Stéphane Adjemian (Charybdis)
1c953cca01
Moved CLI routines.
2021-12-21 16:22:30 +01:00
Stéphane Adjemian (Charybdis)
4b18aafa9b
Add CLI for evaluate_smoother.
2021-12-21 16:17:29 +01:00
Sébastien Villemot
04ab1e5696
Merge branch 'steady_debug' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1982
2021-12-20 12:08:17 +01:00
Stéphane Adjemian (Ryûk)
ba7a53b38b
Code factorization (NLS).
2021-12-19 17:14:25 +01:00
Johannes Pfeifer
b966e5eb7a
evaluate_steady_state.m: do not check auxiliary initial values if they haven't been set
2021-12-19 11:39:24 +01:00
Stéphane Adjemian (Ryûk)
60d8f44c4a
Fix estimation range.
2021-12-18 22:27:45 +01:00
Stéphane Adjemian (Ryûk)
2a796c8e34
Account for logged variables under diffs.
2021-12-18 19:58:55 +01:00
Stéphane Adjemian (Ryûk)
cc90bd4cf5
Fix typos in regular expressions.
2021-12-18 19:28:58 +01:00
Stéphane Adjemian (Ryûk)
8fa8ee8235
Bug fix (wrong dimension for exogenous variables).
...
Also removed the distinction between exogenous and endogenous variables when
replacing variables by columns in the data matrix.
2021-12-17 20:54:28 +01:00
Stéphane Adjemian (Ryûk)
4512000f0f
Display estimation results PAC/NLS.
2021-12-17 20:53:39 +01:00
Stéphane Adjemian (Ryûk)
8c8a2cf0fa
Add trap if SSR is not a real number.
2021-12-17 14:54:58 +01:00
Stéphane Adjemian (Ryûk)
1cf99b5227
Do not update the database if there is no aux. variables.
2021-12-17 14:21:10 +01:00
Stéphane Adjemian (Ryûk)
b297353b06
PAC decomposition between stationary and non-stationary components.
...
The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).
TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.
2021-12-17 12:17:13 +01:00
Sébastien Villemot
f8fc786459
Merge branch 'het_shocks' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1980
2021-12-15 10:27:06 +01:00
Sébastien Villemot
600e468448
Merge branch 'cosmetics_header' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1979
2021-12-15 10:26:52 +01:00
Stéphane Adjemian (Ryûk)
4dd3ee8546
Add CLI for some routines.
...
- steady,
- check,
- evaluate_likelihood,
- evaluate_posterior_kernel, and
- evaluate_prior.
*Example*
After running a mod file, on the Matlab's command line:
>> cli.check
EIGENVALUES:
Modulus Real Imaginary
0 0 0
1.389e-16 1.389e-16 0
0.6452 0.6452 0
0.9707 0.9707 0
1.038 1.038 0
1.271e+16 1.271e+16 0
2.33e+17 2.33e+17 0
There are 3 eigenvalue(s) larger than 1 in modulus
for 3 forward-looking variable(s)
The rank condition is verified.
2021-12-14 14:45:57 +01:00
Johannes Pfeifer
3dc398f590
dynare_estimation_1.m: improve comment on Hessian recomputation
2021-12-14 11:22:41 +01:00
Johannes Pfeifer
7303275bef
dsge_likelihood.m: update header
2021-12-14 11:22:41 +01:00
Johannes Pfeifer
fdb14b3af8
IVF: turn off near-singularity warning in estimation
2021-12-14 11:21:16 +01:00
Johannes Pfeifer
8a76c689ea
IVF: properly deal with error code
2021-12-14 11:21:16 +01:00
Johannes Pfeifer
1bfb9ffbb9
heteroskedastic shocks: take into account first_obs
2021-12-14 11:21:16 +01:00
Sébastien Villemot
301fe42ed8
Merge branch 'varendo' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1978
2021-12-14 11:09:47 +01:00
Sébastien Villemot
6a41cbdb13
Merge branch 'minimal_state' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1963
2021-12-14 11:09:28 +01:00
Sébastien Villemot
7770c99f1b
dseries: prevent horse-race condition when saving and loading mat file
2021-12-14 11:00:16 +01:00
Johannes Pfeifer
c60a1624d1
identification: separate error code and option
...
Solves issues with Monte Carlo sampling where error code affected option for later draws
2021-12-13 15:14:23 +01:00
Johannes Pfeifer
de90c5d246
Provide warning if moments_varendo is not set but conditional_variance_decomposition
2021-12-13 13:08:59 +01:00
Sébastien Villemot
4fac512bfd
Merge branch 'dsge_var' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1973
2021-12-13 12:40:27 +01:00
Stéphane Adjemian (Ryûk)
f687b531fd
Bug fix (wrong indexing in present value evaluation).
2021-12-11 18:44:01 +01:00
Johannes Pfeifer
fc05ddd5fe
dsge_var_likelihood.m: remove unused output arguments
2021-12-10 12:01:40 +01:00
Johannes Pfeifer
5f732803d8
dsge_var: pass data moments as function inputs instead of via base workspace
...
going via base prevents parallel execution
2021-12-10 12:01:07 +01:00
Sébastien Villemot
f7f7c77411
Merge branch 'ramsey_debug' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1977
2021-12-10 11:12:33 +01:00
Sébastien Villemot
ee5eec3224
Merge branch 'disp_th_moments' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1975
2021-12-10 11:01:59 +01:00
Sébastien Villemot
6dd787569a
Merge branch 'SMM' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1974
2021-12-10 11:01:37 +01:00
Johannes Pfeifer
741772d514
evaluate_steady_state.m: correctly condition debugging info on existence of objects from steady state file
2021-12-10 09:05:55 +01:00
Johannes Pfeifer
f5def11a23
disp_th_moments.m: honor noprint
2021-12-09 09:01:10 +01:00
Johannes Pfeifer
137ba73c4c
SMM: add forgotten error code
...
[skip CI]
2021-12-08 19:07:18 +01:00
Johannes Pfeifer
d5a2015ded
mom: gracefully exit if unobserved moments are matched.
2021-12-08 09:38:41 +01:00
Johannes Pfeifer
d039bcbfec
evaluate_planner_objective.m: initialize newly introduced options and fix naming
2021-12-07 13:56:01 +01:00
Johannes Pfeifer
c07508a917
occbin_write_regimes: distinguish between smoother and simulations
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Closes : #1828
2021-12-07 12:41:34 +01:00
Sébastien Villemot
36705d505b
Merge branch 'make_ex' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1968
2021-12-07 12:20:29 +01:00
Normann Rion
cf829fb28e
A few fixes for k-order welfare assesment in `evaluate_planner_objective`
...
As suggested in !1962
2021-12-07 12:19:30 +01:00
Johannes Pfeifer
ce9bb2f09d
make_ex_.m: gracefully exit if user attempts to set non-existent period 0
2021-12-06 15:04:30 +01:00
Johannes Pfeifer
7bc15927a9
realtime_shock_decomposition.m: gracefully exit if nobs-option is not set
2021-12-03 09:19:59 +01:00
Johannes Pfeifer
82689795e4
dyn_first_order_solver.m: add debugging information
2021-12-01 14:36:21 +01:00
Sébastien Villemot
06fd42c19b
Drop the dynare_simul_ MEX in favour of the new Fortran k_order_simul MEX
2021-11-26 17:37:53 +01:00
Sébastien Villemot
74d070c216
Merge branch 'model_diagnostics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1964
2021-11-26 17:37:06 +01:00
Sébastien Villemot
a3956996f7
Merge branch 'local_state_space_it' of git.dynare.org:normann/dynare
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Ref. !1962
2021-11-26 17:35:30 +01:00
Johannes Pfeifer
58343c3988
model_diagnostics.m: check for consistent number of equations for Ramsey case before checking for steady state
2021-11-25 16:04:14 +01:00
Johannes Pfeifer
459d6ded6e
get_minimal_state_representation.m: set undefined output argument
2021-11-24 18:59:48 +01:00
NormannR
6b566d37c7
Add k-order conditional and unconditional welfare evaluation in evaluate_planner_objective
2021-11-24 17:30:02 +01:00