879d92fbf8
Move many functions towards consistent naming
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Related to #1776
2023-10-24 22:21:15 +02:00
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
b7ef2181f9
print_info.m: Fix bug in error handling
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get_error_message.m needs to always provide the error string, only throwing out the error message needs to depend on noprint
Closes https://git.dynare.org/Dynare/dynare/issues/1714
2020-03-08 09:00:01 +01:00
716b18989d
Factorize interpret_resol_info into print_info. Closes : Dynare/dynare#1308
2019-12-09 17:02:15 +01:00
24eb3bcb34
remove unnecessary brackets from strings
2019-01-02 17:56:35 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
52a082a1f9
Add check for positive definiteness of Sigma_u^star
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Otherwise, complex likelihoods may occur
2017-04-20 16:18:03 +02:00
eff52f51b7
Ramsey: exit with error code if solver fails at specified tolerance
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Also adds penalty if steady state ventures into complex space
2016-08-24 13:32:11 +02:00
75e52ed71d
Make sure fast_kalman_filter is only used with diffuse_periods=0
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Closes #1234
2016-08-22 19:24:35 +02:00
39e7c39243
Filter out infinite likelihoods
2016-08-22 19:24:35 +02:00
a5e60834ca
Ascertain that only correct steady states for linear models are accepted
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Without the check, incorrect steady states were accepted. This happened for example if the model was not linear in the first place and solving a wrongly presumed linear equation system did not work.
2015-06-08 18:09:39 +02:00
bda19832cd
Integrate error from negative steady state with loglinear model into print_info.m
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Prevents crashes during estimation. Instead of directly crashing, error handling is done via print_info.m so that penalizing the error during estimation is possible
2014-12-04 20:04:36 +01:00
b43d52278d
Deal with NaN and Inf in Hessian of dynamic model
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Checks for these cases in stochastic_solvers.m to prevent cryptic crashes in dll-files later on
2014-09-25 08:49:19 +02:00
27d54758be
Fixed typo.
2014-09-10 17:49:33 +02:00
5e8489ac45
Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
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Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
27572277d0
Test the result of steady state computation for correctness
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- Checks correctness of steady state file
- Tests whether result of computation really is a steady state
- Also eliminates case that can never be reached
2014-07-18 13:18:14 +02:00
b69174477c
Add more info on requirement on dsge_var prior weight needed for prior to be proper.
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(cherry picked from commit 74fd0850d61f8ba464ff08ed42c4019d27722fb3)
2014-07-17 22:05:08 +02:00
d9d4fef251
Move check of Jacobian matrices for NaN and Inf to dedicated function for reuse in model_diagnostics.m
2014-03-28 14:52:06 +01:00
450c785b6c
Added explicit error message for case 52 in print_info (DSGE-VAR models).
2013-11-16 23:35:10 +01:00
ad0c29262b
Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood.
2013-11-16 23:33:37 +01:00
ead332ed97
Merge pull request #511 from JohannesPfeifer/Correlated_errors_preprocessor
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Bugfixes for correlated shocks
2013-11-05 07:49:37 -08:00
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804bFixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
8282e76d61
Add more explicit information in case of singularity problem
2013-10-31 08:14:35 +01:00
ca96013ca9
Filter out Inf in Jacobian to get rid of most cryptic errors about Lapack function dgges
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Also adds additional debugging info
2013-07-28 12:09:59 +02:00
8574dfd053
Adapted print_info routine.
2013-06-12 10:54:33 +02:00
4923ba0952
Introduced new option that allows to set prior (sign) restrictions to irf's
2013-05-30 10:57:39 +02:00
996ff3bfd3
Remove mexErrCheck from k_order_pert to make it obey the noprint-option
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Currently, all stochastic solvers put the error code to info(1) and use
print_info to output the error. The only exception was k_order_pert,
which immediately created an error. Thus, the use of k_order_pert did
not allow for continuing after encountering errors, because only
print_info obeys the noprint-option. Replacing mexErrCheck by setting
info should deliver the correct behavior.
2013-05-02 14:38:47 +02:00
7094a45f6d
Revert "Make error message for prior violation more explicit by adding second argument to info()"
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This reverts commit 2815d5fbd4
2013-05-02 14:31:29 +02:00
2815d5fbd4
Make error message for prior violation more explicit by adding second argument to info()
2013-04-26 20:20:23 +02:00
9310467658
Fix crash in print_info
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If info(2) is really empty. it cannot be accessed by isempty.
2013-04-26 17:39:35 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
967eb63bbb
fix typo
2012-12-04 11:31:41 +01:00
48e00c5789
corrected and clarified error messages when steady state computation fails
2012-10-31 11:09:25 +01:00
1a968d5f22
Added check for NaN in Jacobian to stochastic_solvers and added explicit error message to print_info.m
2012-08-05 13:09:24 +02:00
abad13d020
Kill estimation if the likelihood is complex or NaN.
2012-06-14 15:32:15 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
c59504adba
Added missing codes to print_info.m and fixed typo
2012-04-25 12:03:52 +02:00
39e55cad62
Corrected AIM error codes that got lost when moving to stochastic_solvers
2012-04-25 12:03:33 +02:00
4ac4fdb2f0
matlab: add missing error code
2012-01-30 18:04:24 +01:00
adedd7d37f
matlab: add missing error message
2012-01-30 18:04:15 +01:00
ecac871435
Changed the name of DsgeLikelihood (-> dsge_likelihood).
2011-12-26 17:46:48 +01:00
b58eaa8e2b
introducing new test for 0/0 case in mjdgges
2011-11-18 22:12:36 +01:00
e2dd3cb88f
fixing more problems with steady state refactoring
2011-10-13 17:14:41 +02:00
ee7078e56c
factoring out steady-state computations; steady_state_model now
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generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
044d19c5d2
fixed bug in detection of near 0/0 eigenvalues
2011-09-04 14:59:48 +02:00
3c0ebb4cc5
added error for near 0/0 on diagonal of Real Generalized Schur decomposition (info=7) and corrected error in test for singular w1 submatrix, introduced in Sept. 2010.
2011-09-01 11:37:40 +02:00
d22b86c2d8
clarify error message
2011-08-30 16:11:59 +02:00
Johannes Pfeifer
Sébastien Villemot
Dóra Kocsis
Houtan Bastani
Stéphane Adjemian (Scylla)
Johannes Pfeifer
MichelJuillard
Marco Ratto
Sébastien Villemot
Houtan Bastani
Michel Juillard