Michel Juillard
b70d99d1b4
Refactoring of initval_file and histval_file
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initval_file and hisvfal_file are now more flexible and have functionalities
similar to option datafile in estimation.
Closes : #1671
2020-05-14 16:45:54 +02:00
Johannes Pfeifer
632c0a3943
sim1.m: provide missing function input to nested function
2020-01-06 09:06:18 +01:00
Houtan Bastani
7712a02f02
add print and noprint option to perfect_foresight_solver. closes #1647
2019-09-12 14:50:14 +02:00
Sébastien Villemot
f8af21819e
Simplify the interface to perfect_foresight_problem MEX
2019-07-09 14:33:17 +02:00
Sébastien Villemot
7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable
2019-06-27 17:00:12 +02:00
Sébastien Villemot
5b591fac42
New perfect_foresight_problem MEX file
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It constructs the stacked residuals and jacobian of the perfect foresight
problem.
It is an almost perfect replacement for the perfect_foresight_problem.m
routine, while being much more efficient.
Note however that the DLL never return complex numbers (it instead puts NaNs at
the place where there would have been complex). This may create problems for
some MOD files; the algorithms will need to be adapted to use a more
line-search method.
2019-06-24 17:53:59 +02:00
Sébastien Villemot
088826a332
Perfect foresight: remove useless model evaluation
2019-05-13 18:33:26 +02:00
Stéphane Adjemian (Charybdis)
24cc67e585
Ensure that all perfect foresight solvers work with periods=1.
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See #1205 and #1176 .
2019-04-26 15:55:48 +02:00
Sébastien Villemot
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
Stéphane Adjemian (Scylla)
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
Stéphane Adjemian (Charybdis)
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +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
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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
Stéphane Adjemian (Charybdis)
674c9ab286
Removed oo_ from sim1 routine.
2016-05-24 17:26:06 +02:00
MichelJuillard
62efd9930e
Merge pull request #1148 from JohannesPfeifer/foresight_imaginary
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Add check whether real part of complex solution solves the model
2016-04-12 13:06:26 +02:00
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
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Supersedes #984
2016-03-25 09:59:20 +01:00
Johannes Pfeifer
6bca322809
Add check whether real part of complex solution solves the model
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Fixes #896
2016-03-23 21:25:58 +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
Michel Juillard
fe861fee76
fixed bug introduced in commit 1bd2a1b1c2
2015-07-29 11:54:10 +02:00
Michel Juillard
0d7e349187
removed useless statement
2015-07-23 11:41:47 +02:00
Michel Juillard
995c0d7c66
fixing typo
2015-07-21 15:32:33 +02:00
Michel Juillard
9b8077fc28
Merge branch 'master' into new_ep
2015-07-21 09:30:58 +02:00
Stéphane Adjemian (Charybdis)
316f394e06
Removed unused variables from sim1.m.
2015-07-07 17:55:41 +02:00
Michel Juillard
eefa7bb70a
fixing problem with endogenous_terminal_period
2015-05-27 10:23:14 +02:00
Michel Juillard
a36fd53eff
fixing extended-path
2015-05-25 09:43:21 +02:00
Michel Juillard
b3047c9742
Merge branch 'master' into new_ep
2015-05-23 18:26:07 +02:00
Michel Juillard
f2617fcf74
deterministic simulations: more efficient manner to build the Jacobian matrix
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of the stacked system. Gains is not as much as expected.
2015-05-06 11:16:53 +02:00
Michel Juillard
a5c652f81a
removing nefarious _
2015-03-04 09:41:29 +01:00
Michel Juillard
2ca7be4e5e
Merging changes in master
2015-02-23 18:02:20 +01:00
Michel Juillard
55ea2100c6
Merge branch 'master' into new_ep
2015-02-19 10:27:15 +01:00
Stéphane Adjemian (Charybdis)
5768acf17e
Fixed the verbosity of perfect foresight models solvers.
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With stack_solve_algo={0, 6} the verbosity is controlled with
options_.verbosity instead of options_.no_homotopy.
Also harmonized the printed informations across these two algorithms.
2015-02-18 23:58:37 +01:00
Houtan Bastani
ca83397d95
update copyright dates for files changed in 2015
2015-02-16 09:08:02 +01:00
Michel Juillard
f8af7724bb
small fixes to perfect foresight
2015-02-15 16:49:33 +01:00
Michel Juillard
3c7b1cf2d7
changed calling sequence for sim1; use local variable names without _;
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sim1 honors options_.nodisplay
2015-02-14 12:02:18 +01:00
Michel Juillard
21f009a531
Merge branch 'master' into new_ep
2015-02-14 11:54:57 +01:00
Stéphane Adjemian (Charybdis)
ec896d8ca7
Cosmetic changes.
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oo_.determinist_simulation.status is a boolean.
2015-02-13 15:58:12 +01:00
Stéphane Adjemian (Charybdis)
f40fcb9724
Do not print anything if homotopy (perfect forsight models solver).
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
751e518811
Removed global variables in perfect foresight routines.
2015-02-12 15:30:27 +01:00
Stéphane Adjemian (Charybdis)
6f7fed2046
Moved sim1* routines in subfolder.
2015-02-12 15:30:26 +01:00