Willi Mutschler
03641585e4
✅ Fix lsqnonlin in Octave
2020-11-26 17:07:46 +01:00
Willi Mutschler
25f1641db1
Change order of checks for NaN moments, improve warnings and errors
2020-11-26 16:45:07 +01:00
Sébastien Villemot
21e61ef954
Merge branch 'identification_fixes' of git.dynare.org:wmutschl/dynare
2020-11-26 16:36:34 +01:00
Willi Mutschler
a710532c3a
🐛 Fix identification error with unit root observables and diffuse_filter set
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Fixes #1752
2020-11-26 13:49:14 +01:00
Willi Mutschler
4aa0fa540e
Display minimum in check plots in method of moments
2020-11-26 13:28:29 +01:00
Sébastien Villemot
8c63c97d3c
Merge branch 'numprocs' into 'master'
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Add num_procs.m function in missing
See merge request Dynare/dynare!1778
2020-11-23 16:51:42 +00:00
Johannes Pfeifer
eb52fd1eaa
Add num_procs.m function in missing
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Preserves ability to run Dynare with m-replacements
[skip CI]
2020-11-23 15:51:55 +01:00
Johannes Pfeifer
27946a7553
dyn_second_order_solver.m: remove unused code
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Redundant due to transformation to one lead-lag problem
2020-11-22 21:23:55 +01:00
Willi Mutschler
3c1087a369
Fix for sylvester3a for purely forward-looking models
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In purely forward-looking models ghx is empty and sylvester3a gives a "Operands to the || and && operators must be convertible to logical scalar values" error, as e becomes a "1×0 empty double row vector" and not a logical.
2020-11-21 09:46:10 +01:00
Johannes Pfeifer
e42654b812
method_of_moments.m: Octave compatibility fix
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Octave does not support randstream; related to https://git.dynare.org/Dynare/dynare/-/issues/1749
2020-11-19 10:07:35 +01:00
Sébastien Villemot
426e52e2d9
Merge branch 'mjdgges' into 'master'
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Add mjdgges.m unit test
Closes #1438
See merge request Dynare/dynare!1771
2020-11-13 17:10:14 +00:00
Johannes Pfeifer
c4c8a0256d
Add mjdgges.m unit test
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1438
2020-11-13 15:55:20 +01:00
Sébastien Villemot
6dac5a5d1f
Particules submodule update
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– Consistently use LaTeX labels in figures instead of relying on psfrag
– Fix eps-TeX-loaders
– auxiliary_particle_filter.m: set undefined variable (Ref. #1718 )
2020-11-13 13:19:34 +01:00
Sébastien Villemot
79652f13d7
Merge branch 'nanmean_octave' into 'master'
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nanmean: Compatibility fix for Octave
See merge request Dynare/dynare!1769
2020-11-13 12:18:40 +00:00
Sébastien Villemot
e6c8daf922
Merge branch 'endog_prior_NaN' into 'master'
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endogenous_prior.m: deal with missing data
Closes #1744
See merge request Dynare/dynare!1768
2020-11-13 11:53:19 +00:00
Johannes Pfeifer
e9ef9a5f4b
nanmean: Compatibility fix for Octave
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Octave does not support Matlab's recommended syntax
2020-11-13 12:03:17 +01:00
Johannes Pfeifer
445cbf67d2
endogenous_prior.m: deal with missing data
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1744
2020-11-13 10:54:44 +01:00
Sébastien Villemot
74d7c8a7f4
Merge branch 'pf_init' into 'master'
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Fix initialization of state variances
See merge request Dynare/dynare!1762
2020-11-12 11:22:41 +00:00
Johannes Pfeifer
dab5d38068
Fix initialization of state variances
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- incomplete computation of variances in case 1
- wrong ordering for case 2
2020-11-12 10:43:04 +01:00
Johannes Pfeifer
c0c1b98326
discretionary_policy_1.m: take care of presence of auxiliary equations
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Happens e.g. with news shocks
2020-11-11 22:08:19 +01:00
Sébastien Villemot
fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
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Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.
Incidentally, this closes #1731 . This commit therefore also removes the
workaround introduced in 0391dbbeb1
.
2020-11-09 16:34:12 +01:00
Sébastien Villemot
029ab65e68
Perfect foresight with initval_file: fix another bug when M_.orig_maximum_lag ≠ M_.maximum_lag
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Similar to 95dcb5f4b7
.
2020-11-05 16:08:57 +01:00
Sébastien Villemot
95dcb5f4b7
Perfect foresight with initval_file: fix bug when M_.orig_maximum_lag ≠ M_.maximum_lag
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By the way, remove inexact comment about a similar code in histvalf.m
2020-11-05 15:39:55 +01:00
Sébastien Villemot
5fab01c534
Perfect foresight: fix case where max lead/lag on exo is greater than max lead/lag on endo
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Bug introduced in commit e21cb1ad6b
Ref. #1720
2020-10-21 19:12:22 +02:00
Sébastien Villemot
e21cb1ad6b
LMMCP: fix the purely backward and purely forward cases
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Closes : #1720
2020-10-21 16:30:40 +02:00
Sébastien Villemot
4ba0f0a9c3
LMMCP: don’t report a wrong maxerror, rather put NaN
2020-10-20 18:27:19 +02:00
Sébastien Villemot
46da76c0ce
LMMCP: fix bug when periods=1
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The fix in commit 24cc67e585
was incorrect.
2020-10-20 18:20:04 +02:00
Sébastien Villemot
87cc519321
LMMCP / linear perfect foresight: fix bug for models with a single equation
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The routines use the find() function applied to a subset of columns of the
Jacobian, which in this case is a row vector. When passed a row vector, find()
returns row vectors (while it returns column vectors when passed a column
vector or a matrix). This case was not correctly handled.
2020-10-20 18:20:02 +02:00
Sébastien Villemot
df58037feb
Reporting: rename @graph class to @report_graph, to avoid name clash with MATLAB’s @graph
2020-10-20 14:39:47 +02:00
Sébastien Villemot
e3207b1d8c
Extended path: remove ep.use_bytecode flag
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It’s actually useless and complicates the code. Simply rely on
options_.bytecode.
Ref. #1742
2020-10-15 11:06:59 +02:00
Sébastien Villemot
10333f99e2
Fix extended_path + bytecode under Octave
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Ref. #1742
2020-10-15 10:59:15 +02:00
Sébastien Villemot
71e3e0d49e
Fix extended_path with bytecode
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By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.
Closes : #1742
2020-10-14 17:25:58 +02:00
Sébastien Villemot
e576dc8c81
Block decomposition: fix evaluation of recursive variables in solved blocks
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Ref. #1726
2020-10-06 18:31:13 +02:00
Sébastien Villemot
fa12e5abfc
Provisions for MATLAB R2020b
2020-09-24 15:43:06 +02:00
Stéphane Adjemian (Charybdis)
202bf913c0
Cosmetic changes.
2020-09-23 13:56:08 +02:00
Michel Juillard
c366a8c3da
fix bugs
2020-09-20 16:52:31 +02:00
Michel Juillard
c2e43c0093
fix histval_initval_file unit tests
2020-09-20 11:11:26 +02:00
Michel Juillard
57c94a1c76
revise options checks
2020-09-19 19:17:42 +02:00
Michel Juillard
b6582c2d5f
fix handling firstsimulationperiod
2020-09-19 12:18:24 +02:00
Michel Juillard
91b4cfd3a8
fixes handling of periods in histval_file/initval_file
2020-09-19 12:14:43 +02:00
Sébastien Villemot
b9812a0ff0
Fix another issue with extended_path + bytecode
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As reported in https://forum.dynare.org/t/extended-path-bytecode/16577
2020-09-08 13:13:00 +02:00
MichelJuillard
0391dbbeb1
fix bug with lag on exogenous variables on more than one period
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(cherry picked from commit 492124ce9886e6aef4f4cefef302241d7edfe024)
2020-09-04 14:02:04 +00:00
Sébastien Villemot
26597bf093
Remove more utilities related to conversion of oo_ between Dynare versions
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Ref. #915
2020-09-03 16:45:21 +02:00
Johannes Pfeifer
d7b7ce8940
AnalyseComputationalEnvironment.m: define missing command string used in error message
2020-09-02 12:41:31 +02:00
Sébastien Villemot
b891695680
Merge branch 'JohannesPfeifer/dynare-MoM'
2020-09-01 15:14:43 +02:00
Johannes Pfeifer
96be513ecf
Remove matched_moments_ as input argument as it is now a field of M_
2020-08-05 15:58:58 +02:00
Sébastien Villemot
f6c2471eef
New MEX for solving discrete Lyapunov equations with doubling algorithm
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This is a Fortran 2008 rewrite of disclyap_fast.m.
Closes : #1737
2020-07-30 16:34:35 +02:00
Sébastien Villemot
daea99d1b0
Merge branch 'parameter_setting' into 'master'
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Move setting of parameters out of check_bounds_and_definiteness_estimation.m
See merge request Dynare/dynare!1754
2020-07-21 08:30:57 +00:00
Johannes Pfeifer
3b85fea02e
Move setting of parameters out of check_bounds_and_definiteness_estimation.m
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Increases transparency
2020-07-17 15:02:12 +02:00
Sébastien Villemot
4d22c4c0c0
Drop 32-bit binaries from Windows package
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Closes : #1713
2020-07-17 12:52:58 +02:00