eb6f17e783
check if initial states are empty, and set them to zero.
2022-10-20 15:05:39 +02:00
cbbbdf4b3d
make_y_.m: fix interaction with steady_state_model
...
closes https://git.dynare.org/Dynare/dynare/-/issues/1866
2022-10-13 16:33:58 +02:00
fe0606ae06
logarithmic_reduction.m: use positive penalty add-on
2022-10-11 16:13:03 +02:00
5226db4b3c
logarithmic_reduction.m: add missing error codes
2022-10-11 16:12:03 +02:00
afb044c23e
Fix cycle reduction:
...
(i) making the norms consistent between cycle_reduction and its test;
(ii) remove hard errors in cycle_reduction Fortran and Matlab routines
2022-10-11 12:11:30 +02:00
855887b249
Implements a logarithmic reduction Fortran routine and the associated test
2022-10-11 12:11:06 +02:00
3ea0baf21e
Matlab logarithmic reduction: making norms and error codes consistent with cyclic reduction codes
2022-10-11 09:51:22 +02:00
e8444c16a7
Merge branch 'kalman_algo_3' into 'master'
...
kalman_update_algo_3.m: correct options name
See merge request Dynare/dynare!2090
2022-10-10 15:36:03 +00:00
95a15815a8
kalman_update_algo_3.m: correct options name
2022-10-08 18:01:05 +02:00
7874c302a0
Cycle reduction: account for new error codes
2022-10-03 17:15:20 +02:00
5b8fee5237
Merge branch 'cycle_reduction_fortran' of git.dynare.org:normann/dynare
...
Ref. !2085
2022-10-03 14:40:55 +02:00
d17204cc84
Implements a cycle reduction Fortran routine and the associated test.
...
The Fortran routine replaces the former Matlab code in matlab/cycle_reduction.m
2022-10-03 14:38:12 +02:00
2ab174aa8c
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2087
2022-10-03 14:31:35 +02:00
9938f08790
Merge branch 'occbin_error' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2086
2022-10-03 14:31:02 +02:00
7af14aaa0d
Fix cycle_reduction.m:
...
- a condition of an if-then-else block is never fulfilled
- dimensions are inconsistent in the solution-check output message
2022-10-03 11:21:15 +02:00
d5d3e9060b
calibrate_mh_scale_parameter.m: fix typo in error message
...
[skip CI]
2022-09-30 14:01:34 +02:00
5defbdeb92
dsge_likelihood.m: add missing penalty for Occbin
2022-09-30 09:55:00 +02:00
1b12d9e44b
Fixes local_state_space_iteration_3_test: sets a default value for the number of threads local_state_space_iteration_3 may use
2022-09-27 11:03:36 +02:00
39ac1f7628
Particles submodule update
...
This should have gone into !2071 .
2022-09-26 17:55:36 +02:00
4cdb763ea4
Integrates the local_state_space_iteration_3 mex into dynare's bayesian estimation eco-system
...
Should be merged after the mex MR !2045 and the particles MR !16
2022-09-26 09:14:34 +02:00
755c5645a6
Merge branch 'irf' into 'master'
...
Fix posterior IRF generation with loglinear option
See merge request Dynare/dynare!2083
2022-09-21 15:44:11 +00:00
Stéphane Adjemian (Ryûk)
9ea8e17ff2
Update dseries submodule.
...
Add function returning dummy variable in a dseries object.
2022-09-21 10:56:53 +02:00
ee8dfb76c4
Fix posterior IRF generation with loglinear
...
The unlogged steady state was used for both the starting value and the baseline
2022-09-21 10:14:23 +02:00
12ec1ec0e6
PosteriorIRF_core1.m: replace function using globals
2022-09-21 09:29:43 +02:00
be2dd4456d
getIrfShocksIndx.m: replace global variables by inputs
2022-09-21 09:27:43 +02:00
945379a318
resol.m: use isempty instead of length
2022-09-21 09:25:06 +02:00
9506e723c9
ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082
2022-09-20 12:42:04 +02:00
128eaa2da5
Add SMC samplers.
...
Ref. !2005
2022-09-19 16:32:28 +02:00
83836350e0
Merge branch 'stacked' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2079
2022-09-19 16:25:21 +02:00
ef5f25c17a
Merge branch 'model_inversion' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2080
2022-09-19 16:22:42 +02:00
cf7b06e96d
perfect-foresight-models/solve_stacked_problem.m: restore compatibility with Matlab before auto expansion was introduced
2022-09-16 19:27:23 +02:00
43978cada3
mom.optimal_weighting_matrix.m: assure symmetry of W_opt
2022-09-16 11:15:15 +02:00
2c063175de
CI: bump to MATLAB R2022b
2022-09-15 15:59:32 +02:00
36a7b019fc
Provisions for MATLAB R2022b
2022-09-15 15:59:32 +02:00
73ca68e052
model_inversion: Header cosmetics
2022-09-15 10:16:05 +02:00
68b527f8a7
Merge branch 'sim1' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2076
2022-09-13 17:36:26 +02:00
ac238ce625
dseries: fix bug in @dseries/plot in relation to “hold on”
2022-09-13 17:34:40 +02:00
66fa6e6742
sim1_purely_backward.m: fix typo
2022-09-13 13:52:29 +02:00
9b787d8417
Merge branch 'mcp_steady' into 'master'
...
Provisions for solving steady state with MCP-tag
See merge request Dynare/dynare!1877
2022-09-13 09:26:08 +00:00
3fbab4cbe0
Provisions for solving steady state with MCP-tag
2022-09-12 17:18:16 +02:00
b071e85214
Merge branch 'lmmcp' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2067
2022-09-12 16:58:05 +02:00
6437fc0fce
Merge branch 'model_debug' into 'master'
...
model_diagnostics.m: use boolean for debug option as block_trust_region expects it
See merge request Dynare/dynare!2066
2022-09-08 15:30:55 +00:00
27075fa8eb
Merge branch 'path' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2073
2022-09-06 12:29:44 +02:00
d92fa5db17
CI: bump to Octave 7.2.0
2022-09-06 11:20:54 +02:00
0225cb23ac
Path solver: trigger lmmcp flag
...
Solves https://git.dynare.org/Dynare/dynare/-/issues/1720 for PATH solver
2022-09-06 09:34:20 +02:00
85a894efde
lmmcp: display norm of residuals in homotopy
2022-09-01 13:00:09 +02:00
Stéphane Adjemian
4aa47e521c
Merge branch 'Cosmetics' into 'master'
...
Cosmetic fixes to various functions
See merge request Dynare/dynare!2072
2022-08-31 14:57:16 +00:00
Stéphane Adjemian (Ryûk)
ca31a087f8
Fix typo (remove trailing underscore to option variable).
2022-08-31 15:26:09 +02:00
6872d8b0d1
Various cosmetic fixes
2022-08-31 14:58:00 +02:00
Stéphane Adjemian
d8baeb8f41
Merge branch 'diag' into 'master'
...
model_diagnostics.m: fix options_-name
See merge request Dynare/dynare!2069
2022-08-31 11:50:25 +00:00
Stéphane Adjemian
da1659d844
Merge branch 'cmaes' into 'master'
...
cmaes.m: allow suppressing warning
See merge request Dynare/dynare!2070
2022-08-31 11:48:56 +00:00
Stéphane Adjemian (Ryûk)
9301024d71
Do not check steady state if nocheck option used in steady command...
...
In perfect foresight solvers with linear approximation.
2022-08-31 13:12:25 +02:00
Stéphane Adjemian (Ryûk)
e5102eeefd
Bug fix for mode_compute=6.
...
We did not keep track of the first and second order moment when calling gmhmaxlik_core.
2022-08-31 13:06:30 +02:00
9e048c2428
cmaes.m: allow suppressing warning
2022-08-29 13:35:35 +02:00
ba9ca26bf6
model_diagnostics.m: fix options_-name
2022-08-28 13:30:21 +02:00
63469057ca
model_diagnostics.m: use boolean for debug option as block_trust_region expects it
2022-08-11 09:43:30 +02:00
Stéphane Adjemian
20511495de
Merge branch 'load_results_after_load_mh' into 'master'
...
load_results_after_load_mh: fix location of file
See merge request Dynare/dynare!2065
2022-08-10 15:10:03 +00:00
905e7c4344
load_results_after_load_mh: fix location of file
2022-08-10 12:55:00 +02:00
3c0f8ec624
bug fixes in error traps in PKF update steps
2022-07-29 16:39:59 +02:00
df09084a89
posterior_sampler_initialization.m: save missing ProposalCovariance for mh_recover
2022-07-28 11:12:18 +02:00
82a2717181
Remove unused metropolis_hastings_initialization.m
...
Remnant of refactorization in 4445f17e
2022-07-28 11:03:37 +02:00
ca32be2dcb
Merge branch 'model_diag' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2058
2022-07-27 18:07:12 +02:00
253c87b894
model_diagnostics.m: allow setting tolerance for singularity checks starting with Matlab 2022a
2022-07-27 13:15:29 +02:00
ad97361f67
Fix bug under MATLAB < R2016b introduced in 906062cfe5
...
The logic for testing the MATLAB version was incorrect.
2022-07-26 22:36:30 +02:00
6d03a65488
bug fix for smoother_redux and state uncertainty with OCCBIN
2022-07-26 18:07:39 +02:00
f7ea4313b5
Merge branch 'smoother' into 'master'
...
Various fixes to smoother output
See merge request Dynare/dynare!2057
2022-07-26 14:33:42 +00:00
88a21cc6d1
Merge branch 'occbin_bug' into 'master'
...
fix bug in ambiguity in the first regime stored, between 01 10 and 11.
See merge request Dynare/dynare!2055
2022-07-26 13:33:36 +00:00
2816550290
PKF: get required output if nk=1
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
2022-07-26 15:07:23 +02:00
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
9bc71dffde
dynare_estimation_1.m: fix typo
2022-07-26 14:36:25 +02:00
59882e803b
store_smoother_results.m: correctly set input arguments
2022-07-26 14:35:36 +02:00
b5c741998c
evaluate_planner_objective.m: fix output for linear-quadratic problems solved at second order
...
Welfare does not correspond to the steady state in this case
2022-07-26 13:35:55 +02:00
906062cfe5
fix bug in ambiguity in the first regime stored, between 01 10 and 11.
2022-07-26 12:44:55 +02:00
f21577bf39
Merge branch 'ident_fix' of git.dynare.org:wmutschl/dynare
...
Ref. !2054
2022-07-26 11:55:47 +02:00
7005634eb0
Merge branch 'ident_fix' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2050
2022-07-26 11:55:02 +02:00
30a6d35f5a
🐛 identification do plots and display results only for nonempty objects
...
fixes #1860
2022-07-26 10:26:13 +02:00
848c111cf4
Merge branch 'discretion' into 'master'
...
discretionary_policy_initialization.m: fix logic of check for instruments
See merge request Dynare/dynare!2053
2022-07-25 09:26:50 +00:00
e9a1902410
discretionary_policy_initialization.m: fix logic of check for instruments
...
Related to https://git.dynare.org/Dynare/preprocessor/-/issues/101
2022-07-22 21:52:05 +02:00
13709f6853
Add “fsolve_options” option to “steady” command
...
Closes : #1856
2022-07-22 14:35:19 +02:00
ceedb4869e
solve_algo=0: move to optimoptions under MATLAB, and to new options names for MATLAB⩾R2016a
2022-07-22 14:21:42 +02:00
572fed3994
Merge branch 'dyn_forecast' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2051
2022-07-05 17:09:51 +02:00
84d744ea75
Merge branch 'DM' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2049
2022-07-05 17:09:31 +02:00
0a9dc0137a
k_order_welfare MEX: fix documentation of output arguments
2022-07-05 11:55:33 +02:00
35a25b8fb5
dyn_forecast.m: gracefully exit if decision rules and remove unused output argument
2022-07-04 17:33:20 +02:00
5d048b998d
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2047
2022-07-04 15:15:47 +02:00
deb0f8b401
Merge branch 'ramsey_discount' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2046
2022-07-04 15:15:08 +02:00
0f64652a73
identification_checks.m: fix comment
2022-06-28 09:44:05 +02:00
dbde8294cd
disp_identification.m: account for non-boolean indicator
...
Related https://git.dynare.org/Dynare/dynare/-/issues/1860
2022-06-28 09:43:46 +02:00
5788f1bc71
dynare_solve: deal with Dulmage-Mendelsohn decomposition returns a non-square block
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1851
2022-06-27 15:30:14 +02:00
74672bb294
DsgeSmoother.m: delete redundant line
2022-06-27 11:23:19 +02:00
77d6782cb4
evaluate_steady_state.m: check whether planner_discount is actually set for ramsey
2022-06-27 11:17:15 +02:00
Stéphane Adjemian (Charybdis)
584e661fff
Ensure that the ordering of the exogenous variables is correct...
...
in model inversion routines.
2022-06-17 17:48:00 +02:00
Stéphane Adjemian (Charybdis)
f19ab66bab
Fix precision issue.
...
Introduced in patch 8b197bf71c
2022-06-17 16:48:35 +02:00
5ccd5f2613
Revert "More explicit message when the Dulmage-Mendelsohn decomposition returns a non-square block"
...
This reverts commit fa71d4712d#1851
2022-06-16 18:05:14 +02:00
fa71d4712d
More explicit message when the Dulmage-Mendelsohn decomposition returns a non-square block
...
Closes : #1851
2022-06-16 15:53:45 +02:00
06f665e231
Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode)
...
Previously, LBJ was available:
– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
was not making it clear that it was LBJ)
This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
2022-06-15 15:06:33 +02:00
1b4a4c8778
shock_decomposition.m: correctly pass initial date for plotting
2022-06-08 16:03:36 +02:00
5423949047
Merge branch 'marco_fixes' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2042
2022-06-07 15:04:28 +02:00
3575afdf1d
save info1 file only under debugging
2022-06-02 09:52:48 +02:00
9304b535f4
port to occbin smoother the same computational improvements done for standard one under smother_redux option. This also require to provide occbin reduced state-space matrices as output argument of missing_DiffuseKalmanSmootherH3_Z.m
2022-06-02 09:52:47 +02:00
12c4e03d7b
bug fixes in retrieving the k-step ahead predictions and updated variables from occbin simulations
2022-06-02 09:52:47 +02:00
16bc2b3e5e
plot_shock_decomposition: filter out other forbidden characters (parentheses and dot) for field name
2022-06-02 09:52:21 +02:00
61632ef28f
marginal_density.m: make computation of log(det(sigma)) robust numerically
2022-06-02 09:51:12 +02:00
48ec0a60e8
Trap the case when Q is null matrix
2022-06-02 09:49:38 +02:00
8ac72590da
PKF: document incompatibilities and throw proper errors if triggered
2022-05-31 17:40:03 +02:00
09f2541550
Merge branch 'PKF' into 'master'
...
Bug fixes for PKF
See merge request Dynare/dynare!2038
2022-05-31 08:00:22 +00:00
5f403e9f62
Merge branch 'solve1' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2035
2022-05-25 18:49:38 +02:00
c9fd266cbb
solve1.m: trap zero Jacobian case
2022-05-25 14:31:12 +02:00
c91e1f895b
trust_region.m: trap case where linear combination with weight 0 on infinite value returns NaN
2022-05-25 14:21:16 +02:00
cf548b467d
dsge_likelihood.m: distinguish PKF problems with singularity in other KFs
2022-05-25 14:15:29 +02:00
c623696b4b
kalman_update_algo_1.m: properly set array dimensions
2022-05-25 14:15:18 +02:00
93ae4849b7
missing_observations_kalman_filter.m: remove unused output whose dimensions grow over time
2022-05-25 12:55:05 +02:00
2279529851
fixed bug in sampling in the neighborhood of a critical point
2022-05-24 15:08:50 +02:00
Stéphane Adjemian (Ryûk)
45c0e82f3b
Fix bug introduced in fdb1daad.
2022-05-20 10:29:44 +02:00
Stéphane Adjemian (Ryûk)
fdb1daadc9
Deactivate third unit test (local_state_space_iteration_2).
2022-05-20 08:44:28 +02:00
Stéphane Adjemian (Ryûk)
0df38369a7
Fix typo.
2022-05-20 08:31:03 +02:00
5138d41ac6
Merge branch 'kalman_update' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2032
2022-05-19 14:55:45 +02:00
a83570e1f4
Merge branch 'foresight_resids' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2031
2022-05-19 14:55:08 +02:00
3496c26699
Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2030
2022-05-19 14:54:28 +02:00
962d66807c
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2025
2022-05-19 14:53:35 +02:00
0f333f29eb
kalman_update_algo_1.m: introduce error handling
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1854
2022-05-19 11:56:42 +02:00
74dc4f81f0
perfect_foresight_solver.m: loop over dynamic file when mex cannot be used
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1850
2022-05-18 08:59:39 +02:00
b037bc9438
GSA sampling from prior range: replace infinity by huge number to avoid NaN
2022-05-17 18:29:42 +02:00
9f265c5b5b
stab_map_.m: remove redundant and commented out code to make file readable
2022-05-17 18:29:05 +02:00
05ab494d6c
Merge branch 'dyn_ramsey' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2029
2022-05-17 18:23:57 +02:00
1f2e22712f
Merge branch 'tolx' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2028
2022-05-17 18:23:37 +02:00
26db005e61
evaluate_planner_objective.m: add warning if planner discount is not smaller than 1
2022-05-17 18:10:56 +02:00
9b45886526
dyn_ramsey_static.m: remove unnecessary piece of code
2022-05-17 15:31:19 +02:00
31ea784a5c
dynare_solve.m: honor tolx in fsolve
2022-05-17 15:27:21 +02:00
40871519fc
Merge branch 'mom_SE' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2024
2022-05-16 19:10:52 +02:00
Stéphane Adjemian (Ryûk)
c033a08cec
Remove third unit test in local_state_space_iteration_2.
2022-05-13 22:14:07 +02:00
Stéphane Adjemian (Ryûk)
2ff705f15c
Change second unit test for local_state_space_iteration_2...
...
To something closer to what we actually do when we estimate a model.
2022-05-13 22:12:09 +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
Stéphane Adjemian (Ryûk)
c17728da83
Make sure matlab routine is used in first unit test.
2022-05-12 13:02:41 +02:00
Stéphane Adjemian (Ryûk)
49727cf7a0
Remove %$ in unit tests.
2022-05-12 13:00:44 +02:00
Stéphane Adjemian (Ryûk)
68887b36e6
Cosmetic change.
2022-05-12 13:00:02 +02:00
Stéphane Adjemian (Ryûk)
8edc6538bf
Rewrite header doc.
2022-05-12 12:58:32 +02:00
Stéphane Adjemian (Ryûk)
c492ce7b73
Remove unused routines.
2022-05-12 10:33:48 +02:00
Stéphane Adjemian (Ryûk)
4e90a47521
Throw an error if some parameters are not initialised.
2022-05-12 10:33:48 +02:00
0bc9a163b2
mom.standard_errors.m: provide more informative error message when hitting bounds during finite difference step
2022-05-12 09:51:21 +02:00
a2a90c7e37
Merge branch 'model_diag' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2023
2022-05-05 18:41:34 +02:00
737524d182
model_diagnostics.m: add check for potential naming conflict
2022-05-04 13:05:27 +02:00
63a116fb28
New += and *= syntaxes in “endval(learnt_in=…)” blocks
2022-05-03 17:46:59 +02:00
0b32ad5b51
Merge branch 'ramsey_steady' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2022
2022-04-29 17:44:28 +02:00
b084c2e931
Perfect foresight with expectation errors: move computation of terminal steady states to the setup command
...
This is more logical, since those values are constraints from the point of view
of the solver.
Also, this allows to have maxit and tolf options for the steady state solver,
at the level of the setup command, without a clash with the same option names
for the deterministic solver at the level of the solver command.
2022-04-29 15:56:11 +02:00
418a8ebb5f
Drop steady_.m which is only a thin wrapper around evaluate_steady_state
...
As a consequence, move the sanity checks inside evaluate_steady_state, where
they make more sense.
2022-04-29 15:14:43 +02:00
21004adf03
evaluate_steady_state.m: correctly account for presence of auxiliary variables potentially depending on Lagrange multipliers
...
Otherwise error message due to NaN may be thrown out due to them non having been set. Closes https://git.dynare.org/Dynare/preprocessor/-/issues/94
2022-04-28 21:49:05 +02:00
e58552d914
Merge branch 'occbin_error' into 'master'
...
Occbin: filter out problems in solving the baseline model
See merge request Dynare/dynare!2021
2022-04-28 13:04:53 +00:00
6536e135cb
Occbin: filter out problems in solving the baseline model
2022-04-28 13:33:48 +02:00
Stéphane Adjemian (Charybdis)
8b197bf71c
Remove duplicate assignments for parameters.
2022-04-28 12:58:22 +02:00
Stéphane Adjemian (Charybdis)
1d22285043
Throw a warning if a parameter has no value.
2022-04-28 12:58:22 +02:00
a600336c92
New “add” and “multiply” keywords in “shocks(learnt_in=…)” block
2022-04-26 15:22:15 +02:00
7dda3c7985
Preprocessor update
...
— Reject exogenous deterministic variables in a few places where they were
erroneously accepted
– Use booleans for “exo_det” and “multiplicative” fields of M_.det_shocks
— Add checks on the value of the “learnt_in” option of “shocks” and “endval”
2022-04-26 14:52:31 +02:00
b6dc32621f
Merge branch 'simult' into 'master'
...
simult.m: fix saving of binary file
See merge request Dynare/dynare!2020
2022-04-25 12:52:22 +00:00
6805cad636
simult.m: fix saving of binary file
2022-04-23 19:41:51 +02:00
8488674ce4
New shocks(learnt_in=…) and endval(learnt_in=…) blocks
...
For use with perfect_foresight_with_expectation_errors_setup.
2022-04-21 17:10:52 +02:00
c06be7fefd
Octave 7 fixes bug in mkdir which now creates parent directory
2022-04-20 10:36:56 +02:00
Stéphane Adjemian (Charybdis)
931a9ba336
Use residuals and jacobian matrix returned by fsolve routine.
2022-04-19 19:20:20 +02:00
Stéphane Adjemian (Charybdis)
4d646ba30b
Fix evaluation of the dynamic model.
...
Call the wrapper instead of the dynamic routine.
2022-04-19 19:15:21 +02:00
ce7540747b
dynare_solve: fix bug introduced in ef2bb4e669
...
The feval(f, x, args{:}) call would fail under Octave because the contents of
args{:} would be appended twice (hence too many input arguments error).
The same bug would materialize under MATLAB for errorcode>1.
2022-04-19 17:52:37 +02:00
Stéphane Adjemian (Charybdis)
63224ed45d
Bug fix (display of problematic equations).
2022-04-19 16:33:29 +02:00
Stéphane Adjemian (Charybdis)
b9f7733c6b
Fix cherrypick routine.
...
Was failing when model contain variable and parameter names ending with the name
of a built-in function.
Closes #1813
2022-04-17 10:14:15 +02:00
eb6a801bca
CI: bump to Octave 7.1.0
2022-04-15 14:33:02 +02:00
715aff891a
Octave 7 fixes bug related to generated files in +package folder
2022-04-15 14:33:02 +02:00
971a89fb73
Octave 7 now has ordqz (and ordeig was implemented in Octave 5)
2022-04-15 14:33:02 +02:00
b7c74f8e9a
Octave 7 now has jsondecode
2022-04-15 14:33:01 +02:00
ec5468c431
Octave 7 compatibility fix: suppress spurious warnings
...
In this version of Octave, “warning on” really enables all warnings (while this
was not the case in Octave 6, suprisingly; I think this used to be different
with even older Octave releases).
We therefore need to explicitly disable the Octave:array-as-logical warnings,
that is triggered by some internal Octave functions.
We also need to be careful to call “warning_config” instead of “warning on”
when restoring warnings to their default state.
2022-04-15 14:32:54 +02:00
a0e78957da
Octave 7 compatibility fix: “arguments” is a reserved keyword
...
This confuses the Octave 7 parser in the context of anonymous functions.
Simply rename the variable to “args”.
2022-04-15 14:32:54 +02:00
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
b70b864829
perfect_foresight_with_expectation_errors_setup: move terminal condition to last line of CSV file
2022-04-12 15:51:04 +02:00
a8a9051b31
New option “constant_simulation_length” to “perfect_foresight_with_simulation_errors_solver” command
2022-04-12 15:45:50 +02:00
23c007e716
IVF_core.m: directly use solver option fields
2022-04-11 08:33:28 +02:00
Stéphane Adjemian (Ryûk)
ff9cf3814a
Remove useless copies of options_.
2022-04-10 22:17:45 +02:00
Stéphane Adjemian (Ryûk)
b09e91ff55
Add routine description in headers.
2022-04-10 21:22:51 +02:00
Stéphane Adjemian (Ryûk)
87ecfa9ed1
Allow nonlinear solver to fail when simulating a static model.
...
Print a message instead of throwing an error if the nonlinear solver fails in a
period, since we do not need previous or future values of the endogenous
variables. If the nonlinear solver fails in period t, the endogenous variables
are set to nan in period t.
2022-04-10 20:57:34 +02:00
Stéphane Adjemian (Charybdis)
f1aff2b370
Remove calls to dbstack in dynare_solve.
...
Adding three input parameters for maxit, tolf and tolx.
Closes #1841 .
2022-04-10 20:29:57 +02:00
Stéphane Adjemian (Ryûk)
01203f7e39
Stop deterministic simulation if nonlinear solver failure.
...
Only for purely backward/forward models. In the case of purely static models the
solution for the previous or following period is not required.
2022-04-10 10:55:40 +02:00
Stéphane Adjemian (Ryûk)
23a72d7aaa
Use dynare_solve to simulate purely forward deterministic models.
2022-04-10 09:39:28 +02:00
Stéphane Adjemian (Ryûk)
ef2bb4e669
Return and use errorcode from dynare_solve.
...
Note that the interpretation of the error code depends on the nonlinear solver.
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
fe7d05f46a
Remove unnecessary condition (Octave/fsolve).
...
Since we already have checked that the initial guess is not a solution.
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
33b1827ea5
Bug fix (mixed complementarity problems).
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
48c41e6b0d
Return the initial guess if nonlinear system is ill-behaved...
...
At the initial guess, and we were not able to find another guess (randomizing).
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
56863d6e2f
Exit if initial guess is a solution...
...
Without entering in the nonlinear solvers.
2022-04-09 16:06:24 +02:00
0779816457
Merge branch 'resid' into 'master'
...
resid: Fix display of name tags with Ramsey equations
See merge request Dynare/dynare!2017
2022-04-05 06:16:39 +00:00
a5fe22bd1c
resid: Fix display of name tags with Ramsey equations
2022-04-04 22:50:16 +02:00
c5557b5418
chol_SE.m: fix logical condition and assure symmetry instead of erroring out
2022-04-04 13:52:54 +02:00
b4ce69db3a
Remove options_.slowc field
...
There was no user interface, and the feature that it provides has lost
relevance over time.
Note that algorithms for block and/or bytecode still internally use some
equivalent of this parameter, but its initial value will no longer be
modifiable (which could lead to bugs, see commit
e49e7e906f
2022-03-31 17:39:43 +02:00
82070e4048
Merge branch 'mom_xls2' into 'master'
...
MoM: fix reading of XLS-files by assigning sheet info to base workspace
Closes #1840
See merge request Dynare/dynare!2014
2022-03-31 06:49:59 +00:00
3b4ef0df49
Add new “log” option to “var” statement
...
Ref. #349
2022-03-30 18:01:22 +02:00
176baa2215
MoM: fix reading of XLS-files by assigning sheet info to base workspace
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1840
2022-03-30 09:59:36 +02:00
35c30dc037
Occbin: use data instead of rawdata and gracefully exit if prefilter option is specified
...
Closes #1842
2022-03-29 12:16:48 +02:00
Stéphane Adjemian (Ryûk)
53324aad69
Return initial guess if trust_region fails.
2022-03-26 09:21:25 +01:00
Stéphane Adjemian (Ryûk)
4cccdd9074
Bug fix. Revert to previous Jacobian matrix if updated one is ill-behaved.
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
f2bf98ee76
Return the value of info as a third argument (block_trust_region).
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
aa8439d4cc
New implementation of the trust region algorithm.
...
Main difference is the presence of traps for NaN/Inf/Complex numbers in
residuals or the Jacobian matrix. Also added new unit tests.
2022-03-25 19:42:40 +01:00
1ed765b8c4
perfect_foresight_solver_core.m: fix Fortran not
2022-03-25 14:23:11 +01:00
facab0f81b
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2008
2022-03-25 12:51:40 +01:00
e49e7e906f
Forbid changing the value of “slowc” if “block” or “bytecode” is used
...
The code is buggy and leads to wrong results, so forbid this combination.
2022-03-25 12:36:36 +01:00
014a3c3f2e
Merge branch 'sensitivity' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2009
2022-03-24 17:53:34 +01:00
9a4e08fe15
CI: bump to MATLAB R2022a
2022-03-24 17:44:51 +01:00
Marco Ratto
Johannes Pfeifer
NormannR
Sébastien Villemot
Stéphane Adjemian (Ryûk)
Frédéric Karamé
Willi Mutschler