Sébastien Villemot
0e5dc7bf06
Up-to-date .gitignore files
2010-02-02 17:22:19 +01:00
sebastien
c44452d820
Fast deterministic simulations:
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* 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
sebastien
4a3709da09
Minor fixes to build system and license notices
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3356 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:59 +00:00
sebastien
4d50db71dd
Fix example test file: it fails with Netlib BLAS (but succeeds with ATLAS), because of a near-singularity
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3355 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:30 +00:00
sebastien
0542308374
Updated Collard's guide for Dynare 4.1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3283 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-22 10:34:06 +00:00
sebastien
0011678cb5
Changes by Ferhat:
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* 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
462cba9158
Build system: minor adjustments
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3272 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 15:30:43 +00:00
sebastien
36c093c678
Build system: completed clean rule after testsuite exercising
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3271 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 14:07:35 +00:00
sebastien
6c185e2c6b
Converted MOD test files to Unix newline convention
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3253 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:25:06 +00:00
sebastien
614b79cf72
Updated and enhanced tests for block and bytecode options
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3245 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:41:22 +00:00
sebastien
4a33aad62b
k-order tests: when something is wrong, use error() instead of disp(), so that the testsuite stops
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3237 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 11:12:02 +00:00
sebastien
cf77c3f245
* Fix USE_DLL option at order 2 ( closes #64 )
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* Added a corresponding test
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 11:06:29 +00:00
sebastien
686e9858f7
k_order_perturbation tests: added some comments and incorporated them into the testsuite
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3189 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 18:07:36 +00:00
michel
9d977e720b
SWZ: updating SWZ test file tests/swz/test1.mod
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removing useless function
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3184 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 14:05:41 +00:00
michel
48dad3e37a
4.1: add preprocessor interface for k_order_solver
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rename use_k_order to k_order_solver in Matlab procedures
fix tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 19:54:45 +00:00
michel
622a2d7ec2
4.1: adding tests for k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3175 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 12:22:32 +00:00
sebastien
af732433d7
predetermined_variables:
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* reworked a little bit the implementation
* documented the command in the reference manual
* added a test
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
sebastien
63d4fe0910
Build system:
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* added flags "--disable-matlab" and "--disable-octave" to top-level configure script, to manually disable building of MEX files for MATLAB / Octave
* incorporated new conditional variance decomposition test to testsuite
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3115 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 13:44:45 +00:00
michel
2916aa7508
manual entry + test for conditional variance decomposistion
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3112 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 07:29:36 +00:00
sebastien
ffd9b2d405
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
sebastien
aa6ff983a9
AIM solver:
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* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00
ferhat
e1f17fa9e5
- adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved.
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- corrects some mod files.
- In steady command, get check argument from bytecode dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-18 15:18:16 +00:00
sebastien
7ab6f19bbc
Octave testsuite: fix for compatibility with Octave <= 3.0.1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2946 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 08:46:23 +00:00
sebastien
fa86fc83cf
Build system: minor fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2934 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-16 16:46:52 +00:00
sebastien
fa1746f022
Testsuite for Octave: move definition of Gnuplot terminal to Octave script
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2924 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-15 16:49:39 +00:00
sebastien
ddd286863d
* Convert the rest of the already existing build system to Automake
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* Add new autoconf macros
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2914 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-10 09:50:58 +00:00
sebastien
fc65b4410a
Reverted mistake in previous commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2887 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:59:21 +00:00
sebastien
b88c5abcba
Remove useless "markowitz" data member in DynamicModel and StaticDllModel
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2886 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:57:17 +00:00
michel
1802078154
updating SWZ sbvar code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2875 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-30 19:24:34 +00:00
ferhat
ed6cda0ca1
New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode ):
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- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-29 15:04:11 +00:00
ferhat
d32dd99210
- extension of normalization of equations to nonlinear equations
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- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
mfs = 0 => all variables are considered as feedback variables (default value)
mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 09:43:01 +00:00
ferhat
220a4c7ff6
- deletes useless files (pctimer_h.hh simulate.c and simulate.cc => needs for the no more supported options "compile")
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2852 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-21 16:00:54 +00:00
ferhat
1d9260251d
- sparse_dll option works fine with feedback variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2851 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-21 15:50:12 +00:00
sebastien
1db8b0d277
Homotopy:
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* fixed bug with Octave in modes 1 and 3
* enhanced tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2832 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 13:14:17 +00:00
sebastien
ff54854507
Build system: added missing targets in clean rules
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2804 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 08:26:35 +00:00
sebastien
fbff270180
* Added BVAR a la sims examples in Octave testsuite
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* Switched BVAR example data to M-file instead of XLS
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2801 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-01 13:23:28 +00:00
sebastien
0e0cdc5006
trunk: added ramsey policy example to testsuite
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2788 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 10:02:14 +00:00
sebastien
f74c6f30b2
trunk: added testsuite for Octave, incorporated in build system (merge needed)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2760 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 14:58:43 +00:00
ferhat
6479edf5a7
- Correction of several bugs
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- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 14:45:23 +00:00
ratto
5c2b1a2aae
Added test function for parallel routines.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2711 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 08:07:12 +00:00
george
7735da1fb0
Changing tolerance check from 1e-12 to 1e-10
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2533 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 15:19:07 +00:00
george
d0664d3ed5
further update of tests: use stoch_simul instead estimation and have two versions: AIM and standard
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2531 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 09:23:16 +00:00
george
c22fd6b404
AIM Test Auxiliary file added
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2530 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 08:57:48 +00:00
george
17df02385e
Update of tests: use stoch_simul instead estimation and have two versions: AIM and standard
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2529 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 08:56:22 +00:00
george
db899b7f6b
adding oo_. in front of dr.ghx and dr.ghu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2526 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 11:19:20 +00:00
michel
e2a0ecba86
v4.1 tests for AIM: modified for automatic verification
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2521 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-25 21:18:42 +00:00
george
6e633aad31
AIM tests auxiliary files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2520 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-25 16:46:11 +00:00
george
e1c13c256a
Test files for AIM that passed comparison of mjdgges and AIM dr.ghx and dr.ghu being equal down to near 0 differences on e-15
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2519 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-25 16:24:20 +00:00
michel
867daedd40
adding tests for recursive estimation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2370 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 21:34:41 +00:00
ferhat
4fe7e3e155
- SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate)
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- Correction in model_info.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-20 22:04:37 +00:00