- 18 Jun, 2015 1 commit
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Houtan Bastani authored
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- 11 Dec, 2013 1 commit
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MichelJuillard authored
policy computed at order = 2
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- 12 Jun, 2013 1 commit
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Sébastien Villemot authored
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- 29 Nov, 2012 2 commits
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Sébastien Villemot authored
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Sébastien Villemot authored
The new file is <FILENAME>_static_params_derives.m Closes: #160
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- 28 Dec, 2011 1 commit
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Sébastien Villemot authored
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- 19 Aug, 2011 2 commits
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Houtan Bastani authored
cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
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Houtan Bastani authored
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- 24 Jul, 2011 1 commit
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MichelJuillard authored
adding creation of <fname>_set_auxiliary_variables.m containing recursive definition of auxiliary variables
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- 22 Jun, 2011 1 commit
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Sébastien Villemot authored
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- 18 Jun, 2011 1 commit
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Ferhat Mihoubi authored
+ the number of static, lag, lead and both variables, + the lead_lag_incidence matrix for variables related to previous blocks + the index of reordered policy rule for each block during the preprocessing step - correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode - avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for estimated or stochastically simulated models: the cutoff option is set to 0.
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- 04 Feb, 2011 2 commits
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Sébastien Villemot authored
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Sébastien Villemot authored
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- 11 Oct, 2010 1 commit
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Ferhat Mihoubi authored
- Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11). The new values for solve_algo are: * 0: fsolve * 1: solve1 * 2, 4: solve1 + block decomposition * 3: csolve * 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab) * 6: GMRES * 7: BiCGStab * 8: bytecode own solver (use Gaussian elimination + sparse matrix) - Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
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- 17 Sep, 2010 2 commits
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Ferhat Mihoubi authored
- preprocessor provides informations about the dynamic structure of each block - extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models. - bytecode can be used to evaluate a model
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Sébastien Villemot authored
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- 16 Sep, 2010 1 commit
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Sébastien Villemot authored
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- 27 Apr, 2010 1 commit
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Sébastien Villemot authored
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- 23 Apr, 2010 1 commit
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Sébastien Villemot authored
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- 23 Feb, 2010 1 commit
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Houtan Bastani authored
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- 22 Jan, 2010 1 commit
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ferhat authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 21 Dec, 2009 1 commit
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sebastien authored
* fix options stack_solve_algo={2,3,4} (closes #68) * fix crashes for singular normalizations (closes #44) and implement decreasing cutoff * fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave) git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 16 Dec, 2009 2 commits
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sebastien authored
Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue) git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 30 Sep, 2009 1 commit
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sebastien authored
* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process) * Information about these variables is in structure M_.aux_vars * Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 02 Sep, 2009 1 commit
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 29 Aug, 2009 1 commit
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http://www.dynare.org/DynareWiki/ByteCodeferhat authored
- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file) - markowitz is now an option of simul and steady commands git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 13 Jul, 2009 1 commit
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2841 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 10 Jul, 2009 1 commit
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sebastien authored
* sort recursive variables in topological order in the _static.m file * collectEndogenous() returs type specific IDs, not symb_id! git-svn-id: https://www.dynare.org/svn/dynare/trunk@2833 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 07 Jul, 2009 2 commits
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2820 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
* StaticModel: dropped creation of C file in USE_DLL mode * StaticModel: added computation of derivatives for block MFS mode * DynamicModel: catch error codes of mkdir() * ModelTree: moved "mode" member variable to DynamicModel * ModFile::writeOutput(): moved manipulations relative to dynamic model file to DynamicModel git-svn-id: https://www.dynare.org/svn/dynare/trunk@2818 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 30 Jun, 2009 1 commit
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sebastien authored
* normalizes the static model * computes its block decomposition, using topological order * for each block, computes minimum feedback set of variables * at this stage, only produces text output (no change in the computation of steady state) git-svn-id: https://www.dynare.org/svn/dynare/trunk@2798 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 30 Apr, 2009 1 commit
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sebastien authored
trunk preprocessor: added new statements "write_latex_dynamic_model" and "write_latex_static_model" which list model equations in LaTeX code git-svn-id: https://www.dynare.org/svn/dynare/trunk@2654 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 28 Apr, 2009 1 commit
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sebastien authored
* finished normalization algorithm * added routine for computing the equations which are already in normalized form git-svn-id: https://www.dynare.org/svn/dynare/trunk@2645 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 27 Apr, 2009 1 commit
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sebastien authored
trunk StaticModel.cc: added model normalization (still need to force normalization of equations of the form a = f(b,c)) git-svn-id: https://www.dynare.org/svn/dynare/trunk@2638 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 20 Apr, 2009 2 commits
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2614 ac1d8469-bf42-47a9-8791-bf33cf982152
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2610 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 18 Apr, 2009 1 commit
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sebastien authored
* fixed bug with planner_objective * fixed another bug due to unitialized max_{lead,lags} values git-svn-id: https://www.dynare.org/svn/dynare/trunk@2604 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 17 Apr, 2009 1 commit
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sebastien authored
trunk preprocessor: restructuration of the code before adding derivatives w.r. to parameters (in particular, removed VariableTable, and replaced it by a system of derivation IDs) git-svn-id: https://www.dynare.org/svn/dynare/trunk@2597 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 14 Apr, 2009 1 commit
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sebastien authored
* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model) * for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel) * removed sparse static file (to be later replaced by new algorithm for steady state computation on large models) git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
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