6dc64de7a9
fixing compiler warning about format argument
2012-07-31 21:50:59 +02:00
5657dc8228
Amend the workaround for ticket #35 , so that shocks+endval+simul can looped over
2012-07-30 17:01:42 +02:00
488de200cf
Merge remote-tracking branch 'jpfeifer/master'
2012-07-30 15:50:30 +02:00
029d3dda08
dynare++: add steady state to first part of simulation when
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interrupted by non finite result
2012-07-25 17:53:34 +02:00
87b78f657b
dynatable: fixed bug when table contains Inf or NaN
2012-07-25 17:52:00 +02:00
24e1c49928
simulations: draw random shocks so that, given a seed, the sequence is the same, independently of the number of periods
2012-07-25 15:00:57 +02:00
cf6772bc90
added method to access derivatives of approximated solution function
2012-07-25 14:59:06 +02:00
d32e076b77
adding missing function linsolve for Octave (inefficient and minimal implementation
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for current needs)
2012-07-22 22:18:32 +02:00
e7a8261b17
first order and cycle reduction: fixing bugs in previous commits
2012-07-22 19:54:12 +02:00
ba1f5eedc2
first order solver:
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-pass along errors returned by cycle reduction algorithms;
-logarithmic reduction fails on error
-replace expensive and random condest() by call to linsolve()
-uses linsolve() to compute hx
2012-07-22 12:56:51 +02:00
2c450c79f8
cycle reduction: return error codes for over- and under-determined
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dynamic systems
2012-07-22 12:51:55 +02:00
edf826f315
added code to optionally run cycle_reduction algorithm on GPU. Added
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options_.gpu (no interface yet, use options_.gpu=1). Added test
./tests/first_order/fs2000_cr.mod
2012-07-20 17:06:12 +02:00
8d33a434e5
fixing bugs in dyn_first_order_solver()
2012-07-19 18:57:56 +02:00
d39bbdaa85
forcing reinitialization of persistent variables of
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dyn_first_order_solver.m in global_initialization.m This is necessary
if noclearall option is used.
2012-07-19 17:08:42 +02:00
b10b2160ed
Made error message if initial parameter values are outside prior bounds more explicit.
2012-07-19 12:30:41 +02:00
fcc262db7a
fixing bugs introduced in 1b3aa73c04
2012-07-17 10:07:09 +02:00
36cce4e629
Merge remote-tracking branch 'ratto/master'
2012-07-16 17:24:00 +02:00
5bda6afad0
adding missing semi-colon
2012-07-16 16:05:08 +02:00
1b3aa73c04
adapted dyn_first_order_solver.m for models without lagged variables
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and singular coefficient matrix for current variables
2012-07-16 15:52:36 +02:00
80a9ac90f0
Fixed random bug of MC identification test, occurring when there is no solution at the very first iteration of the MC loop.
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(cherry picked from commit 906bf8e02feb8370153bc6407bf95d2592be3cc2)
2012-07-15 22:21:10 +02:00
1732db842f
fixing bug in evaluating rank condition for BK when using check (introduced in commit 4d51f38bd2)
2012-07-14 21:07:05 +02:00
10f8c1ca07
Fixed typos
2012-07-13 10:37:35 +02:00
37f5ac850b
Fixed bug (karaba:/var/tmp/dynare-master-check-WMwywKtbcz.log). dr.state_var is not defined in all cases...
2012-07-13 10:30:09 +02:00
54aff15b6a
Added a new routine to solve quadratic matrix equation (based on a Newton algorithm with line search).
2012-07-12 14:43:21 +02:00
91499d7961
Added a routine to test if an array is a square matrix.
2012-07-12 14:43:21 +02:00
48672ad10f
Preprocessor: handle underflows and overflows as MATLAB and Octave do
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i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
4d183aa920
Fixed bug fix introduced in git#6d6e337f5bec0d9728746ce60f7fb09d12042adb.
2012-07-12 09:23:06 +02:00
6d6e337f5b
Fixed bug (reported in karaba:/var/tmp/dynare-master-check-o0FCvBRHnf.log). dr.state_var was defined in the wrong place.
2012-07-12 09:18:04 +02:00
c850f03be3
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
0d5dff2bd9
Added walsh.mod in the testsuite to compare the solutions obtained with the cyclic reduction algorithm and the generalized schur algorithm.
2012-07-11 18:26:22 +02:00
4d51f38bd2
Added the possibility to use the cyclic reduction algorithm without the block option.
2012-07-11 18:26:22 +02:00
b02c83a926
Added unitary test.
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Comparison of the solutions returned by the cyclic reduction and logarithmic reduction algorithm. Note
that in the case considered here the logarithmic reduction algorithm is faster.
2012-07-11 18:26:22 +02:00
56339bb3cf
Added logarithmic reduction algorithm to solve quadratic matrix equation.
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This algorithm is a slower alternative to the cyclic reduction algorithm (useful for testing purpose).
2012-07-11 18:26:22 +02:00
47e543409c
Added texinfo header.
2012-07-11 18:26:22 +02:00
a86a904823
Cosmetic changes.
2012-07-11 18:26:22 +02:00
b4c60eeebf
Efficiency changes.
2012-07-11 18:26:22 +02:00
877cc55e78
Fixed bug.
2012-07-11 18:26:22 +02:00
38b493dacc
Changed copyright date.
2012-07-11 18:26:22 +02:00
84164dc57e
adding possibility to pass derivative matrices to k_order_perturbation
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MEX function
2012-07-07 21:21:28 +02:00
50ef5377e4
removed option linear from stoch_simul; clarified use of option linear
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in model statement
2012-07-06 13:52:17 +02:00
287b134884
k_order mex: added derivatives as members of KorderpDynare
2012-07-06 13:52:17 +02:00
57b7c0e94f
Add unit test for kalman filter with missing observations
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Contributed by Johannes Pfeifer
2012-07-06 10:32:34 +02:00
3414d4d468
Fix crash in estimation introduced in 1fb89a07
2012-07-06 09:50:30 +02:00
61c3145eac
Fix category of dynare_version
2012-07-05 16:39:51 +02:00
0cf034a71a
Merge remote-tracking branch 'houtanb/master'
2012-07-05 16:38:59 +02:00
59ddbb8cb2
document dynare_version
2012-07-05 11:17:25 +02:00
b6c35b754f
fix mac package name in doc
2012-07-05 11:07:37 +02:00
5f9d2e6492
fix test for analytic derivatives
2012-07-05 10:23:34 +02:00
40e1e60fd1
1) changed options of optimizer n. 1 with analytic derivs;
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2) force no analytic derivative with mode_check;
2012-07-05 10:22:36 +02:00
ed4d37341c
Fix problem with models where steadystate files change parameter values.
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1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state + analytic derivatives of all the rest;
3) bug fixes for 2nd order derivatives w.r.t. model parameters;
2012-07-05 10:14:10 +02:00
Michel Juillard
Sébastien Villemot
Johannes Pfeifer
Marco Ratto
Stéphane Adjemian (Charybdis)
Houtan Bastani