48f23191fb
For deterministic simulations of a path between an arbitrary initial condition and the steady state, the path is initialized with the solution obtained from a first order approximation of the model => The number of iterations required for the convergence of the Newton is less important, and on a simple growth model with CES technology I observe also a reduction of the error size.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1703 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-11 14:42:46 +00:00
806c29cc4a
v4: made dynare_estimation safe for computing Smoother of a calibrated model (temporary)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1702 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-09 17:27:26 +00:00
0f7e1d64ab
updating dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1697 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-07 21:52:20 +00:00
4bda21d4db
Bug correction. Initialization of deterministic simulations was buggy when we start from an arbitrary initial condition (ie when steady is not used after initval).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1695 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-07 10:50:31 +00:00
6057511c9e
v4 dynare_esitmation.m: doesn't store lagged values of smoothed and filtered variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1694 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-05 15:27:57 +00:00
86c2c7f488
changing dynare.m for new mex directory location
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1691 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 21:31:18 +00:00
80eb1faab2
moving mex directory
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1690 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 21:31:12 +00:00
2f3767d317
v4: more changes related to new filter
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more variables returned by the smoother saved in oo_
DiffuseKalmanSmoother1_Z.m isn't finished yet
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1689 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 17:52:16 +00:00
290722e3fd
mex/source/build.m: replaced system() by eval(). The call to system isn't necessary and creates a path problem with R2008a
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1688 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 16:01:05 +00:00
dd5c5cbba0
v4 matlab/mex:
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* build.m: changed preprocessor source directory name
* updated binary for simulate / Linux x86-32 / Matlab 7.4
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1687 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 11:24:51 +00:00
4dc23e191e
v4 matlab/mex:
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* fixed problem with compilation of simulate DLL under Linux x86-64
* updated binaries for Linux x86-64 + Matlab 7.5
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1685 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 09:59:21 +00:00
a34ce9e3b7
v4 bug corrections for new diffuse algorithm
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1684 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-31 10:58:58 +00:00
d8d191bb1c
v4 matlab/mex:
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* adapted build.m for MacOS/PowerPC
* added corresponding binaries for Matlab 7.5
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1683 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-31 10:41:15 +00:00
4443d56136
v4 bug correction and correct smoother for new diffuse algorithm
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1682 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 21:32:20 +00:00
d01ed3ca16
mex/2007b: added missing mjdgges.mexa64
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2008-01-30 20:41:32 +00:00
ba3ced9ca3
mex/source/simulate: changed some cast to (long int) for compatibility with x64
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1680 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 20:40:19 +00:00
c0c56b6d7d
v4 matlab/mex: added binaries for GNU/Linux i386 + Matlab <= 7.4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1679 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 17:09:47 +00:00
b8b8de83ec
v4 matlab/mex:
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* tuned build.m for MacIntel
* added corresponding binaries for Matlab 7.5
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1678 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 17:03:41 +00:00
5a7560252b
v4 matlab/mex/sources: fixed problems with compilation of simulate DLL under Linux
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* Linux filenames are case sensitive, had to fixed case in #include directives
* itoa() function does not exist under Linux; replaced it by calls to sprintf()
* replaced anti-slashes by slashes in pathnames; this works under Windows
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1677 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-30 16:18:06 +00:00
b95b51be6f
header updated
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2008-01-29 13:55:56 +00:00
ce06676166
header updated
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2008-01-29 13:52:37 +00:00
9b4537cf3a
header updated
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2008-01-29 13:50:02 +00:00
8e5cfdcf2a
header updated
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2008-01-29 13:46:45 +00:00
df40a111f7
header updated
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2008-01-29 13:43:28 +00:00
8e659cf465
header updated
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2008-01-29 13:41:22 +00:00
4cfa305d7b
header updated
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2008-01-29 13:38:04 +00:00
df1b0fc5fd
header updated
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2008-01-29 13:34:02 +00:00
5fce0ba5e7
header updated
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2008-01-29 13:30:25 +00:00
105f1f81a4
header updated
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2008-01-29 13:25:26 +00:00
a1a58bc29b
header updated
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2008-01-29 13:20:25 +00:00
3531920329
header updated
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2008-01-28 17:02:08 +00:00
0c263f8e29
header updated
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2008-01-28 15:55:01 +00:00
6fa72ce61a
header updated
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2008-01-28 15:52:37 +00:00
68baa83fc8
header updated
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2008-01-28 15:48:50 +00:00
6c3ea44eac
header updated
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2008-01-28 15:42:09 +00:00
c40b85373e
isolated function deleted
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2008-01-28 15:30:23 +00:00
b2beb89b36
header updated
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2008-01-28 14:50:59 +00:00
b0760493ae
header updated
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2008-01-28 14:46:20 +00:00
493fef0059
header updated
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2008-01-28 14:37:50 +00:00
d7ea6e3c5c
header updated
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2008-01-28 14:34:20 +00:00
6794bc9245
header updated
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2008-01-28 14:32:26 +00:00
c6dcc08b9a
header updated
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2008-01-28 14:28:06 +00:00
12436db725
v4 added new triangular algorithm for diffuse kalman filter (options_.kalman_algo=4,5)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1648 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-27 09:34:20 +00:00
1a8db86c1b
v4 new function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1647 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-27 09:31:38 +00:00
cd1918ca89
v4 dynare_estimation.m: bug correction for models with nonstationary variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1646 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-26 08:22:30 +00:00
509f4f1e51
Deterministic simulations without compiler updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1645 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-25 16:48:55 +00:00
f6daff9d5c
header updated
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2008-01-24 14:45:58 +00:00
0de34265c1
The global ys0_ is useless now...
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1643 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-24 14:12:39 +00:00
f5ad60486a
Correction of a bug related to ys0_ and the endval block.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1642 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-24 14:11:44 +00:00
c930948d5d
Bug correction. Declaration of ys0_ as a global was missing (this is a problem if resid.m is called after the endval block and the steady command).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1641 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-23 16:05:02 +00:00
7cd39bef29
header updated
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2008-01-21 17:30:25 +00:00
a04ed5526f
header updated
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2008-01-21 17:29:24 +00:00
f766304d9e
header updated
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2008-01-21 17:16:02 +00:00
dd7d39a02b
header updated
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2008-01-21 17:13:53 +00:00
bc3c0bf95a
header updated
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2008-01-21 17:10:47 +00:00
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header updated
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2008-01-21 17:06:21 +00:00
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header updated
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2008-01-21 17:04:24 +00:00
ac0f09fa3e
header updated
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2008-01-21 16:25:00 +00:00
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header updated
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2008-01-21 16:23:00 +00:00
60fdc08e2d
header updated
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2008-01-21 16:15:02 +00:00
9152bbbc48
header updated
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2008-01-21 12:17:46 +00:00
467d1b1dd1
header updated
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2008-01-21 12:09:31 +00:00
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header updated
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2008-01-21 11:51:09 +00:00
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header updated
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2008-01-21 11:41:26 +00:00
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header updated
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2008-01-21 11:18:56 +00:00
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header updated
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2008-01-21 11:13:07 +00:00
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header updated
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2008-01-21 11:01:12 +00:00
0dc032e656
header updated
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2008-01-21 10:54:12 +00:00
63eab2d4fd
header updated
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2008-01-21 10:21:12 +00:00
6e44e7cd60
v4: added Kalman filter functions with explicit Z
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2008-01-18 20:03:55 +00:00
d7c3bacf3d
v4: changed dynare.m for version 2008a
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2008-01-18 20:00:33 +00:00
ee8b3fee5e
v4: removed use of ordqz and reinstated 2007b/mjdgges.mexw32
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2008-01-18 19:59:10 +00:00
df1679494c
header updated
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2008-01-17 16:25:06 +00:00
d8135e533a
header updated
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2008-01-17 16:16:32 +00:00
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header updated
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2008-01-17 16:11:10 +00:00
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header updated
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2008-01-17 16:09:22 +00:00
b0f1ecc8d1
header updated
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2008-01-17 16:08:06 +00:00
b49f3d6940
header updated
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2008-01-17 16:05:08 +00:00
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header updated
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2008-01-17 16:00:51 +00:00
bf3793b9c2
header updated
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2008-01-17 15:59:01 +00:00
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header updated
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2008-01-17 15:53:58 +00:00
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header updated
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2008-01-17 15:52:13 +00:00
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header updated
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2008-01-17 15:47:36 +00:00
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header updated
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2008-01-17 15:45:44 +00:00
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header updated
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2008-01-17 14:53:48 +00:00
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header updated
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2008-01-17 13:18:20 +00:00
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header updated
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2008-01-17 13:08:50 +00:00
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header updated
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2008-01-17 13:06:54 +00:00
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2008-01-17 13:04:35 +00:00
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2008-01-17 11:10:12 +00:00
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2008-01-17 11:06:49 +00:00
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2008-01-17 11:05:49 +00:00
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2008-01-17 11:04:22 +00:00
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2008-01-16 15:56:17 +00:00
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2008-01-16 15:54:47 +00:00
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2008-01-16 15:35:02 +00:00
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2008-01-16 15:32:46 +00:00
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2008-01-15 16:29:08 +00:00
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isolated functions deleted
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2008-01-15 13:15:18 +00:00
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2008-01-15 10:48:00 +00:00
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2008-01-15 10:41:52 +00:00
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2008-01-15 10:38:47 +00:00
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2008-01-11 16:05:00 +00:00
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2008-01-11 16:01:00 +00:00
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2008-01-11 15:57:20 +00:00
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2008-01-11 15:51:51 +00:00
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2008-01-11 15:49:59 +00:00
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2008-01-11 15:46:23 +00:00
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2008-01-11 15:45:52 +00:00
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2008-01-11 15:42:27 +00:00
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2008-01-11 15:40:40 +00:00
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2008-01-11 15:21:37 +00:00
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2008-01-11 15:19:51 +00:00
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2008-01-11 15:16:49 +00:00
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2008-01-11 15:13:59 +00:00
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2008-01-11 15:12:04 +00:00
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2008-01-11 14:34:57 +00:00
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2008-01-11 14:31:51 +00:00
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2008-01-11 14:26:33 +00:00
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2008-01-11 14:22:41 +00:00
e462d8c1a0
header updated
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2008-01-11 13:50:16 +00:00
bef2e614e8
v4 matlab: removed spurious svn:executable properties
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2008-01-11 11:58:56 +00:00
caec99eb72
v4 mex/sources: removed old build files, fixed SVN properties
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2008-01-11 11:54:49 +00:00
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modified header
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2008-01-10 16:52:21 +00:00
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header updated
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2008-01-10 15:48:43 +00:00
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2008-01-10 15:47:41 +00:00
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2008-01-10 15:44:24 +00:00
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2008-01-10 15:28:03 +00:00
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header updated
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2008-01-10 15:21:59 +00:00
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header updated
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2008-01-10 15:13:48 +00:00
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header updated
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2008-01-10 15:12:20 +00:00
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header updated
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2008-01-10 15:09:42 +00:00
5f9026beb7
header updated
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2008-01-10 15:06:35 +00:00
ab4bf91b40
header modifier
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2008-01-10 15:03:35 +00:00
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header updated
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2008-01-10 14:53:41 +00:00
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header updated
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2008-01-10 14:47:31 +00:00
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header updated
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2008-01-10 14:36:09 +00:00
2b52d9240d
header updated
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2008-01-10 14:34:44 +00:00
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header updated
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2008-01-10 14:29:29 +00:00
3132de3434
header updated
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deleted useless 'linear' argument
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1545 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-10 14:27:28 +00:00
4043406781
v4 dr1.m: added use of options_.qz_criterium with ordqz. Important for models with unit root
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2008-01-07 15:59:43 +00:00
cc6fe587ed
removed mex/2007b/mjdgges.*
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2008-01-05 17:32:50 +00:00
0eb81a979a
v4: uses Matlab ordqz instead of mjdgges if it exist. Makes mjdgges.mexw32/a64 redundant in mex/2007b
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2008-01-05 17:30:12 +00:00
04684d794a
add mex/2007b/*.mexa64
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2008-01-05 17:08:58 +00:00
d2ed461f78
bug typo correction
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2008-01-05 17:04:09 +00:00
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header updated
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2008-01-03 12:21:25 +00:00
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header updated
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2008-01-03 12:12:07 +00:00
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header updated
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2008-01-03 12:00:54 +00:00
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header updated
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2008-01-03 11:48:28 +00:00
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header updated
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2008-01-03 11:36:48 +00:00
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header updated
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2008-01-03 11:31:19 +00:00
713f2ed1d9
header updated
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2008-01-03 11:16:18 +00:00
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header updated
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2008-01-03 11:12:25 +00:00
759e94fe63
v4: uploading version w32/2007b of dlls
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2008-01-03 09:13:07 +00:00
b63703fcf3
v4: modified build.m for R2007b Windows. mjdgges.mexw32 is still crashing
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2008-01-03 09:08:34 +00:00
4c95507b66
v4: unified build system for MEX files
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2007-12-28 15:37:26 +00:00
c4e78163b8
v4: removed mex/common/
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2007-12-28 13:51:34 +00:00
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header updated
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2007-12-21 17:27:11 +00:00
1c5f5f2b69
header updated
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2007-12-21 17:25:26 +00:00
b3bdbb0f22
header updated
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2007-12-21 17:13:52 +00:00
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header updated
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2007-12-21 17:06:34 +00:00
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header updated
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2007-12-21 16:57:36 +00:00
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header updated
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2007-12-21 16:32:21 +00:00
ed0b94f402
v4: added build.m for gensylv f or glnxa64. Needs to be generalized for other OS/ARCH
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2007-12-21 11:47:19 +00:00
9d9826766c
v4: corrected bugs in kronecker dlls for Linux 64
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2007-12-21 11:21:20 +00:00
33baab148b
v4 check.m: corrected bug when no exogenous variable and save results in oo_.dr
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2007-12-20 19:42:19 +00:00
2f7b6c4037
header updated
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2007-12-20 16:32:02 +00:00
01f0f35314
header updated
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2007-12-20 16:30:56 +00:00
ef3a16535f
header updated
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2007-12-20 16:29:30 +00:00
e4a722710a
header updated
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2007-12-20 16:28:15 +00:00
56c3a4db32
header updated
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2007-12-20 16:27:02 +00:00
08aa815359
header updated
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2007-12-20 16:21:18 +00:00
25e3fe8e3b
header updated
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2007-12-20 15:48:12 +00:00
8c023c9b5c
v4: updated dynare_m.exe
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2007-12-20 11:54:14 +00:00
374d590835
v4: adapted kroneker dlls for Matlab versions < 7.5 (Windows) Linux versions < 7.5 still to be done
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2007-12-20 10:52:31 +00:00
13241ddc68
Removed useless conditions.
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2007-12-19 18:04:05 +00:00
7108106807
Deleted dlls.
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2007-12-19 17:53:20 +00:00
47a3549a81
Deleted call to different versions of gensylv.
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2007-12-19 17:00:01 +00:00
99a6889d95
Declaration of the paths to the mex files (depending on the version of matlab).
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2007-12-19 16:40:48 +00:00
598a6363f1
Creation of a subdirectory mex in the matlab folder (sources + mex files).
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2007-12-19 15:58:38 +00:00
a60ab498f6
v4: corrected bugs for option SMOOTHER. There are still problems with variable and file names
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1486 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-13 20:34:07 +00:00
22247c809f
v4: correcting bug with deterministic exogenous variables in stochastic models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1485 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-11 15:41:48 +00:00
3eea736e30
Corrected bug related to the constant in bvar-dsge.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1484 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 16:31:15 +00:00
ddc81ce534
v4 bvar_forecast: added storage of results in oo_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1482 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 14:27:37 +00:00
5a7379091d
v4 dr.m: changed the test for identifying operating system
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1480 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 13:23:57 +00:00
1e226a9783
v4 dr1: corrected typo in 'computer == 'PCWIN'
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1479 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 13:20:33 +00:00
b5669458e6
v4: under Windows, kronecker dlls are only available for version 2007b
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1478 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-06 20:12:20 +00:00
d0f0887580
v4: adding DLLs for fast A*kron(B,C)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1474 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-06 00:06:52 +00:00
7823073f6c
Added calls to mex files in dr1 + Correction of bugs.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1470 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-02 21:18:10 +00:00
17bfdcc1d9
v4 resid.m: added test for case with no exogenous variable
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1467 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-29 14:33:18 +00:00
522e27e636
v4: csolve uses analytical Jacobian when possible
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1465 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-27 14:16:13 +00:00
05fcaed7d2
v4 ramsey_dynamic.m: corrected bug variable is absent at the current period
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1464 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-27 14:12:45 +00:00
fab7d08c0e
v4 ramsey_static.m: corrected bug when there are more than one instrument
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1463 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-27 14:10:53 +00:00
f60bb42588
v4 parser: corrected bug for normcdf in DynareBison.yy
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begin implementation of homotopy (not finished)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1461 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-26 16:31:48 +00:00
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
7f2ea748b3
v4: updated dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1446 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-19 10:43:11 +00:00
1795e5d6f6
Moved AkronBC.cc
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1445 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-16 12:59:55 +00:00
d9db719b7b
Added mex file to compute A*kron(B,B) or A*kron(B,C).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1443 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-15 14:58:56 +00:00
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
c14493361b
Added estimation of bvar-dsge models with constant.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1441 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-14 17:42:18 +00:00
adjemian
michel
sebastien
assia
ferhat