27922a349c
Fixed typo.
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The value of jacobian_flag was not passed to fsolve.
2015-07-07 17:55:41 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
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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
dd1f761549
adding tests using lmmcp
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(cherry picked from commit 2ddfcf2f73
2015-07-07 16:45:20 +02:00
3640b2b511
minor change to perfect_foresight_solver_core.m
2015-07-07 16:42:30 +02:00
2ddfcf2f73
adding tests using lmmcp
2015-07-07 16:37:54 +02:00
ca6da942f2
Merge pull request #968 from JohannesPfeifer/Typos
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Fix typos in error message in stochastic_solvers.m
2015-07-06 09:37:21 +02:00
f900fd99f3
Merge pull request #967 from JohannesPfeifer/Tarb_fixes
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Tarb fixes
2015-07-06 09:36:52 +02:00
90a6bb991c
Fix typos in error message in stochastic_solvers.m
2015-07-06 08:53:54 +02:00
d76b3a722e
Make use of preprocessor to set options_.silent_optimizer
2015-07-06 08:22:13 +02:00
3d4d3ff2cb
Replace call to cholcov by call to chol
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Closes #964
2015-07-06 08:21:09 +02:00
3b142de609
submodule update: reporting
2015-07-02 11:16:10 +02:00
73781eafcf
submodule update: reporting
2015-07-02 10:15:57 +02:00
8ab0a60164
submodule update: reporting
2015-07-02 10:08:34 +02:00
cccb0995ff
submodule update: reporting
2015-07-01 15:07:31 +02:00
75295b3c54
fix typo
2015-06-30 12:12:49 +02:00
a51e7251e1
submodule update reporting
2015-06-26 15:42:06 +02:00
23ff65d15a
Updated dynare_config routine (initialization of the dseries and dates classes).
2015-06-24 19:02:42 +02:00
6d2f049637
Moved routines and updated submodules dseries and dates.
2015-06-24 18:54:51 +02:00
55e8c2319d
fix typo
2015-06-22 14:59:00 +02:00
0a5b4be9e3
update readme.md for os x compilation
2015-06-19 14:43:34 +02:00
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
462639103f
Added command to download binary data file from www.dynare.org/Datasets.
2015-06-18 14:55:21 +02:00
af29c078ad
Added integration test (deterministic simulation invoking solve_one_boundary routine).
2015-06-18 14:50:21 +02:00
3fd010ff91
Merge pull request #957 from JohannesPfeifer/fs2000_steady_state
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Update unit tests to use correct steady state files
2015-06-18 14:25:01 +02:00
49dbd4e091
Merge pull request #960 from JohannesPfeifer/calib_smoother
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Filter out case where estimated_params block is present but smoother on calibration is requested
2015-06-18 12:15:19 +02:00
1cd2df568a
Merge pull request #956 from JohannesPfeifer/dyn_mex_windows
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Fix bugs in dyn_mex.m under Windows
2015-06-18 11:48:12 +02:00
73e1ddf7f0
Merge pull request #961 from rattoma/gsa
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Fix bug for models with leads and legs in exo variables
2015-06-18 11:32:37 +02:00
bf707c1975
Merge pull request #962 from JohannesPfeifer/bvar_irf_fix
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Port bugfix #920 for Bayesian IRFs to BVAR routine
2015-06-18 11:27:55 +02:00
770250aee9
submodule update: reporting
2015-06-17 12:58:03 +02:00
aeb1542b48
preprocessor: add VerbatimStatement class. Closes #953
2015-06-16 12:48:32 +02:00
ecd03815c8
Port bugfix #920 for Bayesian IRFs to BVAR routine
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Fixes plotting of IRFs where IRFs turn from negative to positive
2015-06-15 19:31:09 +02:00
44fd0b37f9
reporting: submodule update
2015-06-11 11:55:31 +02:00
5f8709675a
doc: small fixes to reporting slides
2015-06-10 20:32:03 +02:00
a39c26060e
Fix bug for models with leads and legs in exo variables
2015-06-10 15:57:30 +02:00
d075dccfa1
doc: small changes to dseries/reporting
2015-06-10 10:18:35 +02:00
864b5f17bc
submodule update: dates
2015-06-10 09:28:07 +02:00
383a852c9c
Revert "Merge branch 'rmExtraExo'"
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This reverts commit 28ffa9c56f60b3577a09
2015-06-09 16:42:51 +02:00
e4b8565797
Revert "preprocessor: fix bug in merge of rmExtraExo branch"
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This reverts commit def2bf81d2
2015-06-09 16:41:00 +02:00
d6a1a71556
Revert "preprocessor: replace extra exos in steady state model"
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This reverts commit 8bc946c148
2015-06-09 16:40:14 +02:00
22b1aa7a0d
Filter out case where estimated_params block is present but smoother on calibration is requested
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In this case, xparam1 will be empty while estim_params_ does not have conformable dimensions.
2015-06-09 14:51:32 +02:00
ac7b8a691e
Fix evaluation of residuals stored in info
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They were wrongly based on the initial guess
2015-06-08 18:10:58 +02:00
aa4f38b60a
Add unit test to filter out incorrectly accepted steady state
2015-06-08 18:10:57 +02:00
a5e60834ca
Ascertain that only correct steady states for linear models are accepted
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Without the check, incorrect steady states were accepted. This happened for example if the model was not linear in the first place and solving a wrongly presumed linear equation system did not work.
2015-06-08 18:09:39 +02:00
20c292a730
Update manual entries related to TeX-Output
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Documents new commands and adds info on the required packages.
2015-06-08 18:01:03 +02:00
fa80fbf635
Enable tex option for stoch_simul
2015-06-08 18:00:32 +02:00
52f9d164ac
Add routine for creating parameter table
2015-06-08 17:59:57 +02:00
f1d81dbf90
Account for latex_original file in collect_LaTeX_Files.m
2015-06-08 17:59:57 +02:00
e1aaa1796f
Add unit test for LaTeX eps-loaders
2015-06-08 17:59:56 +02:00
45bbd460e7
Add routine collect_LaTeX_Files.m that integrates non-standalone TeX-codes into one file that can be compiled
2015-06-08 17:57:16 +02:00
bcc1008d3d
Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected)
2015-06-08 17:57:15 +02:00
Stéphane Adjemian (Charybdis)
Michel Juillard
Houtan Bastani
Johannes Pfeifer
Marco Ratto
Johannes Pfeifer