39f9d4352a
The “mshocks” block now accepts the “learnt_in” option
2023-10-17 17:24:15 -04:00
4875554a39
Perfect foresight homotopy: make marginal linearization more robust
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For marginal linearization, an extra simulation is needed. This extra
simulation is first computed using the first simulation as guess value. If that
does not work, the present commits adds an additional attempt for computing
that extra simulation, using a full homotopy loop from the beginning.
As a consequence, the present commits puts the homotopy loop in a dedicated
function.
2023-10-13 15:31:44 -04:00
2ae485705e
Perfect foresight homotopy: turn a nested function into a local one
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The behaviour of local functions is easier to understand, since they do not
have access to the workspace of the caller.
2023-10-13 14:40:45 -04:00
cc7c024389
Perfect foresight homotopy: display the full output of every iteration
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As a consequence, print the full iterations summary table after each iteration.
2023-10-13 09:19:10 -04:00
9ebd8a8372
Make perfect foresight hotomopy loop more readable
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Only modify oo_ when the homotopy procedure is finished, now that oo_ is no
longer an input to perfect_foresight_solver_core.
By the way, fix the treatment of the exogenous steady state (it is now set
in a consistent way with the endogenous steady state, if the shock is not
simulated up to 100%).
Also fix the initial guess when doing a second attempt at recomputing the
terminal steady state and failing (in the absence of a permanent shock). It was
supposed to use the initial steady state as an initial guess for that second
attempt (through oo_.steady_state), but since that latter variable was modified
in the loop, it would actually correspond to the same initial guess as in the
first attempt.
2023-10-13 09:16:37 -04:00
a6eb943aae
Remove oo_ as an input argument to perfect_foresight_solver_core
2023-10-12 15:44:53 -04:00
e4a4d2d8e6
Bytecode MEX: get M_ and options_ through input arguments rather than as global variables
2023-10-11 18:50:32 -04:00
b59dc2cf1a
det_cond_forecast: fix bug with bytecode+block
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The plan must immediately follow the “extended_path” string in the input
arguments of bytecode. Bug introduced in f84753025d
2023-10-11 18:50:32 -04:00
88146bcc6f
solve_block_decomposed_problem: drop oo_ as an input argument
2023-10-11 18:50:32 -04:00
a241aa2bd7
Drop (almost empty) initvalf.m wrapper
2023-10-11 18:50:32 -04:00
f94e7ae9a6
Perfect foresight homotopy: display duration of every iteration
2023-10-11 18:50:32 -04:00
Stéphane Adjemian (Ryûk)
2c923c613b
Closes #1835 .
2023-10-11 21:40:59 +02:00
Stéphane Adjemian (Argos)
06926e0153
Bug fix (missing semicolon).
2023-10-11 15:47:57 +02:00
a00eb5e1de
stoch_simul.m: add nomodelsummary option
2023-10-11 09:31:40 -04:00
cbf57b1af6
set_state_space.m: remove unused options_ input argument
2023-10-11 09:30:45 -04:00
328f6f3229
check.m and model_diagnostics.m: use consistent global naming
2023-10-11 09:26:05 -04:00
36a2a41e35
Add function signatures for command line functions
2023-10-11 09:26:05 -04:00
6f8fc22d57
bug: internals.m: account for new location of results files in 5.x
2023-10-11 09:26:05 -04:00
7f5d8b81c2
bug: minus_logged_prior_density.m: fix expected dimension of unused output arguments
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Hessian needs to be empty for newrat
2023-10-11 09:26:04 -04:00
f0b10ca9df
Octave: workaround for intersect with stable flag providing wrong third output (Octave bug #60347 )
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Uses function removed in 47477e152a
2023-10-11 09:26:04 -04:00
d5f8d3fffe
check_model.m: add check for negative variances to prevent cryptic message about correlations
2023-10-11 09:26:04 -04:00
94207ab851
🐛 check_for_calibrated_covariances.m: correct logic of check
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Did not properly distinguish between unset correlation and starting value of 0
2023-10-11 09:26:04 -04:00
5a3ae27b13
set_all_parameters.m: only operate on covariance matrices if necessary
2023-10-11 09:26:04 -04:00
2eb9475e0e
🐛 make sure output arguments are set before return
2023-10-11 09:26:03 -04:00
8cc646fbf6
Bytecode MEX: remove syntax where no MATLAB array is passed
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Those arrays were then read via oo_ and options_.
As a consequence, this commit drops the dependency of bytecode MEX upon the oo_
global variable.
2023-10-10 17:44:14 -04:00
2e3fbfc040
New option “from_initval_to_endval” to “homotopy_setup” block
2023-10-10 13:19:12 -04:00
6b44e08daa
steady: add check over the value of homotopy_mode option
2023-10-06 16:41:54 -04:00
7f6f66c1c9
steady: add a warning if homotopy_setup block is present but homotopy_mode=0
2023-10-06 16:17:09 -04:00
727f925f01
steady: set a more sensible default value for homotopy_steps (10)
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Also document it.
2023-10-06 16:11:53 -04:00
d4b6e61497
steady: check that the homotopy_setup block is present when homotopy_mode is specified
2023-10-06 16:07:41 -04:00
c3680b9f85
steady: fix typo in comments
2023-10-06 16:02:02 -04:00
4dea001d8d
steady: variable renamings in relation to homotopy
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– use consistent naming for M_, oo_, options_
– use more explicit names for a few other variables
2023-10-06 15:42:34 -04:00
068070d336
steady: various refactoring related to homotopy
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- homotopy_mode = 2: in case of failure, print last successful point as in the
other two modes
- homotopy_mode = 1: if there is a failure at the first iteration (starting
values), do not incorrectly report that there was a successful point
- homotopy_mode = 3: if there is a failure at the first iteration (starting
values), honour the option homotopy_force_continue
– homotopy2: remove globals
2023-10-06 15:42:31 -04:00
32d5bc05a1
Octave: support ofig graph format
2023-10-05 10:28:28 -04:00
d77561e241
Update comment following the switch to Meson
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[skip ci]
2023-10-03 15:02:07 +02:00
e4afa5eee0
Merge branch 'more_globals' into 'master'
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Eliminate some more globals
See merge request Dynare/dynare!2187
2023-10-03 12:48:34 +00:00
7ff7561280
Use consistent variable naming and add/fix headers
2023-10-02 11:12:31 +02:00
3a115d4fcc
Remove full oo_ input from likelihood functions
2023-10-02 09:48:34 +02:00
268a668f32
occbin.dynare_resolve.m: remove oo_ structure as full input
2023-10-02 09:29:15 +02:00
ab61f79c9e
dsge_likelihood.m: use consistent naming of global objects
2023-10-02 09:24:32 +02:00
f34653b0f7
mom.objective_function.m: remove unused input
2023-10-02 09:22:36 +02:00
fa29689b13
mom.get_data_moments.m: do not pass full oo_ structure
2023-10-02 09:19:29 +02:00
acb9518dec
get_perturbation_params_derivs and friends: do not pass full oo_ structure
2023-10-02 09:18:58 +02:00
c5ab1c7f11
Decrease waitbar refresh rates to not clutter the console output
2023-10-01 18:04:34 +02:00
e65662151f
Eliminate set_dynare_seed.m calls with globals
2023-09-28 17:00:21 +02:00
f2abdb6ec8
Merge branch 'doc' of git.dynare.org:wmutschl/dynare
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Ref. !2188
2023-09-28 15:38:17 +02:00
0e5bba7567
Testsuite: fix workaround for TeX option with MATLAB R2014a
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MATLAB R2014a run with -nodisplay crashes with the TeX option. A workaround was
introduced in commit f946baf6c5
2023-09-28 15:17:00 +02:00
Stéphane Adjemian (Argos)
85e9ec7fdc
Fix cherrypicked models without parameters or exogenous variables.
2023-09-28 09:39:18 +02:00
Stéphane Adjemian (Ryûk)
de626fb4e8
Add remark.
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[skip ci]
2023-09-28 09:01:37 +02:00
ceff825ed4
Fix typo
2023-09-27 13:24:51 +02:00
befe645728
Simplify function for getting the path to MEX files
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This function could optionally modify the path, but that possibility was never
used.
2023-09-27 13:24:51 +02:00
432fd2d1b1
aggregate: Octave compatibility fix
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The textscan() function under Octave does not accept delimiters specified as a
cell array.
2023-09-27 12:27:47 +02:00
e6aff20142
doc: clarify NumberOfThreadsPerJob and SingleCompThread
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[skip ci]
2023-09-27 10:40:27 +02:00
9b86dd4c33
bug: simul_backward_model_init.m: fix error message
2023-09-25 17:17:37 +02:00
13bf261088
prior_posterior_statistics_core.m: remove unused variables
2023-09-25 17:17:37 +02:00
710a5fba52
slice: cosmetic changes
2023-09-25 17:17:37 +02:00
6d8927775b
Remove unused steadystate_partial option and related inline function restricted_steadystate.m
2023-09-25 17:17:37 +02:00
bf7ac27fd7
prior_posterior_statistics_core.m: consolidate both forecast functions into one inline function
2023-09-25 17:17:37 +02:00
dc9560e610
selec_posterior_draws.m: remove global variables
2023-09-25 17:17:37 +02:00
b4104584a2
gmhmaxlik_core.m: remove unused global variables
2023-09-25 17:17:37 +02:00
71b63c6e8e
Remove unused lik_algo-option
2023-09-25 17:17:37 +02:00
8da98057b9
Have computation of decision rules and smoother only input and output required arguments instead of full oo_ and M_
2023-09-25 17:17:34 +02:00
4fa5df0c24
simult.m: remove oo_ as input and output
2023-09-25 12:08:47 +02:00
22c0f2279f
non_linear_dsge_likelihood.m: rename variables
2023-09-25 12:08:45 +02:00
01f29784d7
bug: initialize undefined variable in OccBin smoother
2023-09-25 12:08:44 +02:00
b5880e0e56
bug: minus_logged_prior_density.m: fix reading out of error codes
2023-09-25 12:08:43 +02:00
5231fc04c1
Remove global variables from prior_posterior_statistics.m and PosteriorIRF.m
2023-09-25 12:08:41 +02:00
782a2e8d69
dynare_estimation_1.m: move display and storing of classical smoother to separate function
2023-09-25 12:08:40 +02:00
Stéphane Adjemian (Ryûk)
6417520c09
Allow cherrypicking and aggregation with PAC/MCE.
2023-09-23 17:43:19 +02:00
Stéphane Adjemian (Ryûk)
8d7a5e69d7
Return Computing and preprocessing time.
2023-09-22 22:29:42 +02:00
9a1f150e38
Merge branch 'default_mode_compute' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2160
2023-09-22 14:35:45 +02:00
c424366440
CI: bump to MATLAB R2023b
2023-09-22 10:52:57 +02:00
5ae5102f89
CI: bump to MATLAB R2023b
2023-09-22 10:52:17 +02:00
7eb1959f66
Provisions for MATLAB R2023b
2023-09-22 10:49:27 +02:00
552e6575cc
Use newrat as default mode-finder
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Tends to perform better than csminwel
2023-09-20 12:55:29 +02:00
6f5e346bf6
Merge branch 'preparations_irf_matching' of git.dynare.org:wmutschl/dynare
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Ref. !2181
2023-09-20 10:17:14 +02:00
14a71a6d98
Merge branch 'additional_optimizer_steps' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2178
2023-09-20 10:15:38 +02:00
44f307ce45
Merge branch 'dynare-complex_resid'
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Ref. !2155
2023-09-20 10:09:07 +02:00
87ce652088
Account for complex value during resid and steady
2023-09-20 10:08:53 +02:00
f6a8473144
estimation: support additional_optimizer_steps
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
2023-09-19 18:14:24 +02:00
330b10ec85
cosmetical changes to headers and comments
2023-09-19 13:26:33 +02:00
649f668dd1
cosmetical: don't use hh for figure/plot/table handles
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We use it to denote the hessian and even store it in many mat files.
2023-09-19 13:26:33 +02:00
c8be1a3274
Refactor mode_check codes
2023-09-19 13:26:33 +02:00
a41fbdefbc
estimation: more flexible handling of displayed string in command window
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Also removed estim_params_ as unused input argutment to CutSample
2023-09-19 13:26:33 +02:00
9a4e022eb7
remove global from GetAllPosteriorDraws
2023-09-19 13:26:33 +02:00
268d511e29
estimation: better organize files into folders (latex,graphs,output)
2023-09-19 13:26:33 +02:00
8f650a9cca
Put raftery lewis convergence under oo_.convergence
2023-09-19 13:26:33 +02:00
7df3ff5059
dynare_solve.m: fix logic of initial guess randomization which forgot case of imaginary numbers
2023-09-19 12:52:55 +02:00
b0358b9939
dynare_solve.m: add option to disable randomization of starting value
2023-09-19 12:52:54 +02:00
62c3a14026
get_error_message.m: fix typo in error message
2023-09-19 12:52:53 +02:00
dafe3fbdb2
evaluate_steady_state.m: do not require second solver call if debug is requested
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All output has already been computed before
2023-09-19 12:52:52 +02:00
757b6e10ec
display_static_residuals: make output more legible in presence of tags
2023-09-19 12:52:51 +02:00
624eabe2e8
dynare_solve.m: improve warning message
2023-09-19 12:52:50 +02:00
68ff5c4110
evaluate_steady_state.m: Filter out small complex residuals
2023-09-19 12:52:49 +02:00
ff83c4aea7
evaluate_steady_state_file.m: Octave bug 52568 was fixed in Octave 6
2023-09-14 16:55:13 +02:00
db331c53d4
Merge branch 'display_static_residuals' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2176
2023-09-14 12:06:34 +02:00
bea2d7905b
Merge branch 'dynare-bvar'
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Ref. !2175
2023-09-14 12:05:59 +02:00
14634946dc
🐛 bvar_irf: SquareRoot-option erroneously used Cholesky decomposition
2023-09-14 12:05:21 +02:00
2b313b0308
BVAR: move to subfolder
2023-09-14 12:05:18 +02:00
838bb2f4b5
display_static_residuals.m: fix bug introduced in 4598dba40c
2023-09-13 15:26:05 +02:00
Sébastien Villemot
Stéphane Adjemian (Ryûk)
Johannes Pfeifer
Willi Mutschler