Michel Juillard
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1bd2a1b1c2
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ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2()
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2015-07-28 17:17:25 +02:00 |
Michel Juillard
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c3c72192ac
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small bug corrections
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2015-07-27 16:52:36 +02:00 |
Michel Juillard
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22eb824c6f
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extended path: fixing bug
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2015-07-27 14:31:42 +02:00 |
Michel Juillard
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e8f318ff50
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fixed problems in extended path
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2015-07-23 14:27:55 +02:00 |
Michel Juillard
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9b8077fc28
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Merge branch 'master' into new_ep
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2015-07-21 09:30:58 +02:00 |
Stéphane Adjemian (Hermes)
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c43cfb45a8
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Fixed bug in Extended Path (added second argument to get_complementarity_condition).
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2015-06-03 08:22:26 +02:00 |
Michel Juillard
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a36fd53eff
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fixing extended-path
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2015-05-25 09:43:21 +02:00 |
Michel Juillard
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a53385ea28
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dynare_solve: fix initial check for models with complementarity conditions
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2015-03-07 10:10:35 +01:00 |
Michel Juillard
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0c1197c13f
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extended_path: fixing bug when initializing with linear approximation,
adding simple homotopy scheme (unfinished)
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2015-03-04 09:43:14 +01:00 |
Michel Juillard
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70173d4431
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fixing bugs in extended_path
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2015-02-22 21:56:42 +01:00 |
Michel Juillard
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55ea2100c6
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Merge branch 'master' into new_ep
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2015-02-19 10:27:15 +01:00 |
Houtan Bastani
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ca83397d95
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update copyright dates for files changed in 2015
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2015-02-16 09:08:02 +01:00 |
Michel Juillard
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6d25d05be4
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adapt extended_path to changes in perfect_foresight
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2015-02-14 18:29:11 +01:00 |
Michel Juillard
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9f7c1a9bc6
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fixes to extended path
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2015-02-11 22:23:21 +01:00 |
Michel Juillard
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9c6e219990
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new implementation for extended path
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2015-02-06 12:36:09 +01:00 |
Michel Juillard
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5ff129e52d
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simplified extended_path.m.
homotopy and variable sample length should be handled in the solvers.
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2015-01-11 21:12:32 +01:00 |
ferhat
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823477519c
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Corrects the extended path when bytecode option is used
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2014-12-19 14:53:23 +01:00 |
Michel Juillard
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6d42861e19
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extended-path: fixing bug when options_.initial_period is NaN
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2014-08-12 18:59:56 +02:00 |
Michel Juillard
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812a8c7637
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extended_path: fixed bugs when model doesn't converge
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2014-08-12 12:12:15 +02:00 |
Michel Juillard
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499967f9a1
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adding an option to extended path to control homotopic steps and
continue in case of failed case
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2014-06-16 14:25:23 +02:00 |
Michel Juillard
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a39d94409f
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adding lmmcp as solver for extended path
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2014-05-18 21:49:52 +02:00 |
Michel Juillard
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add594ab7e
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updating extended_path
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2014-05-12 09:40:12 +02:00 |
Michel Juillard
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f5ae90bcc8
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extended-path: changed homotopy so that integration nodes change
too (only for for case 1)
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2014-03-16 18:54:52 +01:00 |
Michel Juillard
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8f06a3134d
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added unscented nodes generator
put nodes generators in setup_integration_nodes.m
added stochastic_solvers to homotopic_steps
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2014-03-16 18:54:52 +01:00 |
Stéphane Adjemian (Charybdis)
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6efe62a3b2
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Transposed the definition of the innovations in (stochastic) extended path routine, so that, for a given state of the random number generator, stochastic simulations obtained with extended_path and stoch_simul commands consider the same innovations (when the number of shocks is greater than one). Otherwise the stochastic simulations cannot be compared.
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2013-12-17 22:49:37 +01:00 |
Stéphane Adjemian (Scylla)
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6cb18b34fb
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Added the possibilty to set the initial condition of the (stochastic) extended path simulations with the histval block.
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2013-12-11 16:43:15 +01:00 |
Stéphane Adjemian (Scylla)
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a51db32145
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Copy the generated time series in a dseries object (called Simulated_time_series) in the Base workspace (extended_path).
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2013-12-11 10:01:22 +01:00 |
Stéphane Adjemian (Scylla)
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1b57cb4a07
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Copy the generated time series in Base workspace (extended_path).
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2013-12-09 11:08:08 +01:00 |
Stéphane Adjemian (Charybdis)
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cc0d9b42f0
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Changed name of options_.maxit as options_.simul.maxit.
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2013-10-09 13:06:06 +02:00 |
Sébastien Villemot
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61485ab809
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Fix copyright notices
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2013-06-12 17:04:46 +02:00 |
Michel Juillard
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ebf93d672f
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stochastic extended path: additional changes
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2013-03-12 09:36:58 +01:00 |
Stéphane Adjemian (Charybdis)
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f42446033c
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Compute tensorial grid (based on a univariate gauss hermite quadrature) for future shocks by default.
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2012-11-29 12:56:01 +01:00 |
Stéphane Adjemian (Charybdis)
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5c0d387c4f
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Cosmetic change. Changed the organization of options for (stochastic) extended path
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2012-11-29 12:56:01 +01:00 |
Stéphane Adjemian (Charybdis)
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e9c552c436
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Initialize pfm structure in a new routine (setup_stochastic_perfect_foresight_model_solver).
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2012-11-29 12:56:00 +01:00 |
Sébastien Villemot
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1f9cea669a
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Update copyright notices
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2012-06-08 18:22:34 +02:00 |
Stéphane Adjemian (Charybdis)
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75675d3677
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Code simplification, do not pass endo_simul and exo_simul to bytecode through the global structure oo_.
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2012-03-12 10:34:28 +01:00 |
Stéphane Adjemian (Charybdis)
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d995234003
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Fixed bugs.
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2012-03-08 12:49:17 +01:00 |
Michel Juillard
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d64817437e
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now extended_path with order = 0 calls solve_perfect_foresight_model()
and order ~= 0 solve_stochastic_perfect_foresight_model().
checking only first period of simulation for convergence when checking horizon
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2012-03-05 12:35:55 +01:00 |
Stéphane Adjemian (Charybdis)
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859335b34f
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Fixed bug in extended path routine (appearing when some innovations have zero variance).
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2012-03-04 22:12:58 +01:00 |
Stéphane Adjemian (Charybdis)
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192b5c7113
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Fixed bugs in routines related to the extended path algorithm.
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2012-03-04 22:09:18 +01:00 |
Michel Juillard
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bad8746e77
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corrected bugs in extended path. The code works now with
./tests/ep/linear.mod
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2012-03-04 20:59:57 +01:00 |
Michel Juillard
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3564eca525
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new version of solve_stochastic_perfect_foresight_model; doesn't work yet
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2012-02-11 14:59:51 +01:00 |
Stéphane Adjemian (Charybdis)
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6c9eeec7e5
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Removed codes related to stochastic extended path.
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2012-02-10 19:05:50 +01:00 |
Michel Juillard
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44b03e5f19
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modifying extended-path for parallel toolbox
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2012-02-07 16:31:57 +01:00 |
Stéphane Adjemian (Charybdis)
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9dfc0d5c08
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Added calls to matlab implementation of the perfect foresight solver in homotopic routine (extended path approach).
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2012-02-04 18:52:03 +01:00 |
Stéphane Adjemian (Charybdis)
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704b0c9659
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Added an option specifying if the bytecode solver has to be used first.
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2012-02-04 16:26:22 +01:00 |
Stéphane Adjemian (Charybdis)
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8a35ee7363
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Added an option to skip the test on the number of periods over which the perfect foresight models are solved.
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2012-02-04 16:19:15 +01:00 |
Stéphane Adjemian (Charybdis)
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43f46f2886
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Removed stability test over the last periods of the perfect foresight solution.
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2012-02-03 14:06:35 +01:00 |
Stéphane Adjemian (Charybdis)
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7978070814
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Fixed bug.
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2012-02-03 12:52:37 +01:00 |
Stéphane Adjemian (Charybdis)
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fed2e229e5
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Try first Ferhat's code and if it fails try the matlab's implementation of the the perfect foresight model solver.
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2012-02-03 12:39:48 +01:00 |