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}.
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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
Stéphane Adjemian (Charybdis)
c7c7358a5b
Cosmetic changes.
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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.
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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
Michel Juillard
91b4cfd3a8
fixes handling of periods in histval_file/initval_file
2020-09-19 12:14:43 +02:00
Sébastien Villemot
865ab47fa9
Provide block_trust_region MEX under solve_algo 13 and 14
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- block trust region solver now available under solve_algo=13
It is essentially the same as solve_algo=4, except that Jacobian by finite
difference is not handled. A test file is added for that case
- block trust region solver with shortcut for equations that can be evaluated
is now available under solve_algo=14 (in replacement of the pure-MATLAB solver)
Closes : Enterprise/dynare#3
2020-09-18 18:01:56 +02:00
Sébastien Villemot
0b41d17374
dynare_solve: fix display of number of dmperm blocks
2020-09-18 17:55:58 +02:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
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Fixed conflicts in:
- .gitlab-ci.yml
- matlab/dynare_config.m
- matlab/dynare_solve.m
- matlab/initvalf.m
- matlab/perfect-foresight-models/make_ex_.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m
- mex/build/matlab/Makefile.am
- mex/build/matlab/configure.ac
- mex/build/octave/Makefile.am
- mex/build/octave/configure.ac
- mex/sources/Makefile.am
- preprocessor
- tests/Makefile.am
2020-09-17 14:53:32 +02:00
Sébastien Villemot
b9812a0ff0
Fix another issue with extended_path + bytecode
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As reported in https://forum.dynare.org/t/extended-path-bytecode/16577
2020-09-08 13:13:00 +02:00
MichelJuillard
0391dbbeb1
fix bug with lag on exogenous variables on more than one period
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(cherry picked from commit 492124ce9886e6aef4f4cefef302241d7edfe024)
2020-09-04 14:02:04 +00:00
Sébastien Villemot
26597bf093
Remove more utilities related to conversion of oo_ between Dynare versions
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Ref. #915
2020-09-03 16:45:21 +02:00
Johannes Pfeifer
d7b7ce8940
AnalyseComputationalEnvironment.m: define missing command string used in error message
2020-09-02 12:41:31 +02:00
Sébastien Villemot
b891695680
Merge branch 'JohannesPfeifer/dynare-MoM'
2020-09-01 15:14:43 +02:00
Johannes Pfeifer
96be513ecf
Remove matched_moments_ as input argument as it is now a field of M_
2020-08-05 15:58:58 +02:00
Sébastien Villemot
f6c2471eef
New MEX for solving discrete Lyapunov equations with doubling algorithm
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This is a Fortran 2008 rewrite of disclyap_fast.m.
Closes : #1737
2020-07-30 16:34:35 +02:00
Sébastien Villemot
daea99d1b0
Merge branch 'parameter_setting' into 'master'
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Move setting of parameters out of check_bounds_and_definiteness_estimation.m
See merge request Dynare/dynare!1754
2020-07-21 08:30:57 +00:00
Johannes Pfeifer
3b85fea02e
Move setting of parameters out of check_bounds_and_definiteness_estimation.m
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Increases transparency
2020-07-17 15:02:12 +02:00
Sébastien Villemot
4d22c4c0c0
Drop 32-bit binaries from Windows package
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Closes : #1713
2020-07-17 12:52:58 +02:00
Sébastien Villemot
1dbbef9f2e
Merge branch 'moment_estimation' into 'master'
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First implementation of moment estimation
See merge request Dynare/dynare!1750
2020-07-16 15:41:15 +00:00
Willi Mutschler
b273a2792b
Fix iterated method of moments
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Also improve fprintf descriptions and comments and other cosmetical changes
2020-07-16 14:47:20 +02:00
Sébastien Villemot
cda3253d2c
Merge branch 'ME_traceplots' into 'master'
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Fix trace plots with measurement errors and their correlations
See merge request Dynare/dynare!1752
2020-07-16 09:39:47 +00:00
Sébastien Villemot
499451d50a
Merge branch 'pruned_state_space' into 'master'
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Speed up pruned_state_space_system.m by e.g. using persistent variables
See merge request Dynare/dynare!1749
2020-07-16 09:39:01 +00:00
Willi Mutschler
9c99eac55c
Move more options to substructure options_mom_.mom
2020-07-16 11:38:41 +02:00
Willi Mutschler
552b995215
Remove stuff and checks that are already done in the preprocessor
2020-07-16 11:38:41 +02:00
Johannes Pfeifer
540f0454d2
Code Review of GMM routines
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- fix prefilter option
- Implement iterative GMM
2020-07-16 11:38:40 +02:00
Johannes Pfeifer
a40807caa9
plot_priors.m: Allow for optional title
2020-07-16 11:38:39 +02:00
Johannes Pfeifer
e14e9641e8
Factorize checking of positive definiteness
2020-07-16 11:38:38 +02:00
Willi Mutschler
3615962a61
First draft of method of moments toolbox with GMM and SMM
2020-07-16 11:38:38 +02:00
Johannes Pfeifer
f717712ed6
Fix trace plots with measurement errors and their correlations
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Problem was introduced when transitioning to cell arrays
2020-07-15 14:34:04 +02:00
Johannes Pfeifer
1cc29d765b
DsgeSmoother: add warning if there is stochastic singularity
2020-07-15 11:00:48 +02:00
Sébastien Villemot
e525798a64
External functions: decrease step used for numerical derivation
2020-07-09 18:40:36 +02:00
Johannes Pfeifer
9e92dfd7c4
Speed up pruned_state_space_system.m by e.g. using persistent variables
2020-07-08 19:50:31 +02:00
Stéphane Adjemian (Charybdis)
31de6f20fd
Updated dseries submodule.
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- Fixes plot method with additional arguments (bug introduced in 56e0645)
- Adds daily frequency
- Adds interface to dbnomics
2020-07-08 14:55:38 +02:00
Johannes Pfeifer
d10242fbab
dynare_minimize_objective.m: change parameter names to expected cell array
2020-07-08 11:44:47 +02:00
Johannes Pfeifer
6b592cbb00
newrat: Further replacement of varargins by explicit options
2020-07-08 11:44:34 +02:00
Sébastien Villemot
dc6e3406e5
Merge branch 'tolerance' into 'master'
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Correctly distinguish tolerance between steady and perfect foresight
See merge request Dynare/dynare!1746
2020-07-07 09:46:28 +00:00
Sébastien Villemot
6a6271225c
Merge branch 'minimize_objective' into 'master'
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Minimize objective
See merge request Dynare/dynare!1737
2020-07-07 09:35:39 +00:00
Johannes Pfeifer
607a273bb0
Correctly distinguish tolerance between steady and perfect foresight
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steady uses options_.solve_tolf as a termination criterion, so subsequent checks should do the same. Similarly, solve_tolx was never used.
2020-07-06 13:11:23 +02:00
Sébastien Villemot
3736272331
Merge branch 'lyap' into 'master'
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disclyap_fast.m: bugfixes and improvements
See merge request Dynare/dynare!1745
2020-07-01 08:14:46 +00:00
Johannes Pfeifer
287ec91982
disclyap_fast.m: bugfixes and improvements
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- loop termination criterion did not match subsequent check
- dimensions of NaN were incorrect
- exitflag was mostly meaningless due to erroring out
- Make max_iter an optional input
- Move file from partial information folder to Matlab
2020-06-30 16:43:00 +02:00
Sébastien Villemot
4913cfb3f0
Merge branch 'third_order_moments' into 'master'
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Add display of theoretical moments at order=3 with pruning
See merge request Dynare/dynare!1744
2020-06-30 14:38:22 +00:00
Johannes Pfeifer
9d2ec5f040
disp_th_moments.m: cosmetic changes
2020-06-30 15:31:55 +02:00