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88 Commits (90adfc591818b8a0fb9ca651f0ca77faa58dc625)

Author SHA1 Message Date
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) 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
Ferhat Mihoubi 1aceb504fd Check command is now compatible with block and bytecode options 2010-10-27 15:34:48 +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
Pablo Winant 45ebd1b3fb Compatibility fix for Octave. In dr1, line 384, if w1 is a scalar, condest(w1) raises an error in octave. It is equal to 1 in matlab. 2010-09-23 11:33:54 +02:00
Houtan Bastani 982b4d0491 gensylv: remove instances of mexErrMsgTxt 2010-09-23 10:45:27 +02:00
Houtan Bastani e57056ad14 sparse_hessian_times_B_kronecker_C: remove instances of mexErrMsgTxt 2010-09-23 10:45:18 +02:00
Houtan Bastani ca24c92ed7 A_times_B_kronecker_C: remove instances of mexErrMsgTxt 2010-09-23 10:45:08 +02:00
Houtan Bastani 7b0d6da920 mjdgges: remove instances of mexErrMsgTxt 2010-09-23 10:44:59 +02:00
Michel Juillard 3d0420d220 corrected bug in dr1 when used for check of eigenvalues in a deterministic setup (simul and not stoch_simul) 2010-07-23 10:52:33 +02:00
Michel Juillard 039611223b Author: Michel Juillard <michel.juillard@ens.fr> 
--- log message follows this line ---
ramsey_policy adding printing of steady state value of Lagrange multipliers
 2010-06-01 20:35:27 +02:00
Michel Juillard 124a6c5c12 correct bug when <fname>_steadystate.m file changes the value of parameters + display steady state in Ramsey policy 2010-05-29 07:48:00 +02:00
Michel Juillard 7f74639cc1 ramsey_policy: dr1 returns with info(1)=20 and info(2) = resids'*resids if we can't find the steady state under Ramsey policy 2010-05-21 15:57:27 +02:00
michel 2b5e551ad2 trunk: added error message for 2nd or 3rd order approximation of purely backward models (to be merged in 4.1) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3275 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-19 15:37:56 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
michel 9f57f73d74 4.1: shortcircuit simplified code for backward models when order > 1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3243 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-15 15:07:48 +00:00
michel 28f5c66f5d 4.1: fixing bug in estimating backward models with loglinear option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3242 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-15 14:12:53 +00:00
michel 0cf6180bb8 4.1: removed commented out code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3241 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-15 13:33:03 +00:00
sebastien cf77c3f245 * Fix USE_DLL option at order 2 (closes #64) 
* Added a corresponding test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-14 11:06:29 +00:00
michel 74a8acc29c 4.1 adding instruments option to ramsey_policy; ramsey_policy can now use a *_steadystate.m file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-10 14:59:32 +00:00
michel 48dad3e37a 4.1: add preprocessor interface for k_order_solver 
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
michel a715408698 v4.1: Matlab routines for k_order_perturbation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3171 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-29 21:01:40 +00:00
sebastien a2cef7009d Fixes for ticket #57 
preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"

M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-25 10:22:39 +00:00
sebastien aa6ff983a9 AIM solver: 
* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:44:56 +00:00
michel 6eba462caa v4.1: fixing bug in 2nd order approximation when there are no variable appearing in the model at some intermediary lead or lag 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2984 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 20:06:28 +00:00
sebastien 8c143e29fc trunk dr1.m: removed workaround for USE_DLL (no longer needed, since USE_DLL is now broken at order 2) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2789 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 12:13:42 +00:00
stepan 271b16a879 + Moved the definition of dr_.qz_criterium from dr1.m to global_initialization.m. 
+ dr1.m: Removed useless field declarations in dr1.m.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2748 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 15:06:21 +00:00
michel 057e9b157a 4.1: renamed functions ramsey_static. -> dyn_ramsey_static_.m 
ramsey_dynamic. -> dyn_ramsey_dynamic_.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2630 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-25 08:42:29 +00:00
sebastien db2bcba968 trunk: reverted r2572 changeset 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2601 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-18 14:07:57 +00:00
sebastien c00e5ac992 trunk: fixed bug with USE_DLL and second order (Hessian matrix was not sparse) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2572 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 10:07:37 +00:00
george c497540e06 correction for hessian: the one from compiled <mod>_dynamic.dll is not sparse but 
the one from the matlab version <mod>_dynamic.m is so we sparse it anyway to be able to pass it to sparse_hessian_times_B_kronecker_C


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2564 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 12:50:40 +00:00
michel 558dd91156 v4.1: removed error when a variable isn't present at the current period in the model 
modified header


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2523 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:32:58 +00:00
michel ff473fedfd v4.1: adding penalty when Jacobian is complex 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2522 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 09:03:08 +00:00
stepan 52458e94ff v4.1:: Removed the test for complex matrices E and D. Added a test for 
complex numbers in the jacobian matrix.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2432 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-19 17:49:28 +00:00
stepan 5f02e69a67 v4.1:: Added a test for complex numbers in matrices E and D before the 
call to mjdgges.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2430 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-19 15:37:55 +00:00
michel d44ee7fe6d corrected bug for backward models with lags on more than one period 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2311 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-12 16:17:23 +00:00
adjemian 7ab0fab21c Added missing semi colon. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2012 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-01 11:19:04 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues) 
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
george 827261166c Added use of G Anderson AIM - see Readme.txt in the new AIM subdirectory. 
DR1 tries to invoke AIM if options_.useAIM == 1 is set.
for start, options_.useAIM = 0 is set by default in global_initialization.m so that system uses mjdgges by default. 
If AIM is to be used, options_.useAIM = 1 needs to be set either in the model <>.mod file, before invoking, estimate and/or stoch_simul, or by issuing appropriate command for estimate and/or stoch_simul. 

However, if other exceptions occur and aimcode is higher than 5, the system resets options_.useAIM = 0 tries to use mjdgges instead.

GP July '08

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1967 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-28 09:53:36 +00:00
adjemian b99a83d1be Moved use_qzdiv in options_ (defined in global_initialization.m), so that we do not have to test the mjdgges file and define use_qzdiv each time dr1.m is called. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1940 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-08 14:29:11 +00:00
sebastien e9be36f6ad v4 octave: fixed a problem with infinite eigenvalues in dr1.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1926 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-04 09:57:01 +00:00
michel d0b87d6c32 corrections to optimal policy code required by making M_, options_, oo_ and it_ local 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1914 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 07:42:50 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-24 18:20:48 +00:00
adjemian 2dab221499 Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1881 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-19 09:45:28 +00:00
sebastien 75fb140b5c v4 matlab+preprocessor: 
* removed global variables from "static" and "dynamic" files (in standard and USE_DLL modes only)
* added extra arguments when those functions are called from M-files


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1859 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-06 14:01:02 +00:00
adjemian e85af5dc11 Added a dynare configuration routine and bug corrections. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1826 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-16 08:18:37 +00:00
michel ee8b3fee5e v4: removed use of ordqz and reinstated 2007b/mjdgges.mexw32 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1619 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-18 19:59:10 +00:00
michel 4043406781 v4 dr1.m: added use of options_.qz_criterium with ordqz. Important for models with unit root 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1544 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-07 15:59:43 +00:00