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]
Trust region with block decomposition (as provided by dmperm) fails to provide
correct simulations (most likely due to the interpretation of tolf which
depends on the number and size of blocks).
Improve the model that is used to test all combinations of algorithms with
block and bytecode options, by ensuring that it includes the 8 possible types of blocks:
– Solve {forward, backward, two boundaries} {simple, complete}
– Evaluate {forward, backward}
All the “Solve” blocks are also included in both linear and nonlinear forms
(since the codepaths are typically different depending on the linearity of
the block).
Note that there is no such thing as a nonlinear “Evaluate” block, since the
endogenous variables of the block always enter linearly (on the LHS).
Also:
- use perfect_foresight_{setup,solver} instead of simul (and disable automatic homotopy)
- add a shock on e_R (though this is not strictly needed since the
corresponding block already inherits the shock from another ancestor block)
- remove the block for observables, there is already another block of type
“Evaluate forward”
– Temporary terms were not correctly passed between blocks
– solve_algo ⩾ 9 was incorrectly passed through bytecode own’s solver instead
of through dynare_solve
Also adjust the periods in Simulated_time_series (output of the perfect
foresight solver in the workspace). Note that this dseries object contains the
observations for the initial condition (M_.orig_maximum_lag observations) and
for the terminal condition (M_.orig_maximum_lead observations).
See #1838.
Fix testsuite (wrong file name)
Enforce the positivity of standard errors in the maximum likelihood
estimations. Otherwise some stderr are estimated negative, and the Bayesian
estimation fail because the initial value is out of the bounds of the prior
shape.
Auxiliary variables were still present in the growth neutrality correction. This
commit remove the auxiliaries, so that the user doesn't need to update the
database with the auxiliary variable definitions.
Also adds integration test.
TODO Check that it works with log unary op
TODO Complete tests by checking that the written evaluate routine works