Commit Graph

20 Commits (7094a45f6d1e8f6b928953801e2547a5663caaac)

Author SHA1 Message Date
Johannes Pfeifer c55d0a3ae4 Remove pruning_forecast_approximation introduced in cdb7b01879 2013-04-25 12:04:44 +02:00
Johannes Pfeifer cdb7b01879 Implement Andreasen et al. 2013 pruning at order
Implements and documents the Andreasen et al. 2013 pruning at order=3
and sets it as the default at this order. Michel's pruning based on the
approximation of the forecast function has been assigned the option
pruning_forecast_approximation. The preprocessor-interface still needs
to be added for this option. Moreover, more documentation/a reference
what this option does is needed. At a later point, we might change the
default to Michel's approach.
2013-04-24 23:07:01 +02:00
Johannes Pfeifer 5cb9b02863 Fix unfold for third order pruning 2013-04-24 13:09:40 +02:00
Michel Juillard d97e036868 fixing missing increment of index in unfold3, unfold21, unfold12 2013-04-21 20:48:26 +02:00
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
Michel Juillard 9e6c58572e fixing bug in pruning at order=3 2012-08-02 10:09:44 +02:00
Michel Juillard 2244af9c62 adding pruning option for 3rd order 2012-07-31 21:50:59 +02:00
Sébastien Villemot a66594caed Add MEXEXT define to build system, adapt relevant DLL and Windows packaging
Closes: #235
2012-01-09 12:39:09 +01:00
Houtan Bastani b63590712c fixed bug in argument number check and removed unused variable 2010-12-14 18:42:29 +01:00
Houtan Bastani e32c8b1b76 k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt 2010-09-23 10:44:39 +02:00
Sébastien Villemot 8589be3d4b K-order DLL: cosmetic changes
- remove unused argument of the DLL
- fix documentation inside source file
2010-08-30 17:11:58 +02:00
Sébastien Villemot 3d2a698ab9 Minor fix: replace operator & by && in MATLAB conditionals (for better compatibility with Octave) 2010-08-23 17:39:46 +02:00
Sébastien Villemot b842251c2c Added missing copyright notice 2010-08-20 16:01:43 +02:00
michel f06b4e180a 4.2: fixed bug in k_order_pert.m for order == 1
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3376 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-25 14:52:48 +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
george a5dad180ca opt taken out
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3193 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-03 09:58:58 +00:00
george 95f36d5d68 yss error taken out
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3192 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-03 09:37:06 +00:00
george aa6cf78250 Adding loglinear correction and the 2nd output argument for the 1st order as there must be 1+order output variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3191 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-03 08:14:10 +00:00
michel 48dad3e37a 4.1: add preprocessor interface for k_order_solver
rename use_k_order to k_order_solver in Matlab procedures
     fix tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 19:54:45 +00:00
michel a715408698 v4.1: Matlab routines for k_order_perturbation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3171 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 21:01:40 +00:00