stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
16,658 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

16658 Commits (mr#2177)

Author SHA1 Message Date
Stéphane Adjemian (Guts) 1983dc13a3
Make examples/fs2000.mod closer to the original code. 
- Use (old default) mode_compute=4 which is closer to the algorithm
   used by Frank Schorfheide and ensures that the hessian matrix is well
   behaved (contrary to the new default, because of the asymptote at 0
   in the beta prior for autoregressive parameter ρ).

 - Change parameterization for mst. A normal prior on mst is not
   equivalent to a normal prior on log(mst) (which is done the
   parameterization in the JAE paper).

Closes #2177.
 2023-12-14 14:05:37 +01:00
Johannes Pfeifer 162813225d
fs2000.mod: provide actual replication 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1905
 2023-12-14 14:05:37 +01:00
Sébastien Villemot 81cd0f1cb5 Merge branch 'plus_folders' into 'master' 
Start cleaning up main Matlab folder by moving various functions to subfolders and removing unused ones

See merge request Dynare/dynare!2216
 2023-12-14 10:29:07 +00:00
Sébastien Villemot 441ef7e102 Merge branch 'fixes_6.x' into 'master' 
collection of small individual bug fixes

See merge request Dynare/dynare!2223
 2023-12-14 09:12:42 +00:00
Johannes Pfeifer 2df08f88c7 Move estimation files to separate folder 2023-12-13 22:57:06 +01:00
Marco Ratto f102a992aa fixed for the case when mcmc is incomplete WITHIN a block file (useful for expensive models and expensive methods like slice or TaRB) 2023-12-13 21:01:21 +01:00
Marco Ratto 53b57da8ba fix computation of initial prc0 under mh_recover (to avoid 0% being always displayed when recovery starts) 2023-12-13 21:01:15 +01:00
Marco Ratto aad5c36081 bug fix: with option mh_initialize_from_previous_mcmc, we need also to check if some prior changed, which may lead last draw in previous mcmc falling outside new prior bounds. 2023-12-13 21:01:09 +01:00
Marco Ratto de152a3de3 bug fix: indexing must also contain smpl+1 (needed for 1 step ahead forecast in last period when filtering). 2023-12-13 21:01:02 +01:00
Marco Ratto 8f73564634 bug fix with non-zero lb bound of invgamma distribution 2023-12-13 21:00:56 +01:00
Sébastien Villemot 858b534c22 Merge branch 'sim1' into 'master' 
sim1.m: add debugging information to diagnose singular Jacobians

See merge request Dynare/dynare!2222
 2023-12-13 18:33:06 +00:00
Johannes Pfeifer e17bf15042 sim1.m: add debugging information to diagnose singular Jacobians 2023-12-13 17:40:39 +01:00
Sébastien Villemot ea28fcb4b4
Merge branch 'model_diag' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2221
 2023-12-13 17:37:33 +01:00
Sébastien Villemot a7f5fd571d
Merge branch 'steady_check' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2220
 2023-12-13 17:37:09 +01:00
Sébastien Villemot 05cb10f8f7
Enable performance-* checks in clang-tidy 2023-12-13 17:33:55 +01:00
Sébastien Villemot 594facdb03
MEX files: homogeneize include guards 
Also ensure that guards are not reserved identifiers (i.e. starting with an
underscore).
 2023-12-13 17:33:55 +01:00
Sébastien Villemot 7ba1fc1c63
Preprocessor: various refactorings recommended by clang-tidy 2023-12-13 17:33:55 +01:00
Sébastien Villemot 63d5569cf4
libkorder MEX: remove useless parameter copies and std::move calls in constructors 
Automatically detected by clang-tidy using performance-unnecessary-value-param
and performance-move-const-arg checks.
 2023-12-13 17:33:55 +01:00
Sébastien Villemot 00434c595d
libkorder MEX: mark Vector move constructor as noexcept 
Automatically detected by clang-tidy with performance-noexcept-move-constructor
check.
 2023-12-13 17:33:55 +01:00
Stéphane Adjemian (Ryûk) 60c0ed0180
Add Sequential Monte Carlo sampler. 2023-12-13 15:30:38 +01:00
Johannes Pfeifer 42fc1ec40a model_diagnostics.m: fix typos 
[skip CI]
 2023-12-12 19:38:57 +01:00
Johannes Pfeifer 1b4fb46c75 Consistently use nocheck flag for steady state 
Fixes a bug in model_diagnostics.m
 2023-12-12 18:30:30 +01:00
Stéphane Adjemian (Ryûk) 2fbbe66c0a
Add member to dprior class. 
Name of the parameter.
 2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk) 61498e644a
One file per method. 2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk) 3606b10f05
Add methods for computing moments. 
- prior mean
 - prior mode
 - prior median
 - prior variance
 2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk) 5077969aad
Add members to @dprior class. 2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk) 3d50844ae4
Make last input argument optional. 2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk) 3c3353b7ed
Add methods to dprior (density and densities). 
Will be used as a replacement for priordens.
 2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk) 03a68ddb89
Cosmetic changes. 2023-12-12 18:18:38 +01:00
Sébastien Villemot b1aa88e8da
Add clang-tidy configuration file 
[skip ci]
 2023-12-12 17:32:43 +01:00
Sébastien Villemot d3aac5e2d7
Fix typo 
[skip ci]
 2023-12-12 17:28:52 +01:00
Sébastien Villemot 62b31aa279
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2218
 2023-12-12 17:15:38 +01:00
Sébastien Villemot 9d6a25e368
dseries: update to CI configuration 2023-12-12 17:10:42 +01:00
Sébastien Villemot 43b24facb9
Configuration file: new default location; new default value for GlobalInitFile 
Under Linux and macOS, the default location for the configuration file is now
dynare/dynare.ini under the configuration directories as defined by the XDG
specification. Under Windows, the default configuration file is now
%APPDATA%\dynare\dynare.ini.

There is now a default value for the global initialization file (GlobalInitFile
option of the configuration file): the global_init.m in the Dynare
configuration directory.
 2023-12-12 17:09:55 +01:00
Sébastien Villemot cc15281b1f
Emacs mode: add missing keywords 
– “bvar_irf” added to statements
– “target”, “auxname_target_nonstationary”, “component”, “growth”, “auxname”,
  “kind” added to statements-like
– “filter_initial_state” added to blocks
 2023-12-12 10:54:03 +01:00
Sébastien Villemot c99230825f
Windows package: bump dependencies 2023-12-12 10:54:03 +01:00
Sébastien Villemot b7805cc667 Merge branch 'remove_files' into 'master' 
Remove various unused files

See merge request Dynare/dynare!2217
 2023-12-11 20:38:06 +00:00
Johannes Pfeifer ec76bda254 Remove obsolete Sylvester options 
dr_block has been removed
 2023-12-11 18:04:43 +01:00
Johannes Pfeifer 021b9dbb25 identication.checks.m: remove wrong condition 2023-12-11 18:04:43 +01:00
Johannes Pfeifer daecd1f720 DsgeSmoother.m: remove unnecessary space 2023-12-11 18:04:42 +01:00
Johannes Pfeifer 5a3d545db2 var_sample_moments.m: cosmetic changes 2023-12-11 18:04:42 +01:00
Johannes Pfeifer ed80c4ff3f load_last_mh_history_file.m: cosmetic changes 2023-12-11 18:04:42 +01:00
Johannes Pfeifer 678bd7aca9 dyn_forecast.m: cosmetic header fix 2023-12-11 18:04:42 +01:00
Johannes Pfeifer 97f6a4219b smirnov_test.m: update call to histc under Matlab 2023-12-11 18:04:41 +01:00
Johannes Pfeifer 31c91080e1 Remove shiftS.m, which is a duplicate of the one in dseries 2023-12-11 18:01:34 +01:00
Johannes Pfeifer 62e8b275a0 Remove further unused function from matlab folder 2023-12-11 18:01:33 +01:00
Johannes Pfeifer 435b103cf5 Remove unused functions, mostly related to old analytical derivatives 2023-12-11 18:01:33 +01:00
Sébastien Villemot d844043877
Merge branch 'plot_shock_decomposition' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2215
 2023-12-08 15:49:19 +01:00
Sébastien Villemot a31c76403d
Windows and macOS packages: move meson native/cross files to OS-specific directory 2023-12-08 14:34:14 +01:00
Sébastien Villemot 4ef9245a95
MEX files: remove calls to virtual method during construction 
Such calls may bypass virtual dispatch.

Automatically detected by clang-tidy with
clang-analyzer-optin.cplusplus.VirtualCall check.
 2023-12-07 18:34:38 +01:00