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Author SHA1 Message Date
Stéphane Adjemian 20511495de Merge branch 'load_results_after_load_mh' into 'master' 
load_results_after_load_mh: fix location of file

See merge request Dynare/dynare!2065
 2022-08-10 15:10:03 +00:00
Johannes Pfeifer 905e7c4344 load_results_after_load_mh: fix location of file 2022-08-10 12:55:00 +02:00
Marco Ratto 3c0f8ec624 bug fixes in error traps in PKF update steps 2022-07-29 16:39:59 +02:00
Johannes Pfeifer df09084a89 posterior_sampler_initialization.m: save missing ProposalCovariance for mh_recover 2022-07-28 11:12:18 +02:00
Johannes Pfeifer 82a2717181 Remove unused metropolis_hastings_initialization.m 
Remnant of refactorization in 4445f17e
 2022-07-28 11:03:37 +02:00
Sébastien Villemot ca32be2dcb
Merge branch 'model_diag' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2058
 2022-07-27 18:07:12 +02:00
Johannes Pfeifer 253c87b894 model_diagnostics.m: allow setting tolerance for singularity checks starting with Matlab 2022a 2022-07-27 13:15:29 +02:00
Sébastien Villemot ad97361f67
Fix bug under MATLAB < R2016b introduced in 906062cfe5 
The logic for testing the MATLAB version was incorrect.
 2022-07-26 22:36:30 +02:00
Marco Ratto 6d03a65488 bug fix for smoother_redux and state uncertainty with OCCBIN 2022-07-26 18:07:39 +02:00
Sébastien Villemot f7ea4313b5 Merge branch 'smoother' into 'master' 
Various fixes to smoother output

See merge request Dynare/dynare!2057
 2022-07-26 14:33:42 +00:00
Sébastien Villemot 88a21cc6d1 Merge branch 'occbin_bug' into 'master' 
fix bug in ambiguity in the first regime stored, between 01 10 and 11.

See merge request Dynare/dynare!2055
 2022-07-26 13:33:36 +00:00
Johannes Pfeifer 2816550290 PKF: get required output if nk=1 
Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
 2022-07-26 15:07:23 +02:00
Johannes Pfeifer 622f831625 Inversion filter: disable unavailable smoother outputs 
Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
 2022-07-26 14:43:31 +02:00
Johannes Pfeifer 9bc71dffde dynare_estimation_1.m: fix typo 2022-07-26 14:36:25 +02:00
Johannes Pfeifer 59882e803b store_smoother_results.m: correctly set input arguments 2022-07-26 14:35:36 +02:00
Johannes Pfeifer b5c741998c evaluate_planner_objective.m: fix output for linear-quadratic problems solved at second order 
Welfare does not correspond to the steady state in this case
 2022-07-26 13:35:55 +02:00
Marco Ratto 906062cfe5 fix bug in ambiguity in the first regime stored, between 01 10 and 11. 2022-07-26 12:44:55 +02:00
Sébastien Villemot f21577bf39
Merge branch 'ident_fix' of git.dynare.org:wmutschl/dynare 
Ref. !2054
 2022-07-26 11:55:47 +02:00
Sébastien Villemot 7005634eb0
Merge branch 'ident_fix' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2050
 2022-07-26 11:55:02 +02:00
Willi Mutschler 30a6d35f5a
🐛 identification do plots and display results only for nonempty objects 
fixes #1860
 2022-07-26 10:26:13 +02:00
Sébastien Villemot 848c111cf4 Merge branch 'discretion' into 'master' 
discretionary_policy_initialization.m: fix logic of check for instruments

See merge request Dynare/dynare!2053
 2022-07-25 09:26:50 +00:00
Johannes Pfeifer e9a1902410 discretionary_policy_initialization.m: fix logic of check for instruments 
Related to https://git.dynare.org/Dynare/preprocessor/-/issues/101
 2022-07-22 21:52:05 +02:00
Sébastien Villemot 13709f6853
Add “fsolve_options” option to “steady” command 
Closes: #1856
 2022-07-22 14:35:19 +02:00
Sébastien Villemot ceedb4869e
solve_algo=0: move to optimoptions under MATLAB, and to new options names for MATLAB⩾R2016a 2022-07-22 14:21:42 +02:00
Sébastien Villemot 572fed3994
Merge branch 'dyn_forecast' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2051
 2022-07-05 17:09:51 +02:00
Sébastien Villemot 84d744ea75
Merge branch 'DM' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2049
 2022-07-05 17:09:31 +02:00
Sébastien Villemot 0a9dc0137a
k_order_welfare MEX: fix documentation of output arguments 2022-07-05 11:55:33 +02:00
Johannes Pfeifer 35a25b8fb5 dyn_forecast.m: gracefully exit if decision rules and remove unused output argument 2022-07-04 17:33:20 +02:00
Sébastien Villemot 5d048b998d
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2047
 2022-07-04 15:15:47 +02:00
Sébastien Villemot deb0f8b401
Merge branch 'ramsey_discount' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2046
 2022-07-04 15:15:08 +02:00
Johannes Pfeifer 0f64652a73 identification_checks.m: fix comment 2022-06-28 09:44:05 +02:00
Johannes Pfeifer dbde8294cd disp_identification.m: account for non-boolean indicator 
Related https://git.dynare.org/Dynare/dynare/-/issues/1860
 2022-06-28 09:43:46 +02:00
Johannes Pfeifer 5788f1bc71 dynare_solve: deal with Dulmage-Mendelsohn decomposition returns a non-square block 
Related to https://git.dynare.org/Dynare/dynare/-/issues/1851
 2022-06-27 15:30:14 +02:00
Johannes Pfeifer 74672bb294 DsgeSmoother.m: delete redundant line 2022-06-27 11:23:19 +02:00
Johannes Pfeifer 77d6782cb4 evaluate_steady_state.m: check whether planner_discount is actually set for ramsey 2022-06-27 11:17:15 +02:00
Stéphane Adjemian (Charybdis) 584e661fff
Ensure that the ordering of the exogenous variables is correct... 
in model inversion routines.
 2022-06-17 17:48:00 +02:00
Stéphane Adjemian (Charybdis) f19ab66bab
Fix precision issue. 
Introduced in patch 8b197bf71c which incidentally reduced the precision to six digits.
 2022-06-17 16:48:35 +02:00
Sébastien Villemot 5ccd5f2613
Revert "More explicit message when the Dulmage-Mendelsohn decomposition returns a non-square block" 
This reverts commit fa71d4712d.

Ref. #1851
 2022-06-16 18:05:14 +02:00
Sébastien Villemot fa71d4712d
More explicit message when the Dulmage-Mendelsohn decomposition returns a non-square block 
Closes: #1851
 2022-06-16 15:53:45 +02:00
Sébastien Villemot 06f665e231
Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode) 
Previously, LBJ was available:

– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
  was not making it clear that it was LBJ)

This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
 2022-06-15 15:06:33 +02:00
Johannes Pfeifer 1b4a4c8778 shock_decomposition.m: correctly pass initial date for plotting 2022-06-08 16:03:36 +02:00
Sébastien Villemot 5423949047
Merge branch 'marco_fixes' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2042
 2022-06-07 15:04:28 +02:00
Marco Ratto 3575afdf1d save info1 file only under debugging 2022-06-02 09:52:48 +02:00
Marco Ratto 9304b535f4 port to occbin smoother the same computational improvements done for standard one under smother_redux option. This also require to provide occbin reduced state-space matrices as output argument of missing_DiffuseKalmanSmootherH3_Z.m 2022-06-02 09:52:47 +02:00
Marco Ratto 12c4e03d7b bug fixes in retrieving the k-step ahead predictions and updated variables from occbin simulations 2022-06-02 09:52:47 +02:00
Marco Ratto 16bc2b3e5e plot_shock_decomposition: filter out other forbidden characters (parentheses and dot) for field name 2022-06-02 09:52:21 +02:00
Marco Ratto 61632ef28f marginal_density.m: make computation of log(det(sigma)) robust numerically 2022-06-02 09:51:12 +02:00
Marco Ratto 48ec0a60e8 Trap the case when Q is null matrix 2022-06-02 09:49:38 +02:00
Johannes Pfeifer 8ac72590da PKF: document incompatibilities and throw proper errors if triggered 2022-05-31 17:40:03 +02:00
Sébastien Villemot 09f2541550 Merge branch 'PKF' into 'master' 
Bug fixes for PKF

See merge request Dynare/dynare!2038
 2022-05-31 08:00:22 +00:00