6223016683
🐛 Fix displaying of wrong order in disp_identification
2020-02-16 22:55:16 +01:00
f4dc2ee743
🐛 Fix wrong third-order computation in pruned state space system
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Related to #1706
✅ Add unit test for pruned state space up to order 3
//
Changed tolerance in new test
2020-02-16 22:55:16 +01:00
14ef010b9e
geweke_moments.m: correctly use parameter instead of hard-coded value
2020-02-16 12:14:04 +01:00
Stéphane Adjemian (Charybdis)
00eb074630
Updated particles submodule.
2020-02-15 17:02:56 +01:00
Stéphane Adjemian (Charybdis)
fb19cce284
Fixed online filter (wrong number of arguments).
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[skip ci]
2020-02-15 13:58:48 +01:00
133b77c061
Conditional forecasting: compatibility fix with MATLAB < R2016b
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Implicit expansion (a.k.a. automatic broadcasting) was introduced in MATLAB
R2016b (and it has been present in Octave for quite some time).
Hence use bsxfun() instead.
The problem had been introduced in 228b2a532
2020-02-13 18:21:29 +01:00
57d1966644
Merge branch 'discretionary_policy' into 'master'
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Factorization of discretionary policy
Closes #1705
See merge request Dynare/dynare!1709
2020-02-12 13:45:53 +00:00
9800041433
discretionary_policy_1: return if steady state file signals error
2020-02-12 13:37:36 +01:00
8b4fa7c2d6
Factorize call to solver routines under optimal policy and without
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Related to https://git.dynare.org/Dynare/dynare/issues/1173
2020-02-12 13:19:46 +01:00
b07adee2d9
Add missing path to dynare_config.m
2020-02-12 13:13:31 +01:00
dd0e9fe719
Initialize instr_id field of discretionary_policy
2020-02-12 12:59:34 +01:00
d78ef0d6df
Move discretionary_policy routines to own folder
2020-02-12 12:55:12 +01:00
a1ebc94e4f
Refactor discretionary_policy codes
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Closes https://git.dynare.org/Dynare/dynare/issues/1705
2020-02-12 12:52:54 +01:00
228b2a532f
conditional forecasts: add check whether simulation was successful
2020-02-12 11:04:46 +01:00
181725c778
Discretionary policy: remove useless call to steady state file
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The steady state is always zero for discretionary policy. And, in the case of a
steady state file, this call would not be able to update parameters (since it
does not modify M_), nor would it need to do so (since this has already be done
earlier in the function).
Ref. #1705
2020-02-11 18:14:05 +01:00
ae59f4dcb2
Further improvements to parsing of arguments on the MATLAB command-line
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Under GNU/Linux and macOS, double-quote arguments before passing them to the
shell. In particular, this allows passing single-quotes within those arguments.
We therefore have to escape the four characters that are interpreted within
double-quoted strings in POSIX shells: \, ", $ and `
On Windows, also systematically escape the backslashes.
Also move display of arguments before escaping, so that it remains readable.
Ref. #1696
2020-02-10 18:24:51 +01:00
72dfbbdce2
fix bug in creation of latex tables
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[skip ci]
2020-02-07 15:58:15 +01:00
4c256c2cc8
Merge branch 'discretion' into 'master'
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Fixes related to estimation under discretion
See merge request Dynare/dynare!1707
2020-02-06 13:37:52 +00:00
30bfa16211
Fixes related to estimation under discretion
2020-02-06 13:30:00 +01:00
1d1c0ab829
imcforecast.m: make sure that draw index for CIs stays within feasible bounds
2020-02-05 21:18:25 +01:00
d8cd55109c
Testsuite: increase tolerance in unitary tests for prior_draw.m
2020-02-04 21:25:16 +01:00
2ae1bc7770
gui: update call to stoch_simul
2020-02-04 15:57:56 +01:00
177c5c359f
Implement estimation under discretionary optimal policy
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Also add a test case.
For the time being, estimating parameters that appear in the discount factor is
not supported.
Ref. #1173
2020-02-03 18:29:45 +01:00
59e11615a0
Discretionary policy: preparatory work for estimation
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This removes global variables from discretionary_policy_1.m, and also adapts
the behaviour and interface of the function so that it is similar to
resol.m (in particular, it no longer returns an empty “dr” in case of failure,
and it sets “oo_.dr”).
Ref. #1173
2020-02-03 18:05:29 +01:00
8aad715183
det_cond_forecast.m: always set options_.qz_criterium
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Closes https://git.dynare.org/Dynare/dynare/issues/1701
2020-02-02 14:15:01 +01:00
6542ce4a16
datatomfile: fix the name of the .mod file at the top of the generated file
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With the new layout of the files generated by the preprocessor, it would always
print “driver.m”, which is not very informative.
2020-01-29 21:04:45 +01:00
d527096e61
simplify parsing of MATLAB command line arguments
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closes #1696
includes preprocessor changes
- Removed prefixing of doubles between -1 and 1 with 0.
- Fixed bug introduced in 985d742.
- macro processor: simplify handling of `@#define`
2020-01-29 14:56:52 +01:00
Stéphane Adjemian (Charybdis)
7aeb506143
Updated particles submodule.
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[skip ci]
2020-01-27 22:57:41 +01:00
d0dc40c29e
Merge branch 'sub_draws' into 'master'
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trap error when sub_draws is set to zero
See merge request Dynare/dynare!1699
2020-01-27 17:45:50 +00:00
f9e7ede810
Merge branch 'rescale_prediction_error_covariance' into 'master'
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rescale_prediction_error_covariance
See merge request Dynare/dynare!1698
2020-01-27 17:45:38 +00:00
3ecc44b542
Fix minimal state space test files for old matlab
2020-01-26 16:00:02 +00:00
73291b0b19
before issuing F singularity, check with rescaled F matrix: this spares lots of computing time when singularity only happens in the first KF step.
2020-01-24 14:17:26 +01:00
e843ccbd0d
📃 Update license
2020-01-24 12:45:20 +01:00
aa0f278edc
📃 Update license
2020-01-24 12:45:15 +01:00
5525a7c515
🏇 Better minimal state space handling and unit tests
2020-01-24 12:45:08 +01:00
1aa3dda449
🚿 construct list of fields needed from M_, options_, oo_
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Get fields
2020-01-24 12:45:01 +01:00
46c4dea559
📄 Updated code comments
2020-01-24 12:44:54 +01:00
a62e69cf39
🐛 fix identification strength barplots for one parameter
2020-01-24 12:44:34 +01:00
c4f7c416fa
🐛 Fix #1694 by robust rank tolerance and histc
2020-01-24 12:44:26 +01:00
79cca46dd6
trap error when sub_draws is set to zero
2020-01-24 10:22:24 +01:00
d3e90a8dbf
Fix the handling of options nopreprocessoroutput, onlyjson and onlymacro when they appear at the top of the .mod file
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The nopathchange is still not supported in this context, so document it.
Also recommend the whitespace-separated syntax instead of the comma-separated
syntax, since the latter is inconsistent with the way options are passed on the
command-line.
Closes : #1667
2020-01-23 18:58:08 +01:00
09be021dcd
Add license header for allVL1.m
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Ref. #1689
2020-01-22 18:03:47 +01:00
808119b1ad
Various fixes to the license.txt file
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In particular, merge back preprocessor information.
2020-01-22 18:03:33 +01:00
fd115c22e7
Restore the BSD-2-clause license header of two files
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Those had been incorrectly converted to GPL-3+ in commit
1bf81c9f5a
2020-01-22 16:53:22 +01:00
9f51b2508a
Disable spurious warnings as early as possible
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This is necessary for Octave under Windows, to avoid a warning about isdir()
triggered by user_has_octave_forge_package.m.
2020-01-21 18:39:33 +01:00
e371b1a94b
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
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The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.
Closes : #1093
2020-01-20 16:23:10 +01:00
Stéphane Adjemian (Charybdis)
4ff0b66a8c
Updated dseries submodule (bug fix in merge method).
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[skip ci]
2020-01-17 18:27:49 +01:00
048564c97b
MATLAB compatibility fix: R2014a is 8.3, not 8.4
2020-01-16 16:54:47 +01:00
1912f67778
MATLAB compatibility fix: automatic broadcasting was introduced in R2016b
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For earlier versions, either use bsxfun or handle special cases differently.
2020-01-13 18:30:28 +01:00
8fff99115a
MATLAB compatibility fix: double-quoted strings only accepted since R2017a
2020-01-13 18:30:28 +01:00
Willi Mutschler
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Houtan Bastani
Marco Ratto