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
6ca415ce14
stochastic_solvers.m: Suppress redundant warning if order was already set to 1
2017-04-25 20:16:10 +02:00
7829a25238
make stoch_simul solve linear model using order=1, even when order=2,3 specified. Also makes stoch_simul more efficient. closes #1336
...
(cherry picked from commit e29be9676dd40388919819af2d366b8308763ccc)
2017-04-22 16:26:13 +02:00
5996211356
Provide informative error message when var_exo_det is used with purely forward and backward models (thanks to Stefan Boeters for pointing this out)
2016-08-24 15:05:28 +02:00
67ea280773
adding missing semi-colon
2016-05-06 10:11:53 +02:00
3c7c2f46a4
more fixes for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
7e13fe5ef7
fix loglinear option with leaded or lagged exogenous variables
2016-05-05 20:41:02 +02:00
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
e8c430a923
replaced transtion_matrix.m by kalman_transition_matrix.m
2016-04-16 17:21:42 +02:00
8045217773
Merge pull request #729 from JohannesPfeifer/complex_jacobian
...
Deal with debugging info on complex Jacobians
2015-07-20 14:08:33 +02:00
90a6bb991c
Fix typos in error message in stochastic_solvers.m
2015-07-06 08:53:54 +02:00
1eabb1f6da
Change headers to reflect availability of third order approximation
2015-01-27 08:05:57 +01:00
6bc9b88401
Add reordering of second order derivatives to stochastic_solvers.m
...
It was erroneously completely moved to dyn_second_order_solver.m in the 4.3 branch when cleaning up dr1.m. Without this reordering, decision rules for exogenous deterministic variables at second order are wrong
2014-11-02 19:34:55 +01:00
b43d52278d
Deal with NaN and Inf in Hessian of dynamic model
...
Checks for these cases in stochastic_solvers.m to prevent cryptic crashes in dll-files later on
2014-09-25 08:49:19 +02:00
bf5d8c0546
Add debugging info for complex Jacobian to model_diagnostics.m and stochastic_solvers.m
2014-09-14 19:34:00 +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
8359b90cdf
Cosmetic changes.
2014-01-30 13:00:25 +01:00
894c5e541a
Add suggestion on how to circumvent restriction for purely for- and backward looking models at higher order
2013-08-16 12:04:22 +02:00
30033df22c
Deactivate 2nd and 3rd order approximation of purely forward models
...
There are some strange crashes in both normal mode (gensylv) and k_order_solver
mode
2013-08-15 12:27:03 +02:00
ca96013ca9
Filter out Inf in Jacobian to get rid of most cryptic errors about Lapack function dgges
...
Also adds additional debugging info
2013-07-28 12:09:59 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
42081aec88
Filter out stale loglinear option
...
With a previously set loglinear option, both k_order_pert and
stochastic_solvers at order>1 transformed the first order solution, but
kept the higher order terms untransformed. Now, both functions output an
error.
2013-05-08 18:18:34 +02:00
996ff3bfd3
Remove mexErrCheck from k_order_pert to make it obey the noprint-option
...
Currently, all stochastic solvers put the error code to info(1) and use
print_info to output the error. The only exception was k_order_pert,
which immediately created an error. Thus, the use of k_order_pert did
not allow for continuing after encountering errors, because only
print_info obeys the noprint-option. Replacing mexErrCheck by setting
info should deliver the correct behavior.
2013-05-02 14:38:47 +02:00
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
ddbeb8ceaa
Remove unused oo_.dr.kae, oo_.dr.kad
2012-11-16 17:51:25 +01:00
0a5909f1d2
fixed bug with deterministic exogenous variables at order==2 (moved
...
all relevant code to stochastic_solvers.m)
2012-09-19 22:51:44 +02:00
07193b2cfa
fixing bug in computing full_rank for purely backward models
2012-09-11 10:06:38 +02:00
1a968d5f22
Added check for NaN in Jacobian to stochastic_solvers and added explicit error message to print_info.m
2012-08-05 13:09:24 +02:00
5bda6afad0
adding missing semi-colon
2012-07-16 16:05:08 +02:00
1fb89a07e9
Removed global from set_state_space.
2012-07-03 11:29:18 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
6e555a1539
removed specialized code for solving purely forward models: it is true
...
that it is possible to derive the solution function by a simple
inversion, but this doesn't check that all eigenvalues are larger than
one. It is better to use the standard algorithm with QZ decomposition
2012-06-02 14:14:24 +02:00
95e938e5fb
Add dummy dr.eigval and dr.rank in case of purely forward model
...
This is necessary to avoid an outright crash in check.m
2012-05-15 18:31:53 +02:00
0ef23e5ae3
fixes bug for stochastic backward models. Still, only order==1 is
...
currently possible.
2012-05-14 22:10:10 +02:00
650e67f6b7
fixing but in previous commit
2012-05-01 10:53:23 +02:00
19f939b1cc
when task==1, the function now returns as soon as the eigenvalues have
...
been computed. This solves a bug when having used loglinear option
earlier in the *.mod file
2012-05-01 09:49:56 +02:00
1014bb038d
made loglinear option available for purely backward and purely forward
...
models (for now only with order==1)
2012-04-15 14:06:37 +02:00
30d815afdc
minor changes to new functions and completing headers
2011-12-20 16:34:30 +01:00
10c6978369
minor modifications + headers for new functions
2011-12-19 22:33:25 +01:00
336afa9f2b
fixing bugs related to new functions
2011-12-18 17:33:08 +01:00
c56a8e40e8
adding new functions and new tests for risky steady state
2011-12-17 17:35:42 +01:00
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Houtan Bastani
Michel Juillard
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot