fc55bcc5df
v4 t_normcdf.mod: add test for x3(+1)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1466 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-28 17:27:15 +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
a6cd92f574
v4 tests: t_normcdf test also when there is a lag in an argument
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1462 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-26 16:39:53 +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
d90393f9df
Adding the simulate files.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1448 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-20 23:27:30 +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
5bc2832d9b
v4: updating DynareBison.cc
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1444 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-15 16:13:20 +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
2a79c2cecc
v4 parser.src: added function normal cumulative density normcdf(x,mean,std dev) and its derivative
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added tests/parser/t_normcdf.mod
added Trinary Operators
increased precision of constants written to *.m or *.c files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1440 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-11 15:24:50 +00:00
a82c653ab2
v4 matlab: removed empty () for compatibility with older version of Matlab
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1439 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-09 10:22:08 +00:00
3ca2614711
Bug correction and headers.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1438 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-08 17:23:53 +00:00
a79bd59d91
v4 parser: replaced malloc.h by stdlib.h for MacOS X compatibility
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1437 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-02 09:46:59 +00:00
2f904524dc
v4: added gensylv75 for compatibility with Matlab 2007b
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1436 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-31 14:53:38 +00:00
7152bfb6e5
call gensylv75() for Matlab release 2007b
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1435 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-31 14:52:11 +00:00
2e41644573
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1434 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-19 20:28:48 +00:00
3d818d28c8
v4 doc: added slides about preprocessor
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1433 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-19 15:03:37 +00:00
14e1a06d06
Bug correction (Second order solution for big models).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1432 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-17 14:55:17 +00:00
f5f4ecea26
Bug correction (Second order solution for big models)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1431 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-17 13:58:59 +00:00
b4dfd32e59
v4 parser: add unknown function names to the symbol table
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1430 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-17 09:36:56 +00:00
4cf7dccdac
Adding cost on Min and Max function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1429 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-15 10:55:39 +00:00
89f2702600
Makefile for simulate DLL
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1428 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-15 09:05:19 +00:00
a5323768aa
Gets rid of dummy function (replaced by logical operators) and corrects logical operators.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1427 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-15 09:04:08 +00:00
020035a81b
Add posterior variance decomposition.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1426 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-12 17:02:04 +00:00
484f5d3034
v4 parser: forces use of comma in shocks periods expressions
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1425 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-12 07:02:54 +00:00
e0da1578a6
v4 parser: forced SIGMA in shocks values expression in order to avoid reduce errors in parser
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1424 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-11 18:29:50 +00:00
130a947a7e
Bug correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1423 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-10 16:11:55 +00:00
3d4ae90e22
Code factorization.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1422 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-10 13:20:09 +00:00
d53caec4af
New logical operators:
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"==", "!=", "<", ">", "<=", ">="
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1421 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-08 22:52:57 +00:00
5e8bf1ef51
Corrections for min, max and dummy functions in DynareBison.yy: hand_side involves hand_side arguments
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1420 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-05 22:11:47 +00:00
61dc2c742c
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1419 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-05 19:47:59 +00:00
4fc67a8780
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1418 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-05 19:47:51 +00:00
163c5b4146
Add min(,) max(,) and dummy() functions to dynare... Buggy until tomorrow ;-)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1417 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-05 19:47:27 +00:00
aa9b217788
Set options_.replic equal to one if the model is linear or if a first order approximation is used. The default value was (for second order *and* first order approximations) 50, and this bug was dramatically slowing down the stochastic simulations (when we simulate time series with thousands of periods).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1416 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 15:36:00 +00:00
396a3306cc
update of dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1415 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 12:49:43 +00:00
221e230e21
update of dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1414 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 12:47:12 +00:00
d98a955ad4
v4 parser: reindented DynareBison.yy (no more tabs)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1413 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 10:40:36 +00:00
2534f71ec6
v4 ModelTree.cc: reverted bug re-introduced in r1409 in dynamic C file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1412 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 09:25:50 +00:00
bf7e808e2b
v4 parser ExprNode.cc: treat all variables types in VariableNode::compile
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1411 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 09:20:15 +00:00
5e1d6683ff
v4 parser: various minor things
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1410 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 09:16:52 +00:00
abc824dbdf
New model option: "NO_COMPILE" (simulation of the block decomposed model without compilation).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1409 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-03 22:01:08 +00:00
0480677d66
Bug correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1408 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-03 15:44:06 +00:00
d9f56bfde9
Add the possibility to estimate a BVAR-DSGE with a dsge prior weight equal to infinity (the user just have to calibrate dsge_prior_weight to Inf).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1407 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-03 14:40:43 +00:00
200812ba6e
v4 parser DynareFlex.ll: removed duplicate rule
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1406 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-02 19:06:21 +00:00
ad3273d726
v4 preprocessor: added code for GSA (Marco) not finishde
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1405 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-02 14:05:16 +00:00
michel
ferhat
adjemian
sebastien