assia
b453d8c630
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1593 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-16 15:35:02 +00:00
ferhat
d884d8a397
New features:
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- Implementation of the simulation of the block decomposed model using sparse matrix using MATLAB code:
New option in model : sparse
Example:
Model(SPARSE);
….
End;
- Implementation of the simulation of the block decomposed model using sparse matrix for static model.
- Krylov methods are implemented to solve the linear model J.y=b, with J the Jacobian matrix at each step of the Newton Method. Two Krylov's solvers are considered :
+ Generalized Minimum Residual Method (GMRES)
+ BiConjugate Gradients Stabilized (BICGSTAB)
To call them the SIMULATE command has to be completed with a new option : METHOD which could have three different values :
+ LU : (default value) Sparse LU resolution
+ GMRES
+ BICGSTAB
Example:
simul(periods=100, method=lu);
or simul(method=Gmres);
- Correction of various bugs in “simulate.dll”.
- Correction of simk.m
- Correction allowing a list of VALUES or PERIODS not necessarily separated by a comma.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1447 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-20 23:24:01 +00:00
michel
8204b9abd6
v4 global_initialization.m: added default for options_.dsample = 0
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1442 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-15 13:00:35 +00:00
adjemian
254a2df272
Correction of a bug in bvar-dsge estimation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1338 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 12:32:28 +00:00
michel
188a128446
v4 dynare_MC.m: options_.filter_step_ahead is now empty by default
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1311 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-09 07:49:55 +00:00
michel
85ea921bc1
v4: changed initialization for steady state solver tolerances
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1309 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-08 16:35:05 +00:00
adjemian
564cf13c2d
options_.mh_recover was not declared (default value is 0)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1305 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 12:45:37 +00:00
ferhat
77d6a24cf7
Adding Markowitz criteria in the linear solver (new option in simul: "Markowitz=val" - with val a strictly positive real)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1298 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-03 22:35:30 +00:00
michel
4cf7281291
v4: bug correction in initialization of engodnous variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1189 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-15 11:24:34 +00:00
adjemian
9f0ce4ac18
Estimation of BVAR models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1188 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-13 16:38:51 +00:00
michel
4e1122f014
v4: merge changes to dynare_estimation.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1183 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 12:48:41 +00:00
adjemian
f9d57f9389
Initialization of options_ in global_initialization (dynare_estimation+stoch_simul)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1161 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:34:54 +00:00
michel
1497fa98f0
v4: added initialization of options_.ramsey_policy
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1134 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 17:03:41 +00:00
michel
77cdcce658
v4: adding Ramsey policy to parser;
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changes to Ramsey policy Matlab code
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1133 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 14:42:27 +00:00
michel
ce3a9a76ae
v4: bug around options_.replic
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1085 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-18 07:37:22 +00:00
michel
f34a6fa016
v4: removed forecast option group
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1071 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-14 20:26:38 +00:00
michel
97c4ec9643
v4: making options_ group for forecasting
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1061 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-11 16:00:05 +00:00
michel
bdf036e402
v4 global_initialization: added options
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1021 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-04 16:11:49 +00:00
michel
36dd0274d5
v4 global_initialization.m: changed to dr = []
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@990 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-18 15:42:37 +00:00
adjemian
4dc01acbd6
correction of a bug related to BVAR-DSGE models.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@930 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-22 15:58:43 +00:00
michel
1f56e496b1
v4: corrected osr
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@924 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-21 15:48:01 +00:00
adjemian
66722531f8
Added the steady state provided by the _steadystate file is checked in steady_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@914 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 14:16:34 +00:00
michel
f998aef46c
v4: correction of computation of variances in models with unit roots
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@912 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 12:20:28 +00:00
michel
e2882021d4
v4: various updates to Matlab code
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@871 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-24 13:07:26 +00:00
michel
4baff7fdd2
v4: changed oo_.y_simul in oo_.endo_simul
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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
eca3df3338
v4 parser.src: made rplottype an option
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@724 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-29 14:29:41 +00:00
michel
161753429a
v4: added global_initialization.m and changed parser accordingly
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@718 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-04-20 08:53:28 +00:00