Commit Graph

38 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Stéphane Adjemia (Scylla) 650c78f99d
Merge branch 'master' into ecb-master 2018-11-30 21:34:56 +01:00
Sébastien Villemot 7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments 2018-11-13 18:02:09 +01:00
Stéphane Adjemian(Charybdis) c9a38c4de7 Merge branch 'master' into ecb-master
Fixed conflicts:
 - tests/run_block_byte_tests_octave.m
2018-08-04 21:08:08 +02:00
Sébastien Villemot d03cc56587 solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
Stéphane Adjemian(Charybdis) 51332c6fd6 Fixes related to the new "+" subfolder. 2018-07-10 18:34:49 +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 79484607a7 Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
Complete the fix started in 8913791ff0.

Change the test case to prevent regressions.
2018-06-07 16:14:02 +02:00
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
Johannes Pfeifer 1c070f536a Add headers to various functions 2016-08-23 17:28:41 +02:00
Michel Juillard 0ce2834281 extended path: fixed boundaries for linear problem 2016-05-31 12:10:12 +02:00
Michel Juillard c14125d585 PATH: fixing bugs 2016-05-31 12:10:12 +02:00
Michel Juillard d106b20b69 perfect foresight: set boundaries with PATH 2016-05-31 12:10:12 +02:00
Stéphane Adjemian (Hermes) 1815eb8e56 Code factorization. 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes) 8a163842d0 Removed oo_ from sim1_linear routine. 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis) e0be60710c Removed oo_ from sim1_purely_{backward,forward} routines. 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis) 290ce5db68 Removed oo_ from sim1_lbj routine. 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis) 674c9ab286 Removed oo_ from sim1 routine. 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis) 17f3583151 Allow linear_approximation option with stack_solve_algo=7. 2015-07-07 17:55:41 +02:00
Stéphane Adjemian (Charybdis) 8007f508a2 New option linear_approximation for perfect foresight models.
This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).

Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).

If possible, the option is triggered automatically if the model is
declared linear.

TODO:
 * Write a linear version of perfect_foresight_problem routine.
 * Evaluate the approxilation error (just need to evaluate the system of
 stacked non linear equations).
2015-07-07 17:55:41 +02:00
Michel Juillard c22d31330c Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Michel Juillard 127730d731 solve bugs when there are lags of exogenous variables on more than one
period in deterministic models.
2015-05-27 12:22:32 +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
Johannes Pfeifer 8aec696b95 Fix various copy and paste errors in check_input_arguments.m
During moving to a separate function, not all variables had been renamed
2015-05-09 08:22:31 +02:00
Sébastien Villemot db272f114b Compatibility fixes for MATLAB <= 7.7.
The tilde syntax was introduced in MATLAB 7.8.
2015-04-22 16:45:15 +02:00
Stéphane Adjemian (Charybdis) de5c541ce6 Manually merged PR #807.
Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
Stéphane Adjemian (Charybdis) 7df3856cbf Fixed homotopy with bytecode for perfect foresight models. 2015-02-21 13:59:53 +01:00
Stéphane Adjemian (Charybdis) d19592f761 Fixed homotopy for perfect foresight models with block option, cosmetic changes. 2015-02-20 14:48:25 +01:00
Stéphane Adjemian (Charybdis) fd0a172637 Remove small imaginary parts in the solution path for perfect foresight
models obtained with stack_solve_algo=7.

Also return oo_.deterministic_simulation.status equal to false if the
solution path is not real.
2015-02-18 23:53:55 +01:00
Stéphane Adjemian (Charybdis) 1c8e1ab913 Merge branch 'remove-globals-from-blocks' 2015-02-17 13:01:17 +01:00
Stéphane Adjemian (Charybdis) cc94ed63b0 Revert "Temporary fix for perfect foresight model simulation with block option."
This reverts commit 8875dbdaa5.
2015-02-17 13:01:01 +01:00
Stéphane Adjemian (Charybdis) a894357655 Removed options_ and oo_ globals from *all* generated dynamic model
routines (with block option) and adapted some routines to reflect this change.
2015-02-17 12:57:30 +01:00
Michel Juillard 83c68c0477 Allowing for models without exogenous variable 2015-02-16 21:30:34 +01:00
Stéphane Adjemian (Charybdis) 8875dbdaa5 Temporary fix for perfect foresight model simulation with block option. 2015-02-16 17:05:37 +01:00
Houtan Bastani 333f87ced2 fix headers 2015-02-16 09:08:26 +01:00
Houtan Bastani ca83397d95 update copyright dates for files changed in 2015 2015-02-16 09:08:02 +01:00
Stéphane Adjemian (Charybdis) 59d1c18960 Added routines missing in previous commit. 2015-02-13 10:10:41 +01:00