Commit Graph

16919 Commits (master)

Author SHA1 Message Date
Sébastien Villemot b89e79862a
Merge branch 'bvar' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2258
2024-01-03 10:11:33 +01:00
Sébastien Villemot 3249d74220
Merge branch 'first_obs' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2257
2024-01-03 10:10:47 +01:00
Sébastien Villemot 8a7440c6ac
Update copyright years 2024-01-03 10:02:21 +01:00
Johannes Pfeifer 90266c0bfc gsa: decrease waitbar refresh frequency 2023-12-28 14:52:08 +01:00
Johannes Pfeifer 02d1e8d3ed forecast_graphs.m: fix wrong naming
Also removes eval
2023-12-27 20:54:43 +01:00
Johannes Pfeifer a6ad26788e BVAR: remove dedicated graph functions
one was empty, the other was moved to an inline function
2023-12-27 20:43:28 +01:00
Johannes Pfeifer 8f07f37138 🐛 makedataset.m: correct error message with first_obs specified 2023-12-27 17:51:57 +01:00
Johannes Pfeifer e9d79796cf dynare.m: cosmetic changes 2023-12-27 17:12:27 +01:00
Johannes Pfeifer b7e9d69874 dynare.m: remove redundant legacy check for file ending 2023-12-27 17:12:15 +01:00
Sébastien Villemot 7bf0395a27 Merge branch 'cet-octave-one-more-time' into 'master'
Fixes for CET tests on Octave

See merge request Dynare/dynare!2254
2023-12-22 09:17:15 +00:00
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
Sébastien Villemot dd1669082e Merge branch 'Octave' into 'master'
graph_comparison_irfs.m: compatibility fix for Octave

See merge request Dynare/dynare!2252
2023-12-22 08:42:23 +00:00
Johannes Pfeifer 9c28f5feaf graph_comparison_irfs.m: compatibility fix for Octave 2023-12-21 21:17:53 +01:00
Sébastien Villemot 31ce155852
Bump major version number 2023-12-21 16:06:46 +01:00
Sébastien Villemot c36b695cd9 Merge branch 'get_mean' into 'master'
get_mean.m: remove globals and fix internal logic

See merge request Dynare/dynare!2250
2023-12-21 14:37:22 +00:00
Sébastien Villemot 6cad684980
Merge branch 'dynare-plot_initval_decomp'
Ref. !2249
2023-12-21 14:04:06 +01:00
Marco Ratto a4e6531420
check existence of oo_.initval_decomposition and, if absent, compute it
Closes: #1913
2023-12-21 14:03:51 +01:00
Sébastien Villemot d09a206c7c
Merge branch 'dynare-bugfixes'
Ref. !2248
2023-12-21 14:02:51 +01:00
Marco Ratto fbf62255c6
fix undefined new filter option 2023-12-21 14:02:20 +01:00
Marco Ratto e918589e02
fix undefined index j using wildcard
Closes: #1915
2023-12-21 14:02:13 +01:00
Sébastien Villemot 368c93214e
Build system: make xvfb-run optional for running the Octave testsuite
xvfb-run is a Debian-specific program.

Closes: #1892
2023-12-21 13:46:34 +01:00
Johannes Pfeifer 8deeaa7252 Add version of get_mean without globals 2023-12-21 13:41:17 +01:00
Johannes Pfeifer e3e6f4c9b4 🐛 get_mean.m: fix internal logic 2023-12-21 13:40:23 +01:00
Sébastien Villemot 5216cec249
Build system: update comment about GSL_CBLAS_LIB with newly-opened issue against Meson 2023-12-21 11:57:18 +01:00
Sébastien Villemot cae5a00e80
Windows package: bump dependencies 2023-12-21 11:20:44 +01:00
Sébastien Villemot 42e2f77e4a
Emacs mode: add IRF matching keywords 2023-12-21 11:20:27 +01:00
Sébastien Villemot 7a5684bf4b Merge branch 'bayesian_irf_matching' into 'master'
IRF Matching

See merge request Dynare/dynare!2191
2023-12-21 09:21:35 +00:00
Willi Mutschler c4bf6d079f
Add documentation for irf matching 2023-12-21 02:40:27 +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 f14bbc73b1
preprocessor: add new matched_irfs and matched_irfs_weights blocks 2023-12-21 01:49:40 +01:00
Willi Mutschler 329f0d2d54
method_of_moments: Remove unused output from IRF Matching for GMM/SMM 2023-12-21 01:48:28 +01:00
Willi Mutschler 68b92a1ab9
method_of_moments: fixes required by changes introduced with SMC
60c0ed0180 changed:
- the call to GetPosteriorMeanVariance
2023-12-21 01:48:28 +01:00
Willi Mutschler 8987576ff5
irf_matching: make test files finish faster 2023-12-21 01:48:28 +01:00
Willi Mutschler 9148b5b210
irf_matching: add message for explosive irfs to get_error_message 2023-12-21 01:48:28 +01:00
Willi Mutschler 0b839467e6
method_of_moments: consistently use uppercases for NaN, Inf, IRFs 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 0787589479
method_of_moments: use / instead of filesep for latex filenames 2023-12-21 01:48:28 +01:00
Willi Mutschler 37efafe475
method_of_moments: cosmetical changes to comments and messages 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
Willi Mutschler bd3ca58727
method_of_moments: remove spurious diag(diag(x)) 2023-12-21 01:48:28 +01:00
Willi Mutschler 65f8b56fb0
irf_matching: add checks for inverse and logdet of weighting matrix 2023-12-21 01:48:28 +01:00
Willi Mutschler 2521314c39
irf_matching: make comparison graph prettier 2023-12-21 01:48:28 +01:00
Willi Mutschler 378e38c8c2
method_of_moments: remove to do list and maintaining authors 2023-12-21 01:48:28 +01:00
Willi Mutschler c59daa6139
method_of_moments: use underscore instead of camel case for variables 2023-12-21 01:48:28 +01:00
Willi Mutschler 937ee0ef77
irf_matching: add steady-state as input to irf_matching_file 2023-12-21 01:48:28 +01:00
Willi Mutschler 8515a195ab
method_of_moments: add irf_matching to run script 2023-12-21 01:48:28 +01:00
Willi Mutschler 8a29933c6e
method_of_moments: adapt comparison and display scripts for irf_matching 2023-12-21 01:48:28 +01:00
Willi Mutschler f210ffa3ae
method_of_moments: add irf_matching to print_info_on_estimation_settings 2023-12-21 01:48:28 +01:00
Willi Mutschler 20ec0a6c97
method_of_moments: add irf_matching to objective_function 2023-12-21 01:48:28 +01:00