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19 Commits (90adfc591818b8a0fb9ca651f0ca77faa58dc625)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) a88bd230a8 Cosmetic change. 2010-05-06 17:25:32 +02:00
Stéphane Adjemian (Charybdis) 913ef20078 Changed the initialization of the persistent variables in perfect_foresight_simulation. 2010-05-05 16:25:28 +02:00
Stéphane Adjemian (Charybdis) f25371bf6a Bug fix. Variables INFO or info may be matlab's structure (isnan cannot be applied on a structure). 2010-05-05 15:34:24 +02:00
Stéphane Adjemian (Charybdis) f85b47e6ed Moved homotopic_steps function from extended_path.m to dynare/matlab subdirectory. 2010-05-04 17:15:13 +02:00
stepan 46cf2ea243 * Bug fixes and cosmetic files in parallelized SMM. 
* Bug fix in extended_path.m



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3365 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-15 15:45:07 +00:00
stepan c5cf610fdf Removed persistent variable. Don't know if persistent variables are working as expected 
with recursively called functions.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3354 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-13 10:14:55 +00:00
stepan 5f42e79bfc Changed the code so that if we are not able to solve for the deterministic equilibrium path 
at time t (even with the homotopic steps) then the size of the structural innovations is 
reduced (at time t *only*). The advantage of this trick is that the seed of the random 
number generator is not affected. The problem is that the structural innovations are now 
heteroscedastic. Should add something to evaluate the importance of this heteroscedasticity problem. 




git-svn-id: https://www.dynare.org/svn/dynare/trunk@3346 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-11 16:29:50 +00:00
stepan 8c89170cf6 Bug fixes and cosmmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3330 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-09 15:46:55 +00:00
sebastien 129b6fe060 Fixed a few copyright dates 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3315 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 09:48:23 +00:00
sebastien 1be52aaa5f Beautification: removed tabulation characters which were left in previous beautification pass 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-05 10:46:10 +00:00
stepan a86149657e * Changed verbose mode in extended_path.m 
* Fixed  the evaluation of  the distance  to the  deterministic steady
  state in perfect_foresight_simulation.m (when options_.terminal_condition==2).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3299 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-04 10:35:11 +00:00
stepan 9d77d667e7 * Added initialization of the newton steps (for the extended path 
algorithm) with the solution of the linearized model.
* Bug fixes
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3295 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-29 16:33:08 +00:00
stepan 2d0fff0292 * Bug fixes. 
* Added two new initializations for the perfect foresight equilibrium paths.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3294 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-29 15:34:05 +00:00
stepan ec6c70443a * Bug fixes. 
* Removed local copy of endo_simul.
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3293 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-29 10:55:52 +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
stepan 7e463facf6 * Increase size of homotopic steps if all goes well. 
* Break Newton loop if err is NaN or if err is increasing (save useless iterations).



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3152 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-17 10:58:19 +00:00
stepan 55272c010e * Cosmetic changes. 
* Added verbose mode.
* Changed the initialization of the homotopic mode.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3151 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-13 17:06:30 +00:00
stepan c393fa92e4 Added homotopic steps on the size of the shocks. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3148 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-13 14:18:01 +00:00
stepan 3a137c3eaa Added files for extended path simulations. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3120 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-03 13:45:52 +00:00