Stéphane Adjemian (Argos)
666aa46dfb
Add undocumented option for kalman_filter_mex.
2023-11-09 19:00:37 +01:00
Stéphane Adjemian (Argos)
b863c309bd
Improve tests and timings for the Kalman mex.
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- Ensure that we always use the same DGP (e.g. same transition matrix).
- Call the mex more than once with different samples.
- Ensure that the size of the state space model is the same in tests 1, 2 and 3.
- Fix the seed (same samples across 1, 2 and 3 except for the additive noise in 2 and 3 on the observed variables).
2023-11-09 19:00:37 +01:00
Stéphane Adjemian (Argos)
9c61422a75
Improve debug mode.
2023-11-09 19:00:37 +01:00
3a461c996c
Kalman filter mex: routine and tests
2023-11-09 19:00:37 +01:00
0c83453a0c
Windows package: bump to Octave 8.4.0
2023-11-09 11:54:48 +01:00
0e201b2928
Manual: claim compatibility with Octave 8.4.0
2023-11-09 11:54:13 +01:00
77a7d5c3de
For bytecode+block, use the LBJ implementation in .m
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The latter is now much faster than the implementation in the bytecode
MEX (which this commit thus removes).
2023-11-08 17:21:44 +01:00
be648d350b
Much faster .m implementation of LBJ with block option
2023-11-08 17:21:42 +01:00
0839ff78ae
🐛 sim1_lbj.m: use options_.dynatol.x and not options_.dynatol.f for terminal condition
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The maximum error is computed over the change in endogenous (i.e. ΔY).
2023-11-08 17:15:18 +01:00
4bee919c31
sim1_lbj.m: misc cosmetic changes
2023-11-08 17:15:02 +01:00
158b7462bf
solve_two_boundaries.m: strip down the number of input arguments
2023-11-08 17:10:29 +01:00
b36507d005
solve_two_boundaries.m: do not modify lambda when stack_solve_algo=4
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That algorithm (optimal path length) does not use it.
2023-11-08 17:09:34 +01:00
8556043c9a
solve_two_boundaries.m: remove an unused variable
2023-11-08 17:09:20 +01:00
7dc90654ab
Bytecode: adapt for enum removal in preprocessor
2023-11-07 15:37:55 +01:00
93ab67acab
🐛 Bytecode MEX: fix bug with evaluation of recursive variables with block+mfs>0
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In “evaluate” mode, with mfs>0, if the value of variable would depend on a
previously re-evaluated recursive variable, then the value used for that recursive
variable would be incorrect (it would be the value before re-evaluation of the
recursive variable, as passed by the caller).
2023-11-07 15:37:51 +01:00
7e512af074
Bytecode MEX: refactor handling of temporary terms
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In particular:
– properly return temporary terms as output argument in evaluate+dynamic mode
(with periods in rows and the temporary terms in column)
– drop the unused “global_temporary_terms” keyword input argument
2023-11-07 15:37:32 +01:00
Stéphane Adjemian (Argos)
368a7e2478
Fix bug introduced in d95154f.
2023-11-07 13:06:58 +01:00
79a655261b
macOS package: adapt for new filesystem location of MATLAB R2016b for x86-64
2023-11-06 15:45:06 +01:00
fd0e175fe4
Windows package: bump dependencies
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Incidentally, drop workarounds for pkg-config files of HDF5 and MatIO, since
the problems have been fixed upstream.
2023-11-06 15:41:21 +01:00
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
Stéphane Adjemian (Argos)
b0a84bd6f8
Bug fixes.
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- 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
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
af20512476
Remove now superfluous license file pattern
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[skip ci]
2023-10-24 11:41:04 +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
1334ae045a
Manual: document oo_.exo_steady_state
2023-10-24 09:38:50 +02:00
f40e7cfc68
Manual: fix typo
2023-10-24 09:38:50 +02:00
e3b346094b
macOS package: build dependencies with -O3 and without -g
2023-10-24 09:38:50 +02:00
896c48eba7
Testsuite: move some files for more consistency in tests file structure
2023-10-23 17:00:01 +02:00
c475109648
NEWS.md: announcement for Dynare 5.5
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[skip ci]
2023-10-23 16:16:49 +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
Stéphane Adjemian (Argos)
Normann Rion
Sébastien Villemot
Johannes Pfeifer