stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
11,894 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

91 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) 6a2736d498 Fixed returned fvec and fjac with solve_algo=3. 2017-09-29 10:23:58 +02:00
Stéphane Adjemian (Scylla) b429a23852 Added trap for complex residuals and jacobian in nonlinear solver. 2017-09-29 10:19:54 +02:00
Stéphane Adjemian (Charybdis) 7d373f0d7e Merge branch 'master' into ecb-master 2017-06-03 14:51:28 +02:00
Stéphane Adjemian (Charybdis) 99cb731112 Fixed indentation of matlab files. 2017-06-01 19:43:18 +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) d282226100 Try random initial guess for dynare_solve... 
... If for the default initial guess we obtain NaNs or Infs in the residuals
and/or the Jacobian matrix.
 2017-05-10 23:45:07 +02:00
Johannes Pfeifer fdbb44fec6 Account for Octave's dbstack providing full path, not just filename 2016-11-10 17:58:47 +01:00
Johannes Pfeifer 29d1e80eda Decrease verbosity of solve_algo=0 
Shuts off display unless debugging is requested. Otherwise, estimation will clutter the screen
 2016-10-09 22:15:48 +02:00
Houtan Bastani 919647477e replace isstring with ischar as isstring is not supported in Octave. Bug introduced in 80049a6d09 2016-09-13 17:34:23 +02:00
Johannes Pfeifer 01f1abb19a Provide dedicated maxit option for Ramsey 2016-08-24 13:32:11 +02:00
Johannes Pfeifer b4d958d706 dynare_solve.m: account for second mcp-solver in solution check 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 2751ab08bb Provide interface to original PATH files and document how to obtain them 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 3fc011a1b2 Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 077917b1f4 dynare_solve: use correct termination criterion with stack_solve_algo=7 2016-08-23 17:28:41 +02:00
Johannes Pfeifer e7b8222144 Updated header of dynare_solve.m 2016-08-21 11:47:52 +02:00
Johannes Pfeifer 335ce74acb Remove error-display from dynare_solve.m 
Prevents estimation crashing when invalid starting values for steady state computation arise during e.g. mode-finding
 2016-08-21 11:44:18 +02:00
Johannes Pfeifer 80049a6d09 dynare_solve.m: make sure str2func is only used on strings 
Otherwise, code crashes
 2016-08-12 11:59:57 +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 76f008e4e4 PATH: remove calls to lcppath that doesn't work with perfect foresight models 2016-05-31 12:10:12 +02:00
Michel Juillard ddb9c0657c fixing linear complementarity problem 2016-05-31 12:10:12 +02:00
Michel Juillard 450d7b099a fixing error status for PATH hook 2016-05-31 12:10:12 +02:00
Michel Juillard c159dff19c adding hook for PATH solver 2016-05-31 12:10:12 +02:00
Johannes Pfeifer 465f55bb0e Correct evaluation of residuals in dynare_solve.m when exitflag does not clearly indicate solution 
Otherwise, it crashes with bytecode
 2016-05-05 10:46:39 +02:00
Johannes Pfeifer 1457666221 Only accept steady state when fsolve retuns with normal return code 1 
Otherwise, termination due to tolerance criteria will be accepted as correct steady state
 2016-03-22 21:55:51 +01:00
Michel Juillard c3c72192ac small bug corrections 2015-07-27 16:52:36 +02:00
Michel Juillard 2207b51aaa correcting typo 2015-07-27 15:51:48 +02:00
Michel Juillard 9b8077fc28 Merge branch 'master' into new_ep 2015-07-21 09:30:58 +02:00
Stéphane Adjemian (Charybdis) 27922a349c Fixed typo. 
The value of jacobian_flag was not passed to fsolve.
 2015-07-07 17:55:41 +02:00
Stéphane Adjemian (Hermes) c97aaad62d Fixed bug. 
Rename options as options4fsolve, otherwise original options structure is lost.
 2015-05-29 15:19:20 +02:00
Michel Juillard d81dda5044 fixing bug in last commit 2015-05-25 18:52:46 +02:00
Michel Juillard 3ef5bc2989 Merge branch 'master' into new_ep 2015-05-25 17:20:23 +02:00
Michel Juillard f03839cf12 removed "global options_" in dynare_solve.m and made it an 
argument. Modified all calling functions.
 2015-05-25 17:15:09 +02:00
Michel Juillard a53385ea28 dynare_solve: fix initial check for models with complementarity conditions 2015-03-07 10:10:35 +01:00
Stéphane Adjemian (Charybdis) 0851d277c4 Use correct tolerance parameter when solving perfect foresight model 
with stack_solve_algo=7.
 2015-02-18 23:52:17 +01:00
Michel Juillard 9fa92b0d02 fixing error message 2014-11-14 07:15:24 +01:00
Stéphane Adjemian (Charybdis) ce97a27c9d Cosmetic changes. 2014-09-10 17:49:33 +02:00
Johannes Pfeifer 308ce25031 Make sure that solve_algo=0 inherits options from options_.steady 
Otherwise, MaxIter is hard-coded

(cherry picked from commit 2499f641ac2fab7ddf938263d0ee34f73765c4c8)
 2014-09-10 17:49:33 +02:00
Sébastien Villemot 1a4df2fedf Merge pull request #659 from JohannesPfeifer/steady_fix 
Fix size of NaN vector returned so that resid.m does not crash
 2014-06-04 16:59:14 +02:00
Michel Juillard 979c1af53b perfect foresight with lmmcp: removed display of iterations 2014-05-28 09:23:10 +02:00
Johannes Pfeifer 616dad634a Fix size of NaN vector returned so that resid.m does not crash 2014-05-26 16:16:22 +02:00
Michel Juillard 5425245ec1 adding lmmcp 2014-05-18 21:49:52 +02:00
Sébastien Villemot e8ac5da9ea Fix trust region on entire model. 2014-05-09 15:33:26 +02:00
Michel Juillard 57ae7d7fd9 adding solve_algo=9: using trust_region algorithm on the entire model 2014-05-07 21:25:10 +02:00
Johannes Pfeifer d9d4fef251 Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m 2014-03-28 14:52:06 +01:00
Sébastien Villemot a5be9dd845 Add trust-region nonlinear solver. 
Closes #260
 2014-02-04 17:56:27 +01:00
Sébastien Villemot 3fe5a728c6 Remove bad_cond_flag argument from solve1. 
This flag was not grounded on any solid theoretical foundation.

This commit actually makes solve_algo=2 to be exactly the same than solve_algo=4.
 2014-02-04 17:56:27 +01:00
Stéphane Adjemian (Charybdis) ddd95361ba Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
Stéphane Adjemian (Charybdis) 969fe3c209 Renamed options_.solve_maxit as options_.steady.maxit. 2013-10-09 15:38:07 +02:00