stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
5,781 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

37 Commits (c0f12968ee18f746472c38a0f7eefc1675b5e52c)

Author SHA1 Message Date
Ferhat Mihoubi af6bc73695 Stores the status of a deterministic simulation using bytecode in oo_.deterministic_simulation.status 2013-01-18 17:05:10 +01:00
Houtan Bastani 12af7298ef ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization) 2012-09-27 15:32:33 +02:00
Houtan Bastani b8661d56ad add parens to function names 2012-06-08 16:16:13 +02:00
Sébastien Villemot 05dca0e3ea Change the default algorithm for stack_solve_algo = 0 
The old algorithm (LBJ) is now available under stack_stock_algo = 6
 2012-06-04 17:23:14 +02:00
Sébastien Villemot 5dd9c844b3 Implement determistic simulation of purely backward models 2012-06-04 16:14:01 +02:00
Sébastien Villemot 4b2405a014 New function for deterministic simulation of purely forward models 
Deprecates simk.m which can now be removed

Closes: #143
 2012-06-04 15:26:39 +02:00
Sébastien Villemot edbf3bd175 Remove useless calls to set_default_option 2012-04-20 17:08:11 +02:00
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
Stéphane Adjemian (Charybdis) e614227c3f Added warning message when some of the deep parameters are not initialized. 2010-11-17 17:09:39 +01:00
Sébastien Villemot f336a68ecc Update tests for values of solve_algo and stack_solve_algo 2010-10-22 13:00:49 +02:00
Sébastien Villemot b4d11d399c Resurrect simk.m for purely forward models 2010-10-13 18:38:09 +02:00
Ferhat Mihoubi df1b1e4ed0 - In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137 2010-09-24 12:52:58 +02:00
Sébastien Villemot 750f92ace1 Cleanups related to the removal of leads and lags in deterministic model 
(introduced in 60f7678669)
- remove simk.m and clean simul.m
- document the change in the reference manual
 2010-09-21 13:35:55 +02:00
Ferhat Mihoubi c7eff4ba60 - Adding the relaxation method for block and/or bytecode options 
- Changing the the stack_solve_algo option :
Previous version             New version
1 : Sparse LU                0 : Sparse LU
2 : GMRES                    1 : Relaxation
3 : BiCGStab                 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver      4 : Sparse LU & Optimal Path
                             5 : bytecode own solver
 2010-09-17 12:18:25 +02:00
Ferhat Mihoubi 0a3c8a4b0c - compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous 
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
 2010-09-17 12:16:47 +02:00
Michel Juillard abd558930e add explicit error message for attempts to simulate a perfectly backward model 2010-07-23 11:02:03 +02:00
sebastien c44452d820 Fast deterministic simulations: 
* when using "bytecode" without "block", enforce "stack_solve_algo=5"
* added a test for "bytecode" without "block" option


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3388 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-27 10:13:14 +00:00
ferhat 0efd5b1621 "bytecode" option can be used without "block" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-22 10:03:29 +00:00
sebastien 0011678cb5 Changes by Ferhat: 
* fix options stack_solve_algo={2,3,4} (closes #68)
* fix crashes for singular normalizations (closes #44) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-21 10:29:21 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
sebastien ee3ceb7db6 M-files and preprocessor: 
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 17:51:47 +00:00
sebastien 59ca45e4f4 Removed last remnants of "ct_" global variable 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3187 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 16:30:56 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00
stepan ee74f38b11 Removed (or moved) initialization of options_'s fields from simul.m. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3079 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 12:52:16 +00:00
ferhat 3c2d944cfc - use of classes to describe the bytecode tags 
- use static option for bytecode instead of steady_state option

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-16 16:34:27 +00:00
stepan 897c5fb363 * Cosmetic change. Removed useless spaces in simul.m. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2970 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 12:48:19 +00:00
sebastien 74232e9ee5 * Added new option stack_solve_algo to simul 
* Added solve_algo=5 for steady
* Remove obsolete method option of simul
* Added various checks to avoid unimplemented combinations of bytecode/block/solve_algo/stack_solve_algo


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2882 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 16:34:48 +00:00
ferhat 9f45200924 simulate.dll has been replaced by bytecode.dll 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 14:40:54 +00:00
sebastien 2134146033 trunk: 
* removed obsolete global variables "endval_" and "rplottype_"
* removed duplicate initialization of options_.replic


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2295 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-05 15:34:26 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 12:40:33 +00:00
adjemian 1c1221681f Correction of a bug related to the previous commit (the initialization of the path is given by the solution of the first order approximation of the model iff there is no deterministic shocks). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1704 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-11 15:04:31 +00:00
assia 2f7b6c4037 header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1508 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-20 16:32:02 +00:00
michel b3a7c45070 v4: fixed deterministic simulations 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1004 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-29 17:27:48 +00:00
michel 4baff7fdd2 v4: changed oo_.y_simul in oo_.endo_simul 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@849 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-31 15:46:55 +00:00
michel 9a9872fd33 dynare_v4 from CVS 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-02-18 19:54:39 +00:00