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Author SHA1 Message Date
Johannes Pfeifer 5d47ac2aa9 SMC: gracefully exit with unsupported options 2024-02-19 14:26:28 +01:00
Willi Mutschler ee2545f84d
Fixes for CET tests on Octave 
- the mode file was previously saved as '-v7.3', now it is '-v6'
- mode_compute=1 and additional_optimizer=1 do not work under Octave
 2023-12-22 09:48:56 +01:00
Willi Mutschler c46eef685d
irf_matching: add test for interface 2023-12-21 01:49:40 +01:00
Willi Mutschler 2f07fa2921
irf_matching: adaptations for new interface 2023-12-21 01:49:40 +01:00
Willi Mutschler 8987576ff5
irf_matching: make test files finish faster 2023-12-21 01:48:28 +01:00
Willi Mutschler 547bdcc99b
irf_matching: fixed CET (2016) test and some cosmetical changes 2023-12-21 01:48:28 +01:00
Willi Mutschler 7f60674dae
irf_matching: Add CET (2016, Econometrica) test 2023-12-21 01:48:28 +01:00
Johannes Pfeifer 48380a1370
Do not assign variables to base workspace by default 
Related to https://git.dynare.org/Dynare/preprocessor/-/issues/95
 2023-12-18 11:51:27 +01:00
Johannes Pfeifer 72a8d53df8 fs2000_model_comparison.mod: increase test tolerance due to problems on some runners 2023-12-15 21:44:10 +01:00
Stéphane Adjemian (Ryûk) 60c0ed0180
Add Sequential Monte Carlo sampler. 2023-12-13 15:30:38 +01:00
Johannes Pfeifer ec76bda254 Remove obsolete Sylvester options 
dr_block has been removed
 2023-12-11 18:04:43 +01:00
Sébastien Villemot c0e39d40a7
Testsuite: increase tolerance for estimation/fs2000_model_comparison.mod 
Needed for MATLAB R2018b, at least on AVX512-capable CPUs.
 2023-11-23 22:07:49 +01:00
Sébastien Villemot 3bfe2c5500
Testsuite: compatibility fix for MATLAB R2018b 
On that version, spaces in variables names within a call to “table” are not
supported.
 2023-11-22 16:49:59 +01:00
Sébastien Villemot 7f58e819c6
Bump minimal required version of MATLAB to R2018b 
Ref. #1907
 2023-11-22 16:00:04 +01:00
Sébastien Villemot e4afa5eee0 Merge branch 'more_globals' into 'master' 
Eliminate some more globals

See merge request Dynare/dynare!2187
 2023-10-03 12:48:34 +00:00
Johannes Pfeifer 3a115d4fcc Remove full oo_ input from likelihood functions 2023-10-02 09:48:34 +02:00
Johannes Pfeifer 776c247b9b testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
Sébastien Villemot 2600a878da
Testsuite: tolerance increase 
estimation/fs2000_model_comparison.mod fails with MATLAB R2023b on the “pluto”
runner (which has AVX2).
 2023-09-28 11:46:21 +02:00
Johannes Pfeifer 5231fc04c1 Remove global variables from prior_posterior_statistics.m and PosteriorIRF.m 2023-09-25 12:08:41 +02:00
Johannes Pfeifer 1f723ebd7e fs2000: remove asymptote in prior for rho, which caused corner solutions 2023-09-20 12:55:30 +02:00
Sébastien Villemot 6f5e346bf6
Merge branch 'preparations_irf_matching' of git.dynare.org:wmutschl/dynare 
Ref. !2181
 2023-09-20 10:17:14 +02:00
Johannes Pfeifer f6a8473144 estimation: support additional_optimizer_steps 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
 2023-09-19 18:14:24 +02:00
Willi Mutschler 649f668dd1
cosmetical: don't use hh for figure/plot/table handles 
We use it to denote the hessian and even store it in many mat files.
 2023-09-19 13:26:33 +02:00
Johannes Pfeifer baf8243fac generate_trace_plots.m: allow for plotting traces of multiple chains 
Closes #1904
 2023-09-08 22:04:25 +02:00
Willi Mutschler a0b443b9f8
Cosmetical changes to headers and message strings 2023-09-07 09:36:27 +02:00
Willi Mutschler c3327e000c
method_of_moments: refactor matched moments block transformations 2023-09-07 09:36:27 +02:00
Johannes Pfeifer d60a19ce49 Finish implementation of truncated normal distribution 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1593
 2023-09-06 12:46:41 +02:00
Johannes Pfeifer 4837a4d444 testsuite: clean up main folder 2023-03-17 10:35:00 -04:00
Stéphane Adjemian (Ryûk) b7693c3273
Add routine for conditional likelihood (first order). 2023-01-06 14:57:45 +01:00
Johannes Pfeifer 563035d070 AnScho/AnScho_MoM_common.inc: use csminwel to prevent fmincon problems under Octave 2022-09-20 12:55:30 +02:00
Johannes Pfeifer 905e7c4344 load_results_after_load_mh: fix location of file 2022-08-10 12:55:00 +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
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files 
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
Stéphane Adjemian (Ryûk) d841fc7cc2
Do not run integration tests for NLS with Octave. 
Also moved some integration tests.
 2021-12-19 17:20:15 +01:00
Stéphane Adjemian (Ryûk) 24c817afa7
Add integration tests for NLS estimation. 2021-12-17 18:02:24 +01:00
Sébastien Villemot 4db2899868
estimated_params: fixes for new semantics 
The change implemented in 21a8a5794a broke the
testsuite and was incomplete.

– new option “overwrite” to provide the old behaviour (used to fix the testsuite);
– when concatenating several “estimated_params” block, the preprocessor now
  checks that paramateres are not declared twice across blocks.
 2021-12-16 15:38:09 +01:00
Sébastien Villemot 21a8a5794a
Various new model editing features 
– multiple “model” and “estimated_params” block are supported
– new “model_options” statement to set model options in a global fashion
– new “model_remove” command to remove equations
– new “model_replace” block to replace equations
– new “var_remove” command to remove variables (or parameters)
– new “estimated_params_remove” block to remove estimated parameters
 2021-12-15 17:33:01 +01:00
Johannes Pfeifer 1bfb9ffbb9 heteroskedastic shocks: take into account first_obs 2021-12-14 11:21:16 +01:00
Sébastien Villemot 49a396030b
Yet another batch of Octave compatibility fixes 2021-09-16 18:25:00 +02:00
Willi Mutschler 5199ea414b
Fix for testsuite on Octave AnScho_matched_moments.mod 2021-09-16 12:45:38 +02:00
Sébastien Villemot ff06b9ad10
More Octave compatibility fixes 2021-09-15 18:35:30 +02:00
Sébastien Villemot 4346903c65
Various Octave compatibility issues 
Also improve on e42cf2e5b4 for the compatbilitity
with MATLAB < R2016a in occbin.write_regimes_to_xls.m.
 2021-09-14 17:55:55 +02:00
Johannes Pfeifer cf6621187e
Add example for system prior 
(@stepan removed trailing spaces)
 2021-08-17 19:39:02 +02:00
Stéphane Adjemian (Charybdis) c00307c8cc
Fix encoding. 2021-08-16 11:23:13 +02:00
Stéphane Adjemian (Charybdis) 1c54eb21d2
Cosmetic change (remove trailing spaces). 2021-08-16 11:19:28 +02:00
Willi Mutschler 0d200f3b39
MoM: Fix AFVRR test cases due to 3c67ad 2021-08-16 10:58:35 +02:00
Willi Mutschler f5ec70a06d
MoM: Refactor AnScho test case 
Instead of checking everything in one mod file, this commit separates the checks into individual mod files that test:
- whether the translation from matched_moments works
- whether the duplicate moments are found
- whether GMM and SMM both work with different estimated_params blocks.
wip
 2021-08-16 10:58:35 +02:00
Johannes Pfeifer 440a0e460b
Storage of results: use subfolder 
Ref. #1758
 2021-07-23 14:12:17 +02:00
Stéphane Adjemian (Ryûk) 14bc82b287
Add single equation estimation by NLS. 
Ref. #1798.

See example in tests/estimation/example_nls.mod.
 2021-07-15 16:55:49 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00