Commit Graph

8052 Commits (237aa465d23fb3113a27cf2d8f9932bd3c2e2e8f)

Author SHA1 Message Date
Johannes Pfeifer 29537b761b
csminwel1.m: fix bug with user-supplied gradient function
transformation to function handle made subsequent ischar-checks non-functioning
2021-01-22 21:19:07 +01:00
Johannes Pfeifer de16e9c00a
dynare_estimation_1: restore exiting with mode_compute=0 and order=1 2021-01-22 21:19:07 +01:00
Johannes Pfeifer ade1dfce5e
compute_moments_varendo: cosmetic fix to display 2021-01-22 21:19:07 +01:00
Johannes Pfeifer b38d6f8139
compute_moments_varendo: use pruned state space at higher order 2021-01-22 21:19:07 +01:00
Johannes Pfeifer 314948ce34
compute_moments_varendo: skip computations for various unsupported cases 2021-01-22 21:19:07 +01:00
Johannes Pfeifer dedfd0c08f
compute_moments_varendo: skip variance decomposition at higher order 2021-01-22 21:19:07 +01:00
Johannes Pfeifer 9f903db283
disp_th_moments_pruned_state_space.m: cosmetic fix to header 2021-01-22 21:19:07 +01:00
Johannes Pfeifer 417f038cc5
Particle filters: do not compute Kalman smoother
Related to https://git.dynare.org/Dynare/dynare/-/issues/1757
2021-01-22 21:19:07 +01:00
Johannes Pfeifer 0b87f66443
non_linear_dsge_likelihood.m: do not set use_k_order_solver with pruning
local_state_space_iteration_k does not support it, use local_state_space_iteration_2 at order=2 instead and error out with order=3
2021-01-22 21:19:07 +01:00
Sébastien Villemot dfa6359dd3
Merge branch 'solve_opt' of git.dynare.org:JohannesPfeifer/dynare 2021-01-22 18:33:12 +01:00
Sébastien Villemot 565d61aad3
Merge branch 'kalman_analytic_bug' of git.dynare.org:JohannesPfeifer/dynare 2021-01-22 18:32:42 +01:00
Sébastien Villemot 35df056905
histval_file: workaround for bug in MATLAB ≤ R2019a
Ref. dseries#45
2021-01-22 18:31:31 +01:00
Johannes Pfeifer 731a168f69 Make mh_tune_jscale work with use_mh_covariance_matrix 2021-01-22 15:01:23 +01:00
Johannes Pfeifer fa739c3a63 posterior_sampler_initialization.m: update record if different sampler is used
Also removes redundant field
2021-01-22 15:01:23 +01:00
Johannes Pfeifer c78890d5ca posterior_sampler_initialization.m: Allow running different samplers after each other
Transform error to warning
2021-01-22 15:01:22 +01:00
Johannes Pfeifer 32bdb82cf8 Make load_mh_file honor use_mh_covariance option 2021-01-22 15:01:02 +01:00
Johannes Pfeifer a89f21b53d solvopt.m: prevent returning with inf 2021-01-22 14:56:49 +01:00
Johannes Pfeifer 371fdb227b solvopt.m: use gradient as second output instead of expecting separate function 2021-01-22 14:56:49 +01:00
Johannes Pfeifer c6c9b4e356 kalman_filter.m: fix bug when using analytic_derivation 2021-01-22 14:54:17 +01:00
Sébastien Villemot bc053018a0
Remove risky steady state (unfinished) code
Incidently, remove the possibility of passing model derivatives as arguments to
the k_order_perturbation. That possibility was only used by the risky steady
state code.

Closes: #1338
2021-01-22 11:32:36 +01:00
Sébastien Villemot cc38c4e9f7
Merge branch 'kalman_headers' of git.dynare.org:JohannesPfeifer/dynare 2021-01-19 17:29:24 +01:00
Sébastien Villemot 315bfa6f51
SUR OLS: compatibility fix for MATLAB R2014a
Under MATLAB R2014a, the strjoin() function wants a 1×n cell array, and rejects
a n×1 cell array. Octave and MATLAB R2020b are more permissive.
2021-01-19 16:27:28 +01:00
Sébastien Villemot 57326339e9
SUR Gibbs: do not try to create plot under Octave and MATLAB < R2014b
The histogram() function does not exist there.
2021-01-19 16:27:26 +01:00
Sébastien Villemot f81b330f14
Methods of moments: compatibility fix for MATLAB < R2015a
The mean(…, 'omitnan') syntax does not exist before R2015a. Use nanmean
instead (either provided by the statistics toolbox, or by our fallback under
matlab/missing/stats/).
2021-01-19 15:50:14 +01:00
Sébastien Villemot 4944a711db
MATLAB R2014a compatibility: fix crash of rplot with several variable names
Under MATLAB R2014a, the strjoin() function wants a 1×n cell array, and rejects
a n×1 cell array. Octave and MATLAB R2020b are more permissive.
2021-01-19 15:50:14 +01:00
Sébastien Villemot f946baf6c5
Testsuite: add workaround for crash of MATLAB R2014a with TeX option
The TeX option crashes MATLAB R2014a run with "-nodisplay" option
(as is done from the testsuite). We disable the TeX option in that case.

Since we can’t directly test whether "-nodisplay" has been passed, we test for
the "TOP_TEST_DIR" environment variable, which is set by the testsuite.

Note that it was not tested whether the crash happens with more recent MATLAB
versions, so when OLD_MATLAB_VERSION is increased, one should make a test
before removing this workaround.
2021-01-19 15:50:11 +01:00
Johannes Pfeifer 869147c13a Kalman filter functions: clarify header comments 2021-01-18 17:33:21 +01:00
Stéphane Adjemian (Charybdis) 38e300b94e
Merge #1786.
Do not compute cholesky decomposition of H if the matrix has zeros on
the diagonal.
2021-01-16 11:24:10 +01:00
Johannes Pfeifer ad17b8ec33
Particle filtering: provide more informative error messages in typical problematic cases
Also adds test cases
2021-01-15 22:11:20 +01:00
Johannes Pfeifer fe93589148
non_linear_dsge_likelihood.m: return in case of exception without computing prior 2021-01-15 22:11:20 +01:00
Stéphane Adjemian (Charybdis) b3e8dbe018
Do not rely on internal representation of @dates, use methods instead...
... Or add a new method if one is missing.
2021-01-15 20:44:09 +01:00
Sébastien Villemot 4c0b2e8c4e
Mitigation for spurious warning in Octave
Because of a bug, Octave wrongly complains that matlab/+pac/+bgp/{get,set}.m
shadow built-in functions (see https://savannah.gnu.org/bugs/?46849).

We disable the warning as early as we can after running the dynare command.
However the warning will nevertheless appear two times in a given Octave
session (the first time when the addpath to Dynare is done, the second time
when the dynare command is run).
2021-01-15 18:08:04 +01:00
Sébastien Villemot e26a5e2805
NLS: compatibility fix for Octave and MATLAB < R2014b 2021-01-15 17:42:00 +01:00
Sébastien Villemot 547969df45
Trust region: compatibility fix for Octave and MATLAB < R2017b
When merging the enterprise code, the dogleg subfunction was modified to
incorporate a call to decomposition(), which does not exist under Octave and
MATLAB < R2017b.

For those cases, we reinstate the old code (which uses a plain matrix right
divide).
2021-01-15 17:30:17 +01:00
Sébastien Villemot 8f07a134a3
OLS + aggregate: compatibility fix for Octave < 6
unique(…, 'stable') does not exist in Octave 5.
2021-01-15 17:19:38 +01:00
Stéphane Adjemian (Charybdis) 6c5d61355b
Updated dseries submodule (new implementation of @dates). 2021-01-15 12:46:02 +01:00
Willi Mutschler 52a57eaf60
MoM: Remove duplicate check in gradient helper function 2021-01-14 14:17:55 +01:00
Willi Mutschler a697002a4e
MoM: Gradient-based optimizers can use analytical Jacobian for GMM
New option analytic_jacobian for mode_compute 1, 3, and 13
2021-01-14 10:03:39 +01:00
Sébastien Villemot 6639cd8a41
Merge branch 'MoM' of git.dynare.org:JohannesPfeifer/dynare 2021-01-13 15:59:05 +01:00
Sébastien Villemot 7476d741a2
Merge branch 'estimation_forecast' of git.dynare.org:JohannesPfeifer/dynare 2021-01-13 15:58:25 +01:00
Stéphane Adjemian (Odysseus) f4508a6ca1 Revert "update jacob_element & hess_element for vector arguments"
This reverts commit 1975e467b5.
2021-01-12 16:48:49 +01:00
Stéphane Adjemian (Odysseus) 47affc94e1 Revert "Matrix notation: fix bug in numerical Hessian of external functions"
This reverts commit 2acacf61f1.
2021-01-12 16:48:21 +01:00
Stéphane Adjemian (Odysseus) 8fd18fa9ba Merge remote-tracking branch enterprise into master. 2021-01-12 16:45:51 +01:00
Stéphane Adjemian (Odysseus) 0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise 2021-01-11 11:06:55 +01:00
Johannes Pfeifer ea03868a6b mode_compute=0: run dyn_forecast after smoother when forecast > 0 2021-01-10 19:46:18 +01:00
Johannes Pfeifer fbb1272164 Fix mode_compute=12 and filter out mode_compute=11 2021-01-10 17:30:35 +01:00
Sébastien Villemot c397828eb7
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare 2021-01-08 19:02:44 +01:00
Stéphane Adjemian (Charybdis) 18b54dfa98
Updated dseries submodule. 2021-01-07 22:00:51 +01:00
Johannes Pfeifer b2efc7a604 smoother2histval.m: fix bug when variable names are similar 2021-01-07 21:44:06 +01:00
Sébastien Villemot 4434edae0b Merge branch 'MoM_testsuite' into 'master'
Method of Moments: Updates to testsuite

See merge request Dynare/dynare!1799
2021-01-07 19:52:13 +00:00
Willi Mutschler b3e3501a6d
MoM: Fix bug in SMM with ME
Occurs by running RBC_MoM_SMM_ME with mode_compute=9
2021-01-07 14:25:26 +01:00
Willi Mutschler 2b554e0511
MoM: cosmetical changes to description of options in testsuite 2021-01-07 13:39:45 +01:00
Willi Mutschler ba8d5d364d
MoM: Update copyright years 2021-01-07 10:32:35 +01:00
Sébastien Villemot 8e7d0d2c5d
Preprocessor binary renamed and moved, various other improvements to make install rules
– preprocessor binary renamed to dynare-preprocessor
— the preprocessor binary is now installed under a preprocessor/ top-level directory
— a backward-compatibility symlink is still provided under
  matlab/preprocessor64/dynare_m
— the make install rule now install PDF and HTML documentation when those have
  been built

Closes: #1728
2021-01-06 18:17:20 +01:00
Sébastien Villemot 860775ca49
Merge branch 'labels' of git.dynare.org:JohannesPfeifer/dynare 2021-01-06 14:30:52 +01:00
Sébastien Villemot 25d5352350
Include Dynare version and input arguments into log file
The log file is now started from dynare.m.

Closes: #1743
2021-01-06 14:29:37 +01:00
Willi Mutschler e2f16b504c
MoM: Improve mode_compute=0 and more details on optimizers 2021-01-06 13:57:07 +01:00
Johannes Pfeifer ca978b6bf7 get_labels_transformed_vars.m: fix header
[skip CI]
2021-01-06 10:27:53 +01:00
Sébastien Villemot 8b3da285d2
Merge branch 'msbvar' of git.dynare.org:JohannesPfeifer/dynare 2021-01-04 14:27:32 +01:00
Johannes Pfeifer 3ef988dfcd msbvar: provide error is chain is not specified
See https://forum.dynare.org/t/cannot-have-number-of-chains-for-variance-or-coefficient-bigger-than-1/16650
2021-01-01 11:31:33 +01:00
Johannes Pfeifer 9c52aec23d Adjust output of loglinear option to make clear when a logged variable is used
- use of function for getting labels will allow to accommodate https://git.dynare.org/Dynare/dynare/-/issues/349
- incidentally fixes a bug in the display of the simulated variance decomposition for observables with measurement error
2020-12-23 13:53:44 +01:00
Sébastien Villemot 5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare 2020-12-22 12:29:38 +01:00
Johannes Pfeifer 9728a52889 evaluate_planner_objective.m: lift size restriction by solving Lyapunov equation instead of using Kronecker 2020-12-19 14:12:12 +01:00
Johannes Pfeifer 4b793da2c3 discretionary_policy: allow for non-linear model to be used 2020-12-18 18:22:39 +01:00
Willi Mutschler 205b87d195
MoM: Fix typos, improve messages and checks, schur_vec_tol option, dname 2020-12-18 16:16:30 +01:00
Willi Mutschler 2359a1496c
MoM: Changed default qz_criterium and added Schur_vec_tol 2020-12-18 16:16:30 +01:00
Willi Mutschler 4d9ee3f8e5
MoM: Update To-Do list
- lsqnonlin takes less time in Andreasen toolbox due to different handling of bounds; our approach is better (objective is smaller for RBC model)
- user-specified weightning matrix does work
- qz_criterium is set to  1+e-6 to allow for unit-roots (but observables need to be stationary)
- informative message is printed that NaN values in data moments are replaced by mean
- estimated_params_bounds work as well as informative message when parameters are not calibrated
- SMM at any order without pruning works
- SMM with pruning works for orders 1,2,3; for orders above 3 simult_.m throws an error that pruning is not available
- Analytical standard errors for GMM and Bayesian estimation is included
- dirname is not needed
- Remaining to dos are updated
2020-12-18 16:16:30 +01:00
Willi Mutschler 5d475d4527
MoM: Checks and fixes for perturbation order and pruning
- Set pruning to false as default, for GMM we turn it on for order>2 and display a message for the user that we do so
- Provide error if users try GMM with order > 3
- For SMM, order > 2 and no pruning, simult_.m uses Dynare++ routines which require a seed
2020-12-18 16:16:10 +01:00
Willi Mutschler 363610affe
MoM: Save checkplot data also in graphs folder 2020-12-18 16:16:10 +01:00
Willi Mutschler eae5e2f029
MoM: Add analytical standard errors for GMM
Reset analytic_derivation_mode for steadystate file parameter changes


MoM: Fix GMM analytical standard errors wrong dimensions in autocovs
2020-12-18 16:16:10 +01:00
Sébastien Villemot ec8ea32b3e
Merge branch 'dname' of git.dynare.org:JohannesPfeifer/dynare 2020-12-18 15:43:30 +01:00
Sébastien Villemot ba71db647e
Merge branch 'Schur_vec_tol' of git.dynare.org:JohannesPfeifer/dynare 2020-12-18 15:40:57 +01:00
Johannes Pfeifer 7bdf07631a Provide better warnings when using ramsey_constraints 2020-12-18 12:59:29 +00:00
Johannes Pfeifer 83774a1f44 global_initialization.m: Remove automatic creation of directories
When using `dname` they would be redundant
2020-12-17 20:10:58 +01:00
Johannes Pfeifer f2cde3b6d9 Make schur_vec_tol settable and document it
Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/29
Also convert it to lowercase as all other options
2020-12-17 19:59:22 +01:00
Sébastien Villemot b8d396e388
Merge branch 'pruned_moments' of git.dynare.org:JohannesPfeifer/dynare 2020-12-17 16:47:02 +01:00
Sébastien Villemot 49e73e48d3
dseries: Octave 6 compatibility fixes 2020-12-17 16:44:26 +01:00
Sébastien Villemot 44f3a26042
Octave 6 compatibility fix
By the way, remove an obsolete version test for MATLAB (since we now require
R2014a).
2020-12-17 16:08:32 +01:00
Johannes Pfeifer 4cf9f7d1a7 stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
2020-12-17 09:45:28 +01:00
Johannes Pfeifer da3943beba Make sure output is saved in dname-folder
That's where other functions are looking for them
2020-12-16 22:41:55 +01:00
Sébastien Villemot 4aa25e26b2 Merge branch 'ramsey_tag' into 'master'
get_complementarity_conditions.m: fix variable naming

See merge request Dynare/dynare!1788
2020-12-14 17:55:37 +00:00
Johannes Pfeifer 3f18acb1f2 get_complementarity_conditions.m: fix variable naming
Model structure must be named M_ for eval-statement with parameters replaced by position in M_.params to work
2020-12-14 17:46:08 +01:00
Sébastien Villemot 9351fd662f Merge branch 'cova_compute' into 'master'
🐛 allow cova_compute=0 with user-defined MCMC_jumping_covariance

See merge request Dynare/dynare!1787
2020-12-10 11:35:51 +00:00
Johannes Pfeifer 35b1a6859f 🐛 allow cova_compute=0 with user-defined MCMC_jumping_covariance 2020-12-09 22:31:43 +01:00
Stéphane Adjemian (Charybdis) 12ef75314a
Apply d8ddd9ef6 to deterministic exogenous variables.
(cherry picked from commit eceba8d6da)
2020-12-09 14:59:20 +01:00
Stéphane Adjemian (Charybdis) ffa828a659
Fixed multiple periods expected shocks in the case of mshocks.
(cherry picked from commit d8ddd9ef61)
2020-12-09 14:59:20 +01:00
Stéphane Adjemian (Charybdis) a669c3765d
Cosmetic change in doc headers. 2020-12-07 22:25:54 +01:00
Stéphane Adjemian (Charybdis) eceba8d6da
Apply d8ddd9ef6 to deterministic exogenous variables. 2020-12-07 22:25:54 +01:00
Sébastien Villemot 7e9a87c313
evaluate_steady_state.m: small simplification 2020-12-07 16:25:01 +01:00
Sébastien Villemot 1c0d1409ea
Fix the use of [static]/[dynamic] equations with the “block” option 2020-12-07 16:24:13 +01:00
Houtan Bastani a16023103b
ensure only lowercase files are retrieved 2020-12-07 12:31:37 +01:00
Sébastien Villemot 05c7925620
Accessors for posterior distributions of objects, needed by the MATLAB GUI 2020-12-07 12:31:26 +01:00
Sébastien Villemot 8ba1a15262
Remove outdated Occbin files 2020-12-03 10:50:58 +01:00
Sébastien Villemot c160d24074
Octave 6 implements intersect(…, 'stable')
[skip ci]
2020-11-30 18:26:50 +01:00
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
Sébastien Villemot 6076c1a140
Remove obsolete VAR estimation routine 2020-11-26 15:59:23 +01:00
Willi Mutschler a710532c3a
🐛 Fix identification error with unit root observables and diffuse_filter set
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 2b17a711e0
Provisions for MATLAB R2020b
(cherry picked from commit fa12e5abfc)
2020-11-24 20:47:40 +01:00
Stéphane Adjemian (Charybdis) d8ddd9ef61
Fixed multiple periods expected shocks in the case of mshocks. 2020-11-24 15:04:41 +01:00
Sébastien Villemot 8c63c97d3c Merge branch 'numprocs' into 'master'
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
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
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
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
Octave does not support randstream; related to https://git.dynare.org/Dynare/dynare/-/issues/1749
2020-11-19 10:07:35 +01:00
Stéphane Adjemian (Charybdis) 2cf5c5d0c1
Removed Octave's idiosyncrasies.
Matlab Production Server (MPS) fails when onboarding the dynare package
because of `endif` and `endfunction` which are not available in matlab's
syntax.
2020-11-17 17:32:30 +01:00
Sébastien Villemot 426e52e2d9 Merge branch 'mjdgges' into 'master'
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
Closes https://git.dynare.org/Dynare/dynare/-/issues/1438
2020-11-13 15:55:20 +01:00
Sébastien Villemot 6dac5a5d1f
Particules submodule update
– 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'
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'
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
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
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'
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
- 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
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
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
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
By the way, remove inexact comment about a similar code in histvalf.m
2020-11-05 15:39:55 +01:00
Stéphane Adjemian (Charybdis) b066012033
Fixed R² in SUR model when estimating a subset of equations.
Closes #5
2020-10-26 15:07:50 +01:00
Stéphane Adjemian (Charybdis) f36ee06041
Updated dseries submodule (matlab-fame-io improved initialization of daily dseries from FAME). 2020-10-21 19:29:07 +02:00
Sébastien Villemot 5fab01c534
Perfect foresight: fix case where max lead/lag on exo is greater than max lead/lag on endo
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
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
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
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
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
Ref. #1742
2020-10-15 10:59:15 +02:00
Sébastien Villemot 71e3e0d49e
Fix extended_path with bytecode
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
Stéphane Adjemian (Charybdis) 2428aa7e28
Updated dseries submodule (matlab-fame-io). 2020-10-14 10:44:05 +02:00
Stéphane Adjemian (Charybdis) 415c024445
Updated dseries submodule (added conversion to lower frequency routines). 2020-10-09 10:02:35 +02:00
Sébastien Villemot e576dc8c81
Block decomposition: fix evaluation of recursive variables in solved blocks
Ref. #1726
2020-10-06 18:31:13 +02:00
Stéphane Adjemian (Charybdis) 2eb77f2323
Updated dseries submodule (bug fixes related to daily frequency). 2020-10-02 19:28:37 +02:00
Stéphane Adjemian (Charybdis) 80bfbc0736
Merge non linear shock decomposition for backward models.
Closes #2.
2020-09-29 18:17:25 +02:00
Sébastien Villemot 2acacf61f1
Matrix notation: fix bug in numerical Hessian of external functions 2020-09-29 16:52:02 +02:00
Houtan Bastani 1975e467b5
update jacob_element & hess_element for vector arguments 2020-09-29 16:52:02 +02:00
Stéphane Adjemian (Charybdis) 511908e011
Factorized initialization of fields required by solve_algo={12,14}.
Closes #3.
2020-09-25 23:45:21 +02:00
Stéphane Adjemian (Charybdis) e690c5de5a
Merge Enterprise/block_trust_region into enterprise. 2020-09-24 16:05:55 +02:00
Sébastien Villemot fa12e5abfc
Provisions for MATLAB R2020b 2020-09-24 15:43:06 +02:00
Stéphane Adjemian (Charybdis) c7c7358a5b
Cosmetic changes.
Closes #5
2020-09-24 13:33:46 +02:00
Dóra Kocsis 8fe39ded76
Change R2 computation in multivariate models (SUR) 2020-09-24 13:17:21 +02:00
Stéphane Adjemian (Charybdis) 17e6421ea3
Merged master into enterprise.
Fixed conflict in
 - doc/manual/source/running-dynare.rst
2020-09-23 15:28:19 +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