133b77c061
Conditional forecasting: compatibility fix with MATLAB < R2016b
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Implicit expansion (a.k.a. automatic broadcasting) was introduced in MATLAB
R2016b (and it has been present in Octave for quite some time).
Hence use bsxfun() instead.
The problem had been introduced in 228b2a532
2020-02-13 18:21:29 +01:00
633f1ad85a
Testsuite: change the seed for some Octave test
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Under Octave, the default seed in fs2000ns_uncorr_ME.mod leads to a generated
dataset that makes fs2000ns_corr_ME.mod and fs2000ns_corr_ME_missing.mod
fail (due to a large difference between univariate and multivariate diffuse
filters).
2020-02-13 18:12:10 +01:00
3b60e26e63
Testsuite: properly clean generated datafiles under kalman/likelihood_from_dynare/
2020-02-12 18:02:08 +01:00
57d1966644
Merge branch 'discretionary_policy' into 'master'
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Factorization of discretionary policy
Closes #1705
See merge request Dynare/dynare!1709
2020-02-12 13:45:53 +00:00
bda2a07379
Merge branch 'conditional_forecast' into 'master'
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conditional forecasts: add check whether simulation was successful
See merge request Dynare/dynare!1708
2020-02-12 13:09:12 +00:00
9800041433
discretionary_policy_1: return if steady state file signals error
2020-02-12 13:37:36 +01:00
8b4fa7c2d6
Factorize call to solver routines under optimal policy and without
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Related to https://git.dynare.org/Dynare/dynare/issues/1173
2020-02-12 13:19:46 +01:00
b07adee2d9
Add missing path to dynare_config.m
2020-02-12 13:13:31 +01:00
dd0e9fe719
Initialize instr_id field of discretionary_policy
2020-02-12 12:59:34 +01:00
d78ef0d6df
Move discretionary_policy routines to own folder
2020-02-12 12:55:12 +01:00
a1ebc94e4f
Refactor discretionary_policy codes
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Closes https://git.dynare.org/Dynare/dynare/issues/1705
2020-02-12 12:52:54 +01:00
228b2a532f
conditional forecasts: add check whether simulation was successful
2020-02-12 11:04:46 +01:00
181725c778
Discretionary policy: remove useless call to steady state file
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The steady state is always zero for discretionary policy. And, in the case of a
steady state file, this call would not be able to update parameters (since it
does not modify M_), nor would it need to do so (since this has already be done
earlier in the function).
Ref. #1705
2020-02-11 18:14:05 +01:00
d5312e8e40
Windows package: really really use Octave 5.2.0_1
2020-02-11 11:46:12 +01:00
e2c69fbfd5
Windows package: really use Octave 5.2.0_1
2020-02-11 10:05:23 +01:00
b5de8b1835
Windows package: bump to Octave 5.2.0_1 (rebuild of 5.2.0)
2020-02-10 18:24:54 +01:00
ae59f4dcb2
Further improvements to parsing of arguments on the MATLAB command-line
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Under GNU/Linux and macOS, double-quote arguments before passing them to the
shell. In particular, this allows passing single-quotes within those arguments.
We therefore have to escape the four characters that are interpreted within
double-quoted strings in POSIX shells: \, ", $ and `
On Windows, also systematically escape the backslashes.
Also move display of arguments before escaping, so that it remains readable.
Ref. #1696
2020-02-10 18:24:51 +01:00
ae3f150c99
MS-SBVAR MEX: various simplifications and modernizations
2020-02-10 16:25:03 +01:00
72dfbbdce2
fix bug in creation of latex tables
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[skip ci]
2020-02-07 15:58:15 +01:00
4c256c2cc8
Merge branch 'discretion' into 'master'
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Fixes related to estimation under discretion
See merge request Dynare/dynare!1707
2020-02-06 13:37:52 +00:00
30bfa16211
Fixes related to estimation under discretion
2020-02-06 13:30:00 +01:00
f5c4cd5372
Merge branch 'cond_forecast' into 'master'
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imcforecast.m: make sure that draw index for CIs stays within feasible bounds
See merge request Dynare/dynare!1706
2020-02-06 09:19:40 +00:00
1d1c0ab829
imcforecast.m: make sure that draw index for CIs stays within feasible bounds
2020-02-05 21:18:25 +01:00
931ebece92
Remove options `noemptylinemacro` and `nolinemacro`; add option `linemacro`
2020-02-05 16:16:31 +01:00
8043f5b35b
Merge branch 'patch-1' into 'master'
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noemptylinemacro: Add missing word
See merge request Dynare/dynare!1705
2020-02-05 12:39:55 +00:00
eaacb57d5c
noemptylinemacro: Add missing word to
2020-02-05 11:30:58 +00:00
d8cd55109c
Testsuite: increase tolerance in unitary tests for prior_draw.m
2020-02-04 21:25:16 +01:00
68a96c7c50
Preprocessor update
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— do not allow the estimation of a parameter that appears in
“planner_discount” (#1173 )
— macro processor: fix bug in file reported when error encountered after a file
has been included (preprocessor#42)
2020-02-04 18:19:36 +01:00
a8e54d791a
Testsuite: set the random seed for unitary tests, for reproducibility
2020-02-04 18:19:35 +01:00
2ae1bc7770
gui: update call to stoch_simul
2020-02-04 15:57:56 +01:00
7a5a604c7d
Windows package: bump to Octave 5.2.0
2020-02-04 12:01:46 +01:00
4d809464b0
README.md: on Debian, texlive-generic-extra has been replaced by texlive-plain-generic
2020-02-04 10:23:14 +01:00
Stéphane Adjemian (Charybdis)
190873317b
Package texlive-math-extra is no more available in Debian buster.
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[skip ci]
2020-02-04 09:55:38 +01:00
177c5c359f
Implement estimation under discretionary optimal policy
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Also add a test case.
For the time being, estimating parameters that appear in the discount factor is
not supported.
Ref. #1173
2020-02-03 18:29:45 +01:00
59e11615a0
Discretionary policy: preparatory work for estimation
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This removes global variables from discretionary_policy_1.m, and also adapts
the behaviour and interface of the function so that it is similar to
resol.m (in particular, it no longer returns an empty “dr” in case of failure,
and it sets “oo_.dr”).
Ref. #1173
2020-02-03 18:05:29 +01:00
929b34a168
Merge branch 'det_cond_forecast' into 'master'
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det_cond_forecast.m: always set options_.qz_criterium
Closes #1701
See merge request Dynare/dynare!1704
2020-02-03 11:16:10 +00:00
8aad715183
det_cond_forecast.m: always set options_.qz_criterium
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Closes https://git.dynare.org/Dynare/dynare/issues/1701
2020-02-02 14:15:01 +01:00
05e43a5025
Remove obsolete Julia stuff
2020-01-31 22:50:55 +01:00
9bcdfee490
Merge branch 'smoother2histval' into 'master'
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fs2000_simul.mod: make sure we use the estimated parameter vector
See merge request Dynare/dynare!1703
2020-01-31 13:49:08 +00:00
6cf5e6495a
fs2000_simul.mod: make sure we use the estimated parameter vector
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Makes the simulation converge without turning to homotopy
2020-01-31 13:22:47 +01:00
25ccb6686f
Merge branch 'JohannesPfeifer/dynare-discretion'
2020-01-30 15:46:38 +01:00
7e63ac28b2
Preprocessor: fix “planner_discount” option of “discretionary_policy”
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Closes : #1699
2020-01-30 15:44:49 +01:00
6542ce4a16
datatomfile: fix the name of the .mod file at the top of the generated file
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With the new layout of the files generated by the preprocessor, it would always
print “driver.m”, which is not very informative.
2020-01-29 21:04:45 +01:00
9e82432f87
Gali_discretion.mod: filter out NaN in planner_objective
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Related to https://git.dynare.org/Dynare/dynare/issues/1699
2020-01-29 17:48:16 +01:00
d527096e61
simplify parsing of MATLAB command line arguments
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closes #1696
includes preprocessor changes
- Removed prefixing of doubles between -1 and 1 with 0.
- Fixed bug introduced in 985d742.
- macro processor: simplify handling of `@#define`
2020-01-29 14:56:52 +01:00
7f02fe5a78
Testsuite: increase numerical tolerance for sw_minimal.mod test
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Needed for some runners, e.g. lupi
2020-01-27 23:16:41 +01:00
Stéphane Adjemian (Charybdis)
7aeb506143
Updated particles submodule.
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[skip ci]
2020-01-27 22:57:41 +01:00
Stéphane Adjemian (Charybdis)
82f642fbca
Added missing case in integration tests for particle filters.
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There was not test for the conditional particle filter (CPF).
2020-01-27 22:57:41 +01:00
d0dc40c29e
Merge branch 'sub_draws' into 'master'
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trap error when sub_draws is set to zero
See merge request Dynare/dynare!1699
2020-01-27 17:45:50 +00:00
f9e7ede810
Merge branch 'rescale_prediction_error_covariance' into 'master'
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rescale_prediction_error_covariance
See merge request Dynare/dynare!1698
2020-01-27 17:45:38 +00:00
Sébastien Villemot
Johannes Pfeifer
Houtan Bastani
Stéphane Adjemian (Charybdis)