Commit Graph

112 Commits (b080e5d7b1633fdfcbdd6007ecbae804c34f7c49)

Author SHA1 Message Date
Johannes Pfeifer 224ccb7bab sim1_linear.m: change hard-coded tolerance to option
The tolerance for the steady state check should depend on the accuracy of the steady state computation
2018-02-07 18:42:12 +01:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Houtan Bastani a51fef393a aesthetic fix 2017-08-30 17:44:41 +02:00
Stéphane Adjemian (Scylla) 5429821719 Fixed incomplete commit 1a4257ac4b. 2017-08-16 23:29:15 +02:00
Stéphane Adjemian (Scylla) 131a68ea6f Provide more informations if expected shocks are declared after the terminal period. 2017-08-16 16:43:43 +02:00
Stéphane Adjemian (Scylla) 10047feee5 Test if shocks are declared.
Fixes bug introduced in 97b894a1cd, if no shocks
are declared (for instance if the user is interested in the transition to the
steady state).
2017-08-16 16:04:15 +02:00
Johannes Pfeifer 97b894a1cd Provide meaningful error message if oo_.exo_simul is larger than options_.periods 2017-08-16 16:00:55 +02:00
Stéphane Adjemian (Scylla) 1a4257ac4b Efficiency change.
Reduced the size of the unnecessary large array for the exogenous variables
introduced in 57fd56c90a.
2017-08-16 15:44:00 +02:00
Johannes Pfeifer 57fd56c90a sim1_linear.m: Fix evaluation of dynamic model at deterministic steady state
Did not correctly account for exogenous variables being potentially present with leads and lags
2017-08-01 11:04:46 +02:00
Stéphane Adjemian (Charybdis) 1bf81c9f5a Fixed copyright notices. 2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis) 88e1701289 Removed useless commas and semicolons. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 5ef2d650b2 Fixed function name in header. 2017-05-16 13:24:46 +02:00
Ferhat Mihoubi 981e31c8c3 Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
Ferhat Mihoubi e248d8bf59 Fix memory and periods issues in bytecode
(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
Houtan Bastani b3fa669717 bug fix introduced in 234aaacf92 2017-03-24 17:13:03 +01:00
Marco Ratto 234aaacf92 factorized display of critical values. 2017-03-23 00:08:05 +01:00
Stéphane Adjemian (Charybdis) ee2c30fd97 Partialm cherry-pick of 28e95d817a181f758dab595d6a14de0ff348bed5
Give more informations in case of NaN, Inf or non real variables.

Closes PR #1385.
2017-03-22 14:04:35 +01:00
Johannes Pfeifer 1c070f536a Add headers to various functions 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 8f689ce8d2 Correct header of perfect-foresight-models/perfect_foresight_mcp_problem.m 2016-08-23 17:28:41 +02:00
Michel Juillard 22f49971bc fixing bug in mcp model setup
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
Michel Juillard 0ce2834281 extended path: fixed boundaries for linear problem 2016-05-31 12:10:12 +02:00
Michel Juillard c14125d585 PATH: fixing bugs 2016-05-31 12:10:12 +02:00
Michel Juillard d106b20b69 perfect foresight: set boundaries with PATH 2016-05-31 12:10:12 +02:00
Michel Juillard c159dff19c adding hook for PATH solver 2016-05-31 12:10:12 +02:00
Stéphane Adjemian (Charybdis) dfbad0404d Fixed crash in sim1_linear when periods=1.
Closes #1176.
2016-05-26 22:19:36 +02:00
Stéphane Adjemian (Charybdis) fb4dfc6da6 Fixed typo. 2016-05-24 22:32:02 +02:00
Michel Juillard 28c0c92ae8 fixing typos
(cherry picked from commit 86995a3bd478a3dc02919424aeb77e2a550a84c5)
2016-05-24 17:57:26 +02:00
Stéphane Adjemian (Hermes) be0f6230ad Cosmetic changes.
- Use a switch-case block.
 - Added a warning when the user tries to solve a linear(ized) model
with solve_algo different from 0 (for a linear model).
 - Added an error message if the user try to solve a linearized model
with stack_solve_algo=6 (not implemented).
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes) 1815eb8e56 Code factorization. 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes) 8a163842d0 Removed oo_ from sim1_linear routine. 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes) 53747cb082 Fixed lmmcp option.
This option may be used in extended_path and perfect_foresight_solver commands.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis) e0be60710c Removed oo_ from sim1_purely_{backward,forward} routines. 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis) 290ce5db68 Removed oo_ from sim1_lbj routine. 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis) 674c9ab286 Removed oo_ from sim1 routine. 2016-05-24 17:26:06 +02:00
Johannes Pfeifer 5f32b80a27 Fix error codes for bytecode in perfect_foresight_solver_core.m
If it fails, 1 must indicate error, not 0
2016-05-05 10:52:17 +02:00
MichelJuillard 62efd9930e Merge pull request #1148 from JohannesPfeifer/foresight_imaginary
Add check whether real part of complex solution solves the model
2016-04-12 13:06:26 +02:00
MichelJuillard aa1a0b5e25 Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
Johannes Pfeifer a93d68fb35 Make evaluate_steady_state.m honor nocheck flag
Closes #1054
2016-03-25 22:12:52 +01:00
Johannes Pfeifer 0669ac4c1c Adjust verbosity of solvers 2016-03-25 20:14:25 +01:00
Johannes Pfeifer 4b83c1bf76 Integrates Tom Holden's robust linear solver
Supersedes #984
2016-03-25 09:59:20 +01:00
Stéphane Adjemian(Charybdis) e714dc1a9f Fixed bug in homotopy.
Convex combination for initial/terminal endogenous variables paths was wrong.
2016-03-24 22:42:44 +01:00
Johannes Pfeifer 6bca322809 Add check whether real part of complex solution solves the model
Fixes #896
2016-03-23 21:25:58 +01:00
Stéphane Adjemian a3c7cad354 Merge pull request #1131 from JohannesPfeifer/make_
Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-18 15:10:06 +01:00
Johannes Pfeifer bb08853784 Replace globals by inputs in make_ex_.m and make_y_.m 2016-03-11 16:28:17 +01:00
Houtan Bastani f60945facc fix copyright dates 2016-03-11 16:22:42 +01:00
Michel Juillard 34e35555d6 fixed bugs when there is a single equation in the model 2016-03-07 21:51:45 +01:00
ferhat e555c8181d Corrections in the way to handle the exogenous 2015-11-19 17:04:56 +01:00
ferhat 6d7218f9dc Fix bugs in det_cond_forecast.m 2015-11-11 18:35:41 +01:00