- 03 Dec, 2019 9 commits
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Sébastien Villemot authored
This MEX solves nonlinear systems of equations using a trust region algorithm. The problem is subdivided in smaller problems by doing a block triangularisation of the Jacobian at the guess value, using the Dulmage-Mendelsohn algorithm. The interface of the MEX is simply: [x, info] = block_trust_region(f, guess_value); Where f is either a function handle or a string designating a function. f must take one argument (the evaluation point), and return either one or two arguments (the residuals and, optionally, the Jacobian). On success, info=0; on failure, info=1.
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
By the same token, remove unused support for Fortran 77.
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Sébastien Villemot authored
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Sébastien Villemot authored
- systematic recursive ordering of auxiliary equations (preprocessor#22) - interface for init2shocks (#1650)
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Sébastien Villemot authored
Fix olsgibbs residual output. See merge request Enterprise/dynare!8
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Houtan Bastani authored
Closes #1359
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Dóra Kocsis authored
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- 02 Dec, 2019 4 commits
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Sébastien Villemot authored
Add residuals to olsgibbs function output. See merge request Enterprise/dynare!7
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Dóra Kocsis authored
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Houtan Bastani authored
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Houtan Bastani authored
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- 29 Nov, 2019 8 commits
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Sébastien Villemot authored
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Sébastien Villemot authored
Save conditional forecast output in oo_. Closes: Dynare/dynare#1672 Closes #1672 See merge request Dynare/dynare!1675
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Houtan Bastani authored
closes #1669
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Dóra Kocsis authored
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Houtan Bastani authored
In updating the preprocessor, also update call to plot_icforecast
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Houtan Bastani authored
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Houtan Bastani authored
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Houtan Bastani authored
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- 28 Nov, 2019 1 commit
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Sébastien Villemot authored
The changes in 8065e9d4 were not working as intended, because AC_CHECK_PROG expect values and not actions. Hence AC_MSG_ERROR was not properly executed. By the way, simplify some test conditions using && instead of if/then/fi blocks.
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- 27 Nov, 2019 6 commits
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Sébastien Villemot authored
introduce dynare options `exclude_eqs` and `include_eqs` See merge request Enterprise/dynare!6
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Sébastien Villemot authored
- new include_eqs and exclude_eqs command-line options - new “forecast” option to “shock_decomposition” - remove the “linear” option of “stoch_simul” - forbid exogenous and exogenous deterministic variables in STEADY_STATE operator (#825)
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Sébastien Villemot authored
The logic of the dynSparseMatrix::Sparse_substract_SA_SB() routine was incorrect. In some cases, it would read past the last nonzero elements of the A matrix, and consequently write past the number of allocated nonzero elements of the C matrix. This would lead to crashes and, probably, to wrong results under certain circumstances. Closes: #1652
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Houtan Bastani authored
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Sébastien Villemot authored
Nonlinear solver: tolerance for first Newton iteration is now smaller than for subsequent ones See merge request Dynare/dynare!1674
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MichelJuillard authored
smaller than for subsequent ones. Closes: #1668
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- 26 Nov, 2019 12 commits
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Sébastien Villemot authored
Remove globals from user-defined steadystate file See merge request !1673
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Sébastien Villemot authored
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Johannes Pfeifer authored
M_ and options_ are now passed as an input; params is an output as in the _steadystate2.m files
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Johannes Pfeifer authored
Allows for easier maintenance
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Sébastien Villemot authored
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Sébastien Villemot authored
It’s not clear that such utilities are useful (people should rather update their MATLAB). It’s also a lot of work, and it’s probably better to focus on documenting the incompatibilities. Closes: #915
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Sébastien Villemot authored
It is not possible to use --disable-matlab and --disable-octave, because otherwise `make dist` does not properly recurse. By the way, factorize the computation of the path and version of the default MATLAB installation.
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Sébastien Villemot authored
In particular, if either MATLAB or Octave is missing, one needs to pass either --disable-matlab or --disable-octave. Moreover, several new configure flags have been introduced for disabling some components: --disable-doc --disable-dynare++ --disable-mex-dynare++ --disable-mex-ms-sbvar --disable-mex-kalman-steady-state
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Sébastien Villemot authored
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Houtan Bastani authored
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Houtan Bastani authored
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Sébastien Villemot authored
after check, oo_.dr isn't empty but oo_.dr.ghx + friends don't exist See merge request Dynare/dynare!1672
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