Sébastien Villemot
|
432fd2d1b1
|
aggregate: Octave compatibility fix
The textscan() function under Octave does not accept delimiters specified as a
cell array.
|
2023-09-27 12:27:47 +02:00 |
Willi Mutschler
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e6aff20142
|
doc: clarify NumberOfThreadsPerJob and SingleCompThread
[skip ci]
|
2023-09-27 10:40:27 +02:00 |
Johannes Pfeifer
|
9b86dd4c33
|
bug: simul_backward_model_init.m: fix error message
|
2023-09-25 17:17:37 +02:00 |
Johannes Pfeifer
|
13bf261088
|
prior_posterior_statistics_core.m: remove unused variables
|
2023-09-25 17:17:37 +02:00 |
Johannes Pfeifer
|
710a5fba52
|
slice: cosmetic changes
|
2023-09-25 17:17:37 +02:00 |
Johannes Pfeifer
|
6d8927775b
|
Remove unused steadystate_partial option and related inline function restricted_steadystate.m
|
2023-09-25 17:17:37 +02:00 |
Johannes Pfeifer
|
bf7ac27fd7
|
prior_posterior_statistics_core.m: consolidate both forecast functions into one inline function
|
2023-09-25 17:17:37 +02:00 |
Johannes Pfeifer
|
dc9560e610
|
selec_posterior_draws.m: remove global variables
|
2023-09-25 17:17:37 +02:00 |
Johannes Pfeifer
|
b4104584a2
|
gmhmaxlik_core.m: remove unused global variables
|
2023-09-25 17:17:37 +02:00 |
Johannes Pfeifer
|
71b63c6e8e
|
Remove unused lik_algo-option
|
2023-09-25 17:17:37 +02:00 |
Johannes Pfeifer
|
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 |
Johannes Pfeifer
|
4fa5df0c24
|
simult.m: remove oo_ as input and output
|
2023-09-25 12:08:47 +02:00 |
Johannes Pfeifer
|
22c0f2279f
|
non_linear_dsge_likelihood.m: rename variables
|
2023-09-25 12:08:45 +02:00 |
Johannes Pfeifer
|
01f29784d7
|
bug: initialize undefined variable in OccBin smoother
|
2023-09-25 12:08:44 +02:00 |
Johannes Pfeifer
|
b5880e0e56
|
bug: minus_logged_prior_density.m: fix reading out of error codes
|
2023-09-25 12:08:43 +02:00 |
Johannes Pfeifer
|
5231fc04c1
|
Remove global variables from prior_posterior_statistics.m and PosteriorIRF.m
|
2023-09-25 12:08:41 +02:00 |
Johannes Pfeifer
|
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 |
Sébastien Villemot
|
9a1f150e38
|
Merge branch 'default_mode_compute' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2160
|
2023-09-22 14:35:45 +02:00 |
Sébastien Villemot
|
c424366440
|
CI: bump to MATLAB R2023b
|
2023-09-22 10:52:57 +02:00 |
Sébastien Villemot
|
7eb1959f66
|
Provisions for MATLAB R2023b
|
2023-09-22 10:49:27 +02:00 |
Johannes Pfeifer
|
552e6575cc
|
Use newrat as default mode-finder
Tends to perform better than csminwel
|
2023-09-20 12:55:29 +02:00 |
Sébastien Villemot
|
6f5e346bf6
|
Merge branch 'preparations_irf_matching' of git.dynare.org:wmutschl/dynare
Ref. !2181
|
2023-09-20 10:17:14 +02:00 |
Sébastien Villemot
|
14a71a6d98
|
Merge branch 'additional_optimizer_steps' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2178
|
2023-09-20 10:15:38 +02:00 |
Sébastien Villemot
|
44f307ce45
|
Merge branch 'dynare-complex_resid'
Ref. !2155
|
2023-09-20 10:09:07 +02:00 |
Johannes Pfeifer
|
87ce652088
|
Account for complex value during resid and steady
|
2023-09-20 10:08:53 +02:00 |
Johannes Pfeifer
|
f6a8473144
|
estimation: support additional_optimizer_steps
Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
|
2023-09-19 18:14:24 +02:00 |
Willi Mutschler
|
330b10ec85
|
cosmetical changes to headers and comments
|
2023-09-19 13:26:33 +02:00 |
Willi Mutschler
|
649f668dd1
|
cosmetical: don't use hh for figure/plot/table handles
We use it to denote the hessian and even store it in many mat files.
|
2023-09-19 13:26:33 +02:00 |
Willi Mutschler
|
c8be1a3274
|
Refactor mode_check codes
|
2023-09-19 13:26:33 +02:00 |
Willi Mutschler
|
a41fbdefbc
|
estimation: more flexible handling of displayed string in command window
Also removed estim_params_ as unused input argutment to CutSample
|
2023-09-19 13:26:33 +02:00 |
Willi Mutschler
|
9a4e022eb7
|
remove global from GetAllPosteriorDraws
|
2023-09-19 13:26:33 +02:00 |
Willi Mutschler
|
268d511e29
|
estimation: better organize files into folders (latex,graphs,output)
|
2023-09-19 13:26:33 +02:00 |
Willi Mutschler
|
8f650a9cca
|
Put raftery lewis convergence under oo_.convergence
|
2023-09-19 13:26:33 +02:00 |
Johannes Pfeifer
|
7df3ff5059
|
dynare_solve.m: fix logic of initial guess randomization which forgot case of imaginary numbers
|
2023-09-19 12:52:55 +02:00 |
Johannes Pfeifer
|
b0358b9939
|
dynare_solve.m: add option to disable randomization of starting value
|
2023-09-19 12:52:54 +02:00 |
Johannes Pfeifer
|
62c3a14026
|
get_error_message.m: fix typo in error message
|
2023-09-19 12:52:53 +02:00 |
Johannes Pfeifer
|
dafe3fbdb2
|
evaluate_steady_state.m: do not require second solver call if debug is requested
All output has already been computed before
|
2023-09-19 12:52:52 +02:00 |
Johannes Pfeifer
|
757b6e10ec
|
display_static_residuals: make output more legible in presence of tags
|
2023-09-19 12:52:51 +02:00 |
Johannes Pfeifer
|
624eabe2e8
|
dynare_solve.m: improve warning message
|
2023-09-19 12:52:50 +02:00 |
Johannes Pfeifer
|
68ff5c4110
|
evaluate_steady_state.m: Filter out small complex residuals
|
2023-09-19 12:52:49 +02:00 |
Johannes Pfeifer
|
ff83c4aea7
|
evaluate_steady_state_file.m: Octave bug 52568 was fixed in Octave 6
|
2023-09-14 16:55:13 +02:00 |
Sébastien Villemot
|
db331c53d4
|
Merge branch 'display_static_residuals' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2176
|
2023-09-14 12:06:34 +02:00 |
Sébastien Villemot
|
bea2d7905b
|
Merge branch 'dynare-bvar'
Ref. !2175
|
2023-09-14 12:05:59 +02:00 |
Johannes Pfeifer
|
14634946dc
|
🐛 bvar_irf: SquareRoot-option erroneously used Cholesky decomposition
|
2023-09-14 12:05:21 +02:00 |
Johannes Pfeifer
|
2b313b0308
|
BVAR: move to subfolder
|
2023-09-14 12:05:18 +02:00 |
Johannes Pfeifer
|
838bb2f4b5
|
display_static_residuals.m: fix bug introduced in 4598dba40c
|
2023-09-13 15:26:05 +02:00 |
Sébastien Villemot
|
e86b372464
|
Display more explicit error message when k_order_perturbation MEX fails
|
2023-09-13 15:06:51 +02:00 |
Sébastien Villemot
|
43af789eda
|
Merge branch 'csminwel' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2172
|
2023-09-13 11:31:56 +02:00 |
Sébastien Villemot
|
eb16bb4373
|
Merge branch 'dynare-osr_analytic'
Ref. !2171
|
2023-09-13 11:19:20 +02:00 |
Johannes Pfeifer
|
885fda0e20
|
OSR: allow using analytic gradient
|
2023-09-13 11:19:13 +02:00 |
Johannes Pfeifer
|
2473b57782
|
Correct Johannes's old Cologne email
|
2023-09-12 21:07:57 +02:00 |
Johannes Pfeifer
|
ac0ecde1d9
|
mom: fix incorrect options-reference
|
2023-09-12 19:24:32 +02:00 |
Johannes Pfeifer
|
b8a1b63572
|
newrat.m: clean up files
|
2023-09-12 13:32:16 +02:00 |
Johannes Pfeifer
|
3895da48a1
|
🐛 Enable analytic_derivation for csminwel
Requires column vector output
|
2023-09-12 13:26:25 +02:00 |
Johannes Pfeifer
|
497c6bd1b1
|
csminwel1.m and csminwel1.m: cosmetic changes
|
2023-09-12 12:54:36 +02:00 |
Sébastien Villemot
|
6037b9f096
|
Merge branch 'dynare-osr_globals'
Ref. !2166
|
2023-09-11 16:46:29 +02:00 |
Johannes Pfeifer
|
2b240210d0
|
OSR: Remove globals and wrapper layer, move to +subfolder
|
2023-09-11 16:46:08 +02:00 |
Sébastien Villemot
|
a0ea6005e8
|
Merge branch 'dynare-globals'
Ref. !2167
|
2023-09-11 16:43:36 +02:00 |
Johannes Pfeifer
|
4598dba40c
|
display_static_residuals.m: remove globals
|
2023-09-11 16:43:26 +02:00 |
Sébastien Villemot
|
f26a469208
|
Merge branch 'further_cosmetics' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2168
|
2023-09-11 16:26:44 +02:00 |
Sébastien Villemot
|
890c6b2e1d
|
Merge branch 'trace_plot' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2169
|
2023-09-11 16:25:31 +02:00 |
Sébastien Villemot
|
4a0b87fdaf
|
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2165
|
2023-09-11 15:34:52 +02:00 |
Sébastien Villemot
|
dee66e8351
|
Merge branch 'cleanup' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2164
|
2023-09-11 15:33:09 +02:00 |
Johannes Pfeifer
|
91dd4d9a83
|
dyn_first_order_solver.m: remove reference to kstate
|
2023-09-09 09:23:07 +02:00 |
Johannes Pfeifer
|
7eaa974484
|
Remove unused disp_model_summary.m
|
2023-09-09 09:22:41 +02:00 |
Johannes Pfeifer
|
baf8243fac
|
generate_trace_plots.m: allow for plotting traces of multiple chains
Closes #1904
|
2023-09-08 22:04:25 +02:00 |
Johannes Pfeifer
|
825763b18f
|
Move pruned_state_space functions to subfolder
|
2023-09-08 15:45:41 +02:00 |
Sébastien Villemot
|
d601ca4a2e
|
Merge branch 'var_decomp' into 'master'
Add variance decomposition for pruned state space
Closes #1836
See merge request Dynare/dynare!2163
|
2023-09-08 12:55:19 +00:00 |
Johannes Pfeifer
|
af274aec3f
|
Remove unused dsample.m and mcompare.m
|
2023-09-08 14:43:02 +02:00 |
Johannes Pfeifer
|
3a851dd8f3
|
disp_dr.m: remove globals
|
2023-09-08 14:42:38 +02:00 |
Johannes Pfeifer
|
c72763501e
|
Delete unused dcompare.m
|
2023-09-08 14:22:09 +02:00 |
Johannes Pfeifer
|
290f19c705
|
resol + stoch_simul.m: header fixes
Also makes global naming consistent
|
2023-09-08 11:59:37 +02:00 |
Johannes Pfeifer
|
74399f0728
|
🐛 fix check for Metropolis folder
|
2023-09-08 10:31:09 +02:00 |
Johannes Pfeifer
|
5ac11449ce
|
slice: move saved files to subfolder
|
2023-09-08 10:27:35 +02:00 |
Johannes Pfeifer
|
bd905360e0
|
Slice: provide convergence diagnostics even for low number of draws
|
2023-09-08 10:26:21 +02:00 |
Johannes Pfeifer
|
842bf3d687
|
csminwel1.m: clean up file
|
2023-09-08 10:02:14 +02:00 |
Willi Mutschler
|
2e742462b3
|
Rename McMCDiagnostics and McMCDiagnostics_core
|
2023-09-08 09:44:43 +02:00 |
Johannes Pfeifer
|
cd05bfb8a2
|
Remove unused ghx2transition.m
|
2023-09-08 08:09:20 +02:00 |
Johannes Pfeifer
|
c43308a07b
|
forcst.m: remove redundant call to make_ex_
|
2023-09-08 08:08:35 +02:00 |
Johannes Pfeifer
|
2fa6c437f7
|
solve_model_for_online_filter.m: remove redundant call to Lyapunov solver
|
2023-09-08 08:05:48 +02:00 |
Johannes Pfeifer
|
420cbc8202
|
kalman_transition_matrix.m: remove redundant input argument
|
2023-09-08 08:03:18 +02:00 |
Johannes Pfeifer
|
c063d53646
|
th_autocovariances.m: fix matrix dimension
|
2023-09-07 18:09:28 +02:00 |
Johannes Pfeifer
|
f2f1c48baf
|
compute_moments_varendo.m: cosmetic fixes
|
2023-09-07 17:52:31 +02:00 |
Johannes Pfeifer
|
3dd1ffb8fe
|
pruned_state_space_system.m: gracefully exit in case of unit roots
|
2023-09-07 17:52:18 +02:00 |
Johannes Pfeifer
|
41ac891f80
|
Factorize variance decomposition code
|
2023-09-07 17:13:09 +02:00 |
Willi Mutschler
|
a0b443b9f8
|
Cosmetical changes to headers and message strings
|
2023-09-07 09:36:27 +02:00 |
Willi Mutschler
|
777ec76536
|
method_of_moments: cosmetical changes to cleanup
|
2023-09-07 09:36:27 +02:00 |
Willi Mutschler
|
55dc4a00d5
|
method_of_moments: refactor displaying of moments
|
2023-09-07 09:36:27 +02:00 |
Willi Mutschler
|
e025d56a59
|
method_of_moments: refactor J-Test
|
2023-09-07 09:36:27 +02:00 |
Willi Mutschler
|
07b62fe554
|
method_of_moments: refactor iterated GMM/SMM estimation
|
2023-09-07 09:36:27 +02:00 |
Willi Mutschler
|
9dc4878f9f
|
method_of_moments: refactor printing of info to a utility function
|
2023-09-07 09:36:27 +02:00 |
Willi Mutschler
|
e52c007d8b
|
method_of_moments: cosmetical changes to checks for objective function at initial parameters
|
2023-09-07 09:36:27 +02:00 |
Willi Mutschler
|
fb326638f9
|
method_of_moments: remove redundant noconstant option check
|
2023-09-07 09:36:27 +02:00 |
Willi Mutschler
|
e170b64713
|
method_of_moments: refactor steady-state check utility functions
Reuse same functions from full-information estimation command
|
2023-09-07 09:36:27 +02:00 |
Willi Mutschler
|
b737d46d61
|
method_of_moments: cosmetical changes to smm shock series
|
2023-09-07 09:36:27 +02:00 |
Willi Mutschler
|
9914d764c2
|
method_of_moments: refactor data moments computation
Also rename function to not confuse this with the variable stored in oo_.mom.datamoments.
|
2023-09-07 09:36:27 +02:00 |
Willi Mutschler
|
c0cae0ebaa
|
method_of_moments: cosmetical changes to mom.objective function
|
2023-09-07 09:36:27 +02:00 |
Willi Mutschler
|
0cd65df72a
|
method_of_moments: add warnings for problematic prior stderr/corr and value
Also moved oo_.prior to oo_.mom.prior
|
2023-09-07 09:36:27 +02:00 |