Stéphane Adjemian (Charybdis)
38e1cd5d4e
Do not include auxiliaries in Simulated_time_series...
...
And add paths for the exogenous variables.
2022-01-21 16:50:42 +01:00
Sébastien Villemot
4ffa6abd4f
Preprocessor update
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– Fix orig_lead_lag field for unary op auxiliary variables (Closes : #1837 )
– In case of nested unary ops (e.g. log(log())), ensure that the definition of
the external aux var references the internal aux var
– Fix orig_lead_lag field for diff lag aux vars
– Refactor the code that substitutes unary ops in model equations
– Refactor handling of var_expectation_model statements
– Add missing “time_shift” option to JSON output of var_expectation_model
– Add check to ensure that column indices in derivative matrices do not overflow
2022-01-21 14:56:55 +01:00
Sébastien Villemot
5a55e29561
Dynare++: minor fix to check for oversized problem
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The maximum value of a signed integer is 2³¹−1, so the inequality test must not
be strict.
2022-01-21 14:55:37 +01:00
Sébastien Villemot
4fdb15b437
Testsuite: fix test under Octave
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Enforce the positivity of standard errors in the maximum likelihood
estimations. Otherwise some stderr are estimated negative, and the Bayesian
estimation fail because the initial value is out of the bounds of the prior
shape.
2022-01-21 14:50:44 +01:00
Stéphane Adjemian (Ryûk)
a08de9e661
Partial fix for #1837 .
2022-01-19 09:20:22 +01:00
Sébastien Villemot
1edb8ba7ba
Merge branch 'planner_check' into 'master'
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evaluate_planner_objective.m: fix check for NaN moments
See merge request Dynare/dynare!1996
2022-01-18 16:45:06 +00:00
Sébastien Villemot
18060ffe4a
Testsuite: disable an estimation with mode_compute=5 that randomly fails under Octave
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Similar to 3af51e3153
.
2022-01-18 16:18:12 +01:00
Johannes Pfeifer
b5d129de1f
evaluate_planner_objective.m: fix check for NaN moments
2022-01-18 16:12:20 +01:00
Stéphane Adjemian (Charybdis)
1fd4904ccc
Fix evaluate routine if PAC's growth option is constant.
2022-01-17 16:56:58 +01:00
Stéphane Adjemian (Charybdis)
7f075ca109
Remove files that should not have been committed in e1d0ce2
.
...
[skip ci]
2022-01-16 16:12:37 +01:00
Stéphane Adjemian (Charybdis)
e1d0ce28d2
Remove aux variables from evaluate routine.
...
Auxiliary variables were still present in the growth neutrality correction. This
commit remove the auxiliaries, so that the user doesn't need to update the
database with the auxiliary variable definitions.
Also adds integration test.
TODO Check that it works with log unary op
TODO Complete tests by checking that the written evaluate routine works
2022-01-14 20:45:46 +01:00
Sébastien Villemot
bab2b983c8
Merge branch 'occbin_shock' into 'master'
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occbin: fix bug if there is only a surprise shock in the first period
See merge request Dynare/dynare!1995
2022-01-14 17:32:44 +00:00
Johannes Pfeifer
3b59253416
occbin: fix bug if there is only a surprise shock in the first period
2022-01-14 08:47:37 +01:00
Sébastien Villemot
d8c99ff5a1
Merge branch 'liu_west' into 'master'
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online auxiliary filter: add option to set termination condition of loop
See merge request Dynare/dynare!1994
2022-01-13 19:04:57 +00:00
Johannes Pfeifer
958dcf7b48
online auxiliary filter: add option to set termination condition of loop
2022-01-13 18:42:55 +01:00
Sébastien Villemot
ca4601bd1c
dyntable: fix column width calculation in case of minus sign
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By the same token, improve the logical expression for determining whether all
values are infinite (it was nevertheless giving the right result, because an
“all()” is implicit when an array of booleans is passed to an “if” statement).
2022-01-11 17:44:24 +01:00
Sébastien Villemot
6f83afbf42
Octave: fix some warning ids
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Those warning ids were renamed in Octave 3.8.
2022-01-11 17:22:58 +01:00
Sébastien Villemot
ba13b9cafb
macOS package: update brew formulas for GCC
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The formulas are taken from commit afe7d6a73ec16b5479434bbe3613d4e7a3c28fac of
the homebrew-core repository.
The gcc.rb formula was modified by adding “cellar: :any” to all bottles (see
https://github.com/Homebrew/brew/blob/master/docs/Bottles.md ).
2022-01-11 15:04:51 +01:00
Sébastien Villemot
95e8b5cd23
Windows package: bump dependencies
2022-01-11 14:43:03 +01:00
Sébastien Villemot
79d9bbd873
Preprocessor: clang compatibility and warning fixes
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Closes : #1833
2022-01-10 10:41:11 +01:00
Sébastien Villemot
1070993fb1
NEWS.md: expand ECB acronym
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[skip ci]
2022-01-07 16:52:14 +01:00
Sébastien Villemot
43d75d0e5c
Update Normann’s affiliation
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[skip ci]
2022-01-07 16:12:02 +01:00
Sébastien Villemot
6de1488a8d
Merge branch 'news' into 'master'
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NEWS.md: cosmetic fixes
See merge request Dynare/dynare!1993
2022-01-07 14:06:22 +00:00
Johannes Pfeifer
a6e899786c
NEWS.md: cosmetic fixes
2022-01-07 12:26:38 +01:00
Sébastien Villemot
c2d820c779
Release announcement for 5.0
2022-01-07 11:58:56 +01:00
Sébastien Villemot
d65c0827ad
Manual: update Dynare WP reference for v5 manual
2022-01-07 11:12:44 +01:00
Sébastien Villemot
3f65574f15
Windows package: fix name of Control Panel menu in README.txt
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Use the name as of Windows 11.
[skip ci]
2022-01-06 18:47:56 +01:00
Johannes Pfeifer
b7d37f092f
manual: expansion of the semi-structural estimation section
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[skip ci]
2022-01-06 17:59:21 +01:00
Sébastien Villemot
38d84c2a52
Merge branch 'master' into 'master'
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bug fixes in varlist_indices heteroskedastic initialization and occbin smoother
See merge request Dynare/dynare!1992
2022-01-06 15:35:16 +00:00
Marco Ratto
9305cd1ef1
fixed header of occbin solver
2022-01-06 15:02:43 +01:00
Marco Ratto
06a7e6c7be
bug fixes with occbin smoother: reset nested waitbars and fix names of outut structure of solver
2022-01-06 15:01:35 +01:00
Marco Ratto
8ac3f4b22b
fixed bugs in initialization of heteroskedastic shocks and first_obs>1 and nobs< full dimension of dataset
2022-01-06 14:59:33 +01:00
Marco Ratto
8130125fa7
reset nested waitbars when computing posterior smoother with occbin
2022-01-06 14:57:57 +01:00
Marco Ratto
bad52b292d
fixed index of variable names defined more than once
2022-01-06 14:51:56 +01:00
Sébastien Villemot
8553525c0f
Merge branch 'doc' into 'master'
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manual: clarify moment_calibration
See merge request Dynare/dynare!1990
2022-01-06 08:21:31 +00:00
Stéphane Adjemian (Ryûk)
d18d728f7b
Fix definition of R2 in NLS routine.
2022-01-05 16:45:35 +01:00
Stéphane Adjemian (Ryûk)
02901002cf
Various improvements in the documentation of semi-structural models.
...
[skip ci]
2022-01-05 15:08:53 +01:00
Stéphane Adjemian (Ryûk)
472e66ae47
Fix list of allowed expressions in LHS (for solve_algo={12,14}).
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[skip ci]
2022-01-05 11:46:53 +01:00
Johannes Pfeifer
259fe492e8
manual: clarify moment_calibration
2022-01-05 11:31:17 +01:00
Sébastien Villemot
c1034e39dd
Merge branch 'lsqnonlin' of git.dynare.org:wmutschl/dynare
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Ref. !1989
2022-01-05 09:24:16 +01:00
Willi Mutschler
1be1edf48f
Updated README with macOS instructions
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Closes : #1780
[skip ci]
2022-01-05 09:23:30 +01:00
Willi Mutschler
7f3bc60ce0
lsqnonlin only supported for method_of_moments
2022-01-04 14:33:05 +01:00
Sébastien Villemot
67d781f545
More copyright years update
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[skip ci]
2022-01-04 13:57:15 +01:00
Stéphane Adjemian (Ryûk)
e1a63fbf81
Fix bug introduced in 25231f66
.
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Set decompose equal to false if the expectation model is not a PAC.
2022-01-03 22:25:48 +01:00
Sébastien Villemot
ea42cf9ad3
Update copyright years
2022-01-03 18:11:31 +01:00
Sébastien Villemot
0c68e7336b
perfect_foresight_problem MEX: error out properly when called MATLAB function triggers an exception
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Closes : #1832
2022-01-03 18:11:31 +01:00
Stéphane Adjemian (Ryûk)
25231f6634
Account for PAC components in evaluate routine.
...
The print_expectations routine was previously only considering the
aggregate expectation (for the target). Now it updates the
database (dseries) with each component of the PAC model. The growth
neutrality correction is included in the aggregate expectation but not
in the expectations of the components.
2022-01-03 17:28:57 +01:00
Sébastien Villemot
bdb21f9ad6
ver_less_than.m: add missing semicolons in unit tests
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[skip ci]
2022-01-03 16:09:26 +01:00
Sébastien Villemot
86b09bccf9
dseries update
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– load_m_file_data.m: pass structure instead of file
– removed utilities/misc/ordinal.m routine
2022-01-03 15:42:03 +01:00
Sébastien Villemot
1e5b7d4e04
Merge branch 'warning' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1986
2022-01-03 15:22:39 +01:00