Johannes Pfeifer
eff52f51b7
Ramsey: exit with error code if solver fails at specified tolerance
...
Also adds penalty if steady state ventures into complex space
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
c470e028e1
Ramsey: add check for complex numbers in conditional steady state
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
f60aec3be3
Fix number of Lagrange multipliers in evaluate_steady_state.m
...
Did not account for auxiliary equations
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
d65a2f855f
Fix display of instrument termination value in evaluate_steady_state.m
...
Printed initial instead of terminal value
2016-08-24 13:32:11 +02:00
Johannes Pfeifer
6d3c73a906
Harmonize tolerance criterion used in evaluate_steady_state.m
...
Should be solve_tolf instead of dynatol.f
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
14ab41e414
Move debugging information removed in 335ce74acb
to evaluate_steady_state.m where it belongs
2016-08-21 11:45:11 +02:00
Johannes Pfeifer
317f958184
Ramsey: Test whether number of instruments matches number of missing equation
...
Otherwise cryptic crashes can result
2016-06-23 20:48:01 +02:00
MichelJuillard
a8cc21eb97
Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
...
Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
2016-04-12 14:22:19 +02:00
MichelJuillard
d7e4469a28
Merge pull request #1153 from JohannesPfeifer/steady_check_flag
...
Make evaluate_steady_state.m honor nocheck flag
2016-04-12 12:04:57 +02:00
Johannes Pfeifer
98384eb6f2
Document variable ordering in various headers
2016-04-12 10:52:37 +02:00
Michel Juillard
2313f20a35
completing replacement of auxiliary variables in static model
2016-04-01 18:45:19 +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
af5368e83c
Fix number of multipliers added by Ramsey used in evaluate_steady_state.m
2016-03-11 14:55:11 +01:00
Houtan Bastani
710e8ef3a5
fix copyright dates for 2016
2016-02-23 14:04:04 +01:00
Stéphane Adjemian (Hermes)
34bc1ab9de
Do not call set_auxiliary_variables routine before evaluating the steady state file.
2016-02-05 00:13:20 +01:00
Johannes Pfeifer
8ef96c46ca
Check whether steady state file returns column vector
2015-10-12 16:17:56 +02:00
Johannes Pfeifer
ac7b8a691e
Fix evaluation of residuals stored in info
...
They were wrongly based on the initial guess
2015-06-08 18:10:58 +02:00
Johannes Pfeifer
a5e60834ca
Ascertain that only correct steady states for linear models are accepted
...
Without the check, incorrect steady states were accepted. This happened for example if the model was not linear in the first place and solving a wrongly presumed linear equation system did not work.
2015-06-08 18:09:39 +02:00
Michel Juillard
92a33f9792
changed another call to dynare_solve() forgotten in last commit
2015-05-25 17:15:09 +02:00
Stéphane Adjemian (Charybdis)
f4922a8a27
Cosmetic changes.
2014-10-10 21:46:50 +02:00
Johannes Pfeifer
3187c70b97
Add debugging info on initial values for steady state computation
2014-09-30 15:05:12 +02:00
Johannes Pfeifer
27572277d0
Test the result of steady state computation for correctness
...
- Checks correctness of steady state file
- Tests whether result of computation really is a steady state
- Also eliminates case that can never be reached
2014-07-18 13:18:14 +02:00
Sébastien Villemot
7400c2c143
evaluate_steady_state.m: fix bugs when static and dynamic models differ.
...
Closes #661
2014-07-08 16:10:09 +02:00
Johannes Pfeifer
53db31dfd3
Add debugging info to steady state for linear models
...
Resembles the messages already provided for non-linear models
2013-07-28 00:12:19 +02:00
Johannes Pfeifer
c82658a2a5
Bugfix for steady;
...
1.) Fixes cases where model was not truly linear, but Dynare did not catch mistake because fvec and jacob contained cancelling NaN
2.) Use correct error code 22 if NaN appear instead of generic 20
2013-06-01 16:32:40 +02:00
Sébastien Villemot
38824dc1e5
Implement tags [static] and [dynamic] for equations
...
Closes #307
2013-04-11 17:11:35 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Johannes Pfeifer
d8f82a9638
Fixed bug in evaluate_steady_state.m that prevents parameter updating
2012-05-10 20:48:44 +02:00
Michel Juillard
f7cf75a228
fixed problems with trying to make homotopy robust to problems in one run.
2012-04-23 16:57:46 +02:00
Michel Juillard
d1120da658
fixing bugs in evaluation of steady state file introduced in last
...
related commit
2012-04-21 11:39:21 +02:00
Michel Juillard
f8ecc4d6ba
reorganized code for evaluating steady state file
2012-04-21 10:12:00 +02:00
Stéphane Adjemian (Charybdis)
de07d3b1d7
Removed useless else statement.
2012-03-06 22:54:21 +01:00
Stéphane Adjemian (Charybdis)
93fa8a6c94
Bug fix. Definition of the penalty when the updated parameters are complex.
2012-03-06 22:54:21 +01:00
Stéphane Adjemian (Charybdis)
746fb8ca56
Fixed bug related to the update of the deep parameters in the steady state model.
...
When a deep parameter was initialized to NaN (this is the default) any update of this parameter
done in the steady state model block was not propagated to M_.params. The problem was caused by
the definition of updated_params_flag.
2012-03-06 22:54:20 +01:00
Stéphane Adjemian (Charybdis)
a36cf30118
Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.
2011-12-12 14:20:14 +01:00
Ferhat Mihoubi
12187710e7
Get rid of global variables
2011-11-25 13:07:50 +01:00
Michel Juillard
e2dd3cb88f
fixing more problems with steady state refactoring
2011-10-13 17:14:41 +02:00
Michel Juillard
ee7078e56c
factoring out steady-state computations; steady_state_model now
...
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00