30bfa16211
Fixes related to estimation under discretion
2020-02-06 13:30:00 +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
d9b9f78392
Merge branch 'particle_check' into 'master'
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Particle filters: provide error if trends or prefiltering is used
Closes #1690
See merge request Dynare/dynare!1695
2020-01-13 11:02:29 +00:00
03a8759560
Particle filters: provide error if trends or prefiltering is used
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Closes https://git.dynare.org/Dynare/dynare/issues/1690
2020-01-10 19:08:51 +01:00
7e770f69e7
Remove workaround for errors in MEX files
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Because at some point throwing exceptions from MEX files (with mexErrMsgTxt())
was not working under Windows 64-bit, we had designed a workaround to avoid
using exceptions.
Most MEX files were returning an error code as their first (or sometimes last)
argument, and that code would have to be checked from the MATLAB code.
Since this workaround is no longer needed, this commit removes it. As a
consequence, the interface of many MEX files is modified.
For some background, see https://www.dynare.org/pipermail/dev/2010-September/000895.html
2020-01-10 18:33:11 +01:00
Stéphane Adjemian (Charybdis)
3e408ffd6b
Updated dseries submodule (flip method and geometric nanmean).
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[skip ci]
2020-01-09 19:16:15 +01:00
4e314a529b
Bump minimal required Octave version to 4.4
2020-01-06 18:29:47 +01:00
a95358accc
Merge branch 'sim1' into 'master'
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sim1.m: provide missing function input to nested function
See merge request Dynare/dynare!1691
2020-01-06 13:22:29 +00:00
bf102030cb
support saving exogenous variables in `dynasave`, `dynasave`; fix bugs in `dynasave`; add test
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- `dynasave`: if a variable being saved was named `n` or `s`, the `eval` statements would break the code
- `dynasave`: use the `-struct` option to `save` to avoid `eval` statements
- `dynasave` and `dynatype`: do everything in 1 loop instead of 2
- `dynasave` and `dynatype`: use `strcmp` instead of `strfind`
- preprocessor update contains:
- Partial reversion of global indentation of macro processor header files introduced in e2d5a83592634f0604d8c86409748cd2ec5906d2
- Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
- Allow `dynasave` and `dynatype` to support exogenous variables in their var_list
issue #1691
2020-01-06 12:45:44 +01:00
632c0a3943
sim1.m: provide missing function input to nested function
2020-01-06 09:06:18 +01:00
2134f2616d
for parallel execution we need to initialize also prior_draw (used in slice sampler).
2020-01-02 17:48:29 +01:00
49dc997073
Global reindentation of MATLAB code (excluding submodules)
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Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
45e9771eb8
Fixed bug regarding non-stationary variables in pruned moments
2019-12-20 12:30:53 +01:00
8b9b49f8d7
Finished identification order=1|2|3
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Note that I still need to do a code clean up (provide some licenses for functions from other people) and to double check order=3. There is also much room for speed and memory improvement, but the code works fine for now. I will also provide more information to the merge request soon about the detailed changes for future reference.
2019-12-20 12:28:55 +01:00
c04c111d97
Merge branch 'rattoma/dynare-epilogue'
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Ref. !1688
2019-12-20 11:51:41 +01:00
Stéphane Adjemian (Charybdis)
b5d4b4059b
Return an error if pruning is used with order>3 in estimation.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
031569fa96
Allow higher order approximations in nonlinear filters.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
227b2661cb
Do not trap order>2 in estimation.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
4e0deb7987
Removed persistent variables.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
76e3c6ca68
Removed unnecessary parts of the code.
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- Call resol instead of dynare_resolve.
- Removed definition of constant and trend which are not used in nonlinear filters.
- Cosmetic changes.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
6418e225bf
Rewrote doc header.
2019-12-20 11:31:56 +01:00
Johannes Pfeifer
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Charybdis)
Willi Mutschler
Marco Ratto