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25 Commits (7dd2dd5e24a343fbeaf3522ea5e535c27d8b9f95)

Author SHA1 Message Date
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files 
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
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Johannes Pfeifer f2cde3b6d9 Make schur_vec_tol settable and document it 
Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/29
Also convert it to lowercase as all other options
 2020-12-17 19:59:22 +01:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Johannes Pfeifer 2c5b1fed2d Use master function lyapunov_solver.m to call individual solvers 2017-01-04 11:25:44 +01:00
Johannes Pfeifer 0fd76e0c6f Assigning unique function for each input argument of lyapunov_symm.m 
The old way of redefining input arguments to satisfy different options was too error-prone. See 69daaa0460b0ddee97292c39d40355201e316622 of tholden
 2015-07-22 15:11:39 +02:00
Johannes Pfeifer cb5d3df6a0 Computation of the loss function in the presence of unit root variables was incorrect 
Some elements were simply left out. This commit now mimics the computations as in th_autocovariances.m and makes sure the loss function coincides with the one that is obtained by reading out the covariance from oo_.var
 2014-11-03 18:05:15 +01:00
Stéphane Adjemian (Karaba) 97b63105a0 Add a parameter to the lyapunov_symm routine (debug mode). 2014-10-13 17:42:53 +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
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Michel Juillard 22d5bd16cf removed useless auxiliary variables from call to kalman_transition_matrix() 2011-01-26 21:24:46 +01:00
Sébastien Villemot c1e7ade63e get_variance_of_endogenous_variables.m: fixed error introduced in commit b9173a211f 2010-02-17 12:52:25 +01:00
Sébastien Villemot 9e2885d17f Merge remote branch 'michel/master' 2010-02-17 12:51:20 +01:00
Sébastien Villemot b9173a211f get_variance_of_endogenous_variables.m: 
* fixed bug when no unit root
* removed unused and never initialized second return argument
 2010-02-17 12:02:17 +01:00
JUILLARD Michel 9509a46497 corrected bug when all variables are stationary and u is empty 2010-02-15 14:17:02 +01:00
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
michel f5920bbc34 v4: correcting bug related to nonstationary variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2850 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-21 11:52:35 +00:00
stepan ba080ab910 v4.1:: Changes related to lyapunov_symm. 
+ Fixed a bug introduced in the previous commit.
+ Added a threshold parameter for the complex blocks in the upper
triangular matrix T in lyapunov_symm.m (new field in options_)
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2414 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-12 14:16:10 +00:00
sebastien 9f5beff89e v4 matlab: fixed remaining copyright headers (those files which are in the CR+LF endline convention) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1975 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 13:08:13 +00:00
adjemian 341adad2e9 Added new functions for posterior distribution processing (second order moments) + Removed global variables. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1890 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-21 08:33:31 +00:00
assia 105f1f81a4 header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1662 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-29 13:25:26 +00:00
michel 1f56e496b1 v4: corrected osr 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@924 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-21 15:48:01 +00:00
michel 899eb27dff v4 get_variance_of_endogenous_variables.m: changed calling arguments 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@913 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-15 13:44:14 +00:00
michel f998aef46c v4: correction of computation of variances in models with unit roots 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@912 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-15 12:20:28 +00:00