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
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
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
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Houtan Bastani
Michel Juillard
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot