Sébastien Villemot
4e08aadafa
Test suite: remove unused field in .trs files
2022-11-30 10:26:28 +01:00
Sébastien Villemot
595f3d1dce
Makefile indentation fixes
2022-11-29 17:40:20 +01:00
Sébastien Villemot
9976649c78
Test suite: fix logic of unit tests for nonlinear solvers
2022-11-29 17:34:16 +01:00
Johannes Pfeifer
e530f7cbaa
OccBin: add calib_smoother testfile
2022-11-23 16:48:08 +01:00
Johannes Pfeifer
c90368d48c
NKM.mod: clean up file
2022-11-23 15:17:51 +01:00
NormannR
93a2a097c6
Fix: scale the matrices in tests/riccatiupdate.m to control the size of errors
2022-11-22 15:07:56 +01:00
Sébastien Villemot
dbdda7bf93
Merge branch 'Pinf' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2105
2022-11-22 11:25:14 +01:00
Sébastien Villemot
d554b79772
Merge branch 'occ_test' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2103
2022-11-22 11:24:57 +01:00
Sébastien Villemot
a35ac95a9d
Testsuite: fix logic of unit tests for cycle/logarithmic reduction + Riccati update
2022-11-21 16:22:07 +01:00
Johannes Pfeifer
801baacc8c
fs2000_smoother_only_ns.mod: check for correctness of smoothed observables
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Related to 178e892e
2022-11-18 22:04:58 +01:00
Johannes Pfeifer
67ba8127f4
dynrbc_common.inc: decrease number of simulation periods to prevent testsuite crashes
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(cherry picked from commit 7c4c0fe4114775aae67b9362918a124ff0d09ce9)
2022-11-17 22:43:39 +01:00
NormannR
a245fbb390
Implements a Fortran update of the states variance-covariance matrix for the Kalman filter
2022-11-14 16:24:46 +00:00
Marco Ratto
6737d9f81e
truncate stochastic shocks to 90 periods, to avoid no convergence in period 91
2022-10-20 19:19:34 +02:00
Johannes Pfeifer
cbbbdf4b3d
make_y_.m: fix interaction with steady_state_model
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closes https://git.dynare.org/Dynare/dynare/-/issues/1866
2022-10-13 16:33:58 +02:00
NormannR
afb044c23e
Fix cycle reduction:
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(i) making the norms consistent between cycle_reduction and its test;
(ii) remove hard errors in cycle_reduction Fortran and Matlab routines
2022-10-11 12:11:30 +02:00
NormannR
855887b249
Implements a logarithmic reduction Fortran routine and the associated test
2022-10-11 12:11:06 +02:00
Normann Rion
d17204cc84
Implements a cycle reduction Fortran routine and the associated test.
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The Fortran routine replaces the former Matlab code in matlab/cycle_reduction.m
2022-10-03 14:38:12 +02:00
Normann Rion
1b12d9e44b
Fixes local_state_space_iteration_3_test: sets a default value for the number of threads local_state_space_iteration_3 may use
2022-09-27 11:03:36 +02:00
Johannes Pfeifer
563035d070
AnScho/AnScho_MoM_common.inc: use csminwel to prevent fmincon problems under Octave
2022-09-20 12:55:30 +02:00
Johannes Pfeifer
f91e4e239c
varmodel.mod: use explicit seed to prevent pathological case
2022-09-16 15:13:16 +02:00
Johannes Pfeifer
7dd2dd5e24
solow_ces.mod: increase tolerance for Octave
2022-09-16 14:32:27 +02:00
Sébastien Villemot
50a08cff30
Testsuite: replace obsolete “egrep” by “grep -E”
2022-09-13 14:43:41 +02:00
Sébastien Villemot
9b787d8417
Merge branch 'mcp_steady' into 'master'
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Provisions for solving steady state with MCP-tag
See merge request Dynare/dynare!1877
2022-09-13 09:26:08 +00:00
Johannes Pfeifer
3fbab4cbe0
Provisions for solving steady state with MCP-tag
2022-09-12 17:18:16 +02:00
Johannes Pfeifer
a82d24fd41
rbcii_MCP.mod: increase tolerance for Octave
2022-09-08 17:41:54 +02:00
Sébastien Villemot
4bfd687be4
Merge branch 'local_state_space_iteration_3' of git.dynare.org:normann/dynare
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Ref. !2045
2022-09-06 14:58:53 +02:00
Stéphane Adjemian (Ryûk)
1348c2ac4c
Fix typo.
2022-08-31 22:47:35 +02:00
Stéphane Adjemian (Ryûk)
2aa6565c18
Add test for lmmcp in extended path.
2022-08-31 13:37:00 +02:00
NormannR
c6d5c48ff7
Local state-space iteration at order 3: multi-thread 3rd-order version with and without pruning
2022-08-30 14:06:19 +02:00
Stéphane Adjemian (Ryûk)
982ec2e66d
Fix copy/paste error.
2022-08-23 09:16:46 +02:00
Johannes Pfeifer
905e7c4344
load_results_after_load_mh: fix location of file
2022-08-10 12:55:00 +02:00
Johannes Pfeifer
dc40862eff
testsuite: add smoother_redux option
2022-07-26 22:15:39 +02:00
Johannes Pfeifer
622f831625
Inversion filter: disable unavailable smoother outputs
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
2022-07-26 14:43:31 +02:00
Willi Mutschler
30a6d35f5a
🐛 identification do plots and display results only for nonempty objects
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fixes #1860
2022-07-26 10:26:13 +02:00
Sébastien Villemot
13709f6853
Add “fsolve_options” option to “steady” command
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Closes : #1856
2022-07-22 14:35:19 +02:00
Sébastien Villemot
572fed3994
Merge branch 'dyn_forecast' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2051
2022-07-05 17:09:51 +02:00
Sébastien Villemot
b3cff2d34d
Bytecode: remove incomplete/buggy support for exogenous deterministic
2022-07-05 13:02:17 +02:00
Johannes Pfeifer
35a25b8fb5
dyn_forecast.m: gracefully exit if decision rules and remove unused output argument
2022-07-04 17:33:20 +02:00
Johannes Pfeifer
76885870ef
testsuite: provide analytical steady state to unit root models instead of relying on initial values
2022-06-27 15:19:30 +02:00
Sébastien Villemot
32cf926ef8
Macro-variables defined without a value are now set to “true”
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They were previously set to 1.
Ref. preprocessor#43
2022-06-16 16:52:50 +02:00
Sébastien Villemot
06f665e231
Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode)
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Previously, LBJ was available:
– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
was not making it clear that it was LBJ)
This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
2022-06-15 15:06:33 +02:00
Stéphane Adjemian (Ryûk)
ac2b3f2bdc
Add integration tests for model inversion.
2022-05-20 08:31:03 +02:00
Stéphane Adjemian (Ryûk)
cd76bdff9e
Fix and update unit tests for local_state_space_iteration_2.
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Add mat file with git lfs.
2022-05-13 12:13:46 +02:00
Sébastien Villemot
63a116fb28
New += and *= syntaxes in “endval(learnt_in=…)” blocks
2022-05-03 17:46:59 +02:00
Sébastien Villemot
252a592f1a
Allow “learnt_in=1” for “shocks” and “endval”
2022-04-29 15:55:57 +02:00
Stéphane Adjemian (Charybdis)
8b197bf71c
Remove duplicate assignments for parameters.
2022-04-28 12:58:22 +02:00
Stéphane Adjemian (Charybdis)
4386116c91
Fixed unit tests.
2022-04-28 12:58:22 +02:00
Sébastien Villemot
a600336c92
New “add” and “multiply” keywords in “shocks(learnt_in=…)” block
2022-04-26 15:22:15 +02:00
Sébastien Villemot
8488674ce4
New shocks(learnt_in=…) and endval(learnt_in=…) blocks
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For use with perfect_foresight_with_expectation_errors_setup.
2022-04-21 17:10:52 +02:00
Sébastien Villemot
96346b77e5
Octave 7 compatibility fix: in testsuite, replace --no-window-system option by xvfb-run
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This is a workaround for Octave bug 62101, which affects
tests/shock_decomposition/ls2003_plot.mod, but is unlikely to be fixed.
2022-04-15 14:33:02 +02:00