Commit Graph

14840 Commits (253d1385b4bde727e0214bb290813cedf00308cb)

Author SHA1 Message Date
Stéphane Adjemian (Ryûk) 7072359241
Fix fifth output introduced in e815fb2 (exitflag was not updated). 2022-03-03 21:56:44 +01:00
Stéphane Adjemian (Ryûk) afd8359dbf
Do not compute g twice in solve1.
When jacobian is evaluated numerically.
2022-03-03 20:26:06 +01:00
Stéphane Adjemian (Ryûk) 9be328aeda
Cosmetic changes. 2022-03-03 20:24:18 +01:00
Stéphane Adjemian (Ryûk) f2193e8ec8
Add more checks on the initial evaluation. 2022-03-03 18:33:34 +01:00
Stéphane Adjemian (Ryûk) 3c85695b99
Use isinf() instead of isfinite() in solve1 routine. 2022-03-03 18:30:36 +01:00
Stéphane Adjemian (Ryûk) e815fb2901
Display exitflag returned by fsolve.
When the Newton fails in the simulation of backward models.
2022-03-03 18:19:33 +01:00
Stéphane Adjemian (Ryûk) e6592b3943
Display more info if Newton fails in backward model simulations. 2022-03-03 16:57:59 +01:00
Stéphane Adjemian (Ryûk) 7ee124bbba
Fix bug.
Return the paths for the endogenous only before the nonlinear solver crash.
2022-03-03 10:57:40 +01:00
Stéphane Adjemian (Charybdis) 90ae54a6ff
Translate to English. 2022-03-03 09:35:30 +01:00
Stéphane Adjemian (Charybdis) 9d1e07a2e4
Fix headers. 2022-03-03 09:35:30 +01:00
Sébastien Villemot ae1e31b7e0
Restore the possibility of calling the “resid” function without argument
Can be useful when writing “z = resid;” in a .mod file (i.e. not using the
preprocessor syntax).
2022-03-01 16:40:51 +01:00
Sébastien Villemot 3d7299c1e4
New option “non_zero” to the “resid” command
When this option is given, the “resid” command only displays non-zero residuals
2022-03-01 14:26:16 +01:00
Sébastien Villemot 7f44a28209
Emacs mode: add missing “resid” keyword 2022-03-01 11:59:17 +01:00
Sébastien Villemot e49cada341
Testsuite: run_block_byte_tests_{matlab,octave}.m were not actually checking the results 2022-03-01 11:29:52 +01:00
Sébastien Villemot 65e18fe883
Bytecode: fix stack_solve_algo=4 on linear blocks
Only one iteration is performed on linear blocks. But in the case of
stack_solve_algo=4 it is not enough, since it will not find the right optimal
path lenght at the first iteration (even though that optimal path length is
ufnitary).
2022-03-01 11:29:29 +01:00
Sébastien Villemot dbbbb75874
Bytecode: fix typo, replace “substract” by “subtract” 2022-02-28 18:47:20 +01:00
Sébastien Villemot 67a003aa73
Bytecode: fix stack_solve_algo=1 (relaxation method)
There were various issues with the construction of sparse submatrices.

By the way, refactor and document the code to make it more readable.
2022-02-28 18:47:20 +01:00
Sébastien Villemot 811e53f9ad
Bytecode: document matrix computation routines 2022-02-28 18:47:20 +01:00
Sébastien Villemot 59b8ee9c33
Bytecode: remove unused matrix subtraction routine 2022-02-28 18:47:20 +01:00
Sébastien Villemot a7cc466285
Bytecode: fix bug in sparse matrix multiplication routines
Since those routines compute Aᵀ·B, the number of rows of the output is equal to
the number of columns of A.
2022-02-28 12:18:58 +01:00
Sébastien Villemot 0147faad5f
Fix stack_solve_algo=1 without bytecode, on solve two boundaries simple/complete blocks
The result for the last simulation period was wrong.
2022-02-25 16:32:16 +01:00
Stéphane Adjemian (Charybdis) c9825c803a
Fix description of the conditional_forecast command.
Closes #1844
2022-02-24 20:33:47 +01:00
Sébastien Villemot 4d39c6fab5 Merge branch 'error_message' into 'master'
get_error_message.m: condition on index being non-zero

See merge request Dynare/dynare!2003
2022-02-24 16:23:16 +00:00
Sébastien Villemot 63bcd2558e
Testsuite: when running Octave, use --no-window-system option rather than forcing gnuplot toolkit
In practice --no-window-system currently implies the gnuplot toolkit with dumb
terminal, but it is cleaner this way.
2022-02-23 12:13:27 +01:00
Johannes Pfeifer a60ce435bd get_error_message.m: condition on index being non-zero
dsge_likelihood will expand the vector due to entry four of info containing the penalty, creating a 0 for entry 2
2022-02-22 12:22:51 +01:00
Sébastien Villemot f52ce51168
Preprocessor: fix error message when “ramsey_policy” follows a “ramsey_model” statement 2022-02-21 16:46:37 +01:00
Sébastien Villemot a4f4d4462c
Merge branch 'disp_dr' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2002
2022-02-21 16:19:36 +01:00
Sébastien Villemot 0b053f1ebf
Windows package: bump dependencies 2022-02-21 16:02:04 +01:00
Johannes Pfeifer d79895b66a Display of decision rules: deal with overflow of fields 2022-02-20 11:00:34 +01:00
Sébastien Villemot 1a9abc247f
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2001
2022-02-18 14:22:53 +01:00
Sébastien Villemot 8f5815d01d
Preprocessor: for bytecode, fix temporary terms for dynamic derivatives in “evaluate” mode 2022-02-18 14:22:28 +01:00
Sébastien Villemot 8536b63827
Bytecode: remove superfluous debug information 2022-02-18 14:17:37 +01:00
Stéphane Adjemian (Charybdis) e7d11dd7b1
Remove aux variables from target definition (PAC). 2022-02-18 09:13:17 +01:00
Johannes Pfeifer b5dc90b311 mom: add missing trust_region_initial_step_bound_factor option 2022-02-18 00:50:08 +01:00
Johannes Pfeifer 05519aaaa1 mom: add missing verbosity option 2022-02-18 00:48:39 +01:00
Sébastien Villemot e2694381dd
Preprocessor: transform predetermined variables before simplifying equations 2022-02-17 18:27:41 +01:00
Sébastien Villemot 972461c326
Bytecode: add debugging information about input arguments 2022-02-17 17:41:10 +01:00
Sébastien Villemot a376d8c9fe
Fix steady state computation with bytecode+block and solve_algo ⩽ 4 or ⩾ 9
– Temporary terms were not correctly passed between blocks
– solve_algo ⩾ 9 was incorrectly passed through bytecode own’s solver instead
  of through dynare_solve
2022-02-17 17:28:37 +01:00
Sébastien Villemot aca85408ff
Preprocessor: fix JSON output when there are multiple “var_expectation_model” statements
Closes: Madysson/estimation-codes#19
2022-02-15 21:00:23 +01:00
Sébastien Villemot 092203669b
Manual: fix copyright years displayed in Sphinx output 2022-02-15 16:54:41 +01:00
Sébastien Villemot ceb3ec2487
Bytecode: remove unused constructors 2022-02-15 16:54:41 +01:00
Sébastien Villemot 863fa2de1c
Bytecode: perfect foresight simulation of *linear* “Solve forward simple/complete” blocks was giving was results 2022-02-15 16:54:41 +01:00
Sébastien Villemot 34b6f54c4a
Ferhat and Houtan have left the team 2022-02-14 15:10:04 +01:00
Sébastien Villemot 803e3721ec
Bytecode: correctly handle M_.{endo_names,exo_names,param_names}, which are now cell arrays 2022-02-14 15:06:07 +01:00
Sébastien Villemot 92e82cfa0a
Bytecode: remove unused function prototype 2022-02-14 14:40:34 +01:00
Sébastien Villemot 3734762af7
For stack_solve_algo={2,3} and solve_algo={7,8}, rather use a “crout” ILU decomposition for the preconditioner
In 3025a14ed9, the call to the deprecated “luinc”
has been replaced by a call to “ilu”.

However, the type of “ilu” decomposition had not been specified. The default,
“nofill”, does not make use of the “droptol” option which was used with
“luinc”. Also, under Octave, it does not work when there is a zero on the
diagonal of the input matrix.

Rather use the “crout” type, which addresses these two issues.
2022-02-14 12:34:50 +01:00
Sébastien Villemot fa7b331cf4
Fix crash in simulation of “Solve forward/backward complete” blocks with stack_solve_algo=4 (without bytecode) 2022-02-11 18:11:42 +01:00
Sébastien Villemot 188df7711d
Bytecode: fix simulation of blocks “Solve forward/backward complete” with stack_solve_algo={0,1,4}
The problem would also manifest at steady state computation with solve_algo=6.

It could crash or give incorrect results.
2022-02-11 12:00:25 +01:00
Sébastien Villemot 9a27735f47
Manual: cosmetics 2022-02-10 17:35:21 +01:00
Sébastien Villemot d74cb031d2
Bytecode: fix error message about convergence failure that can happen in Solve Backward Complete as well 2022-02-10 17:27:07 +01:00