Commit Graph

49 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Sébastien Villemot 7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
Sébastien Villemot 87bb0c6997 Fix mistake in previous commit w.r.t. steadystate file 2018-06-27 17:15:13 +02:00
Sébastien Villemot 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
Sébastien Villemot 02084ce310 Remove qzcomplex Oct-file
It's actually not needed. The QZ complex decomposition can be obtained in
Octave on real matrices by casting them to the complex type.
2018-05-17 12:11:15 +02:00
Sébastien Villemot 14fbfa028b Move qzdiv.m and qzswitch.m to partial_information/ subdir
They are no longer used in the main codebase.
2018-05-16 17:12:48 +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) 1bf81c9f5a Fixed copyright notices. 2017-05-18 18:36:38 +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
Johannes Pfeifer 2c5b1fed2d Use master function lyapunov_solver.m to call individual solvers 2017-01-04 11:25:44 +01:00
Johannes Pfeifer 9b82c72e4f Remove global options structure from dyntable 2016-06-14 11:52:17 +02:00
Johannes Pfeifer aee579ecc1 Add iteration maximum to disclyap_fast.m prevent infinite loops 2015-07-22 15:08:25 +02:00
Michel Juillard 1b822a9105 fix calls to dynare_solve() when Jacobian of function must be computed
numerically. Fix call to dynare_solve() in simulation_core()
2015-05-26 15:51:09 +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
Sébastien Villemot 66c1aa78f0 Move add_auxiliary_variables_to_steadystate to partial_information directory.
This function is obsolete, but the PI solver still uses it, so make that
relationship explicit.
2014-01-28 17:48:08 +01:00
Stéphane Adjemian (Charybdis) ddd95361ba Cosmetic changes. Added isoctave function to replace exist('OCTAVE_VERSION'). 2013-11-04 10:54:45 +01:00
Sébastien Villemot c121aa14b1 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
Replace them by equivalents in M_ (and an extra one: M_.dynamic).

IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.

We now have the following indentities:

M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Sébastien Villemot ddbeb8ceaa Remove unused oo_.dr.kae, oo_.dr.kad 2012-11-16 17:51:25 +01:00
Stéphane Adjemian (Charybdis) 1fb89a07e9 Removed global from set_state_space. 2012-07-03 11:29:18 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Sébastien Villemot 1dfba1b99f Merge remote-tracking branch 'ferhat/master' 2012-04-20 21:15:09 +02:00
Ferhat eed54fb08a - Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
Sébastien Villemot edbf3bd175 Remove useless calls to set_default_option 2012-04-20 17:08:11 +02:00
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
Sébastien Villemot 181186a205 Patch from George: fixes bug in partial information (closes #179) 2011-05-02 10:25:25 +02:00
Michel Juillard 55bb27c5f6 new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken. 2011-03-13 17:06:57 +01:00
Sébastien Villemot a153f81156 Partial information:
- fix various bugs
- do not fallback on full information in case of error, this is confusing
2011-02-22 14:46:24 +01:00
Houtan Bastani 43479f6ef3 use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time) 2011-02-10 15:54:23 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot 757a9067c0 Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
George Perendia 595675d333 Partial information changes that make adjustment for Octave and use rcond() < 1e-8 ..." to determine if a matrix is invertible plus some minor bug and formatting changes in dr1_PI.m 2011-01-17 20:40:41 +00:00
George Perendia 17bc655159 Partial Information: Update with improved, generalised recursive PCL solution method 2011-01-11 21:57:57 +00:00
George Perendia e8a193bbfb Track #21: Add partial information: Correcting bug stemming from the differences in QZ calculation under Octave and Matlab: modified PI_gensys to use C.Sims' Lapack zgges based qzcomplex() qz decomposition routine under Octave which gives nearly identical complex results to Matlab QZ (except for transpose of q matrix and few sign changes in the output matrices) 2010-10-20 11:50:06 +01:00
Sébastien Villemot a5b8819518 Partial information: added missing copyright notice 2010-10-11 17:16:52 +02:00
Sébastien Villemot 44b268ec67 Moved qzdiv.m and qzswitch.m to top-level (they are now used by both partial information code and mjdgges.m) 2010-10-11 17:14:33 +02:00
Sébastien Villemot cf9f901ef8 Partial information: moved disclyap_fast to the partial_information subdir 2010-10-11 17:11:05 +02:00
Sébastien Villemot 8849dd2bc9 Partial info/Octave compatibility fix: ismember() does not work with char arrays under Octave 2010-10-11 16:48:16 +02:00
Sébastien Villemot d6c035aaea Partial info/Octave compatibility fix: operator "|" never short-circuit, use "||" instead 2010-10-11 16:47:36 +02:00
George Perendia 4ad491b0a8 Partial Information: a minor makeup change to PCL_resol.m 2010-10-04 13:58:26 +01:00
Houtan Bastani a20bc07fdf replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
Michel Juillard 307911b461 removing DOS end of lines 2010-03-25 12:28:48 +01:00
Michel Juillard e405f17c8a additional fixe to partial information:
- partial_information is a LOCAL option that must be repeated in all instructions
 - when VAROBS is empty, one assumes full information (all endogenous variables are observed)
 - allusion to SIMULATED variables is removed from the title of the tables
2010-03-25 11:20:34 +01:00
George Perendia 0be001d194 Tidying up Partial information extension to stoch_simul, PCL_Part_info_irf.m and PCL_Part_info_moments.m 2010-03-24 23:26:05 +00:00
Sébastien Villemot 60ad78b095 Partial information: fixed copyright notices 2010-03-24 12:21:02 +01:00
Sébastien Villemot 45efcd61dd Partial information: converted files to UNIX EOL convention 2010-03-24 12:14:41 +01:00
Michel Juillard a9ce1ef2b4 bug correction in partial_information 2010-03-24 10:35:30 +01:00
Michel Juillard b261eb0ba2 integration of partial information in stoch_simul (thanks to George, Joe and Paul) 2010-03-23 11:09:59 +01:00
Michel Juillard c5bc424dd4 added new Partial Inforamtion code sent by G. Perendia 2010-03-23 05:47:13 +01:00