30bfa16211
Fixes related to estimation under discretion
2020-02-06 13:30:00 +01:00
931ebece92
Remove options `noemptylinemacro` and `nolinemacro`; add option `linemacro`
2020-02-05 16:16:31 +01:00
8043f5b35b
Merge branch 'patch-1' into 'master'
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noemptylinemacro: Add missing word
See merge request Dynare/dynare!1705
2020-02-05 12:39:55 +00:00
eaacb57d5c
noemptylinemacro: Add missing word to
2020-02-05 11:30:58 +00:00
d8cd55109c
Testsuite: increase tolerance in unitary tests for prior_draw.m
2020-02-04 21:25:16 +01:00
68a96c7c50
Preprocessor update
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— do not allow the estimation of a parameter that appears in
“planner_discount” (#1173 )
— macro processor: fix bug in file reported when error encountered after a file
has been included (preprocessor#42)
2020-02-04 18:19:36 +01:00
a8e54d791a
Testsuite: set the random seed for unitary tests, for reproducibility
2020-02-04 18:19:35 +01:00
2ae1bc7770
gui: update call to stoch_simul
2020-02-04 15:57:56 +01:00
7a5a604c7d
Windows package: bump to Octave 5.2.0
2020-02-04 12:01:46 +01:00
4d809464b0
README.md: on Debian, texlive-generic-extra has been replaced by texlive-plain-generic
2020-02-04 10:23:14 +01:00
Stéphane Adjemian (Charybdis)
190873317b
Package texlive-math-extra is no more available in Debian buster.
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[skip ci]
2020-02-04 09:55:38 +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
929b34a168
Merge branch 'det_cond_forecast' into 'master'
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det_cond_forecast.m: always set options_.qz_criterium
Closes #1701
See merge request Dynare/dynare!1704
2020-02-03 11:16:10 +00:00
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
05e43a5025
Remove obsolete Julia stuff
2020-01-31 22:50:55 +01:00
9bcdfee490
Merge branch 'smoother2histval' into 'master'
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fs2000_simul.mod: make sure we use the estimated parameter vector
See merge request Dynare/dynare!1703
2020-01-31 13:49:08 +00:00
6cf5e6495a
fs2000_simul.mod: make sure we use the estimated parameter vector
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Makes the simulation converge without turning to homotopy
2020-01-31 13:22:47 +01:00
25ccb6686f
Merge branch 'JohannesPfeifer/dynare-discretion'
2020-01-30 15:46:38 +01:00
7e63ac28b2
Preprocessor: fix “planner_discount” option of “discretionary_policy”
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Closes : #1699
2020-01-30 15:44:49 +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
9e82432f87
Gali_discretion.mod: filter out NaN in planner_objective
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Related to https://git.dynare.org/Dynare/dynare/issues/1699
2020-01-29 17:48:16 +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
7f02fe5a78
Testsuite: increase numerical tolerance for sw_minimal.mod test
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Needed for some runners, e.g. lupi
2020-01-27 23:16:41 +01:00
Stéphane Adjemian (Charybdis)
7aeb506143
Updated particles submodule.
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[skip ci]
2020-01-27 22:57:41 +01:00
Stéphane Adjemian (Charybdis)
82f642fbca
Added missing case in integration tests for particle filters.
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There was not test for the conditional particle filter (CPF).
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
fc27fad46d
Preprocessor: Do not simplify constant equations which have a tag attached
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In particular, in the case of an 'mcp' tag, this could lead to a convergence
failure.
Also modify the lmmpc/rbcii.mod test so that it fails if convergence is not
obtained, in order to detect such regressions earlier.
Closes : #1697
This preprocessor update also includes the following changes:
— removal of license.txt, now merged in back in the main Dynare one
– various code simplifications and modernizations in the macro processor
— minor code simplification in parsing of the --+ options: … +-- line
2020-01-27 16:12:25 +01:00
22053feb47
Merge branch 'minimal_state_space_test_suite_old_matlab' into 'master'
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Fix minimal state space test files for old matlab
See merge request Dynare/dynare!1700
2020-01-26 16:00:03 +00:00
3ecc44b542
Fix minimal state space test files for old matlab
2020-01-26 16:00:02 +00:00
01d5d734c6
CI: skip two further tests under MATLAB R2009b, that apparently trigger a MATLAB bug
2020-01-24 16:40:55 +01:00
b49e2203d6
CI: put old MATLAB version in a variable
2020-01-24 16:18:08 +01:00
3b9cc0e9f7
Testsuite: use whitespace-separated syntax for options in .mod file
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Follows from d3e90a8dbf
2020-01-24 16:01:17 +01:00
a40cfedd3b
Merge branch 'identification_higher_order' into 'master'
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Identification Toolbox: improvements, bugfixes, license, preparation for getting rid of globals
Closes #1694 and #1689
See merge request Dynare/dynare!1697
2020-01-24 14:41:16 +00:00
3d51ee9e23
✅ Added unit tests for minimal state space system
2020-01-24 14:20:05 +01:00
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
ef417dab00
Remove unused m4 file
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
Johannes Pfeifer
Houtan Bastani
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Willi Mutschler
Marco Ratto