7e770f69e7
Remove workaround for errors in MEX files
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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
e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197
2019-09-12 11:57:01 +02:00
82cef48eb4
A_times_B_kronecker_C MEX: remove the OpenMP codepath
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Testing shows that it is slower than the BLAS path.
2019-06-25 17:26:14 +02:00
1e92e308b9
Pruning is not available for order > 3
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Ref #217
2019-04-15 18:50:16 +02:00
b1ba53ce05
dynare_simul_ DLL: adapt for an arbitrary approximation order
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The last input argument is now a struct containing matrices g_0, g_1,…
Typically one can pass oo_.dr for this argument.
Ref #217
2019-04-15 17:34:01 +02:00
03ac8c8182
simult_: fix bug in error message
2019-04-12 18:26:30 +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
f3d7e946e3
Make simult_.m account for logged steady state
2016-03-23 10:36:00 +01:00
bdb6a2602e
preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844
2015-02-10 03:39:18 +01:00
3e2a75d33a
Fix bug in simult_ for purely forward looking models
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simult_ simulated one period too much, thinking there was a lag. This resulted in a crash trying to plot irfs.
2013-07-24 23:36:46 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
44a6641782
Bugfix for simult_.m when used with k_order_pert and pruning at order=1
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In the rare combination of k_order_solver, pruning, and order=1 the steady state was not subtracted from the starting values when doing simulations
2013-05-11 12:14:11 +02:00
e783084126
Fix comment blocks
2013-04-26 09:50:56 +02:00
c55d0a3ae4
Remove pruning_forecast_approximation introduced in cdb7b01879
2013-04-25 12:04:44 +02:00
cdb7b01879
Implement Andreasen et al. 2013 pruning at order
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Implements and documents the Andreasen et al. 2013 pruning at order=3
and sets it as the default at this order. Michel's pruning based on the
approximation of the forecast function has been assigned the option
pruning_forecast_approximation. The preprocessor-interface still needs
to be added for this option. Moreover, more documentation/a reference
what this option does is needed. At a later point, we might change the
default to Michel's approach.
2013-04-24 23:07:01 +02:00
9b3c83554a
adding the constant (steady state + effect of future uncertainty) to
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the simulated series with 3rd order approximation
2013-04-21 21:27:52 +02:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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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
2244af9c62
adding pruning option for 3rd order
2012-07-31 21:50:59 +02:00
38827443f9
Fix simult_.m when order=3 but k_order_solver has not been specified
2011-10-27 16:45:17 +02:00
560800bcc5
Changed the order of the output arguments in kronecker product related mex routines.
2011-09-05 18:57:42 +02:00
3459b08c53
- Corrects the first order approximation of block-decomposed models
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- The block-decomposed models can now be estimated
2011-06-18 17:43:45 +02:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
92d44e4414
correction of the index of the state variables
2011-01-31 10:05:27 +01:00
73fb71b9c8
Removed references to options_.simul_seed.
2010-11-27 00:19:22 +01:00
ffaec7ba89
- First elements needed for stochastic simulation of a block decomposed model
2010-11-25 16:11:27 +01:00
1626b0aa76
Added specialized code for purely forward models.
2010-11-25 14:32:33 +01:00
9d4385da5d
Put back M_.maximum_lag.
2010-11-19 16:30:55 +01:00
ccf778e63a
Efficiency improvements in first order stochastic simulations (Simulate data in deviation to the steady state and then,
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after the loop, add the steady state using bsxfun routine, which is parallelized in recent version of matlab). Removed
use of M_.maximum_lag.
2010-11-18 14:55:07 +01:00
5c709e4733
Changed set_dynare_threads.m. The number of threads in parallelized mex files to be used if dynare is built with the openmp flag
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(--with-openmp) is not passed by an environment variable anymore. The function set_dynare_threads changes the default value of the
number of threads (default is 1) in the options_.threads structure. Changed calls to sparse_hessian_times_B_kronecker_C and
A_times_B_kronecker_C dlls accordingly.
2010-11-15 13:06:39 +01:00
92cb073f3a
dynare_simul_: remove instances of mexErrMsgTxt
2010-09-23 10:45:35 +02:00
ca24c92ed7
A_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:08 +02:00
945c434afe
(1) Added pruning algorithm for second order simulations (matlab code).
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(2) Speed improvement in second order simulations (replaced call to matlab's kron function by call to
A_times_B_kronecker_C).
(3) Removed useless globals.
(4) Cosmetic changes and corrections on headers.
2010-05-25 14:00:08 +02:00
0889df6161
Completed the reversed extended path routines.
2010-05-12 16:52:26 +02:00
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
48dad3e37a
4.1: add preprocessor interface for k_order_solver
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rename use_k_order to k_order_solver in Matlab procedures
fix tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 19:54:45 +00:00
d2b1765c48
v4.1: changing Matlab routines for results display and simulation at order = 3
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3173 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 21:05:16 +00:00
ffd9b2d405
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
8d21e0f882
trunk: updated header of simult_.m
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2335 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 16:49:52 +00:00
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
48f23191fb
For deterministic simulations of a path between an arbitrary initial condition and the steady state, the path is initialized with the solution obtained from a first order approximation of the model => The number of iterations required for the convergence of the Newton is less important, and on a simple growth model with CES technology I observe also a reduction of the error size.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1703 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-11 14:42:46 +00:00
b3bdbb0f22
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1515 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 17:13:52 +00:00
475372a52f
v4 irf.m, simult_.m: corrected problems with lags > 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@721 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 09:43:21 +00:00
0393e5e187
Corrections related to the impulse response functions.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@473 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-01 12:59:40 +00:00
9a9872fd33
dynare_v4 from CVS
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Johannes Pfeifer
Michel Juillard
Sébastien Villemot
Ferhat Mihoubi
Stéphane Adjemian (Charybdis)
Houtan Bastani
sebastien
michel
adjemian
assia