Johannes Pfeifer
2c879cc64c
compute_trend_coefficients.m: fix header
2022-11-18 22:04:07 +01:00
Marco Ratto
178e892e04
big fix for initialization of diffuse filter with correlated observation error covariance matrix
2022-11-18 12:41:15 +01:00
Marco Ratto
81ba952414
big fix in diffuse filter initialization: incorrect mapping of observables when removing zero columns of T
2022-11-18 10:52:37 +01:00
Sébastien Villemot
3184db12f2
Merge branch 'occbin_smoother' into 'master'
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OccBin Smoother: do not write non-converged results to oo_
Closes #1863
See merge request Dynare/dynare!2100
2022-11-16 18:40:05 +00:00
Johannes Pfeifer
4d603fb335
OccBin Smoother: do not write non-converged results to oo_
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1863
2022-11-16 17:13:08 +01:00
Marco Ratto
03f93c5329
bug fix with steady state when plotting the expand of groups of shocks
2022-11-15 23:10:38 +01:00
Marco Ratto
b0ce054c00
missing line that stores info on violation of constraint in expectation (needed to check for periodic solutions)
2022-11-15 23:09:48 +01:00
Sébastien Villemot
7075e05ddf
Merge branch 'cosmetic' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2096
2022-11-07 14:21:26 +01:00
Sébastien Villemot
d602453bb6
CI: bump to Octave 7.3.0
2022-11-07 14:11:27 +01:00
Johannes Pfeifer
5dbbe6d72c
compute_Pinf_Pstar.m: fix header
2022-11-07 10:12:34 +01:00
Sébastien Villemot
b336fbeb0d
Merge branch 'occbin_features' of git.dynare.org:rattoma/dynare
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Ref. !2094
2022-11-04 14:59:06 +01:00
Marco Ratto
a1e0c35c1f
bug fix when max_check_ahead_periods interacts with curb_retrench
2022-11-04 11:20:52 +01:00
Marco Ratto
2f23604824
new option max_check_ahead_periods (renaming old undocumented option max_periods), that truncates the number of periods for which agents check ahead the regime (a sort of myopic behavior beyond max_check_ahead_periods),
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the option is valid for simul, smoother and likelihood.
2022-11-04 11:17:37 +01:00
Sébastien Villemot
ee200a03b8
isoctave: performance improvement
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Explicitly specify that OCTAVE_VERSION is a builtin. Otherwise the call to
“exists” will look for a file, among other things, which takes a lot of time.
2022-11-02 17:54:58 +01:00
Sébastien Villemot
720de52702
Make get_equation_number_by_tag more robust
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The implementation was relying on the fact that in M_.equations_tags, all
equations have a name tag and they appear in the order given by equation
numbers. There is no guarantee that this will always be the case, so use a more
robust approach.
By the way, improve the implementation of get_equation_name_by_number.
2022-10-26 14:18:59 +02:00
Sébastien Villemot
5f6946a1b9
Display equation names in “model_info” command
2022-10-25 18:41:17 +02:00
Sébastien Villemot
befc6f59b9
Improve comments
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[skip ci]
2022-10-24 18:05:15 +02:00
Marco Ratto
e31b313776
cosmetic change
2022-10-20 19:09:52 +02:00
Marco Ratto
d0150997f6
accept periodic solution in simulations ONLY IF two regimes differ by one period, to avoid pathological solutions.
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We also do not check for periodicity when check ahead periods have been increased endogenously, again to avoid mis-identified periodicity.
Any other type of periodicity, is flagged as non-convergence with error code 313 (infinite loop of solutions).
2022-10-20 16:13:34 +02:00
Marco Ratto
2ccd3d4a0e
if max_periods is set to finite number, enforce algorithm to check ahead ONLY until max_periods (i.e. when we want agents to be myopic beyond some future period)
2022-10-20 16:11:01 +02:00
Marco Ratto
3765ef77cd
add option reset_check_ahead_periods_in_new_period:
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when performing stochastic simulations, check ahead periods may increase endogenously at some point for regimes very long in expectation. such longer check ahead periods may considerably slow down convergence in subsequent periods, so users may want to avoid this.
2022-10-20 16:10:14 +02:00
Marco Ratto
f8adfa3fa5
with smoother_redux, factor out definition of nk to reconstruct filtered variables, and use a local variable nk (so options_.nk may remain empty).
2022-10-20 15:30:37 +02:00
Marco Ratto
bb9e45d0d0
max size for QMC is 1111
2022-10-20 15:14:39 +02:00
Marco Ratto
1a46c1dc89
impede prior_trunc=0 when doing sensitivity
2022-10-20 15:14:09 +02:00
Marco Ratto
eb41618614
trap errors also in univariate update step for occbin
2022-10-20 15:06:36 +02:00
Marco Ratto
ce21248e97
set noprint = true when simulating, to avoid crashes; only save info1 file under debug option
2022-10-20 15:06:26 +02:00
Marco Ratto
eb6f17e783
check if initial states are empty, and set them to zero.
2022-10-20 15:05:39 +02:00
Johannes Pfeifer
cbbbdf4b3d
make_y_.m: fix interaction with steady_state_model
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closes https://git.dynare.org/Dynare/dynare/-/issues/1866
2022-10-13 16:33:58 +02:00
Johannes Pfeifer
fe0606ae06
logarithmic_reduction.m: use positive penalty add-on
2022-10-11 16:13:03 +02:00
Johannes Pfeifer
5226db4b3c
logarithmic_reduction.m: add missing error codes
2022-10-11 16:12:03 +02:00
NormannR
afb044c23e
Fix cycle reduction:
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(i) making the norms consistent between cycle_reduction and its test;
(ii) remove hard errors in cycle_reduction Fortran and Matlab routines
2022-10-11 12:11:30 +02:00
NormannR
855887b249
Implements a logarithmic reduction Fortran routine and the associated test
2022-10-11 12:11:06 +02:00
NormannR
3ea0baf21e
Matlab logarithmic reduction: making norms and error codes consistent with cyclic reduction codes
2022-10-11 09:51:22 +02:00
Sébastien Villemot
e8444c16a7
Merge branch 'kalman_algo_3' into 'master'
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kalman_update_algo_3.m: correct options name
See merge request Dynare/dynare!2090
2022-10-10 15:36:03 +00:00
Johannes Pfeifer
95a15815a8
kalman_update_algo_3.m: correct options name
2022-10-08 18:01:05 +02:00
Johannes Pfeifer
7874c302a0
Cycle reduction: account for new error codes
2022-10-03 17:15:20 +02:00
Sébastien Villemot
5b8fee5237
Merge branch 'cycle_reduction_fortran' of git.dynare.org:normann/dynare
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Ref. !2085
2022-10-03 14:40:55 +02:00
Normann Rion
d17204cc84
Implements a cycle reduction Fortran routine and the associated test.
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The Fortran routine replaces the former Matlab code in matlab/cycle_reduction.m
2022-10-03 14:38:12 +02:00
Sébastien Villemot
2ab174aa8c
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2087
2022-10-03 14:31:35 +02:00
Sébastien Villemot
9938f08790
Merge branch 'occbin_error' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2086
2022-10-03 14:31:02 +02:00
Normann Rion
7af14aaa0d
Fix cycle_reduction.m:
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- a condition of an if-then-else block is never fulfilled
- dimensions are inconsistent in the solution-check output message
2022-10-03 11:21:15 +02:00
Johannes Pfeifer
d5d3e9060b
calibrate_mh_scale_parameter.m: fix typo in error message
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[skip CI]
2022-09-30 14:01:34 +02:00
Johannes Pfeifer
5defbdeb92
dsge_likelihood.m: add missing penalty for Occbin
2022-09-30 09:55:00 +02:00
Normann Rion
1b12d9e44b
Fixes local_state_space_iteration_3_test: sets a default value for the number of threads local_state_space_iteration_3 may use
2022-09-27 11:03:36 +02:00
Sébastien Villemot
39ac1f7628
Particles submodule update
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This should have gone into !2071 .
2022-09-26 17:55:36 +02:00
NormannR
4cdb763ea4
Integrates the local_state_space_iteration_3 mex into dynare's bayesian estimation eco-system
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Should be merged after the mex MR !2045 and the particles MR !16
2022-09-26 09:14:34 +02:00
Sébastien Villemot
755c5645a6
Merge branch 'irf' into 'master'
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Fix posterior IRF generation with loglinear option
See merge request Dynare/dynare!2083
2022-09-21 15:44:11 +00:00
Stéphane Adjemian (Ryûk)
9ea8e17ff2
Update dseries submodule.
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Add function returning dummy variable in a dseries object.
2022-09-21 10:56:53 +02:00
Johannes Pfeifer
ee8dfb76c4
Fix posterior IRF generation with loglinear
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The unlogged steady state was used for both the starting value and the baseline
2022-09-21 10:14:23 +02:00
Johannes Pfeifer
12ec1ec0e6
PosteriorIRF_core1.m: replace function using globals
2022-09-21 09:29:43 +02:00