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7823 Commits (2b17a711e09acb76b1b09380b3b12582fba2c936)

Author SHA1 Message Date
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
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
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
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
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
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
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 
- 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
Sébastien Villemot 4c2b906962
Add routine for shock decomposition of backward models 
Closes: Enterprise/dynare#2
 2020-09-18 17:40:45 +02:00
Stéphane Adjemian (Odysseus) 248ad18846 Merge remote-tracking branch 'Dynare/master' into enterprise 
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 
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 
(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 
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 
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' 
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 
Increases transparency
 2020-07-17 15:02:12 +02:00
Sébastien Villemot 4d22c4c0c0
Drop 32-bit binaries from Windows package 
Closes: #1713
 2020-07-17 12:52:58 +02:00
Sébastien Villemot 1dbbef9f2e Merge branch 'moment_estimation' into 'master' 
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 
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' 
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' 
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 
- 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 
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