48380a1370
Do not assign variables to base workspace by default
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Related to https://git.dynare.org/Dynare/preprocessor/-/issues/95
2023-12-18 11:51:27 +01:00
b3ce518433
Further naming consistency improvements
2023-10-25 11:22:50 +02:00
649f668dd1
cosmetical: don't use hh for figure/plot/table handles
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We use it to denote the hessian and even store it in many mat files.
2023-09-19 13:26:33 +02:00
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
Stéphane Adjemian (Ryuk)
edeb7911f3
Fix bug (initial period in extended path).
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extended_path was crashing in preceeded by a call to the set_time command.
2021-06-15 14:24:38 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
e3207b1d8c
Extended path: remove ep.use_bytecode flag
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It’s actually useless and complicates the code. Simply rely on
options_.bytecode.
Ref. #1742
2020-10-15 11:06:59 +02:00
49dc997073
Global reindentation of MATLAB code (excluding submodules)
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Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
b8132eb556
extended path: adding support for calibrated shock.
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This commit is not satisfactory because it uses M_.det_shocks
for unexpected shocks. We need to improve on it soon.
2016-05-31 12:10:12 +02:00
3fa6a96bfb
Added homotopy.
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Fixes the issue of paths containing spurious solutions for (stochastic)
perfect foresight models.
2016-05-24 17:28:24 +02:00
8b5b7921f6
Improved solver for (S)EP.
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Use previous solution as an initial condition for the perfect foresight problem.
2016-05-24 17:28:24 +02:00
7d1d860a53
Fixed ep.init option.
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Initialization of the perfect foresight solver (in extended path) with
the solution of the first order approximation of the model was broken.
If the value of options_.ep.init is "true"" (1) then the solution of the
first order approximation is used as an initial guess for the newton
lilke solver. If the value of options_.ep.init is "false" (0) the solver
is initialized with the steady state.
2016-05-24 17:28:24 +02:00
fdbd4fa7a7
Code factorization.
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- Added routines for initializing and setting shocks in EP.
- Added a specialized routine for doing Monte Carlo around EP.
2016-05-24 17:28:24 +02:00
3bbac629ed
Cosmetic change.
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Removed maximum_lead and maximum_lag in extended_path routines.
2016-05-24 17:28:24 +02:00
d74f315bfb
Fixed bug in (Stochastic) Extended Path algorithm.
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Innovations were not correctly passed to the non linear solver. Closes #1128 .
2016-05-24 17:28:24 +02:00
8958b7ef98
Cosmetic changes.
2016-05-24 17:28:24 +02:00
13ca15a278
Allow (S)EP with arbitrary sequence of innovations.
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The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
b60bd7b36b
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
8e3cb65258
Provide informative error message if EP is used with varexo_det
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Closes #875
2016-03-17 10:30:14 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
d331cf5a7a
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
1bd2a1b1c2
ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2()
2015-07-28 17:17:25 +02:00
c3c72192ac
small bug corrections
2015-07-27 16:52:36 +02:00
22eb824c6f
extended path: fixing bug
2015-07-27 14:31:42 +02:00
e8f318ff50
fixed problems in extended path
2015-07-23 14:27:55 +02:00
9b8077fc28
Merge branch 'master' into new_ep
2015-07-21 09:30:58 +02:00
c43cfb45a8
Fixed bug in Extended Path (added second argument to get_complementarity_condition).
2015-06-03 08:22:26 +02:00
a36fd53eff
fixing extended-path
2015-05-25 09:43:21 +02:00
a53385ea28
dynare_solve: fix initial check for models with complementarity conditions
2015-03-07 10:10:35 +01:00
0c1197c13f
extended_path: fixing bug when initializing with linear approximation,
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adding simple homotopy scheme (unfinished)
2015-03-04 09:43:14 +01:00
70173d4431
fixing bugs in extended_path
2015-02-22 21:56:42 +01:00
55ea2100c6
Merge branch 'master' into new_ep
2015-02-19 10:27:15 +01:00
ca83397d95
update copyright dates for files changed in 2015
2015-02-16 09:08:02 +01:00
6d25d05be4
adapt extended_path to changes in perfect_foresight
2015-02-14 18:29:11 +01:00
9f7c1a9bc6
fixes to extended path
2015-02-11 22:23:21 +01:00
9c6e219990
new implementation for extended path
2015-02-06 12:36:09 +01:00
5ff129e52d
simplified extended_path.m.
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homotopy and variable sample length should be handled in the solvers.
2015-01-11 21:12:32 +01:00
823477519c
Corrects the extended path when bytecode option is used
2014-12-19 14:53:23 +01:00
6d42861e19
extended-path: fixing bug when options_.initial_period is NaN
2014-08-12 18:59:56 +02:00
812a8c7637
extended_path: fixed bugs when model doesn't converge
2014-08-12 12:12:15 +02:00
499967f9a1
adding an option to extended path to control homotopic steps and
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continue in case of failed case
2014-06-16 14:25:23 +02:00
a39d94409f
adding lmmcp as solver for extended path
2014-05-18 21:49:52 +02:00
add594ab7e
updating extended_path
2014-05-12 09:40:12 +02:00
f5ae90bcc8
extended-path: changed homotopy so that integration nodes change
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too (only for for case 1)
2014-03-16 18:54:52 +01:00
8f06a3134d
added unscented nodes generator
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put nodes generators in setup_integration_nodes.m
added stochastic_solvers to homotopic_steps
2014-03-16 18:54:52 +01:00
6efe62a3b2
Transposed the definition of the innovations in (stochastic) extended path routine, so that, for a given state of the random number generator, stochastic simulations obtained with extended_path and stoch_simul commands consider the same innovations (when the number of shocks is greater than one). Otherwise the stochastic simulations cannot be compared.
2013-12-17 22:49:37 +01:00
6cb18b34fb
Added the possibilty to set the initial condition of the (stochastic) extended path simulations with the histval block.
2013-12-11 16:43:15 +01:00
Johannes Pfeifer
Willi Mutschler
Sébastien Villemot
Stéphane Adjemian (Ryuk)
Stéphane Adjemian (Scylla)
Michel Juillard
Houtan Bastani
ferhat