Commit Graph

2032 Commits (95f36d5d68d62c628706659e2a7cc6ca7a598f02)

Author SHA1 Message Date
george 95f36d5d68 yss error taken out
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3192 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-03 09:37:06 +00:00
george aa6cf78250 Adding loglinear correction and the 2nd output argument for the 1st order as there must be 1+order output variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3191 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-03 08:14:10 +00:00
sebastien 95547b3d09 Build system: for MATLAB < 7.1, require that the user provides MEXEXT on the configure command line
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3190 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-02 13:42:25 +00:00
sebastien 686e9858f7 k_order_perturbation tests: added some comments and incorporated them into the testsuite
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3189 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 18:07:36 +00:00
sebastien ee3ceb7db6 M-files and preprocessor:
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
sebastien 59ca45e4f4 Removed last remnants of "ct_" global variable
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3187 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 16:30:56 +00:00
sebastien 36f82af66f Reference manual: fixed syntax of histval
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3186 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 15:54:20 +00:00
sebastien 0dd2bdf39a k_order_perturbation: fix for compilation with MS Visual C++
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3185 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 15:18:48 +00:00
michel 9d977e720b SWZ: updating SWZ test file tests/swz/test1.mod
removing useless function


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3184 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 14:05:41 +00:00
michel d37763635b SWZ: adding identification/upper_cholesky.m
cleaning up code


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3183 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 13:52:52 +00:00
george ff6f2a90ea Updating Working Prototype for performance testing
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3182 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 13:34:34 +00:00
houtanb 8cfdeacc50 slight bug fix: allow vec_int type to be specified with commas
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3181 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 12:17:44 +00:00
sebastien ad71ee53c2 k_order_perturbation: cosmetic changes for the sake of clarity
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3180 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 20:31:11 +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
sebastien 19a3db853e preprocessor: fixed option "use_dll" (and therefore "k_order_solver") for Octave
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3178 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 16:36:00 +00:00
sebastien 03600d9131 k_order_perturbation DLL:
* no longer use mexPrintf()/mexErrMsgTxt() outside mexFunction(): use exceptions to report errors, in order to be able to integrate the code in a standalone executable
* fixed a few memory leaks (other still remain)
* fixed a buffer overflow issue in the filename of the dynamic MEX (using C++ string object)
* various cosmetic cleanups


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3177 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 16:31:27 +00:00
stepan 9a23cee31c * Changed name of ct_ --> options_.terminal_condition. The default value is zero
(the terminal condition is y_{T} = y^{\star}), other possible values
  are  1  (terminal  condition   is  y_{T+1}=y_{T})  and  2  (terminal
  condition is  y_{T+1}=TransitionMatrix*y_{T}, where TransitionMatrix
  is given by the first order approximation of the reduced form model).
* Added mode options_.terminal_condition=2 in perfect_foresight_simulation.m.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3176 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 16:24:57 +00:00
michel 622a2d7ec2 4.1: adding tests for k_order_perturbation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3175 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 12:22:32 +00:00
houtanb 6d5f9b53c6 swz keywords and structure introduced for future implementation of functionality
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3174 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 00:38:26 +00:00
michel d2b1765c48 v4.1: changing Matlab routines for results display and simulation at order = 3
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3173 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 21:05:16 +00:00
michel 1820b3a4fb v4.1: remove matlab/kordpert not need anymore
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3172 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 21:02:52 +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
michel 5f05a14b17 v4.1: fixing k_order_perturbation DLL for order == 3
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3170 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 20:50:39 +00:00
sebastien 494668a167 preprocessor: allow the omission of model block when sbvar or ms_sbvar statement is used
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3169 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-26 17:25:04 +00:00
sebastien 562961eb96 Updated Windows packaging: added Dynare++, added the various flavours of MEX files, added the possibility to only install some components, updated the README.txt and the license file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3168 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 14:14:21 +00:00
stepan e8b6a04e97 * Cosmetic changes.
* Do not compute B if not needed.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3167 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 12:05:31 +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 6e8cc2e8db forecast_graphs: force creation of subdirectory for storing graphs
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3165 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 09:52:54 +00:00
sebastien 5616f1f2a8 homotopy mode 2: replaced use of strtrim() by deblank(), for compatibility with older MATLAB
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3164 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-24 11:30:08 +00:00
sebastien dbff434fc1 dynare_config.m: reflect the fact that 64-bit DLLs need to be recompiled between 7.2 and 7.3
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3163 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-23 15:16:43 +00:00
sebastien c121d7a4d1 writedata.m: fail if using Octave or MATLAB 6.5, which don't have xlswrite
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3162 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-23 15:16:16 +00:00
michel edb717c1c9 4.1: factoring the code for Model Summary
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3161 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-22 16:51:36 +00:00
george d28442f206 Update, still subject to further testing
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3160 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-20 17:43:05 +00:00
houtanb 98c1291521 Revert to r3157
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3159 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-20 15:39:11 +00:00
houtanb beec6c2cd2 Edited Section 1 of the User Guide
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3158 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-20 12:04:15 +00:00
sebastien 4b93a63da0 Dynare++: minor change to fix compilation problem of PDF documentation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3157 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-18 16:52:19 +00:00
sebastien 9262cf34d5 Fixed name of MEX for MATLAB directory (goes back to 6.5)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3156 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-17 19:01:59 +00:00
sebastien 7f61dcca5e Build system: fix for building on older MATLAB (at least 7.0.4)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3155 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-17 18:55:29 +00:00
sebastien 210a1ba2f0 Build system: added MATLAB releases back to 6.5 (R13) in configure script
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3154 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-17 18:42:53 +00:00
houtanb 7a41d2d3ab slight fix to help build on Mac OS X
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3153 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-17 13:24:25 +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
sebastien ef3ee28ce8 preprocessor: when there is no computing task, compute the hessian in the dynamic file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3147 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-12 17:01:26 +00:00
sebastien 7085060e82 parallelization system:
* documented the functions masterParallel, fParallel and struct2local
* removed useless comments, and added some comments inside the code


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3146 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-10 18:29:56 +00:00
sebastien 76e691c651 preprocessor:
* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators

reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 15:13:47 +00:00
sebastien 09f1b60e22 predetermined_variables: fixed a bug in M_.predetermined_variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3144 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:07:31 +00:00
sebastien af732433d7 predetermined_variables:
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
sebastien d17b813c6b Removed wrong executable property
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3142 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:01:59 +00:00
stepan facc7311a8 Bug fix. Changed the call to the particle filter routine.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3139 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-08 13:47:12 +00:00