a1b8bd39b2
Move the location of various generated files on the filesystem
...
- 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
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
b6634940ff
Removed unused routine.
2017-05-17 10:27:42 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
383d891e81
updating extended path notes
2016-11-14 16:42:49 +01:00
2a6b3caa34
when saving, use .mat file extension because Octave doesn’t support it by default
2016-09-26 11:00:41 +02:00
b94f30c40a
bug fix: accord repmat syntax with that before R2013b
2016-08-24 12:03:07 +02:00
2f2413e64a
addind ep accuracy check
2016-07-03 10:56:44 +02:00
fcaf457f35
Cosmetic change (code factorization).
2016-06-24 17:35:56 +02:00
fcb738616c
Fixed bug in extened_path_mc.
...
Wrong calling sequence to the routine defining the shocks.
2016-06-15 16:01:08 +02:00
f145a50a85
extend path: removed global options_
2016-06-09 12:02:48 +02:00
4a6e14ea95
extended path: removed option for lcppath
2016-06-09 12:02:48 +02:00
8fa29513f3
extended path: fixing bug for order > 2 and several shocks
2016-06-09 12:02:48 +02:00
335a188dac
Fixed bug in extended path.
...
Allow innovations with zero variance (ie do not force removal of the
variables from the varexo list).
2016-06-09 10:32:25 +02:00
e0475fd4ef
extended path: use deterministic_simulation.status instead of maxerror
2016-05-31 12:10:12 +02:00
5024af0099
extended path: fixed calibrated shocks
2016-05-31 12:10:12 +02:00
b8132eb556
extended path: adding support for calibrated shock.
...
This commit is not satisfactory because it uses M_.det_shocks
for unexpected shocks. We need to improve on it soon.
2016-05-31 12:10:12 +02:00
cd55ed749c
extended_path: fixing inititalization for PATH
...
(cherry picked from commit 7d29e917f77e7e20211e5be01544d86c64af8c65)
2016-05-24 18:08:33 +02:00
3fa6a96bfb
Added homotopy.
...
Fixes the issue of paths containing spurious solutions for (stochastic)
perfect foresight models.
2016-05-24 17:28:24 +02:00
cfc6957625
Cosmetic changes.
2016-05-24 17:28:24 +02:00
8b5b7921f6
Improved solver for (S)EP.
...
Use previous solution as an initial condition for the perfect foresight problem.
2016-05-24 17:28:24 +02:00
7d1d860a53
Fixed ep.init option.
...
Initialization of the perfect foresight solver (in extended path) with
the solution of the first order approximation of the model was broken.
If the value of options_.ep.init is "true"" (1) then the solution of the
first order approximation is used as an initial guess for the newton
lilke solver. If the value of options_.ep.init is "false" (0) the solver
is initialized with the steady state.
2016-05-24 17:28:24 +02:00
dabdda0506
Fixed wrong definition of a logical variable.
...
The second outputr returned by perfect_foresight_solver_core is the
max. abs. residual, not a dummy variable indicating success or failure
of the perfect foresight solver.
2016-05-24 17:28:24 +02:00
fbf2fae036
Changed option value for unscented integration nodes.
2016-05-24 17:28:24 +02:00
fdbd4fa7a7
Code factorization.
...
- Added routines for initializing and setting shocks in EP.
- Added a specialized routine for doing Monte Carlo around EP.
2016-05-24 17:28:24 +02:00
3bbac629ed
Cosmetic change.
...
Removed maximum_lead and maximum_lag in extended_path routines.
2016-05-24 17:28:24 +02:00
d74f315bfb
Fixed bug in (Stochastic) Extended Path algorithm.
...
Innovations were not correctly passed to the non linear solver. Closes #1128 .
2016-05-24 17:28:24 +02:00
8958b7ef98
Cosmetic changes.
2016-05-24 17:28:24 +02:00
3a1f74d7a7
Fixed typo.
2016-05-24 17:28:24 +02:00
13ca15a278
Allow (S)EP with arbitrary sequence of innovations.
...
The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
b60bd7b36b
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
8e3cb65258
Provide informative error message if EP is used with varexo_det
...
Closes #875
2016-03-17 10:30:14 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
d331cf5a7a
Fixed extended path.
...
- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
1bd2a1b1c2
ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2()
2015-07-28 17:17:25 +02:00
c3c72192ac
small bug corrections
2015-07-27 16:52:36 +02:00
22eb824c6f
extended path: fixing bug
2015-07-27 14:31:42 +02:00
e8f318ff50
fixed problems in extended path
2015-07-23 14:27:55 +02:00
9b8077fc28
Merge branch 'master' into new_ep
2015-07-21 09:30:58 +02:00
c43cfb45a8
Fixed bug in Extended Path (added second argument to get_complementarity_condition).
2015-06-03 08:22:26 +02:00
3ef5bc2989
Merge branch 'master' into new_ep
2015-05-25 17:20:23 +02:00
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
a36fd53eff
fixing extended-path
2015-05-25 09:43:21 +02:00
a53385ea28
dynare_solve: fix initial check for models with complementarity conditions
2015-03-07 10:10:35 +01:00
0c1197c13f
extended_path: fixing bug when initializing with linear approximation,
...
adding simple homotopy scheme (unfinished)
2015-03-04 09:43:14 +01:00
70173d4431
fixing bugs in extended_path
2015-02-22 21:56:42 +01:00
55ea2100c6
Merge branch 'master' into new_ep
2015-02-19 10:27:15 +01:00
Sébastien Villemot
Stéphane Adjemian (Scylla)
Michel Juillard
Houtan Bastani
Johannes Pfeifer