Commit Graph

16043 Commits (kalman-mex)

Author SHA1 Message Date
Stéphane Adjemian (Argos) a5ccc7aa5b
Improve debug mode. 2023-11-05 19:26:29 +01:00
Normann Rion 17e1b60537
Kalman filter mex: routine and tests 2023-11-05 18:16:46 +01:00
Sébastien Villemot f6adb1d9ad
Bytecode: safer handling of block= option 2023-11-02 16:51:02 +01:00
Sébastien Villemot 25000ca693 Merge branch 'PKF' into 'master'
PKF: add period to debugging information

See merge request Dynare/dynare!2204
2023-11-02 09:12:12 +00:00
Stéphane Adjemian (Argos) 33f2456acf
Add new option (--method).
Possible values are cumulate (default value) or diff.
2023-10-30 12:09:39 +01:00
Johannes Pfeifer 5103d55cb4 PKF: add period to debugging information 2023-10-29 11:30:23 +01:00
Stéphane Adjemian (Argos) 12cca117bc
Change the definition of the default baseline. 2023-10-26 18:30:43 +02:00
Stéphane Adjemian (Argos) b0a84bd6f8
Bug fixes.
- Simulation of the model was not working since to (1) wrong commented
 line (dynare comments in a verbatim block), and (2) dates are not interpreted
 in a verbatim block.

 - A variable was missing (the auxiliary for the PAC expectation term) causing
 problems for the initialisation of the simulations in dcontribs (presence of a
 NaN in the guess for the first period).
2023-10-26 18:25:35 +02:00
Stéphane Adjemian (Argos) 76a2203b50
Make debug mode easier to use. 2023-10-26 14:59:12 +02:00
Stéphane Adjemian (Argos) cdd842cc19
Do not overwrite macro variable simulate. 2023-10-26 14:57:37 +02:00
Sébastien Villemot b1b76f7783 Merge branch 'naming_consistency' into 'master'
Implement even more naming consistency

See merge request Dynare/dynare!2203
2023-10-25 20:30:11 +00:00
Sébastien Villemot 4701dfd158 Merge branch 'prior_function' into 'master'
execute_prior_posterior_function.m: correct warning message

See merge request Dynare/dynare!2201
2023-10-25 15:44:21 +00:00
Johannes Pfeifer 0561200f1c Implement even more naming consistency
Mostly removes M for M_
2023-10-25 17:29:55 +02:00
Sébastien Villemot aca148e8ef
Minor simplification 2023-10-25 15:57:57 +02:00
Sébastien Villemot ff2b8512b9
Reporting: make naming of globals consistent 2023-10-25 15:57:56 +02:00
Sébastien Villemot 0295e5ede8 Merge branch 'variable_naming' into 'master'
Move many functions towards consistent naming

See merge request Dynare/dynare!2202
2023-10-25 13:56:17 +00:00
Johannes Pfeifer b3ce518433 Further naming consistency improvements 2023-10-25 11:22:50 +02:00
Johannes Pfeifer 879d92fbf8 Move many functions towards consistent naming
Related to #1776
2023-10-24 22:21:15 +02:00
Sébastien Villemot 04ea0d0659
Fix comment 2023-10-24 17:36:53 +02:00
Sébastien Villemot caaa70ab7e
Perfect foresight + block decomposition: minor simplifications 2023-10-24 17:36:51 +02:00
Sébastien Villemot 17b016d983
Perfect foresight: with stack_solve_algo={1,6}+bytecode (without block), use the same solver as without bytecode
The solver in the bytecode MEX is slower.
2023-10-24 15:26:55 +02:00
Johannes Pfeifer a5383fdf65 execute_prior_posterior_function.m: correct warning message 2023-10-24 12:53:00 +02:00
Sébastien Villemot af20512476
Remove now superfluous license file pattern
[skip ci]
2023-10-24 11:41:04 +02:00
Sébastien Villemot 88ce107466
Rename ys0_ into oo_.initial_steady_state and ex0_ into oo_.initial_exo_steady_state
Also document these variables.
2023-10-24 09:38:51 +02:00
Sébastien Villemot 1334ae045a
Manual: document oo_.exo_steady_state 2023-10-24 09:38:50 +02:00
Sébastien Villemot f40e7cfc68
Manual: fix typo 2023-10-24 09:38:50 +02:00
Sébastien Villemot e3b346094b
macOS package: build dependencies with -O3 and without -g 2023-10-24 09:38:50 +02:00
Sébastien Villemot 896c48eba7
Testsuite: move some files for more consistency in tests file structure 2023-10-23 17:00:01 +02:00
Sébastien Villemot c475109648
NEWS.md: announcement for Dynare 5.5
[skip ci]
2023-10-23 16:16:49 +02:00
Sébastien Villemot ff5ca80bbc Merge branch 'preprocessor_output' into 'master'
By default display preprocessor output line by line instead of only at the end

See merge request Dynare/dynare!2200
2023-10-23 12:05:53 +00:00
Stéphane Adjemian (Argos) d95154ffa9
Do not automagically cherrypick vars from pac_target_nonstationary. 2023-10-21 10:20:28 +02:00
Sébastien Villemot 8c3429bb0f
Perfect foresight with expectation errors: change the semantics of endval(learnt_in=…)
Similarly to the regular “endval” block, any variable mentioned in this
block will jump to its new value in the period where the information is learnt.
In particular, this means that any temporary shock that may have been
anticipated on that variable (as specified through a “shocks(learnt_in=...)”
block for a previous informational period) will be overwritten.
2023-10-20 16:05:56 -04:00
Sébastien Villemot df9c7d85b8
Error out if perfect_foresight_solver is called with shocks(learnt_in=…) or endval(learnt_in=…) blocks
This is to prevent the accidental use of the regular perfect foresight solver
when one actually wants the one with expectation errors.
2023-10-20 16:05:53 -04:00
Sébastien Villemot 7449d26e51
Perfect foresight with homotopy + marginal linearization: improve info messages 2023-10-20 14:57:22 -04:00
Sébastien Villemot 6027d31da2
Bytecode: rename some methods in Interpreter for clarity 2023-10-20 14:31:46 -04:00
Sébastien Villemot b17ff164fc
Bytecode: rename argument in Interpreter::compute_block_time()
To avoid ambiguity with class member with same name.
2023-10-20 11:49:04 -04:00
Sébastien Villemot 753848ab4b
Bytecode: simplify Interpreter::Simple_Init() 2023-10-20 11:47:13 -04:00
Sébastien Villemot 12a0781bc4
Bytecode: simplify Interpreter::simple_bksub() 2023-10-20 11:43:48 -04:00
Sébastien Villemot 8573c6d06a
Bytecode: simplify Interpreter::bksub() and Interpreter::complete() 2023-10-20 11:42:04 -04:00
Sébastien Villemot 8305afc6b3
Bytecode: simplify Interpreter::compare() 2023-10-20 11:36:35 -04:00
Sébastien Villemot ed45b2092f
Bytecode: simplify a couple of other Interpreter methods 2023-10-20 11:31:23 -04:00
Sébastien Villemot 9964de1c5f
Bytecode: simplify Interpreter::Solve_Matlab_BiCGStab() 2023-10-20 11:23:15 -04:00
Sébastien Villemot 1492073669
Bytecode: simplify Interpreter::Solve_Matlab_GMRES() 2023-10-20 11:18:40 -04:00
Sébastien Villemot 9b9c87e09f
Bytecode: further simplify Interpreter::Read_SparseMatrix() 2023-10-20 10:57:53 -04:00
Sébastien Villemot 4d13d73c58
Bytecode: simplify Interpreter::Solve_LU_UMFPack() (two boundaries version) 2023-10-20 10:47:53 -04:00
Sébastien Villemot 401fbd25a6
Bytecode: simplify Interpreter::Solve_LU_UMFPack() (one boundary version) 2023-10-20 10:41:25 -04:00
Sébastien Villemot 853b195432
Bytecode: remove unused methods in Interpreter 2023-10-20 10:34:17 -04:00
Sébastien Villemot 2617f5a4be
Bytecode: simplify Interpreter::Solve_Matlab_Relaxation() 2023-10-20 10:31:51 -04:00
Sébastien Villemot c132817780
Bytecode: simplify Interpreter::Solve_ByteCode_Sparse_GaussianElimination() 2023-10-20 10:25:06 -04:00
Sébastien Villemot 6c3325cc5e
Bytecode: simplify Interpreter::Solve_ByteCode_Symbolic_Sparse_GaussianElimination() 2023-10-20 10:20:45 -04:00