e9871d7d47
method_of_moments: cosmetical changes
2023-12-21 01:48:28 +01:00
459842e4f6
irfmatching: add mode_compute_irf_matching function
2023-12-21 01:48:28 +01:00
2d8bcd6918
irfmatching: add function to translate irf_matching blocks into useful structures
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This needs to be adapted once we implement an interface in the preprocessor
2023-12-21 01:48:28 +01:00
c45c0efeba
irfmatching: add options and checks to options_mom_
2023-12-21 01:48:28 +01:00
613b3869e1
irfmatching: add function to check for existence of irf_matching_file
2023-12-21 01:48:28 +01:00
95bfb84014
method_of_moments: cosmetical changes to headers, comments, semicolons
2023-12-21 01:48:28 +01:00
37c7ca2d97
method_of_moments: don't use oo_ as input
2023-12-21 01:48:28 +01:00
dedbb3be57
method_of_moments: rename Bounds to BoundsInfo
2023-12-21 01:48:28 +01:00
d7850a2bbe
Merge branch 'bugfixes' into 'master'
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Bugfixes for parallel and estimation
See merge request Dynare/dynare!2244
2023-12-20 19:24:39 +00:00
b435aa7f27
Cosmetical change for use_mh_covariance_matrix
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With use_mh_covariance_matrix we do not load previous simulations, but only base the proposal density on a previous run; so skip the display.
2023-12-20 18:22:41 +01:00
f8a6020d2b
🐛 Fix bug in 4a6783
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options_ is missing as an input argument for compute_posterior_covariance_matrix
2023-12-20 18:22:41 +01:00
5f1ae3bb19
🐛 Fix bugs in parallel toolbox introduced in 47af0c
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1. 'fGlobalVar' was misspelled
2. Removing the eval crashes the parallel option as global variables are not passed correctly. Because it originally was an assignment where the variable named options_ was assigned to fGlobalVar.options_, but after 47af0cdewe only assign the string 'options_' stored in GlobalNames{j}.
2023-12-20 18:22:41 +01:00
bc69f6a102
Initial scripts for packaging Dynare for MATLAB Online
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[skip ci]
2023-12-20 17:24:19 +01:00
8b9d1d1346
Merge branch 'NK_baseline' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2245
2023-12-20 14:04:32 +01:00
38d1c0538a
Merge branch 'posterior_moments' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2242
2023-12-20 14:03:18 +01:00
774cb18aac
posterior_moments.m: do not request density if output is not used
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removes indicator and replaces it by nargout-check
2023-12-20 09:14:03 +01:00
b215eedb4b
NK_baseline.mod: set up shocks block in a way that standard deviation parameters can be estimated
2023-12-20 08:39:21 +01:00
fb18777e58
Merge branch 'mc_analysis' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2243
2023-12-19 18:34:37 +01:00
311808db0a
Merge branch 'header_fix' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2241
2023-12-19 18:32:46 +01:00
52b92ce64d
Merge branch 'parallel' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2240
2023-12-19 18:32:24 +01:00
ba52789020
_mc_analysis: move all files to estimation folder for consistency
2023-12-19 14:45:29 +01:00
c52c21ca24
posterior moments: explicitly load required variables
2023-12-19 14:45:29 +01:00
e649fa5494
Merge branch 'ep' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2239
2023-12-19 09:55:23 +01:00
346d2acbdf
Merge branch 'outputs' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2238
2023-12-19 09:54:38 +01:00
278e767ea1
closeSlave.m: remove duplicated condition and restore warning
2023-12-19 09:04:27 +01:00
90ced5ca47
slaveParallel.m: minor cleanup
2023-12-19 09:03:30 +01:00
c9db9809d0
Drop unused options_.minimal_workspace
2023-12-18 20:42:16 +01:00
70b9d9277a
Merge branch 'occbin_bugfixes_marco' into 'master'
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Improvements to OccBin filtering/smoothing
See merge request Dynare/dynare!2237
2023-12-18 18:55:12 +00:00
78abd68c9f
EP: gracefully handle error
2023-12-18 17:08:28 +01:00
4512e85cb2
Restore outputs erroneously removed in 735bd66d
2023-12-18 17:07:01 +01:00
d7ae0d0039
OccBin: improve consistency - Make name of opts_simul subfield homogeneous for likelihood computation and smoother - fill the new field opts_regime with init_binding_indicator init_regime_history, to avoid possible conflics with simulations done in realtime filtering steps - smoother: use init_binding_indicator and init_regime_history options set in options_.occbin.smoother
2023-12-18 16:16:50 +01:00
ac346ef83d
occbin.kalman_update_engine.m: embed use_relaxation and extend to work with 2 constraints
2023-12-18 16:16:49 +01:00
9b165d7785
occbin.map_regime.m: trap case where indicator is empty
2023-12-18 16:16:48 +01:00
7b94310fd4
occbin.solver.m: fix header
2023-12-18 16:16:47 +01:00
8348cf009a
OccBin: enhance search of filtered regime, using new kalman_update_engine.m
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brute_force_regime_guess (default) and loss_function_regime_guess (optional, more time consuming) may be used to search for better solution (i.e. a solution providing better data density). Governed by options_.occbin.likelihood.number_of_initial_periods_with_extra_regime_guess
where the latter is 0 by default and can be set by user
2023-12-18 16:16:46 +01:00
75f5a463df
OccBin smoother: trap realtime smoother error and use linear smoother for first guess
2023-12-18 16:16:45 +01:00
e8d82ad840
Occbin: make convergence criteria for periodic solution more precise;
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Also allows periodic loops to be a solution (periodic_solution_strict=false), provided regime is found that does not violate constraint in expectation AND the number of periods in violation is smaller than max allowed (periodic_solution_threshold= INTEGER)
2023-12-18 16:16:44 +01:00
ab6ea60967
Occbin smoother: try using smoothed shocks from linear smoother as last resort to initialize guess sequence of regimes
2023-12-18 16:16:43 +01:00
90fbb9559e
🐛 Occbin smoother: ensure all shocks are plotted with heteroskedastic_filter
2023-12-18 16:16:42 +01:00
3f1a37614f
OccBin: store simul.piecewise and simul.linear in oo_.occbin.smoother, for easier post-processing of results
2023-12-18 16:16:40 +01:00
ee5faf0783
🐛 Occbin smoother: set periods to the smpl size
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Prevents crash if periods was too small
2023-12-18 16:16:39 +01:00
cf7be44257
occbin.solver: initialize output ss to avoid crashes when call to resol fails
2023-12-18 16:16:38 +01:00
c363355dbf
Merge branch 'obs_check' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2236
2023-12-18 15:55:20 +01:00
d50330aad3
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2235
2023-12-18 15:55:06 +01:00
380e78be53
user_has_matlab_license: fix spurious messages when toolbox is not present
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This is effectively a partial revert of
735bd66d4d
2023-12-18 15:47:45 +01:00
84a7b4b2cf
Merge branch 'dynare-PF_globals'
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Ref. !2229
2023-12-18 11:51:46 +01:00
48380a1370
Do not assign variables to base workspace by default
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Related to https://git.dynare.org/Dynare/preprocessor/-/issues/95
2023-12-18 11:51:27 +01:00
3faaffacc6
perfect foresight: remove globals
2023-12-18 11:51:21 +01:00
e9ffb16ec6
Merge branch 'model_comp_tol' into 'master'
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fs2000_model_comparison.mod: increase test tolerance due to problems on some runners
See merge request Dynare/dynare!2234
2023-12-18 10:11:43 +00:00
Stéphane Adjemian (Ryûk)
4982ce06b4
Remove unnecessary square brackets.
2023-12-18 10:49:49 +01:00
Willi Mutschler
Sébastien Villemot
Johannes Pfeifer
Marco Ratto
Stéphane Adjemian (Ryûk)