- Mar 24, 2022
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Johannes Pfeifer authored
Related to Dynare/dynare#1840
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Sébastien Villemot authored
This is made necessary by commit dd1ec10e.
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- Mar 23, 2022
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Sébastien Villemot authored
Either ensure that oo_.determinstic_simulation.status is set, or really error out.
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Sébastien Villemot authored
Was incorrectly using solve_tolf.
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
We were previously using version 1.8.
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- Mar 22, 2022
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Sébastien Villemot authored
The default of options_.slowc is already 1.
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Sébastien Villemot authored
The “all” rule being equivalent to the “build” rule, juste delete the former and move the latter upwards.
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- Mar 21, 2022
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Sébastien Villemot authored
If solved function returns complex values (with nonzero imaginary part), turn them into NaNs. This mimics the behaviour of the use_dll case. Next step will be to adapt the trust region algorithm to diminish radius when there are NaNs. Incidentally, bump the required GCC version to 9, since we use the %re and %im components of complex values in Fortran.
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- Mar 18, 2022
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Sébastien Villemot authored
Note that the unitary test in lyapunov_solver.m that checks sparse matrix input had to be removed. Previously, this test was passing by chance (because the sparse test matrices had actually no zero element, hence the internal double float storage was the same as in the dense case). Now it consistently fails with the additional checks in disclyap_fast MEX.
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Sébastien Villemot authored
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- Mar 16, 2022
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Sébastien Villemot authored
Improve the model that is used to test all combinations of algorithms with block and bytecode options, by ensuring that it includes the 8 possible types of blocks: – Solve {forward, backward, two boundaries} {simple, complete} – Evaluate {forward, backward} All the “Solve” blocks are also included in both linear and nonlinear forms (since the codepaths are typically different depending on the linearity of the block). Note that there is no such thing as a nonlinear “Evaluate” block, since the endogenous variables of the block always enter linearly (on the LHS). Also: - use perfect_foresight_{setup,solver} instead of simul (and disable automatic homotopy) - add a shock on e_R (though this is not strictly needed since the corresponding block already inherits the shock from another ancestor block) - remove the block for observables, there is already another block of type “Evaluate forward”
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Sébastien Villemot authored
This commit makes it closer to the implementation in bytecode. In practice, this change fixes convergence problems on some models.
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Sébastien Villemot authored
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Sébastien Villemot authored
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- Mar 15, 2022
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Sébastien Villemot authored
Manual: clarify potential naming issues in steady state files See merge request Dynare/dynare!2007
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Sébastien Villemot authored
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Sébastien Villemot authored
Bytecode: fix stack_solve_algo=4 when a “solve backward/forward” block follows a “solve two boundaries” block When solving a “Solve two boundarise” block with stack_solve_algo=4, the “slowc” variable is modified. This would affect the resolution of further “solve backward/forward” blocks, which would yield results. The fix consists in saving and restoring “slowc”.
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- Mar 14, 2022
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Johannes Pfeifer authored
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Sébastien Villemot authored
posterior moments: fix bugs that cause crashes See merge request Dynare/dynare!2006
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Johannes Pfeifer authored
- Delete non-existing output argument - prevent info from being overwritten
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- Mar 03, 2022
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
When jacobian is evaluated numerically.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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Stéphane Adjemian authored
When the Newton fails in the simulation of backward models.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
Return the paths for the endogenous only before the nonlinear solver crash.
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Stéphane Adjemian authored
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Stéphane Adjemian authored
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- Mar 01, 2022
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Sébastien Villemot authored
Can be useful when writing “z = resid;” in a .mod file (i.e. not using the preprocessor syntax).
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Sébastien Villemot authored
When this option is given, the “resid” command only displays non-zero residuals
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
Only one iteration is performed on linear blocks. But in the case of stack_solve_algo=4 it is not enough, since it will not find the right optimal path lenght at the first iteration (even though that optimal path length is ufnitary).
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- Feb 28, 2022
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Sébastien Villemot authored
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Sébastien Villemot authored
There were various issues with the construction of sparse submatrices. By the way, refactor and document the code to make it more readable.
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