c83eac26bb
extended_preprocessor C API: removing C++ statement from header
...
file (C API implementation not finished)
2014-05-12 12:34:41 +02:00
979101fa55
sim1: when there are NaNs/Infs, raise a warning rather than an error.
...
Otherwise the homotopy procedure can fail prematurely.
Thanks to Tom Holden for the suggestion.
2014-05-12 12:15:16 +02:00
26f2b301b0
make extended path algorithm 1 as a self contained problem usable by dynare_solve
2014-05-12 10:18:43 +02:00
c3efb214ef
Merge changes to extended path
2014-05-12 09:43:49 +02:00
add594ab7e
updating extended_path
2014-05-12 09:40:12 +02:00
b5ca118bfb
trust_region: replace a loop with a matrix expression
2014-05-11 14:44:44 +02:00
72950de0a0
solve1: initialize fjac only if it needs to be computed numerically.
2014-05-11 14:44:06 +02:00
1de2c67e76
Merge branch 'master' into ep
2014-05-10 10:15:39 +02:00
e8ac5da9ea
Fix trust region on entire model.
2014-05-09 15:33:26 +02:00
15b44eda25
Merge branch 'master' into ep
2014-05-09 10:02:05 +02:00
8bf484a140
fixed expectation model test cases. They had a crazy steady state
...
revealed by the now more accurate nonlinear solver.
2014-05-08 12:23:09 +02:00
57ae7d7fd9
adding solve_algo=9: using trust_region algorithm on the entire model
2014-05-07 21:25:10 +02:00
a6106f07c7
making solve1.m robust to sparse Jacobian
2014-05-07 21:12:56 +02:00
fad9aa6846
removing debugging printing
2014-05-07 14:23:31 +02:00
58ba964bb7
trust_region/dogleg: fixing sign error
2014-05-07 13:34:59 +02:00
c3544553ab
Merge pull request #650 from JohannesPfeifer/parameter_diagnostics
...
Adds test whether all parameters are set to model_diagnostics.m
2014-05-07 12:27:07 +02:00
f31d060a4f
Add all-in-one-file example for smoother2histval.
2014-05-07 11:16:47 +02:00
c768ff239b
Ref. manual: fix default number of periods of forecast command.
2014-05-07 11:14:54 +02:00
d44825723b
Adds test whether all parameters are set to model_diagnostics.m
2014-05-07 10:49:50 +02:00
c4a4e6eeb3
Octave testsuite: force gnuplot toolkit for text graphics.
...
This is necessary since FLTK is now the default toolkit in octave 3.8.
2014-05-07 10:42:28 +02:00
b3f2822c61
doc: complete dates portion of dseries/reporting slides
2014-05-06 18:05:41 +02:00
9a6ed32ff3
Use correct texinfo commands for *_plan functions.
2014-05-06 16:05:47 +02:00
6ca649c4bf
Added char method for @dates objects.
2014-05-02 12:15:58 +02:00
f03dd893a8
Allow the syntax o.disp() for @dates and @dseries objects.
2014-04-30 11:11:45 +02:00
f183c047d5
Test the existence of the files and folder before deletion.
2014-04-30 10:42:39 +02:00
0cd6c9917e
Changed name of the clean routine (otherwise if a user types clean instead of clear all the generated files and data would be erased).
2014-04-30 10:42:39 +02:00
32f7f211d7
doc: dseries and reporting presentation (draft)
2014-04-29 17:57:24 +02:00
75291659ec
putting functions related to extended preprocessor in ExternalFiles.cc
2014-04-24 20:54:38 +02:00
ad42818606
fixing extended-preprocessor C++ API and test case
2014-04-24 14:33:04 +02:00
b62e300f8a
fixing bugs in commit 182c27f
2014-04-24 14:33:04 +02:00
35831c5c46
changed line options for extended preprocessor, adding language option
...
renamed FileOutputType.hh as ExtendedPreprocessorTypes.hh
updated Makefile.am
2014-04-24 14:33:04 +02:00
e5ba312174
Perfect foresight homotopy: make sure that oo_.endo_simul is not corrupted by failed simulation.
...
Ref #220
2014-04-23 16:45:09 +02:00
e2b42382ee
There is now an interface for option maxit.
2014-04-23 15:18:33 +02:00
cfb69064d9
More detailed progress information in perfect foresight homotopy.
...
Ref #220
2014-04-23 15:04:59 +02:00
fb5b730a1d
doc: fix typo
2014-04-22 11:41:32 +02:00
aa135218a5
preprocessor: don't substitute 'dates' when preceded by an underscore
2014-04-18 16:08:39 +02:00
7b882b2f60
Fix bug introduced in 0e204673.
2014-04-10 16:46:30 +02:00
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
...
This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
0e204673fd
Correctly set oo_.deterministic_simulation.status in sim1_purely_{backward,forward}.m.
2014-04-10 16:39:06 +02:00
98357c4591
left over change for external API
2014-04-10 16:37:47 +02:00
52d4944c9c
Remove extra whitespace introduced in 4a8e737c.
2014-04-10 15:19:00 +02:00
9c279dca85
Merge pull request #646 from JohannesPfeifer/var_decomp
...
Var decomp
2014-04-10 12:13:50 +02:00
a8f9fdf296
New option "overwrite" to "shocks" and "mshocks".
...
Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
df0db38b3c
Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks.
2014-04-10 11:43:26 +02:00
755b572548
Simplify MATLAB output of symbol lists.
2014-04-10 11:29:11 +02:00
828f9d73d5
Cosmetic change for clearer code.
2014-04-09 18:33:24 +02:00
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
...
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
242a504cdc
Multiple "shocks" block are cumulative.
...
This was the default behavior before commit 82b31156
2014-04-09 15:23:20 +02:00
a03bc44d45
Remove workaround preventing the use of "shocks" before "endval".
...
It now works correctly since 82b31156Closes #35
2014-04-08 17:53:10 +02:00
82b3115696
Store deterministic shocks information in M_.
...
Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35 .
Closes #271
2014-04-08 17:43:58 +02:00
Michel Juillard
Sébastien Villemot
Sébastien Villemot
Johannes Pfeifer
Houtan Bastani
Stéphane Adjemian (Scylla)