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13385 Commits (367daa866459a5bb5c526e24ad8449b8ae7b146e)

Author SHA1 Message Date
Sébastien Villemot 177c5c359f
Implement estimation under discretionary optimal policy 
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
Stéphane Adjemian (Charybdis) 48b5005ed3
More factorizatiion when calling loadjson_ routine. 2020-02-03 18:12:14 +01:00
Sébastien Villemot 59e11615a0
Discretionary policy: preparatory work for estimation 
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
Sébastien Villemot 929b34a168 Merge branch 'det_cond_forecast' into 'master' 
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
Stéphane Adjemian (Charybdis) 3521e83b26
Factorize calls to loadjson_ routine. 2020-02-02 21:52:44 +01:00
Stéphane Adjemian (Charybdis) 1e0da3a6a7
Removed global. 2020-02-02 21:14:23 +01:00
Johannes Pfeifer 8aad715183 det_cond_forecast.m: always set options_.qz_criterium 
Closes https://git.dynare.org/Dynare/dynare/issues/1701
 2020-02-02 14:15:01 +01:00
Sébastien Villemot 05e43a5025
Remove obsolete Julia stuff 2020-01-31 22:50:55 +01:00
Stéphane Adjemian (Charybdis) 0aa78c6914
Added the possibility to change more than one variable name in an equation. 2020-01-31 18:57:22 +01:00
Stéphane Adjemian (Charybdis) d136be8a84
Updated preprocessor submodule (added issing include). 2020-01-31 17:47:34 +01:00
Sébastien Villemot 9bcdfee490 Merge branch 'smoother2histval' into 'master' 
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
Johannes Pfeifer 6cf5e6495a fs2000_simul.mod: make sure we use the estimated parameter vector 
Makes the simulation converge without turning to homotopy
 2020-01-31 13:22:47 +01:00
Stéphane Adjemian (Odysseus) 5289636f69 Do not include the original names of the transformed endogenous variables. 2020-01-30 20:31:21 +01:00
Stéphane Adjemian (Odysseus) 3dbc7640d9 Fixed list of exogenous variables in cherry-picking. 2020-01-30 19:21:50 +01:00
Sébastien Villemot 25ccb6686f
Merge branch 'JohannesPfeifer/dynare-discretion' 2020-01-30 15:46:38 +01:00
Sébastien Villemot 7e63ac28b2
Preprocessor: fix “planner_discount” option of “discretionary_policy” 
Closes: #1699
 2020-01-30 15:44:49 +01:00
Stéphane Adjemian (Odysseus) 95acf31a69 Fixed optional renaming of the variables. 2020-01-30 11:46:17 +01:00
Sébastien Villemot d24ad5ac99
CI: fix triggering of deploy jobs 
The deploy jobs were broken since ffbdd6f528.
 2020-01-29 21:14:41 +01:00
Sébastien Villemot 6542ce4a16
datatomfile: fix the name of the .mod file at the top of the generated file 
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
Stéphane Adjemian (Odysseus) 1c5f6a97c0 Fixed bug in cherry-picking (LHS expressions were wrong). 
For instance LHS expression as `diff(log(X))` was replaced by `X` in
the generated model.inc file.
 2020-01-29 18:34:26 +01:00
Stéphane Adjemian (Odysseus) d5e2b0f9f8 Updated integration test with new interface for aggregate routine. 2020-01-29 18:28:35 +01:00
Stéphane Adjemian (Odysseus) b00db0e035 Fixed bug (cannot use a reserved keyword as a tag name). 2020-01-29 18:27:29 +01:00
Johannes Pfeifer 9e82432f87 Gali_discretion.mod: filter out NaN in planner_objective 
Related to https://git.dynare.org/Dynare/dynare/issues/1699
 2020-01-29 17:48:16 +01:00
Stéphane Adjemian (Odysseus) 9590175a9a Fixed loadjson_ routine (when relying on jsondecode). 
Fixed issues with escape characters and updated the preprocessor.
 2020-01-29 15:54:54 +01:00
Houtan Bastani d527096e61
simplify parsing of MATLAB command line arguments 
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 (Odysseus) e39c3bad5b Fixed aggregate if the equation tag name is not available... 
... Or has special characters. In this cases we use the LHS variable
as a name for the equation.
 2020-01-29 11:38:20 +01:00
Stéphane Adjemian (Odysseus) bb302279ea Do not add tag for block name if rootfolder is empty. 2020-01-29 09:25:23 +01:00
Stéphane Adjemian (Charybdis) d4e16b7ffe
Ensure that the equation tag name matches the LHS variable. 2020-01-28 16:40:31 +01:00
Stéphane Adjemian (Charybdis) dc1b2442db
Added block name to the tags in aggregated models. 2020-01-28 16:40:03 +01:00
Stéphane Adjemian (Charybdis) 32557ce686
Ensure that equations and endogenous variables are unique. 2020-01-28 16:38:15 +01:00
Stéphane Adjemian (Charybdis) 6924e07b20
Use jsondecode to read JSON files if available. 2020-01-28 16:36:40 +01:00
Sébastien Villemot 7f02fe5a78
Testsuite: increase numerical tolerance for sw_minimal.mod test 
Needed for some runners, e.g. lupi
 2020-01-27 23:16:41 +01:00
Stéphane Adjemian (Charybdis) 7aeb506143
Updated particles submodule. 
[skip ci]
 2020-01-27 22:57:41 +01:00
Stéphane Adjemian (Charybdis) 82f642fbca
Added missing case in integration tests for particle filters. 
There was not test for the conditional particle filter (CPF).
 2020-01-27 22:57:41 +01:00
Sébastien Villemot d0dc40c29e Merge branch 'sub_draws' into 'master' 
trap error when sub_draws is set to zero

See merge request Dynare/dynare!1699
 2020-01-27 17:45:50 +00:00
Sébastien Villemot f9e7ede810 Merge branch 'rescale_prediction_error_covariance' into 'master' 
rescale_prediction_error_covariance

See merge request Dynare/dynare!1698
 2020-01-27 17:45:38 +00:00
Sébastien Villemot fc27fad46d
Preprocessor: Do not simplify constant equations which have a tag attached 
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
Stéphane Adjemian (Charybdis) 455c806e11
Updated dseries submodule. 2020-01-27 14:03:28 +01:00
Stéphane Adjemian (Charybdis) 3fcca321a2
Bug fixes. 
- cherrypick routine was not returning the correct lists of endogenous
   and exogenous variables. The number of endogenous variables was even
   not matching the number of equations.
 - In some cases LHS expressions were not preprocessed to extract the
   name of an endogenous variable.
 - Return a non cryptic error message if more than one endogenous
   variable appears in the LHS.
 2020-01-27 14:02:03 +01:00
Stéphane Adjemian (Charybdis) 7e849f01ad
Code factorization. 2020-01-27 14:02:03 +01:00
Sébastien Villemot 22053feb47 Merge branch 'minimal_state_space_test_suite_old_matlab' into 'master' 
Fix minimal state space test files for old matlab

See merge request Dynare/dynare!1700
 2020-01-26 16:00:03 +00:00
Willi Mutschler 3ecc44b542 Fix minimal state space test files for old matlab 2020-01-26 16:00:02 +00:00
Sébastien Villemot 01d5d734c6
CI: skip two further tests under MATLAB R2009b, that apparently trigger a MATLAB bug 2020-01-24 16:40:55 +01:00
Sébastien Villemot b49e2203d6
CI: put old MATLAB version in a variable 2020-01-24 16:18:08 +01:00
Sébastien Villemot 3b9cc0e9f7
Testsuite: use whitespace-separated syntax for options in .mod file 
Follows from d3e90a8dbf.
 2020-01-24 16:01:17 +01:00
Sébastien Villemot a40cfedd3b Merge branch 'identification_higher_order' into 'master' 
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
Willi Mutschler 3d51ee9e23
✅ Added unit tests for minimal state space system 2020-01-24 14:20:05 +01:00
Marco Ratto 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
Willi Mutschler e843ccbd0d
📃 Update license 2020-01-24 12:45:20 +01:00
Willi Mutschler aa0f278edc
📃 Update license 2020-01-24 12:45:15 +01:00