Commit Graph

1775 Commits (b92b48c58ed16ff47bcc78d9031723d0f81c2fc5)

Author SHA1 Message Date
sebastien b92b48c58e Putting dynare++ under main dynare SVN repository
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2905 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-08 13:55:19 +00:00
sebastien ee49993202 Don't create model subdirectory in block+bytecode mode
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2904 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-08 08:07:07 +00:00
sebastien 7279f0de1b Updated Doxygen configuration file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2903 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-08 08:06:23 +00:00
sebastien 4c38e9147f Added derivatives of dynamic model residuals with respect to parameters
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2902 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-08 08:06:06 +00:00
sebastien 655fa02710 Removed useless stuff
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2901 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-08 08:05:44 +00:00
sebastien fea4b91872 Updated NSIS configuration file for 64-bit DLL
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2898 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-04 18:47:48 +00:00
sebastien 38a6618799 Update config.{sub,guess}
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2897 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-04 14:13:51 +00:00
sebastien dff2144c2c Added error message if bytecode option specified but no bytecode DLL found
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2896 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 16:34:15 +00:00
sebastien d97683c26e Improve treatment of error messages in homotopy
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2895 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 16:22:50 +00:00
sebastien 85ac76b9ae Add isempty to regexp to get a boolean answer for a 32-bit systems
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2894 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 16:10:41 +00:00
ferhat 5a3ce36245 add isempty to regexp to get a boolean answer for a 32 bits system
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2893 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 15:49:07 +00:00
sebastien efee8f38d1 Fixed build_octave.m for new bytecode DLL
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2892 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 13:21:57 +00:00
sebastien e426a0214e Added new directory "mex/2009a-64bit" for 64-bit platforms using MATLAB 7.8 (R2009a) (MEX binary compatibility has been broken in R2009a for 64-bit platforms)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2891 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 13:09:34 +00:00
stepan 4a0a0c1ab9 * Added an exit condition in DsgeLikelihood when the jacobian of the
dynamic model (evaluated at the steady state) is complex.
* Added case 6 inf print_info (complex steady jacobian).



git-svn-id: https://www.dynare.org/svn/dynare/trunk@2890 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 11:39:06 +00:00
sebastien 71ba0d6433 Prevent use of "check" with "block" or "bytecode" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2889 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 10:11:36 +00:00
sebastien 579b5f509e Cleanup "cutoff" and "mfs" options (the former is no longer in options_)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2888 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 10:10:06 +00:00
sebastien fc65b4410a Reverted mistake in previous commit
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2887 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:59:21 +00:00
sebastien b88c5abcba Remove useless "markowitz" data member in DynamicModel and StaticDllModel
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2886 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:57:17 +00:00
sebastien 0857db4e79 More cleanups related to obsolete "cutoff" and "markowitz" statements
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2885 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:55:15 +00:00
sebastien 71f5e527e6 Remove obsolete "cutoff" and "markowitz" statements
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2884 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:50:45 +00:00
ferhat 164eb22f87 - get rid of block and bytcode variable in SimulStatement and StochSimulStatement
- minimalist version of dynamicmodel when no dynamic model is needed

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2883 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 16:44:15 +00:00
sebastien 74232e9ee5 * Added new option stack_solve_algo to simul
* Added solve_algo=5 for steady
* Remove obsolete method option of simul
* Added various checks to avoid unimplemented combinations of bytecode/block/solve_algo/stack_solve_algo


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2882 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 16:34:48 +00:00
ferhat 9f45200924 simulate.dll has been replaced by bytecode.dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:40:54 +00:00
sebastien 9a1339ad11 Added support for equation tags (thanks to Pablo for providing a patch)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2880 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:37:59 +00:00
sebastien a56de57637 Various cleanups related to new options "bytecode" and "block"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 13:36:56 +00:00
ferhat beade4bea1 References to model_mod option are ruled out of M-files
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2878 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 13:07:59 +00:00
ferhat 1786ba13da - bug fix: block not set to 1 in StaticModel
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2877 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-31 18:56:29 +00:00
michel 3eb02c720d updating SWZ sbvar code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2876 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-30 19:28:10 +00:00
michel 1802078154 updating SWZ sbvar code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2875 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-30 19:24:34 +00:00
ferhat 7a6df1c342 Adaptation of simulate to matlab 64 bits
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2874 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-29 16:04:06 +00:00
ferhat ed6cda0ca1 New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode):
- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-29 15:04:11 +00:00
stepan 3f924cc1de * Fixed bug introduced in the previous commit (wrong value of Max_nruns).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2872 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-28 10:56:26 +00:00
stepan aa3a6fe1a6 * Fixed bugs with mh_recover mode.
* Added comments.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2871 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-28 10:55:22 +00:00
ferhat 305914b551 - bug fix when solve_algo = 4 is selected
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2870 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-27 13:26:29 +00:00
michel 797c9747f6 v4: modify MS option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2869 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 18:55:01 +00:00
michel 74373122b3 manual: change to IRF entry
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2868 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 18:36:57 +00:00
ferhat a5e047df47 - Adding missing files: StaticDllModel.cc and StaticDllModel.hh
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2867 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 10:14:49 +00:00
ferhat d32dd99210 - extension of normalization of equations to nonlinear equations
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 09:43:01 +00:00
george 5d1fdab1f0 separating dynamic_dll handling into new dynamic_dll.cpp from k_order_perturbation.cpp containing now only mex_function for k_order_perturbationDLL and renaming k_order_perturbation.h to dynamic_dll.h
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2865 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-24 16:06:39 +00:00
george 6fc142406f separating dynamic_dll handling into new dynamic_dll.cpp from k_order_perturbation.cpp containing now only mex_function for k_order_perturbationDLL and renaming k_order_perturbation.h to dynamic_dll.h
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2864 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-24 16:01:25 +00:00
sebastien 2006e1f9be Don't display any table if option "noprint" is used (thanks to Gianni Lombardo for pointing this)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2863 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-24 13:39:43 +00:00
sebastien fec9486fb9 Change to option solve_algo=4 of steady:
Even when the Jacobian is very badly conditioned, continue to use a Newton step


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2862 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-21 12:05:34 +00:00
sebastien 64361938bb Added missing error catching
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2861 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-18 13:01:47 +00:00
sebastien 1736b45404 Fixed typo introduced in previous commit
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2860 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-17 15:07:28 +00:00
michel b1809b2403 corrected problems created by new options name conflict with common variable names
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2859 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-17 14:46:08 +00:00
ratto bb271bb8ac Eliminated double counting in constant: now result is identical to univariate algorithm.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2858 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-14 09:29:09 +00:00
ratto d2b3beb3e7 Fixed bugs highlighted by Junior, occurring when some constraint is violated when computing gradients.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2857 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-13 06:59:36 +00:00
george 0ed63ac01a New C++ disklyap_fast Lyapunov doublig solver based on previous work of J. Pearlman.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2856 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-29 15:01:56 +00:00
michel a2448f6394 v4: adding preprocessor interface to Sims-Wagonner-Zha code for SBVAR (regular and Markov-Switching).
This is not yet completely operational.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2855 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-26 17:07:07 +00:00
george bee8aa8d5d minor adjustments to riccati/kalman P conversion tolerance and control
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2854 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-23 11:24:05 +00:00