f6adb1d9ad
Bytecode: safer handling of block= option
2023-11-02 16:51:02 +01:00
25000ca693
Merge branch 'PKF' into 'master'
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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).
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Possible values are cumulate (default value) or diff.
2023-10-30 12:09:39 +01:00
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
b1b76f7783
Merge branch 'naming_consistency' into 'master'
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Implement even more naming consistency
See merge request Dynare/dynare!2203
2023-10-25 20:30:11 +00:00
4701dfd158
Merge branch 'prior_function' into 'master'
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execute_prior_posterior_function.m: correct warning message
See merge request Dynare/dynare!2201
2023-10-25 15:44:21 +00:00
0561200f1c
Implement even more naming consistency
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Mostly removes M for M_
2023-10-25 17:29:55 +02:00
aca148e8ef
Minor simplification
2023-10-25 15:57:57 +02:00
ff2b8512b9
Reporting: make naming of globals consistent
2023-10-25 15:57:56 +02:00
0295e5ede8
Merge branch 'variable_naming' into 'master'
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Move many functions towards consistent naming
See merge request Dynare/dynare!2202
2023-10-25 13:56:17 +00:00
b3ce518433
Further naming consistency improvements
2023-10-25 11:22:50 +02:00
879d92fbf8
Move many functions towards consistent naming
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Related to #1776
2023-10-24 22:21:15 +02:00
04ea0d0659
Fix comment
2023-10-24 17:36:53 +02:00
caaa70ab7e
Perfect foresight + block decomposition: minor simplifications
2023-10-24 17:36:51 +02:00
17b016d983
Perfect foresight: with stack_solve_algo={1,6}+bytecode (without block), use the same solver as without bytecode
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The solver in the bytecode MEX is slower.
2023-10-24 15:26:55 +02:00
a5383fdf65
execute_prior_posterior_function.m: correct warning message
2023-10-24 12:53:00 +02:00
88ce107466
Rename ys0_ into oo_.initial_steady_state and ex0_ into oo_.initial_exo_steady_state
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Also document these variables.
2023-10-24 09:38:51 +02:00
ff5ca80bbc
Merge branch 'preprocessor_output' into 'master'
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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
8c3429bb0f
Perfect foresight with expectation errors: change the semantics of endval(learnt_in=…)
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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
df9c7d85b8
Error out if perfect_foresight_solver is called with shocks(learnt_in=…) or endval(learnt_in=…) blocks
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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
7449d26e51
Perfect foresight with homotopy + marginal linearization: improve info messages
2023-10-20 14:57:22 -04:00
643face6ed
bug: do not remove +subfolder with fast option
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Otherwise, expected files are not present
2023-10-20 15:42:44 +02:00
fb8ff758f9
By default display preprocessor output line by line instead of only at the end
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Allows judging how long individual steps take for big models
2023-10-20 15:42:05 +02:00
a9c581e2bc
No longer forbid bytecode with order=2 or k_order_solver
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The two are now compatible, even though the bytecode representation will not be
used. Print a warning to make this explicit.
2023-10-19 14:10:43 -04:00
da4bc40e66
Make undocumented zero_moments_tolerance option local to disp_moments
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See discussion in https://git.dynare.org/Dynare/preprocessor/-/merge_requests/85
2023-10-18 23:27:45 +02:00
5145bd0708
New option “relative_to_initval” to “mshocks” block
2023-10-18 16:45:06 -04:00
daa6b5569d
mshocks: better match to the semantics given in the manual
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Ensure that the block is always interpreted multiplicatively relative to the
steady state, and not relative to the pre-existing shock value (if there was
already a shock declared for the same exogenous and period(s)).
2023-10-18 14:28:54 -04:00
39f9d4352a
The “mshocks” block now accepts the “learnt_in” option
2023-10-17 17:24:15 -04:00
4875554a39
Perfect foresight homotopy: make marginal linearization more robust
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For marginal linearization, an extra simulation is needed. This extra
simulation is first computed using the first simulation as guess value. If that
does not work, the present commits adds an additional attempt for computing
that extra simulation, using a full homotopy loop from the beginning.
As a consequence, the present commits puts the homotopy loop in a dedicated
function.
2023-10-13 15:31:44 -04:00
2ae485705e
Perfect foresight homotopy: turn a nested function into a local one
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The behaviour of local functions is easier to understand, since they do not
have access to the workspace of the caller.
2023-10-13 14:40:45 -04:00
cc7c024389
Perfect foresight homotopy: display the full output of every iteration
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As a consequence, print the full iterations summary table after each iteration.
2023-10-13 09:19:10 -04:00
9ebd8a8372
Make perfect foresight hotomopy loop more readable
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Only modify oo_ when the homotopy procedure is finished, now that oo_ is no
longer an input to perfect_foresight_solver_core.
By the way, fix the treatment of the exogenous steady state (it is now set
in a consistent way with the endogenous steady state, if the shock is not
simulated up to 100%).
Also fix the initial guess when doing a second attempt at recomputing the
terminal steady state and failing (in the absence of a permanent shock). It was
supposed to use the initial steady state as an initial guess for that second
attempt (through oo_.steady_state), but since that latter variable was modified
in the loop, it would actually correspond to the same initial guess as in the
first attempt.
2023-10-13 09:16:37 -04:00
a6eb943aae
Remove oo_ as an input argument to perfect_foresight_solver_core
2023-10-12 15:44:53 -04:00
e4a4d2d8e6
Bytecode MEX: get M_ and options_ through input arguments rather than as global variables
2023-10-11 18:50:32 -04:00
b59dc2cf1a
det_cond_forecast: fix bug with bytecode+block
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The plan must immediately follow the “extended_path” string in the input
arguments of bytecode. Bug introduced in f84753025d
2023-10-11 18:50:32 -04:00
88146bcc6f
solve_block_decomposed_problem: drop oo_ as an input argument
2023-10-11 18:50:32 -04:00
a241aa2bd7
Drop (almost empty) initvalf.m wrapper
2023-10-11 18:50:32 -04:00
f94e7ae9a6
Perfect foresight homotopy: display duration of every iteration
2023-10-11 18:50:32 -04:00
Stéphane Adjemian (Ryûk)
2c923c613b
Closes #1835 .
2023-10-11 21:40:59 +02:00
Stéphane Adjemian (Argos)
06926e0153
Bug fix (missing semicolon).
2023-10-11 15:47:57 +02:00
a00eb5e1de
stoch_simul.m: add nomodelsummary option
2023-10-11 09:31:40 -04:00
cbf57b1af6
set_state_space.m: remove unused options_ input argument
2023-10-11 09:30:45 -04:00
328f6f3229
check.m and model_diagnostics.m: use consistent global naming
2023-10-11 09:26:05 -04:00
36a2a41e35
Add function signatures for command line functions
2023-10-11 09:26:05 -04:00
6f8fc22d57
bug: internals.m: account for new location of results files in 5.x
2023-10-11 09:26:05 -04:00
7f5d8b81c2
bug: minus_logged_prior_density.m: fix expected dimension of unused output arguments
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Hessian needs to be empty for newrat
2023-10-11 09:26:04 -04:00
f0b10ca9df
Octave: workaround for intersect with stable flag providing wrong third output (Octave bug #60347 )
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Uses function removed in 47477e152a
2023-10-11 09:26:04 -04:00
d5f8d3fffe
check_model.m: add check for negative variances to prevent cryptic message about correlations
2023-10-11 09:26:04 -04:00
Sébastien Villemot
Stéphane Adjemian (Argos)
Johannes Pfeifer
Willi Mutschler