-25 10:22:39 +00:00
michel ce5c510d06 v4.1: add provision for <modfile>_steady_state.m and auxiliary variables for leads on more than 1 period 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3022 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-06 14:37:23 +00:00
michel 541129c1be v4.1: adding add_auxiliary_variables_to_steadystate.m and code to adjust output of <fname>_steadystate.m for additional auxiliary variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3014 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 12:10:50 +00:00
ferhat beade4bea1 References to model_mod option are ruled out of M-files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2878 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 13:07:59 +00:00
stepan 6cb41e0252 * Added info=19 in resol.m (problem in the steady state file). 
* Bug fix in prior_sampler.
* Print  more informations  (BK conditions,  steadys state  or mjdgges
* problems...) when running get_prior_info.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2567 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 22:08:39 +00:00
stepan f02ea822ec Removed useless global. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2555 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-06 10:34:49 +00:00
stepan c42f33ff47 Bug fix + Cosmetic change. Do not compute the likelihood if the steady 
state is complex.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2554 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 22:23:46 +00:00
michel 4a3baea105 v4.1: added check and penalty for complex steady state 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2548 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-02 13:40:56 +00:00
stepan 91fb6ee044 Use check (the second output of the steady state file) to pass a 
penalty defined in the steady state file.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2547 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-02 13:24:41 +00:00
stepan 52458e94ff v4.1:: Removed the test for complex matrices E and D. Added a test for 
complex numbers in the jacobian matrix.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2432 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-19 17:49:28 +00:00
stepan 5f02e69a67 v4.1:: Added a test for complex numbers in matrices E and D before the 
call to mjdgges.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2430 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-19 15:37:55 +00:00
michel a6bd42218c diminished tolerance in computation of steady state for linear models. This corrects a bug in estimation of constants in linear models. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2283 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-03 10:12:52 +00:00
sebastien 2af294a5e6 trunk: removed remnants of dr_algo option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2118 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:49:51 +00:00
sebastien 0c23ac2b06 v4 matlab: 
* fixed various copyright headers
* added URL pointer to C. Sims' original files
* removed obsolete dgamma.m


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2018 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 15:18:05 +00:00
ferhat 08688fd7f3 Check command compatible with sparse model 
- New version of dr1.m (dr1_sparse.m & dr11_sparse.m) to handling sparse model (dr1_sparse and dr11_sparse could replace dr1.m)
- model_info command to describe the block structure of the model 
- transition_matrix.m modified to be compatible with sparse model



git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2006 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-28 13:18:09 +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
adjemian 2dab221499 Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1881 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-19 09:45:28 +00:00
sebastien 75fb140b5c v4 matlab+preprocessor: 
* removed global variables from "static" and "dynamic" files (in standard and USE_DLL modes only)
* added extra arguments when those functions are called from M-files


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1859 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-06 14:01:02 +00:00
assia d999166b14 header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1533 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-03 12:00:54 +00:00
michel 5115f8430d v4 resol.m: correcting bug with linear models 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1244 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-14 16:50:31 +00:00
ratto 6d6e3020b3 _static file name defined also when _steadystate file is available 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1236 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-04 08:23:14 +00:00
michel 348bfca62b v4 resol.m: bug fixing 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1142 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-06 16:21:15 +00:00
michel 20ac65e1fe v4 resol.m: ..._steadystate.m takes prioru\ity even for a linear model 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1140 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-06 11:04:30 +00:00