Commit Graph

26 Commits (943db6fb24d9e4b01f31d084696bb8aec9010ff4)

Author SHA1 Message Date
Michel Juillard 8fb08096b2 fixed bug introduced in commit caa04fb251 2015-07-31 19:37:55 +02:00
Michel Juillard caa04fb251 add explicit opts in calls to linsolve to solve a bug in linsolve.m
for Octave 4.0.0
2015-07-31 11:25:54 +02:00
Stéphane Adjemian (Charybdis) 0f570d1d98 Added input argument four (options_.qz_zero_threshold) when calling mjdgges. 2013-06-12 10:23:07 +02:00
Sébastien Villemot c121aa14b1 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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
Michel Juillard ea504638fc fixing bug for local approximation of models with variables appearing
only as forward looking (I believe that such models can't be solved,
but it is a different issue).
2012-10-31 17:56:42 +01:00
Michel Juillard 7922366f71 fix bug in setting oo_.dr.state_var. This bug could generate wrong row
labels in Policy and Transition Functions.
2012-10-14 22:54:49 +02:00
Michel Juillard c8c102b43a reorganized code and added comments 2012-09-19 22:51:44 +02:00
Michel Juillard 92833d3ceb In CHECK, use the eigenvalues as computed by the reordered real
generalized Schur decomposition, rather than the ones computed by
eig()
2012-09-10 14:27:56 +02:00
Michel Juillard a22d1d415a replaced rank() by rcond() in evaluating whether Z22 is full rank in
checking Blanchard and Kahn conditions with CHECK
2012-09-10 13:26:05 +02:00
Michel Juillard e7a8261b17 first order and cycle reduction: fixing bugs in previous commits 2012-07-22 19:54:12 +02:00
Michel Juillard ba1f5eedc2 first order solver:
-pass along errors returned by cycle reduction algorithms;
-logarithmic reduction fails on error
-replace expensive and random condest() by call to linsolve()
-uses linsolve() to compute hx
2012-07-22 12:56:51 +02:00
Michel Juillard edf826f315 added code to optionally run cycle_reduction algorithm on GPU. Added
options_.gpu (no interface yet, use options_.gpu=1). Added test
./tests/first_order/fs2000_cr.mod
2012-07-20 17:06:12 +02:00
Michel Juillard 8d33a434e5 fixing bugs in dyn_first_order_solver() 2012-07-19 18:57:56 +02:00
Michel Juillard fcc262db7a fixing bugs introduced in 1b3aa73c04 2012-07-17 10:07:09 +02:00
Michel Juillard 1b3aa73c04 adapted dyn_first_order_solver.m for models without lagged variables
and singular coefficient matrix for current variables
2012-07-16 15:52:36 +02:00
Michel Juillard 1732db842f fixing bug in evaluating rank condition for BK when using check (introduced in commit 4d51f38bd2) 2012-07-14 21:07:05 +02:00
Stéphane Adjemian (Charybdis) 4d183aa920 Fixed bug fix introduced in git#6d6e337f5bec0d9728746ce60f7fb09d12042adb. 2012-07-12 09:23:06 +02:00
Stéphane Adjemian (Charybdis) 6d6e337f5b Fixed bug (reported in karaba:/var/tmp/dynare-master-check-o0FCvBRHnf.log). dr.state_var was defined in the wrong place. 2012-07-12 09:18:04 +02:00
Stéphane Adjemian (Charybdis) c850f03be3 Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose). 2012-07-11 18:26:22 +02:00
Stéphane Adjemian (Charybdis) 4d51f38bd2 Added the possibility to use the cyclic reduction algorithm without the block option. 2012-07-11 18:26:22 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Michel Juillard 8d4834de38 added a comment for test of eigenvalues close to 0/0 2012-04-23 13:22:19 +02:00
Michel Juillard ab629c8ed6 fixing headers 2011-12-20 17:02:25 +01:00
Michel Juillard 30d815afdc minor changes to new functions and completing headers 2011-12-20 16:34:30 +01:00
Michel Juillard 336afa9f2b fixing bugs related to new functions 2011-12-18 17:33:08 +01:00
Michel Juillard c56a8e40e8 adding new functions and new tests for risky steady state 2011-12-17 17:35:42 +01:00