Commit Graph

1677 Commits (90adfc591818b8a0fb9ca651f0ca77faa58dc625)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 618f72bc91 resid displays the name of the equations if they are specified in equations tags. 2010-11-25 17:31:11 +01:00
Ferhat Mihoubi ffaec7ba89 - First elements needed for stochastic simulation of a block decomposed model 2010-11-25 16:11:27 +01:00
Ferhat Mihoubi 61a251535f Correction of bugs in check command with block decomposition and
Add the missing dr_block m-file
2010-11-25 16:10:46 +01:00
Ferhat Mihoubi b356c5e58e add_auxiliary_variables_to_steadystate is compatible with bytecode option
+ minor corrections in steady_.m
2010-11-25 16:00:54 +01:00
Stéphane Adjemian (Charybdis) 1626b0aa76 Added specialized code for purely forward models. 2010-11-25 14:32:33 +01:00
Sébastien Villemot 1eccfb311a Remove obsolete files 2010-11-25 13:10:10 +01:00
Sébastien Villemot 6c22d398e6 Perfect foresight simulation: clean up handling of warnings 2010-11-24 19:01:46 +01:00
Stéphane Adjemian (Charybdis) 9d4385da5d Put back M_.maximum_lag. 2010-11-19 16:30:55 +01:00
Stéphane Adjemian (Charybdis) ccf778e63a Efficiency improvements in first order stochastic simulations (Simulate data in deviation to the steady state and then,
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
Stéphane Adjemian (Charybdis) e614227c3f Added warning message when some of the deep parameters are not initialized. 2010-11-17 17:09:39 +01:00
Stéphane Adjemian (Charybdis) d60c32e6a2 Fixed bug in dealing with _steadystate functions that modify deep parameters. See trac ticket #103. 2010-11-15 14:35:21 +01:00
Stéphane Adjemian (Charybdis) 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
(--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
Stéphane Adjemian (Charybdis) 37f14e9bc9 Removed unused routines for (diffuse) kalman filter evaluations. 2010-11-12 17:20:02 +01:00
Stéphane Adjemian (Charybdis) 31b734e9b3 Do not print residuals of the static equations for the equations of the auxiliary variables. 2010-11-04 14:19:28 +01:00
Marco Ratto 88dc361ba1 unix info added 2010-10-29 12:30:41 +02:00
Marco Ratto 5763721a71 almost complete version of testing routine 2010-10-29 12:28:44 +02:00
Sébastien Villemot 23ba760c3b Implement solve_algo=0 for Octave (closes #144) 2010-10-28 12:07:50 +02:00
Sébastien Villemot 67c28ea5f3 PosteriorIRF: added missing ".mat" extension (necessary for Octave) 2010-10-28 10:39:53 +02:00
Sébastien Villemot 0730213059 Fix end of line convention and copyright years 2010-10-27 18:35:42 +02:00
Ferhat Mihoubi 1aceb504fd Check command is now compatible with block and bytecode options 2010-10-27 15:34:48 +02:00
Ferhat Mihoubi 9cebf270e5 - correction of informations displayed in Solve_one_boundary 2010-10-27 15:30:00 +02:00
Marco Ratto 58a8988ef3 Moved another parallel routine previously left out. 2010-10-27 11:27:10 +02:00
Marco Ratto b5ebff4ff4 bug fix for parallel execution 2010-10-27 11:24:23 +02:00
Marco Ratto 7ef63899b1 add paralle_info input to Analize;
fix spelling of function names
2010-10-27 11:05:39 +02:00
Marco Ratto 5915f8a059 Fixed misspelled routines! 2010-10-27 11:03:21 +02:00
Marco Ratto 0a38f8ac3b Initialize here default of MatlabOctavePath;
implies using global options_ in place of local argument
2010-10-25 09:53:09 +02:00
Sébastien Villemot fe8724d26c Merge remote branch 'ratto/master' 2010-10-22 17:22:37 +02:00
Sébastien Villemot 5059c48460 solve_algo=7 (GMRES) is forbidden under Octave 2010-10-22 16:52:02 +02:00
Ferhat Mihoubi 39718c8645 - extends steady algorithms to solve_algo=5, 6, 7 and 8 for a block decomposed model without bytcode
-  solve_algo is reordered =
   * 0: fsolve
   * 1: solve1
   * 2, 4: solve1 + block decomposition
   * 3: csolve
   * 5: bytecode own solver (use Gaussian elimination + sparse matrix)
   * 6: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
   * 7: GMRES
   * 8: BiCGStab
2010-10-22 16:49:47 +02:00
Sébastien Villemot f336a68ecc Update tests for values of solve_algo and stack_solve_algo 2010-10-22 13:00:49 +02:00
Marco Ratto a46969f9fb Deleted buggy fclose instruction 2010-10-22 11:40:29 +02:00
Marco Ratto d8121365dd 1) Renamed options according ti WiKi table;
2) get rid of MasterName and DyMo;
3) more comments;
2010-10-22 11:27:26 +02:00
Ferhat Mihoubi f915cbe92f - Minor corrections in wrapper to compute the steady-state 2010-10-22 11:08:47 +02:00
Ferhat Mihoubi 1a09426706 - Correction of several bugs with Octave
- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
Sébastien Villemot 2239d9f1cd Fixed bug in diffuse filter 2010-10-21 15:43:30 +02:00
Sébastien Villemot 81823ad035 New oct-file for "ordschur": the diffuse filter now works under Octave 2010-10-21 15:43:13 +02:00
George Perendia e8a193bbfb Track #21: Add partial information: Correcting bug stemming from the differences in QZ calculation under Octave and Matlab: modified PI_gensys to use C.Sims' Lapack zgges based qzcomplex() qz decomposition routine under Octave which gives nearly identical complex results to Matlab QZ (except for transpose of q matrix and few sign changes in the output matrices) 2010-10-20 11:50:06 +01:00
Stéphane Adjemian (Karaba) 567c5bcb1f Fixed bug in the initialization of the metropolis when mode_compute=6 was previously used (so that we have an optimal mh scale factor)
and option load_mh_file is used. After the (stochastic) optimization, the optimal value of the scale parameter is saved in a mat file.
2010-10-18 14:39:48 +02:00
Marco Ratto de490e9e4a delete remnants of previous Bayesian irf computations 2010-10-15 11:36:26 +02:00
Marco Ratto c15508eae0 1) better display of remote errors;
2) fixed bug in sync of sequence of files sent to remote slaves;
2010-10-15 11:33:40 +02:00
Marco Ratto 6612a7f0bc Trap introduced for windows was a bug for unix 2010-10-15 11:31:26 +02:00
Sébastien Villemot 6d2f9dc6d8 Added missing case in print_info 2010-10-14 12:03:36 +02:00
Sébastien Villemot 609293b398 dr1.m: move up error message for purely forward models, otherwise it is not displayed with k_order_perturbation 2010-10-14 11:36:13 +02:00
Sébastien Villemot 153f627dfe Explicit error message for 2nd and 3rd order purely forward models 2010-10-13 18:52:13 +02:00
Sébastien Villemot 505ed643a1 Fix for computing 1st order irf of purely forward models 2010-10-13 18:52:07 +02:00
Sébastien Villemot 7a983a3105 sim1.m, bksup1.m: removed global variables, other minor cleanups 2010-10-13 18:51:56 +02:00
Sébastien Villemot f30d6858e6 simk.m: minor cleanups 2010-10-13 18:40:21 +02:00
Sébastien Villemot b4d11d399c Resurrect simk.m for purely forward models 2010-10-13 18:38:09 +02:00
Sébastien Villemot 5f0dac24bf Merge remote branch 'ferhat/master' 2010-10-12 11:40:39 +02:00
Marco Ratto cc70913b7d Properly close waitbar in serial computations. 2010-10-12 08:07:57 +02:00