4ba0f0a9c3
LMMCP: don’t report a wrong maxerror, rather put NaN
2020-10-20 18:27:19 +02:00
46da76c0ce
LMMCP: fix bug when periods=1
...
The fix in commit 24cc67e585
2020-10-20 18:20:04 +02:00
87cc519321
LMMCP / linear perfect foresight: fix bug for models with a single equation
...
The routines use the find() function applied to a subset of columns of the
Jacobian, which in this case is a row vector. When passed a row vector, find()
returns row vectors (while it returns column vectors when passed a column
vector or a matrix). This case was not correctly handled.
2020-10-20 18:20:02 +02:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
...
Fixed conflicts in:
- .gitlab-ci.yml
- matlab/dynare_config.m
- matlab/dynare_solve.m
- matlab/initvalf.m
- matlab/perfect-foresight-models/make_ex_.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m
- mex/build/matlab/Makefile.am
- mex/build/matlab/configure.ac
- mex/build/octave/Makefile.am
- mex/build/octave/configure.ac
- mex/sources/Makefile.am
- preprocessor
- tests/Makefile.am
2020-09-17 14:53:32 +02:00
0391dbbeb1
fix bug with lag on exogenous variables on more than one period
...
(cherry picked from commit 492124ce9886e6aef4f4cefef302241d7edfe024)
2020-09-04 14:02:04 +00:00
41fe087106
Block decomposition: static and dynamic files are now pure wrappers around the per-block files
...
Systematically call top-level static/dynamic files, instead of per-block ones.
2020-06-19 18:46:56 +02:00
0305b427a6
Block decomposition: use same orientation convention as oo_.endo_simul for matrix of simulated paths
...
Improves consistency, but also efficiency (less transpose needed).
2020-06-17 18:19:35 +02:00
20431ed312
Block decomposition: in the dynamic file, y and T are now vectors as in non-block mode
2020-06-17 18:19:21 +02:00
7bec234f7f
Block decomposition: for evaluate blocks, move the iteration loop outside the dynamic file
2020-06-15 18:29:42 +02:00
fae433fb18
Block decomposition: fix bug introduced in 0d11f8182a
2020-06-04 18:15:54 +02:00
0d11f8182a
Block decomposition: no longer compute deterministic simulation from dynamic.m file
...
By the way, fix bug where oo_ was not modified by solve_one_boundary.
Also convert oo_.deterministic_simulations.status to a boolean in the block
routines, for consistency with the non-block case.
2020-06-02 17:46:29 +02:00
Stéphane Adjemian (Charybdis)
9a66f3ebd9
Allow shocks with initval_file.
2020-05-18 12:21:43 +02:00
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
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
8aad715183
det_cond_forecast.m: always set options_.qz_criterium
...
Closes https://git.dynare.org/Dynare/dynare/issues/1701
2020-02-02 14:15:01 +01:00
7e770f69e7
Remove workaround for errors in MEX files
...
Because at some point throwing exceptions from MEX files (with mexErrMsgTxt())
was not working under Windows 64-bit, we had designed a workaround to avoid
using exceptions.
Most MEX files were returning an error code as their first (or sometimes last)
argument, and that code would have to be checked from the MATLAB code.
Since this workaround is no longer needed, this commit removes it. As a
consequence, the interface of many MEX files is modified.
For some background, see https://www.dynare.org/pipermail/dev/2010-September/000895.html
2020-01-10 18:33:11 +01:00
a95358accc
Merge branch 'sim1' into 'master'
...
sim1.m: provide missing function input to nested function
See merge request Dynare/dynare!1691
2020-01-06 13:22:29 +00:00
632c0a3943
sim1.m: provide missing function input to nested function
2020-01-06 09:06:18 +01:00
49dc997073
Global reindentation of MATLAB code (excluding submodules)
...
Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
efa6c6c682
“datafile” option of “perfect_foresight_setup” (and “simul”) now equivalent to “initval_file”
...
Ref. #1663
2019-12-19 14:58:54 +01:00
d0247277f9
after check, oo_.dr isn't empty but oo_.dr.ghx + friends don't exist
2019-11-25 21:54:53 +01:00
f6daa359b7
fix tolf and tolx options for sim1_purely_forward
2019-11-23 22:47:17 +01:00
2652cb0dd7
fix tolf and tolx options for sim1_purely_backward
2019-11-23 22:44:10 +01:00
7712a02f02
add print and noprint option to perfect_foresight_solver. closes #1647
2019-09-12 14:50:14 +02:00
3d6091b3a1
remove unused return arguments
2019-09-12 14:01:52 +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
2ad6b31d76
Option endogenous_terminal_period is only available for stack_solve_algo=0
2019-07-04 18:37:27 +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
...
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
aedc9fb2e4
Bugfix: perfect_foresight_setup safety check does not correctly index M_.lead_lag_incidence
2019-06-18 17:01:06 +02:00
5a36d57b90
Perfect foresight: remove unused nnzJ argument in several stacked problem functions
2019-05-13 18:33:26 +02:00
088826a332
Perfect foresight: remove useless model evaluation
2019-05-13 18:33:26 +02:00
64dc44740b
Efficiency change.
2019-04-26 16:20:45 +02:00
99edfc52ed
Removed unused routine.
2019-04-26 15:55:48 +02:00
24cc67e585
Ensure that all perfect foresight solvers work with periods=1.
...
See #1205 and #1176 .
2019-04-26 15:55:48 +02:00
ce97e51aec
small fixes
2019-03-06 14:01:29 +01:00
c94401ea66
remove spurious semicolon
2019-01-02 18:00:21 +01:00
42ad1a85ba
remove unnecessary find in statement
2019-01-02 17:56:45 +01:00
24eb3bcb34
remove unnecessary brackets from strings
2019-01-02 17:56:35 +01:00
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
d03cc56587
solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
...
The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
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
79484607a7
Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
...
Complete the fix started in 8913791ff0
2018-06-07 16:14:02 +02:00
8913791ff0
fixes bug for solve_algo = 10 and lags on exogenous variables
2018-06-07 12:21:58 +02:00
224ccb7bab
sim1_linear.m: change hard-coded tolerance to option
...
The tolerance for the steady state check should depend on the accuracy of the steady state computation
2018-02-07 18:42:12 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
a51fef393a
aesthetic fix
2017-08-30 17:44:41 +02:00
5429821719
Fixed incomplete commit 1a4257ac4b.
2017-08-16 23:29:15 +02:00
131a68ea6f
Provide more informations if expected shocks are declared after the terminal period.
2017-08-16 16:43:43 +02:00
10047feee5
Test if shocks are declared.
...
Fixes bug introduced in 97b894a1cd
2017-08-16 16:04:15 +02:00
97b894a1cd
Provide meaningful error message if oo_.exo_simul is larger than options_.periods
2017-08-16 16:00:55 +02:00
1a4257ac4b
Efficiency change.
...
Reduced the size of the unnecessary large array for the exogenous variables
introduced in 57fd56c90a
2017-08-16 15:44:00 +02:00
57fd56c90a
sim1_linear.m: Fix evaluation of dynamic model at deterministic steady state
...
Did not correctly account for exogenous variables being potentially present with leads and lags
2017-08-01 11:04:46 +02:00
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
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
5ef2d650b2
Fixed function name in header.
2017-05-16 13:24:46 +02:00
981e31c8c3
Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
...
(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
e248d8bf59
Fix memory and periods issues in bytecode
...
(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
b3fa669717
bug fix introduced in 234aaacf92
2017-03-24 17:13:03 +01:00
234aaacf92
factorized display of critical values.
2017-03-23 00:08:05 +01:00
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
1c070f536a
Add headers to various functions
2016-08-23 17:28:41 +02:00
8f689ce8d2
Correct header of perfect-foresight-models/perfect_foresight_mcp_problem.m
2016-08-23 17:28:41 +02:00
22f49971bc
fixing bug in mcp model setup
...
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
0ce2834281
extended path: fixed boundaries for linear problem
2016-05-31 12:10:12 +02:00
c14125d585
PATH: fixing bugs
2016-05-31 12:10:12 +02:00
d106b20b69
perfect foresight: set boundaries with PATH
2016-05-31 12:10:12 +02:00
c159dff19c
adding hook for PATH solver
2016-05-31 12:10:12 +02:00
dfbad0404d
Fixed crash in sim1_linear when periods=1.
...
Closes #1176 .
2016-05-26 22:19:36 +02:00
fb4dfc6da6
Fixed typo.
2016-05-24 22:32:02 +02:00
28c0c92ae8
fixing typos
...
(cherry picked from commit 86995a3bd478a3dc02919424aeb77e2a550a84c5)
2016-05-24 17:57:26 +02:00
be0f6230ad
Cosmetic changes.
...
- Use a switch-case block.
- Added a warning when the user tries to solve a linear(ized) model
with solve_algo different from 0 (for a linear model).
- Added an error message if the user try to solve a linearized model
with stack_solve_algo=6 (not implemented).
2016-05-24 17:26:06 +02:00
1815eb8e56
Code factorization.
2016-05-24 17:26:06 +02:00
8a163842d0
Removed oo_ from sim1_linear routine.
2016-05-24 17:26:06 +02:00
53747cb082
Fixed lmmcp option.
...
This option may be used in extended_path and perfect_foresight_solver commands.
2016-05-24 17:26:06 +02:00
e0be60710c
Removed oo_ from sim1_purely_{backward,forward} routines.
2016-05-24 17:26:06 +02:00
290ce5db68
Removed oo_ from sim1_lbj routine.
2016-05-24 17:26:06 +02:00
674c9ab286
Removed oo_ from sim1 routine.
2016-05-24 17:26:06 +02:00
5f32b80a27
Fix error codes for bytecode in perfect_foresight_solver_core.m
...
If it fails, 1 must indicate error, not 0
2016-05-05 10:52:17 +02:00
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
aa1a0b5e25
Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
...
Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
a93d68fb35
Make evaluate_steady_state.m honor nocheck flag
...
Closes #1054
2016-03-25 22:12:52 +01:00
0669ac4c1c
Adjust verbosity of solvers
2016-03-25 20:14:25 +01:00
4b83c1bf76
Integrates Tom Holden's robust linear solver
...
Supersedes #984
2016-03-25 09:59:20 +01:00
e714dc1a9f
Fixed bug in homotopy.
...
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
...
Fixes #896
2016-03-23 21:25:58 +01:00
a3c7cad354
Merge pull request #1131 from JohannesPfeifer/make_
...
Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-18 15:10:06 +01:00
bb08853784
Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-11 16:28:17 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
34e35555d6
fixed bugs when there is a single equation in the model
2016-03-07 21:51:45 +01:00
e555c8181d
Corrections in the way to handle the exogenous
2015-11-19 17:04:56 +01:00
6d7218f9dc
Fix bugs in det_cond_forecast.m
2015-11-11 18:35:41 +01:00
7c5272d852
Allows to compute the extended path and the conditional forecasts with bytecode
2015-09-22 15:39:49 +02:00
7d11ed7642
histval: use now the same treatment for exogenous and exogenous det
...
variables as for endogenous ones. Closes issue #617 .
2015-07-29 16:12:53 +02:00
fe861fee76
fixed bug introduced in commit 1bd2a1b1c2
2015-07-29 11:54:10 +02:00
e8f318ff50
fixed problems in extended path
2015-07-23 14:27:55 +02:00
Sébastien Villemot
Stéphane Adjemian (Odysseus)
MichelJuillard
Michel Juillard
Houtan Bastani
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Stéphane Adjemian (Scylla)
Ferhat Mihoubi
Marco Ratto
ferhat