f93a7f7192
Merge branch 'disp_aux_4' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2118
2023-01-04 10:59:21 +01:00
45450651a2
model_info.m: fix display of block decomposition
2023-01-03 16:17:43 +01:00
c1922c3ad0
Stop building and shipping the Dynare++ executable
...
Incidentally, no longer run Dynare++ unit tests, since they are intricated in
the Dynare++ build system. If we finally decide not to drop the Dynare++
codebase for our MEX files, then we should probably find a way to build and run
them again.
Ref. #1825
2023-01-03 14:51:07 +01:00
Stéphane Adjemian (Guts)
5b72a3041c
Use new unit tests interface.
2023-01-02 22:58:20 +01:00
d574705b4a
Design and performance improvement to solve_algo={12,14}
...
Use the new time-recursive block decomposition computed by the preprocessor
for:
- the simulation of backward models with “simul_backward”
- the perfect foresight simulation of purely backward/forward/static models
Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it
minimizes the set of feedback variables and tries to renormalize equations).
This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus
an ad hoc identification of some equations that can be evaluated (those with a
LHS equal to a variable, the log of a variable, or the diff-log of a variable).
By the way, the block_trust_region MEX has been modified so that it accepts a
boolean argument to decide whether it performs a Dulmage-Mendelsohn
decomposition (if not, then it performs a simple trust region on the whole
nonlinear system).
This provides a significant performance improvement (of almost an order of
magnitude for solve_algo=14 on a 700 equations model).
2022-11-30 14:47:57 +01:00
4e08aadafa
Test suite: remove unused field in .trs files
2022-11-30 10:26:28 +01:00
595f3d1dce
Makefile indentation fixes
2022-11-29 17:40:20 +01:00
9976649c78
Test suite: fix logic of unit tests for nonlinear solvers
2022-11-29 17:34:16 +01:00
e530f7cbaa
OccBin: add calib_smoother testfile
2022-11-23 16:48:08 +01:00
c90368d48c
NKM.mod: clean up file
2022-11-23 15:17:51 +01:00
93a2a097c6
Fix: scale the matrices in tests/riccatiupdate.m to control the size of errors
2022-11-22 15:07:56 +01:00
dbdda7bf93
Merge branch 'Pinf' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2105
2022-11-22 11:25:14 +01:00
d554b79772
Merge branch 'occ_test' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2103
2022-11-22 11:24:57 +01:00
a35ac95a9d
Testsuite: fix logic of unit tests for cycle/logarithmic reduction + Riccati update
2022-11-21 16:22:07 +01:00
801baacc8c
fs2000_smoother_only_ns.mod: check for correctness of smoothed observables
...
Related to 178e892e
2022-11-18 22:04:58 +01:00
67ba8127f4
dynrbc_common.inc: decrease number of simulation periods to prevent testsuite crashes
...
(cherry picked from commit 7c4c0fe4114775aae67b9362918a124ff0d09ce9)
2022-11-17 22:43:39 +01:00
a245fbb390
Implements a Fortran update of the states variance-covariance matrix for the Kalman filter
2022-11-14 16:24:46 +00:00
6737d9f81e
truncate stochastic shocks to 90 periods, to avoid no convergence in period 91
2022-10-20 19:19:34 +02:00
cbbbdf4b3d
make_y_.m: fix interaction with steady_state_model
...
closes https://git.dynare.org/Dynare/dynare/-/issues/1866
2022-10-13 16:33:58 +02:00
afb044c23e
Fix cycle reduction:
...
(i) making the norms consistent between cycle_reduction and its test;
(ii) remove hard errors in cycle_reduction Fortran and Matlab routines
2022-10-11 12:11:30 +02:00
855887b249
Implements a logarithmic reduction Fortran routine and the associated test
2022-10-11 12:11:06 +02:00
d17204cc84
Implements a cycle reduction Fortran routine and the associated test.
...
The Fortran routine replaces the former Matlab code in matlab/cycle_reduction.m
2022-10-03 14:38:12 +02:00
1b12d9e44b
Fixes local_state_space_iteration_3_test: sets a default value for the number of threads local_state_space_iteration_3 may use
2022-09-27 11:03:36 +02:00
563035d070
AnScho/AnScho_MoM_common.inc: use csminwel to prevent fmincon problems under Octave
2022-09-20 12:55:30 +02:00
f91e4e239c
varmodel.mod: use explicit seed to prevent pathological case
2022-09-16 15:13:16 +02:00
7dd2dd5e24
solow_ces.mod: increase tolerance for Octave
2022-09-16 14:32:27 +02:00
50a08cff30
Testsuite: replace obsolete “egrep” by “grep -E”
2022-09-13 14:43:41 +02:00
9b787d8417
Merge branch 'mcp_steady' into 'master'
...
Provisions for solving steady state with MCP-tag
See merge request Dynare/dynare!1877
2022-09-13 09:26:08 +00:00
3fbab4cbe0
Provisions for solving steady state with MCP-tag
2022-09-12 17:18:16 +02:00
a82d24fd41
rbcii_MCP.mod: increase tolerance for Octave
2022-09-08 17:41:54 +02:00
4bfd687be4
Merge branch 'local_state_space_iteration_3' of git.dynare.org:normann/dynare
...
Ref. !2045
2022-09-06 14:58:53 +02:00
Stéphane Adjemian (Ryûk)
1348c2ac4c
Fix typo.
2022-08-31 22:47:35 +02:00
Stéphane Adjemian (Ryûk)
2aa6565c18
Add test for lmmcp in extended path.
2022-08-31 13:37:00 +02:00
c6d5c48ff7
Local state-space iteration at order 3: multi-thread 3rd-order version with and without pruning
2022-08-30 14:06:19 +02:00
Stéphane Adjemian (Ryûk)
982ec2e66d
Fix copy/paste error.
2022-08-23 09:16:46 +02:00
905e7c4344
load_results_after_load_mh: fix location of file
2022-08-10 12:55:00 +02:00
dc40862eff
testsuite: add smoother_redux option
2022-07-26 22:15:39 +02:00
622f831625
Inversion filter: disable unavailable smoother outputs
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
2022-07-26 14:43:31 +02:00
30a6d35f5a
🐛 identification do plots and display results only for nonempty objects
...
fixes #1860
2022-07-26 10:26:13 +02:00
13709f6853
Add “fsolve_options” option to “steady” command
...
Closes : #1856
2022-07-22 14:35:19 +02:00
572fed3994
Merge branch 'dyn_forecast' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2051
2022-07-05 17:09:51 +02:00
b3cff2d34d
Bytecode: remove incomplete/buggy support for exogenous deterministic
2022-07-05 13:02:17 +02:00
35a25b8fb5
dyn_forecast.m: gracefully exit if decision rules and remove unused output argument
2022-07-04 17:33:20 +02:00
76885870ef
testsuite: provide analytical steady state to unit root models instead of relying on initial values
2022-06-27 15:19:30 +02:00
32cf926ef8
Macro-variables defined without a value are now set to “true”
...
They were previously set to 1.
Ref. preprocessor#43
2022-06-16 16:52:50 +02:00
06f665e231
Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode)
...
Previously, LBJ was available:
– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
was not making it clear that it was LBJ)
This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
2022-06-15 15:06:33 +02:00
Stéphane Adjemian (Ryûk)
ac2b3f2bdc
Add integration tests for model inversion.
2022-05-20 08:31:03 +02:00
Stéphane Adjemian (Ryûk)
cd76bdff9e
Fix and update unit tests for local_state_space_iteration_2.
...
Add mat file with git lfs.
2022-05-13 12:13:46 +02:00
63a116fb28
New += and *= syntaxes in “endval(learnt_in=…)” blocks
2022-05-03 17:46:59 +02:00
252a592f1a
Allow “learnt_in=1” for “shocks” and “endval”
2022-04-29 15:55:57 +02:00
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Guts)
NormannR
Marco Ratto
Willi Mutschler