Commit Graph

6953 Commits (20431ed312de9e59edc6dbf23c425559db8a6735)

Author SHA1 Message Date
Sébastien Villemot 20431ed312
Block decomposition: in the dynamic file, y and T are now vectors as in non-block mode 2020-06-17 18:19:21 +02:00
Sébastien Villemot adbb9c9117
Block decomposition, stack_solve_algo=4: fix set of variables over which line search is done 2020-06-16 18:46:40 +02:00
Sébastien Villemot 6931614809
Block decomposition: for “solve two-boundaries” blocks, move the iteration loop outside the dynamic file 2020-06-16 18:46:40 +02:00
Sébastien Villemot c25ff09307
Block decomposition: for “solve two boundaries” block, no longer compute “b” (-residuals+g1*y) in the dynamic function 2020-06-16 18:46:40 +02:00
Sébastien Villemot e72bce1a67
Block decomposition: remove useless “y” output for static/dynamic files of solved blocks 2020-06-16 18:46:40 +02:00
Marco Ratto 616d2b0faf Bug fix in initializing analytic_derivation option. This is then checked in dynare_estimation_init for parameter endogenized in steady state.
Ref. #1733
2020-06-16 16:07:48 +00:00
Sébastien Villemot 7bec234f7f
Block decomposition: for evaluate blocks, move the iteration loop outside the dynamic file 2020-06-15 18:29:42 +02:00
Sébastien Villemot bfbff6a2fb
Block decomposition: remove duplicate “periods” arg. to dynamic file of complete two-boundaries blocks 2020-06-15 18:29:42 +02:00
Sébastien Villemot 87718ce8b7 Merge branch 'disp_moments' into 'master'
disp_moments.m: make error message informative

See merge request Dynare/dynare!1730
2020-06-15 09:47:22 +00:00
Johannes Pfeifer c47682caae disp_moments.m: make error message informative
[skip CI]
2020-06-15 11:45:45 +02:00
Johannes Pfeifer d54b45cbac PosteriorIRF_core1.m: Add missing else statement that triggered crashes in rare cases 2020-06-12 17:53:46 +02:00
Sébastien Villemot 1d172528d7
Block decomposition: fixed bug introduced in 2ec5e4075a 2020-06-04 19:43:57 +02:00
Sébastien Villemot fae433fb18
Block decomposition: fix bug introduced in 0d11f8182a 2020-06-04 18:15:54 +02:00
Sébastien Villemot 07914b58a2
dseries submodule update
— add bi-annual frequency
— do not return NaNs if a variable is 0 in all periods
— fixed bug (dates member was wrong)
2020-06-04 14:39:16 +02:00
Sébastien Villemot 2ec5e4075a
Block decomposition: remove unused 2nd and 3rd derivatives in output of dynamic functions 2020-06-03 17:00:17 +02:00
Sébastien Villemot 0d11f8182a
Block decomposition: no longer compute deterministic simulation from dynamic.m file
By the way, fix bug where oo_ was not modified by solve_one_boundary.

Also convert oo_.deterministic_simulations.status to a boolean in the block
routines, for consistency with the non-block case.
2020-06-02 17:46:29 +02:00
Sébastien Villemot 50209dc56e
Block decomposition: no longer use global variables for temporary terms in the dynamic M-file
Rather use a single vector as in non-block mode.

By the way, change the order of output arguments in static functions, to be
closer to the dynamic ones.
2020-05-26 16:23:46 +02:00
Sébastien Villemot ea4d3f4d83
Block decomposition: fix interaction with steady_state_model block
This cas was omitted in previous commit.
2020-05-25 21:10:42 +02:00
Sébastien Villemot 2c6807a66b
Block decomposition: no longer use global variables for temporary terms in the static M-file
Rather use a single vector as in non-block mode.
2020-05-25 18:36:55 +02:00
Sébastien Villemot caea047c2d
solve_one_boundary: remove unused codepaths for solve_algo={0,1,2,3}
Those cases are handled by dynare_solve.
2020-05-25 17:59:54 +02:00
Sébastien Villemot bd7eb2f88d
Fixes to solve_algo ≥ 9
— allow solve_algo=9 without block nor bytecode
— allow solve_algo≥9 with block without bytecode
— test solve_algo=9
2020-05-25 17:22:17 +02:00
Sébastien Villemot 2015b79279
solve_{one_boundary,two_boundaries}: convert some input arguments to logical type 2020-05-25 16:59:20 +02:00
Sébastien Villemot 154fced8b7
Remove old SMM code
Ref. #1724
2020-05-18 17:30:40 +02:00
Michel Juillard b70d99d1b4
Refactoring of initval_file and histval_file
initval_file and hisvfal_file are now more flexible and have functionalities
similar to option datafile in estimation.

Closes: #1671
2020-05-14 16:45:54 +02:00
Sébastien Villemot 09617453ea
Ensure that “extended_path” obeys the “bytecode” option
Closes: #1717
2020-05-04 22:42:08 +02:00
Houtan Bastani 25a977f4be
jacob_element & hess_element: remove unnecessary loops 2020-05-04 12:15:15 -04:00
Sébastien Villemot 6e0f104d7e
Bump minimal MATLAB version to R2014a
Ref. #1713
2020-04-07 16:32:32 +02:00
Sébastien Villemot e95b93f783
dseries submodule update
— Efficiency change. OCTAVE_VERSION is a builtin function in Octave
— Fix bug dseries#43
— Cosmetic changes
— Fixed subsasgn method (when calling merge)
2020-04-07 12:48:00 +02:00
Johannes Pfeifer b8b05300c1 missing_DiffuseKalmanSmootherH1_Z.m: fix bug with variable dimension 2020-04-02 19:22:55 +02:00
Willi Mutschler 64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution 2020-04-01 14:46:22 +02:00
Sébastien Villemot 8df9813a0e Merge branch 'perfect_foresight' into 'master'
fix bug when no convergence and backward model

See merge request Dynare/dynare!1726
2020-03-31 15:18:05 +00:00
Michel Juillard fd09b98150 fix bug when no convergence and backward model 2020-03-31 15:40:49 +02:00
Stéphane Adjemian (Charybdis) 166865149e
Updated build for matlab R2020a. 2020-03-26 11:20:24 +01:00
Stéphane Adjemian (Charybdis) 109bc5883c
Check the existence of the user configuration file. 2020-03-26 10:15:35 +01:00
Stéphane Adjemian (Charybdis) e2b20f3e3e
Bug fix. Dynare configuration hook was not evaluated. 2020-03-26 10:15:35 +01:00
Johannes Pfeifer 071ab1e14f imcforecast.m: fix faulty logic of warning
Steady state and time shift were missing
2020-03-21 12:06:24 +01:00
Johannes Pfeifer ef8671bb99 Correctly pass prior_trunc option in identification 2020-03-17 13:28:40 +01:00
Sébastien Villemot e93c7b6b25
Reorder files generated by “moments_varendo” option of “estimation”
If there were more than 10 files of Metropolis parameter draws, the ordering
the files containing the posterior moments could be different from that of the
parameter draws. This is because the “dir()” command was used to order the
files containing the parameter draws, and because the command uses alphabetic
ordering, file #10 would come before #2.

This commit enforces the numerical ordering of files.
2020-03-12 15:56:55 +01:00
Sébastien Villemot d01846e5be
Fix incorrect test for options_.posterior_sampler_options.posterior_sampling_method
Thanks to checkcode().
2020-03-10 14:13:49 +01:00
Johannes Pfeifer 99f4fcadcc model_diagnostics.m
Update parameter vector from steady state file and provide correct nocheck flag
2020-03-10 11:06:35 +01:00
Johannes Pfeifer 16f65a2f33 prior.m: fix missing function input
Prevents crashes in "prior moments"
2020-03-08 09:00:33 +01:00
Johannes Pfeifer b7ef2181f9 print_info.m: Fix bug in error handling
get_error_message.m needs to always provide the error string, only throwing out the error message needs to depend on noprint

Closes https://git.dynare.org/Dynare/dynare/issues/1714
2020-03-08 09:00:01 +01:00
Johannes Pfeifer 2004641a10 dyn_ramsey_static.m: abort of steady state file signals error code 2020-03-06 18:55:01 +01:00
Johannes Pfeifer 0a52dedfda Ramsey with multiple instruments: return properly sized vector if residuals are complex 2020-03-06 18:50:40 +01:00
Houtan Bastani eb6ab0696a
gui: added fields to `oo_` to indicate which commands have been run 2020-03-03 11:45:46 +01:00
Houtan Bastani 2d468b5c1d
replace unused variables with `~` 2020-03-03 11:43:38 +01:00
Johannes Pfeifer 9e5cb1422d
Save jscale to record structure before running MCMC
Useful in conjunction with mh_tune_jscale in cases where the posterior sampler crashes
2020-02-29 10:28:50 +01:00
Sébastien Villemot 3c30d9f658
Merge branch 'M_output' of git.dynare.org:JohannesPfeifer/dynare 2020-02-25 16:37:02 +01:00
Sébastien Villemot 3aaac2b811
Merge branch 'discretionary_bug' of git.dynare.org:JohannesPfeifer/dynare 2020-02-25 16:23:30 +01:00
Houtan Bastani 7a02b3bfd2
various fixes to dynareParallelDelete.m
- did not account for cases when username not set (namely when remote is localhost)
- did not account for cases when remote directory was not set (namely when remote is localhost)
- added unnecessary `filesep` to `pname` when `pname` was empty
- ignore unused output arguments (it is necessary to explicitly ignore them to prevent unwanted output from the `system` call)
- globbing did not work as it was expanded on the calling machine not the remote; pass call to `bash -c` to handle this
2020-02-25 16:18:55 +01:00