74dc4f81f0
perfect_foresight_solver.m: loop over dynamic file when mex cannot be used
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1850
2022-05-18 08:59:39 +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
bef8d80ba8
More conversions to logical values
2022-03-23 16:52:40 +01:00
Stéphane Adjemian (Ryûk)
f5f47cd834
Add new option last_simulation_period to initval_file command.
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Also adjust the periods in Simulated_time_series (output of the perfect
foresight solver in the workspace). Note that this dseries object contains the
observations for the initial condition (M_.orig_maximum_lag observations) and
for the terminal condition (M_.orig_maximum_lead observations).
See #1838 .
Fix testsuite (wrong file name)
2022-01-21 17:39:47 +01:00
Stéphane Adjemian (Charybdis)
38e1cd5d4e
Do not include auxiliaries in Simulated_time_series...
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And add paths for the exogenous variables.
2022-01-21 16:50:42 +01:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Stéphane Adjemian (Charybdis)
27ee801a67
Add specialized version of sim1 for static models.
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Also add an integration test and fix homotopy error message.
2021-05-28 14:11:34 +02:00
fd09b98150
fix bug when no convergence and backward model
2020-03-31 15:40:49 +02:00
eb6ab0696a
gui: added fields to `oo_` to indicate which commands have been run
2020-03-03 11:45:46 +01:00
7712a02f02
add print and noprint option to perfect_foresight_solver. closes #1647
2019-09-12 14:50:14 +02:00
e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197
2019-09-12 11:57:01 +02:00
f8af21819e
Simplify the interface to perfect_foresight_problem MEX
2019-07-09 14:33:17 +02:00
7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable
2019-06-27 17:00:12 +02:00
5b591fac42
New perfect_foresight_problem MEX file
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It constructs the stacked residuals and jacobian of the perfect foresight
problem.
It is an almost perfect replacement for the perfect_foresight_problem.m
routine, while being much more efficient.
Note however that the DLL never return complex numbers (it instead puts NaNs at
the place where there would have been complex). This may create problems for
some MOD files; the algorithms will need to be adapted to use a more
line-search method.
2019-06-24 17:53:59 +02:00
5a36d57b90
Perfect foresight: remove unused nnzJ argument in several stacked problem functions
2019-05-13 18:33:26 +02:00
24cc67e585
Ensure that all perfect foresight solvers work with periods=1.
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See #1205 and #1176 .
2019-04-26 15:55:48 +02:00
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
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
62efd9930e
Merge pull request #1148 from JohannesPfeifer/foresight_imaginary
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Add check whether real part of complex solution solves the model
2016-04-12 13:06:26 +02:00
0669ac4c1c
Adjust verbosity of solvers
2016-03-25 20:14:25 +01:00
e714dc1a9f
Fixed bug in homotopy.
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Convex combination for initial/terminal endogenous variables paths was wrong.
2016-03-24 22:42:44 +01:00
6bca322809
Add check whether real part of complex solution solves the model
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Fixes #896
2016-03-23 21:25:58 +01:00
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
ccad2848db
Homotopy not implemented for purely backward or forward perfect foresight
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models.
2015-06-04 12:28:58 +02:00
127730d731
solve bugs when there are lags of exogenous variables on more than one
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period in deterministic models.
2015-05-27 12:22:32 +02:00
b3047c9742
Merge branch 'master' into new_ep
2015-05-23 18:26:07 +02:00
f86b91d3d6
Perfect foresight solver: inform the user when we switch to a homotopy method.
2015-04-22 14:44:39 +02:00
8ab1239d79
Fix handling of warnings in perfect foresight solver with homotopy.
2015-04-22 12:23:20 +02:00
2ca7be4e5e
Merging changes in master
2015-02-23 18:02:20 +01:00
43f2ec1d9d
Fixed display of the homotopy steps when the residuals are complex.
2015-02-21 13:58:52 +01:00
ff7c1f5cda
Cosmetic change.
2015-02-21 13:57:48 +01:00
9bdf75a52c
Fixed bug in the initialization of the homotopy for perfect foresight models.
2015-02-21 13:56:11 +01:00
55ea2100c6
Merge branch 'master' into new_ep
2015-02-19 10:27:15 +01:00
5768acf17e
Fixed the verbosity of perfect foresight models solvers.
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With stack_solve_algo={0, 6} the verbosity is controlled with
options_.verbosity instead of options_.no_homotopy.
Also harmonized the printed informations across these two algorithms.
2015-02-18 23:58:37 +01:00
ca83397d95
update copyright dates for files changed in 2015
2015-02-16 09:08:02 +01:00
21f009a531
Merge branch 'master' into new_ep
2015-02-14 11:54:57 +01:00
b3ed7901cf
Fixed bug in homotopy for perfect foresight models.
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Homotopy was not working if nans or complex numbers were present in oo_.endo_simul.
2015-02-13 16:04:25 +01:00
3b41aa0e60
Fixed bug related to the type of initial_period.
2015-02-13 15:59:49 +01:00
67be25d1a8
Rewrote homotopy for perfect foresight models.
2015-02-12 15:30:27 +01:00
93966f2087
Set verbosity to 0 if homotopy is used to solve the perfect foresight model.
2015-02-12 15:30:27 +01:00
751e518811
Removed global variables in perfect foresight routines.
2015-02-12 15:30:27 +01:00
892e6818ed
Put argument checks in another routine.
2015-02-12 15:30:27 +01:00
df4ee4b983
Moved files related to perfect foresight models in a subfolder.
2015-02-12 15:30:26 +01:00
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Ryûk)
Michel Juillard
Houtan Bastani
Stéphane Adjemian (Charybdis)
Stéphane Adjemian (Scylla)
MichelJuillard