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8052 Commits (237aa465d23fb3113a27cf2d8f9932bd3c2e2e8f)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 237aa465d2
Fix precision in perfect_foresight_solver for backward models. 2021-04-08 20:31:40 +02:00
Stéphane Adjemian (Charybdis) a03b65bab7
Honour option solve_algo with backward models in perfect_foresight_solver. 2021-04-08 20:31:40 +02:00
Stéphane Adjemian (Charybdis) 8683790927
Throw error if solve_algo={12,14} is used without JSON output. 2021-04-08 20:31:40 +02:00
Sébastien Villemot d5c8e8115e
Preprocessor update 
— Properly escape some characters in JSON. As a consequence, remove the
  workaround that was in matlab/loadjson_.m
— Fix JSON output for load_params_and_steady_state
— Add maximum lead/lag and varobs to JSON output
 2021-04-08 14:51:49 +02:00
Stéphane Adjemian (Charybdis) 3a823c488f
Fix PAC equations with lags on exogenous variables. 2021-04-02 15:52:30 +02:00
Johannes Pfeifer 3c11ee9581 posterior_sampler.m: make sure proposal density fields are set in parallel 2021-03-25 17:11:48 +01:00
Sébastien Villemot a42a9fff75 Merge branch 'foresight_debug' into 'master' 
perfect foresight: provide debugging information for singular Jacobian

Closes #1732

See merge request Dynare/dynare!1834
 2021-03-22 09:41:24 +00:00
Sébastien Villemot baa6c8dbbd
Provisions for MATLAB R2021a 2021-03-17 17:47:27 +01:00
Johannes Pfeifer b5a4c0695f perfect foresight: provide debugging information for singular Jacobian 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1732
 2021-03-17 15:02:30 +01:00
Sébastien Villemot 47477e152a
Bump minimal Octave version to 6.2.0 2021-03-12 16:21:57 +01:00
Stéphane Adjemian (Charybdis) 3859ea0de0
Fix read_key_value_string if commas are followed by spaces. 2021-02-26 17:50:47 +01:00
Stéphane Adjemian (Charybdis) 6752426809
Bug fixes in particles submodule. 2021-02-26 10:40:37 +01:00
Stéphane Adjemian (Charybdis) 9e37e07075
Updated dseries submodule (time aggregation routines). 2021-02-26 09:44:24 +01:00
Normann Rion 9db1265892 Asssesing welfare in perfect-foresight frameworks 
Ref. #1680
 2021-02-25 15:12:28 +01:00
Sébastien Villemot 9066d31dd7 Merge branch 'ramsey_problem' into 'master' 
Ref. #1680 : 2nd-order welfare

See merge request Dynare/dynare!1828
 2021-02-23 16:08:53 +00:00
Sébastien Villemot 75882bcc11
Improve command suggestion for installing statistics package from Octave Forge 
The “io” package is a dependency, hence must be explicitly installed first.

[skip ci]
 2021-02-19 14:24:32 +01:00
Sébastien Villemot 3939544498
Remove remnants from estimation DLL 2021-02-18 14:26:10 +01:00
Normann Rion f532de0f29 Adds the discretionary case to the evaluate_planner_objective function 2021-02-18 12:00:44 +01:00
Normann Rion e880d1bcc3 Ref. #1680: 2nd-order welfare 2021-02-17 13:53:55 +01:00
Sébastien Villemot a51bdf8948
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1831
 2021-02-16 16:58:59 +01:00
Sébastien Villemot 6d95abdb95
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-11225' 
Ref. !1830
 2021-02-16 16:58:04 +01:00
Sébastien Villemot 9ddad32e4e
Merge branch 'shock_decomp_fixes' of git.dynare.org:rattoma/dynare 
Ref. !1829
 2021-02-16 16:56:52 +01:00
Sébastien Villemot 9d06016dc3
Merge branch 'fixes_4.7' of git.dynare.org:rattoma/dynare 
See !1827
 2021-02-16 16:55:31 +01:00
Nikola Bokan 592cd69e25
Bug-fix: staticmodel type. 2021-02-16 15:06:43 +01:00
Johannes Pfeifer 99c7d88c53 dyn_forecast.m: set first_obs and allow for Bayesian smoother input 2021-02-16 11:26:35 +01:00
Johannes Pfeifer 6b2555f0ad smoother2histval: fix computation of data length 2021-02-16 09:00:11 +00:00
Marco Ratto 50e80fe496 write xls output in Output subdir 2021-02-16 09:56:22 +01:00
Johannes Pfeifer a0d0270679 smoother2histval.m: suppress output 
[skip CI]
 2021-02-16 08:11:13 +00:00
Marco Ratto f592cca59d fixed wrong naming of shock decompositions 2021-02-13 19:07:28 +01:00
Marco Ratto b1ae98845d fixed bug in var list for expand menu 2021-02-13 19:07:02 +01:00
Marco Ratto dbcdaf75a6 fixed bug when SteadyState is not used for shock decompositions 
fixed names of files, removing spaces and dots
use writetable with mac OS
 2021-02-13 19:05:54 +01:00
Marco Ratto c8cd0a06ce allow to export expand groups to excel (instead than plotting them) 2021-02-13 19:04:39 +01:00
Marco Ratto f8b8ec6c18 fixes around init2shocks in plotting utilities 2021-02-13 19:04:01 +01:00
Marco Ratto faa203e029 condition computation of posterior statistics also to (options_.load_mh_file && ~options_.load_results_after_load_mh) and apply it to all cases 2021-02-13 18:53:17 +01:00
Marco Ratto 5c3b0ebc95 better handle newrat options, avoiding to treat newratflag in two places 2021-02-13 16:44:50 +01:00
Marco Ratto 915502ce13 copyright year and indentation 2021-02-13 11:29:40 +01:00
Marco Ratto d56bba724c autocov is initialized NaN with the original order and then only loop up to updted order compatible with sample size. 2021-02-13 11:27:18 +01:00
Marco Ratto 15ab85788c adjusted message in case of diffuse filter, where cointegration is most of the time the reason for such a warning 2021-02-12 19:10:45 +01:00
Marco Ratto 22ef0b1413 get statistics also when load_mh_file 2021-02-12 18:55:50 +01:00
Marco Ratto b9a6462462 bug fix in trapping option newratflag 2021-02-12 18:54:07 +01:00
Marco Ratto ebec3ede8a allow negative lag (i.e. a lead) 2021-02-12 18:50:55 +01:00
Marco Ratto 1519e4673a trap case when order is too big wrt sample size 2021-02-12 18:49:33 +01:00
Sébastien Villemot 2ee03c7e28
OLS: Octave compatibility fix 
Cell arrays cannot be used for derefencing fields in a structure.

For some unknown reason, this was nevertheless accepted by MATLAB in this
context.
 2021-02-04 16:54:09 +01:00
Sébastien Villemot 78fdd50894
cherrypick.m: Octave compatibility fix 
The plus sign (+) was unescaped in the regular expression, which was confusing
Octave.

By the way, also remove unneeded parenthesis groupings.
 2021-02-04 16:01:54 +01:00
Sébastien Villemot 901d8355e3
PAC iterative OLS: compatibility fix for Octave < 6 2021-02-04 16:01:30 +01:00
Sébastien Villemot 50a7507f9b
options_.bnlms.set_dynare_seed_to_default is a boolean 2021-02-04 12:37:36 +01:00
Sébastien Villemot 8e9085eea4
PAC NLS estimation: Octave compatibility fix 
In regular expressions, the end-of-word operator (\>) does not behave the same
under Octave and under MATLAB. See:
https://savannah.gnu.org/bugs/index.php?59992

In this case, we can simply drop the \> operator, since there is no risk of
matching a partial variable name (since there is already “(-1)” at the end of
the pattern).

By the way, remove a useless parenthesis grouping in the regexp.
 2021-02-02 17:02:04 +01:00
Sébastien Villemot 7bbe67748b
simul_backward: Octave compatibility fix 2021-02-02 17:02:04 +01:00
Sébastien Villemot 00e36dd342
var_expectation.update: Octave compatibility fix 
There was a conflict between matlab/+var_expectation/update.m and
matlab/+var_expectation/+update/. So we renamed the (single) file in the latter
directory.
 2021-02-02 17:01:59 +01:00
Sébastien Villemot 44a2e6463b
lyapunov_solver: increase tolerance for 2 unit tests, for MATLAB R2014a 2021-02-02 15:05:41 +01:00