Commit Graph

30 Commits (master)

Author SHA1 Message Date
Johannes Pfeifer 1b181fca57 OccBin tools: rework codes 2024-01-10 14:42:21 +01:00
Marco Ratto ac346ef83d occbin.kalman_update_engine.m: embed use_relaxation and extend to work with 2 constraints 2023-12-18 16:16:49 +01:00
Sébastien Villemot 9225e6b6df
Merge branch 'occbin_utilities' of git.dynare.org:rattoma/dynare
Ref. !2232
2023-12-15 11:25:58 +01:00
Marco Ratto 281f01f29e bug fixes and examples in testsuite 2023-12-14 22:26:40 +01:00
Johannes Pfeifer 0c07460f3b DSGE_smoother.m: clean up file and enable LaTeX output 2023-12-14 16:03:53 +01:00
Sébastien Villemot 7f58e819c6
Bump minimal required version of MATLAB to R2018b
Ref. #1907
2023-11-22 16:00:04 +01:00
Marco Ratto 21443e0988 add consistency check of results using smoother_redux with occbin 2023-02-03 14:18:43 +01:00
Johannes Pfeifer e530f7cbaa OccBin: add calib_smoother testfile 2022-11-23 16:48:08 +01:00
Johannes Pfeifer c90368d48c NKM.mod: clean up file 2022-11-23 15:17:51 +01:00
Johannes Pfeifer 67ba8127f4 dynrbc_common.inc: decrease number of simulation periods to prevent testsuite crashes
(cherry picked from commit 7c4c0fe4114775aae67b9362918a124ff0d09ce9)
2022-11-17 22:43:39 +01:00
Marco Ratto 6737d9f81e truncate stochastic shocks to 90 periods, to avoid no convergence in period 91 2022-10-20 19:19:34 +02:00
Johannes Pfeifer dc40862eff testsuite: add smoother_redux option 2022-07-26 22:15:39 +02:00
Johannes Pfeifer 622f831625 Inversion filter: disable unavailable smoother outputs
Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
2022-07-26 14:43:31 +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
Johannes Pfeifer 67cab849af borrcon.mod: fix LaTeX symbol and header 2021-12-19 11:37:13 +01:00
Johannes Pfeifer c07508a917
occbin_write_regimes: distinguish between smoother and simulations
Closes: #1828
2021-12-07 12:41:34 +01:00
Johannes Pfeifer 38a2dcaa8f dynrbc_common.inc: increase maxit and check_ahead_periods
Required for Octave
2021-09-16 10:40:44 +02:00
Johannes Pfeifer 001971bda6 dynrbc_common.inc: provide file ending required in Octave 2021-09-16 08:56:44 +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
Sébastien Villemot e42cf2e5b4
Various MATLAB R2014a compatibility fixes 2021-09-08 14:15:49 +02:00
Johannes Pfeifer bfd92e79a7
Occbin: udpate options 2021-08-16 11:37:53 +02:00
Johannes Pfeifer 440a0e460b
Storage of results: use subfolder
Ref. #1758
2021-07-23 14:12:17 +02:00
Sébastien Villemot 1045c442a9
Merge branch 'occbin_mean' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1882
2021-07-21 16:42:00 +02:00
Johannes Pfeifer 944bf2b68e occbin: work with non-demeaned data and in constraints 2021-07-21 13:42:38 +02:00
Johannes Pfeifer ac3f04c2ff borrcon*.mod: nostrict option is not needed anymore 2021-07-20 22:38:21 +02:00
Sébastien Villemot c4e1d1e802
Occbin: new syntax for constructing multi-regime equations
Ref. #569
2021-07-20 18:19:19 +02:00
Sébastien Villemot 229282a1c4
Occbin: the +<basename>/occbin_difference.m file is now generated by the preprocessor
Some fields have also changed under M_.occbin.

Ref. #569
2021-07-20 12:35:15 +02:00
Marco Ratto 02072dde39
Add Occbin routines
Syntax is not yet finalized (see preprocessor#68).
Documentation still to be done.

Ref. #569
2021-07-16 17:20:11 +02:00
Sébastien Villemot 8ba1a15262
Remove outdated Occbin files 2020-12-03 10:50:58 +01:00
Michel Juillard c782ca3686 adding occbin original files from 20140630 2015-06-04 14:18:46 +02:00