893a0ef8ad
Cosmetic/Efficiency changes.
2013-12-30 15:41:06 +01:00
c3a9f0b972
Added new routine to compute the max. abs. error associated to a path (perfect foresight models). Use this routine to compute (and report) the true max. abs. error when sim1 (stack_algo==0) is used with option endogenous_terminal_period.
2013-12-28 17:41:36 +01:00
1ea7631930
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
...
Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
878ce60f51
Take care of NaN or Inf in residuals or endogenous values
...
Also adds more debugging information. Closes #491
2013-10-07 15:41:38 +02:00
5b6e3bdb7a
Fix bug in simul with stack_solve_algo=0 and exogenous with lags > 1
2013-07-11 11:53:15 -07:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
da1a190630
Remove spurious displayed variables
2013-05-23 11:52:28 +02:00
47022b12c3
Considers a pathological case where the dynamic model is simulated on one period
2013-01-18 17:02:15 +01:00
b8661d56ad
add parens to function names
2012-06-08 16:16:13 +02:00
05dca0e3ea
Change the default algorithm for stack_solve_algo = 0
...
The old algorithm (LBJ) is now available under stack_stock_algo = 6
2012-06-04 17:23:14 +02:00
a36cf30118
Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.
2011-12-12 14:20:14 +01:00
55bb27c5f6
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
7a983a3105
sim1.m, bksup1.m: removed global variables, other minor cleanups
2010-10-13 18:51:56 +02:00
1be52aaa5f
Beautification: removed tabulation characters which were left in previous beautification pass
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 10:46:10 +00:00
f7ff186c63
trunk: fixed bug in sim1.m for options_.terminal_condition == 1 (to be merged in 4.1)
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3274 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-19 15:25:19 +00:00
9a23cee31c
* Changed name of ct_ --> options_.terminal_condition. The default value is zero
...
(the terminal condition is y_{T} = y^{\star}), other possible values
are 1 (terminal condition is y_{T+1}=y_{T}) and 2 (terminal
condition is y_{T+1}=TransitionMatrix*y_{T}, where TransitionMatrix
is given by the first order approximation of the reduced form model).
* Added mode options_.terminal_condition=2 in perfect_foresight_simulation.m.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3176 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 16:24:57 +00:00
ffd9b2d405
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
b953c5cf31
trunk: removed useless global variable in sim1.m and simk.m (doesn't seem to affect performance)
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2518 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-24 16:53:29 +00:00
eb1e60e59b
v4.1: Errors associated to the simulated deterministic paths (for all periods and endogenous variables)
...
are saved in oo_.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2186 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-21 15:33:51 +00:00
0c23ac2b06
v4 matlab:
...
* fixed various copyright headers
* added URL pointer to C. Sims' original files
* removed obsolete dgamma.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2018 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:18:05 +00:00
0d01f1b3e1
Informations about the deterministic simulations (number of iterations, error,...) are saved in oo_ (usefull for homotopic approach).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2003 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 21:22:28 +00:00
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
75fb140b5c
v4 matlab+preprocessor:
...
* removed global variables from "static" and "dynamic" files (in standard and USE_DLL modes only)
* added extra arguments when those functions are called from M-files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1859 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-06 14:01:02 +00:00
08aa815359
header updated
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1503 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:21:18 +00:00
b3a7c45070
v4: fixed deterministic simulations
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1004 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-29 17:27:48 +00:00
4baff7fdd2
v4: changed oo_.y_simul in oo_.endo_simul
...
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
4065214664
v4 : fixed sim1.m and simk.m
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@594 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-12 10:21:40 +00:00
9a9872fd33
dynare_v4 from CVS
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Sébastien Villemot
Ferhat Mihoubi
Houtan Bastani
Sébastien Villemot
Michel Juillard
sebastien
michel
stepan
adjemian
assia