Commit Graph

46 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 b5a4c0695f perfect foresight: provide debugging information for singular Jacobian
Closes https://git.dynare.org/Dynare/dynare/-/issues/1732
2021-03-17 15:02:30 +01:00
Michel Juillard b70d99d1b4
Refactoring of initval_file and histval_file
initval_file and hisvfal_file are now more flexible and have functionalities
similar to option datafile in estimation.

Closes: #1671
2020-05-14 16:45:54 +02:00
Johannes Pfeifer 632c0a3943 sim1.m: provide missing function input to nested function 2020-01-06 09:06:18 +01:00
Houtan Bastani 7712a02f02
add print and noprint option to perfect_foresight_solver. closes #1647 2019-09-12 14:50:14 +02:00
Sébastien Villemot f8af21819e
Simplify the interface to perfect_foresight_problem MEX 2019-07-09 14:33:17 +02:00
Sébastien Villemot 7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable 2019-06-27 17:00:12 +02:00
Sébastien Villemot 5b591fac42
New perfect_foresight_problem MEX file
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
Sébastien Villemot 088826a332
Perfect foresight: remove useless model evaluation 2019-05-13 18:33:26 +02:00
Stéphane Adjemian (Charybdis) 24cc67e585 Ensure that all perfect foresight solvers work with periods=1.
See #1205 and #1176.
2019-04-26 15:55:48 +02:00
Sébastien Villemot a1b8bd39b2 Move the location of various generated files on the filesystem
- 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
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Houtan Bastani b3fa669717 bug fix introduced in 234aaacf92 2017-03-24 17:13:03 +01:00
Marco Ratto 234aaacf92 factorized display of critical values. 2017-03-23 00:08:05 +01:00
Stéphane Adjemian (Charybdis) ee2c30fd97 Partialm cherry-pick of 28e95d817a181f758dab595d6a14de0ff348bed5
Give more informations in case of NaN, Inf or non real variables.

Closes PR #1385.
2017-03-22 14:04:35 +01:00
Johannes Pfeifer 1c070f536a Add headers to various functions 2016-08-23 17:28:41 +02:00
Stéphane Adjemian (Charybdis) 674c9ab286 Removed oo_ from sim1 routine. 2016-05-24 17:26:06 +02:00
MichelJuillard 62efd9930e Merge pull request #1148 from JohannesPfeifer/foresight_imaginary
Add check whether real part of complex solution solves the model
2016-04-12 13:06:26 +02:00
Johannes Pfeifer 0669ac4c1c Adjust verbosity of solvers 2016-03-25 20:14:25 +01:00
Johannes Pfeifer 4b83c1bf76 Integrates Tom Holden's robust linear solver
Supersedes #984
2016-03-25 09:59:20 +01:00
Johannes Pfeifer 6bca322809 Add check whether real part of complex solution solves the model
Fixes #896
2016-03-23 21:25:58 +01:00
Houtan Bastani f60945facc fix copyright dates 2016-03-11 16:22:42 +01:00
Michel Juillard 34e35555d6 fixed bugs when there is a single equation in the model 2016-03-07 21:51:45 +01:00
Michel Juillard fe861fee76 fixed bug introduced in commit 1bd2a1b1c2 2015-07-29 11:54:10 +02:00
Michel Juillard 0d7e349187 removed useless statement 2015-07-23 11:41:47 +02:00
Michel Juillard 995c0d7c66 fixing typo 2015-07-21 15:32:33 +02:00
Michel Juillard 9b8077fc28 Merge branch 'master' into new_ep 2015-07-21 09:30:58 +02:00
Stéphane Adjemian (Charybdis) 316f394e06 Removed unused variables from sim1.m. 2015-07-07 17:55:41 +02:00
Michel Juillard eefa7bb70a fixing problem with endogenous_terminal_period 2015-05-27 10:23:14 +02:00
Michel Juillard a36fd53eff fixing extended-path 2015-05-25 09:43:21 +02:00
Michel Juillard b3047c9742 Merge branch 'master' into new_ep 2015-05-23 18:26:07 +02:00
Michel Juillard f2617fcf74 deterministic simulations: more efficient manner to build the Jacobian matrix
of the stacked system. Gains is not as much as expected.
2015-05-06 11:16:53 +02:00
Michel Juillard a5c652f81a removing nefarious _ 2015-03-04 09:41:29 +01:00
Michel Juillard 2ca7be4e5e Merging changes in master 2015-02-23 18:02:20 +01:00
Michel Juillard 55ea2100c6 Merge branch 'master' into new_ep 2015-02-19 10:27:15 +01:00
Stéphane Adjemian (Charybdis) 5768acf17e Fixed the verbosity of perfect foresight models solvers.
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
Houtan Bastani ca83397d95 update copyright dates for files changed in 2015 2015-02-16 09:08:02 +01:00
Michel Juillard f8af7724bb small fixes to perfect foresight 2015-02-15 16:49:33 +01:00
Michel Juillard 3c7b1cf2d7 changed calling sequence for sim1; use local variable names without _;
sim1 honors options_.nodisplay
2015-02-14 12:02:18 +01:00
Michel Juillard 21f009a531 Merge branch 'master' into new_ep 2015-02-14 11:54:57 +01:00
Stéphane Adjemian (Charybdis) ec896d8ca7 Cosmetic changes.
oo_.determinist_simulation.status is a boolean.
2015-02-13 15:58:12 +01:00
Stéphane Adjemian (Charybdis) f40fcb9724 Do not print anything if homotopy (perfect forsight models solver). 2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis) 751e518811 Removed global variables in perfect foresight routines. 2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis) 6f7fed2046 Moved sim1* routines in subfolder. 2015-02-12 15:30:26 +01:00