Marco Ratto
9f721c5763
renamed utilities to +get format
2019-12-17 09:44:15 +01:00
Sébastien Villemot
279bb7bc16
Merge branch 'mh_recover' into 'master'
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make mh_recover robust to crashed parallel jobs
See merge request Dynare/dynare!1684
2019-12-16 09:30:48 +00:00
Marco Ratto
9a07171a7c
trap case where there is no list of variables to squeeze
2019-12-15 17:05:47 +01:00
Marco Ratto
65d72866c3
provisions for squeeze when oo_ is output argument of plot_shock_decomposition.
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Also trap with error situation when new computations are triggered after having squeezed results in oo_.
2019-12-15 16:53:43 +01:00
Marco Ratto
17e87e2a4c
added steady state info on xls file shock decomposition
2019-12-15 15:40:10 +01:00
Marco Ratto
4c6b803945
use optional variable list as fourth input argument, to complement automatic list based on options_.plot_shock_decomp.i_var.
2019-12-15 15:40:10 +01:00
Marco Ratto
44eae1300d
trap plot_end_date larger than actual length of smoother
2019-12-15 15:40:10 +01:00
Marco Ratto
eb73cf4273
implement provisions for options_.no_graph.plot_shock_decomposition
2019-12-15 15:40:10 +01:00
Marco Ratto
83f38c9533
check also whether shock_decomposition field exists (happens when skipinsample=0 and realtime=1)
2019-12-15 15:40:10 +01:00
Marco Ratto
71fa8cac9f
fixed bug with steady state of annualized variables requiring auxiliary while doing expand
2019-12-15 15:40:10 +01:00
Marco Ratto
ac511ca756
bug fix for computing shock decomp for auxiliary variable with groups
2019-12-15 15:40:10 +01:00
Marco Ratto
c8c473cc60
provisions for changing the preprocessor call to plot_shock_decoposition with one output argument
2019-12-15 15:40:10 +01:00
Marco Ratto
6932ac4993
fixed name of new option to a more meaningful one: max_nrows.
2019-12-15 15:40:10 +01:00
Marco Ratto
019545e2b3
fixed bugs in interactive mode of plot shock decomp that led to crashed with aoa
2019-12-15 15:40:10 +01:00
Marco Ratto
2d1402b899
to reduce memory in oo_, only store results for periods specified in save_realtime
2019-12-15 15:40:10 +01:00
Marco Ratto
cc11a054c4
when varlist=0, we only compute decomposition and return restuls in oo_ without plotting. useful when squeezed oo_ misses initval decomp for requested variables.
2019-12-15 15:40:10 +01:00
Marco Ratto
7d70a1917b
fixed bug of aoa with aux variable. completed computation of annualized_realtime_forecast_shock_decomposition.pool which so far triggered an error (vintage=0 in realtime shock decomp)
2019-12-15 15:40:10 +01:00
Marco Ratto
8b9d7490e3
plot_shock_decomposition stores info of plotted variables. This can be optionally used by squeeze_shock_decomp to store in oo_ only variables plotted so far. Users can optionally define the list of vars to sotre in squeezed oo_ for shock decomps. Also allow aoa plots for lists of input variables. fixed error in wrong field name var_type of q2a. fixed aoa call, storing the wrong decomp data for interactive mode.
2019-12-15 15:40:10 +01:00
Marco Ratto
f167c01eee
trap case when option is cell
2019-12-15 15:40:10 +01:00
Marco Ratto
3cbb039fbf
utilities to get steadystate smoothed updated of endogenous by name, irfs by shock and endo name, shock std err by shock name
2019-12-15 15:40:10 +01:00
Sébastien Villemot
416532b6c3
dseries: new “nanmean” and “backcast” methods
2019-12-14 11:11:31 +01:00
Sébastien Villemot
7170ac0423
Merge branch 'ramsey' into 'master'
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New Ramsey syntax
See merge request Dynare/dynare!1685
2019-12-13 17:32:42 +00:00
Sébastien Villemot
ce4aa9a8e1
Preprocessor update
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— deprecation warning for “simul” (#1683 )
— Ramsey: use information from transformed model for filling
M_.nonzero_hessian_eqs. (Closes : #1681 )
Also, M_.hessian_eq_zero is not generated if order = 1
— New field M_.endo_trends (#1648 )
2019-12-13 18:22:12 +01:00
Johannes Pfeifer
c0c3a4c05c
evaluate_planner_objective.m: add warning if order>1 is used
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Also modernizes output format
2019-12-13 14:37:00 +01:00
Marco Ratto
da4baa5d50
make mh_recover robust to crashed parallel jobs
2019-12-12 22:24:30 +01:00
Sébastien Villemot
6b308ccbd8
Merge branch 'dynare_solve' into 'master'
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dynare_solve.m: return with valid solution even if Jacobian is ill-behaved
See merge request Dynare/dynare!1682
2019-12-12 20:06:38 +00:00
Johannes Pfeifer
1b56a56e78
dynare_solve.m: return with valid solution even if Jacobian is ill-behaved
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In pathological cases, the Jacobian at the initial but true steady state value is ill-behaved. In this case we should return with the valid steady state instead of trying random starting values
2019-12-12 19:08:43 +01:00
Marco Ratto
35b63e87d6
properly handle labelling, grouping and expand under init2shocks option
2019-12-12 16:45:57 +01:00
Marco Ratto
06c2b49897
provisions for init2shocks: initial conditions are added to its correspondiong shock for shock decompositions, while they are removed in initial condition decompositions.
2019-12-12 15:21:47 +01:00
Johannes Pfeifer
9208bcf049
Modified harmonic mean: Transform hard-coded tolerance to parameter
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Closes https://git.dynare.org/Dynare/dynare/issues/1666
2019-12-12 11:49:57 +01:00
Dóra Kocsis
716b18989d
Factorize interpret_resol_info into print_info. Closes : Dynare/dynare#1308
2019-12-09 17:02:15 +01:00
Sébastien Villemot
3f3f49c465
Merge branch 'flip_diff' into 'master'
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Flip diff
See merge request Dynare/dynare!1677
2019-12-06 15:29:07 +00:00
Houtan Bastani
dec7d4fdb4
dynare.m: simplify code
2019-12-06 12:01:58 +01:00
Houtan Bastani
3a223e9c08
fix uncommon bug in parsing dynare command line options
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previously, `nopathchange` and `nopreprocessoroutput` were set even if they were values instead of option names.
`nopathchange` would further remove all options that contained `'nopathchange'`
e.g. `dynare example1.mod savemacro=nopathchange` would erroneously set `nopathchange` to true and would delete the `savemacro` option altogether
In the fix, just check that the match starts in position 1 as, if the argument passed is longer than the matching pattern (e.g. nopathchangee), the preprocessor will stop processing with a usage error
2019-12-06 12:01:57 +01:00
Marco Ratto
5fe495852e
Intregrate full list of options to initial_condition_decompositions, including defaults.
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Adapt figure names when initial conditions are ploteed instead of shocks
2019-12-05 16:50:18 +01:00
Marco Ratto
a14b174f93
provide info about flip diff options in the name of files and figures
2019-12-05 14:41:06 +01:00
Marco Ratto
79bdde79e0
implement new options flip and diff for plotting decompositions
2019-12-05 13:20:12 +01:00
Stéphane Adjemian (Charybdis)
2184195826
Updated dseries submodule.
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[ci skip]
2019-12-05 12:10:36 +01:00
Dóra Kocsis
b9af92eb8a
Save conditional forecast output in oo_. Closes : Dynare/dynare#1672
2019-11-29 15:25:05 +01:00
Houtan Bastani
f2205ed4a1
add nograph option to plot_shock_decomposition
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In updating the preprocessor, also update call to plot_icforecast
2019-11-29 15:17:41 +01:00
Houtan Bastani
14384c233f
reporting: correctly handle `showDate` option of report
2019-11-29 12:02:00 +01:00
Houtan Bastani
3ef8564279
reporting: add ability to make title page
2019-11-29 11:36:00 +01:00
Sébastien Villemot
c5537e23ae
Merge branch 'tolerance' into 'master'
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Nonlinear solver: tolerance for first Newton iteration is now smaller than for subsequent ones
See merge request Dynare/dynare!1674
2019-11-27 13:21:51 +00:00
Michel Juillard
f70f7761db
Nonlinear solver: tolerance for first Newton iteration is now
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smaller than for subsequent ones. Closes : #1668
2019-11-27 14:19:01 +01:00
Sébastien Villemot
4a8dd1e8fa
Merge branch 'steadystate_file' into 'master'
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Remove globals from user-defined steadystate file
See merge request Dynare/dynare!1673
2019-11-26 17:26:19 +00:00
Johannes Pfeifer
0c01c31491
Remove global variables from user-defined steady state files
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M_ and options_ are now passed as an input; params is an output as in the _steadystate2.m files
2019-11-26 17:05:14 +01:00
Sébastien Villemot
55d7397d40
Remove utilites for converting oo_ between Dynare versions
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It’s not clear that such utilities are useful (people should rather update
their MATLAB). It’s also a lot of work, and it’s probably better to focus on
documenting the incompatibilities.
Closes : #915
2019-11-26 16:26:50 +01:00
Michel Juillard
d0247277f9
after check, oo_.dr isn't empty but oo_.dr.ghx + friends don't exist
2019-11-25 21:54:53 +01:00
Michel Juillard
f6daa359b7
fix tolf and tolx options for sim1_purely_forward
2019-11-23 22:47:17 +01:00
Michel Juillard
2652cb0dd7
fix tolf and tolx options for sim1_purely_backward
2019-11-23 22:44:10 +01:00
Sébastien Villemot
900fbe86e7
Merge branch 'plot_identification' into 'master'
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plot_identification.m: fix placing of white dots for infinite values
See merge request Dynare/dynare!1668
2019-11-22 09:29:26 +00:00
Johannes Pfeifer
8a171b82a8
plot_identification.m: fix placing of white dots for infinite values
2019-11-21 16:25:19 +01:00
Sébastien Villemot
a327e2c9b8
Merge branch 'tex_subfolder' into 'master'
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Move remaining LaTeX-file to subfolder
Closes #1655
See merge request Dynare/dynare!1667
2019-11-21 14:15:54 +00:00
Johannes Pfeifer
8e5fd8dc4e
Move creation of subfolder outside of TeX-check
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Required if we only want the figure
2019-11-21 11:58:16 +01:00
Johannes Pfeifer
0075776716
Laplace approximation: filter out non-positive definite Hessians
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Closes https://git.dynare.org/Dynare/dynare/issues/1659
2019-11-21 11:32:13 +01:00
Johannes Pfeifer
a59534a284
Move remaining figures and related TeX output from main folder to graphs
2019-11-21 10:14:48 +01:00
Johannes Pfeifer
c6b757646e
Move remaining LaTeX-files to subfolder
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Closes https://git.dynare.org/Dynare/dynare/issues/1655
2019-11-21 10:14:48 +01:00
Stéphane Adjemian (Charybdis)
9f5f4b6981
Cosmetic changes.
2019-11-18 21:48:52 +01:00
Sébastien Villemot
98bdf76581
MATLAB R2009b compatibility fixes
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— use XLS instead of XLSX in testsuite datafiles
— use optimset instead of optimoptions
— use quadv/quadl/quadgk instead of integral
— fix race condition in load_m_file_data_legacy.m tests
— use fallback implementation for intersect(…, 'stable')
2019-11-15 18:27:37 +01:00
Sébastien Villemot
caf0c8e1f8
Trust region solver: recompute Jacobian only when necessary
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Previously, the solver would recompute the Jacobian at every iteration. But, if
an iteration fails, the current point is not moved (only the radius of the
trust region changes), hence it is not necessary to recompute the Jacobian in
that case. This commit implements this optimization.
2019-11-14 16:03:50 +01:00
Dóra Kocsis
4c49eddb97
Add fallback implementation for contains and splitlines functions.
2019-11-13 13:05:28 +01:00
Houtan Bastani
0f61c5de7d
add new features to reporting
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* split up report output, creating new files for the preamble, the body of the report, and each individual page of the report.
* allow the user to set the page number
* allow for the removal of headers and footers from a given page
2019-11-06 13:50:21 -05:00
Houtan Bastani
c978b86a72
reporting: make horizontal line extend the width of the page
2019-10-25 17:31:46 +02:00
Houtan Bastani
5f2d60f945
fix reporting bugs with addData
2019-10-24 12:03:33 +02:00
Houtan Bastani
be3c48604b
change name of mex folder in macOS to conform with Dynare minimum
2019-10-23 18:59:36 +02:00
Houtan Bastani
908523dbb8
fix bug that caused reporting not to work in MATLAB < R2012a
2019-10-23 17:37:31 +02:00
Houtan Bastani
ac689b83ee
fix bug in reporting on Windows where `filesep`t results in a tab character
2019-10-23 15:11:43 +02:00
Stéphane Adjemian (Charybdis)
1211d4c01e
Updated dseries submodule (changed merge behaviour).
2019-10-16 20:58:49 +02:00
Houtan Bastani
8b86f8a25b
ignore unused output variable
2019-10-09 14:53:33 +02:00
Sébastien Villemot
71996fd077
Error out if mode_compute=12 and under Octave, or MATLAB w/o global optim tbox
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[skip ci]
2019-10-09 12:30:41 +02:00
Sébastien Villemot
b3d1e8412b
Add support for mode_compute=1 under Octave
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Since version 1.6, the optim Forge package has an implementation of fmincon.
Hence we can now use mode_compute=1 under Octave.
This commit also adds tests/optimizers/fs2000_1.mod to the testsuite. It will
be skipped under MATLAB if the optimization toolbox is not there, or under
Octave if optim ≥ 1.6 is not there.
2019-10-08 18:38:15 +02:00
Sébastien Villemot
100f4d5130
Simplify octave_ver_less_than using builtin compare_versions()
2019-10-08 18:38:15 +02:00
Houtan Bastani
5592078269
uncapitalize DYNARE in error messages
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[skip ci]
2019-10-04 10:20:11 +02:00
Houtan Bastani
5ca9e44503
dseries: submodule update
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this update includes the name change for x13 on mac from osx->macOS
2019-10-03 18:07:03 +02:00
Sébastien Villemot
f44bb38c72
More capitalization fixes and cosmetics
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[skip ci]
2019-10-03 16:21:15 +02:00
Houtan Bastani
afcdf46e80
capitalize Cepremap and Matlab, uncapitalize DYNARE
2019-10-02 14:09:21 +02:00
Stéphane Adjemian (Charybdis)
6a87779d9e
Cosmetic change.
2019-10-01 14:48:43 +02:00
Stéphane Adjemian (Charybdis)
8eb3023069
Changed isint function.
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To make it consistent with the routine available in the dates toolbox.
2019-10-01 14:48:12 +02:00
Stéphane Adjemian(Charybdis)
634b11de70
Cosmetic change.
2019-10-01 14:43:16 +02:00
Stéphane Adjemia (Scylla)
ab911e98c4
Cosmetic changes.
2019-10-01 14:42:47 +02:00
Stéphane Adjemian (Scylla)
f3600b0de9
Added trap for complex residuals and jacobian in nonlinear solver.
2019-10-01 14:40:17 +02:00
Stéphane Adjemian (Charybdis)
07937f5b9f
Updated dseries submodule (is{row,column,matrix} are builtin functions, not M-files).
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[skip-ci]
2019-09-26 15:37:21 +02:00
Sébastien Villemot
7b053c7e92
Option graph_format=pdf now works under Octave
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Also copy the same Octave-specific code as for EPS printing (added in
84f0d6c7da
to fix problems with hybrid
Unix/Windows parallel clusters).
2019-09-25 16:06:38 +02:00
Sébastien Villemot
3237cd4684
Merge branch 'xlwrite' into 'master'
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WriteShockDecomp2Excel.m: only use xlwrite if xlswrite fails
Closes #1575
See merge request Dynare/dynare!1662
2019-09-24 11:16:37 +00:00
Sébastien Villemot
d30ccf07f7
Update dseries submodule
2019-09-18 19:10:53 +02:00
Houtan Bastani
502b0c5038
change name of folder in 8d2e3def95
2019-09-16 17:57:13 +02:00
Houtan Bastani
8d2e3def95
macOS: use different mex files depending on Matlab version
2019-09-16 17:33:10 +02:00
Houtan Bastani
6ddf87aa92
stoch_simul: save var_list in oo_. closes #1646
2019-09-12 15:02:18 +02:00
Houtan Bastani
7712a02f02
add print and noprint option to perfect_foresight_solver. closes #1647
2019-09-12 14:50:14 +02:00
Houtan Bastani
3d6091b3a1
remove unused return arguments
2019-09-12 14:01:52 +02:00
Sébastien Villemot
c9798a96e0
Fix MATLAB R2019b support
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Some changes were missing in a1a4168c3
2019-09-12 12:48:32 +02:00
Houtan Bastani
cb02ca5f1c
discretionary_policy: make incompatible with options_.loglinear
2019-09-12 11:57:09 +02:00
Houtan Bastani
e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197
2019-09-12 11:57:01 +02:00
Houtan Bastani
42842a5afc
clean up file (remove unused variables, fprintf instead of disp(sprintf()))
2019-09-12 11:55:05 +02:00
Houtan Bastani
f118970736
remove unnecessary eval statements
2019-09-12 11:55:05 +02:00
Stéphane Adjemian (Charybdis)
fdf6821d0b
Generalized isconst routine.
2019-09-11 11:11:15 +02:00
Sébastien Villemot
a5578e6bfa
Merge branch 'sensitivity_error' into 'master'
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dynare_sensitivity.m: provide informative error message if no var_exo are...
Closes #1651
See merge request Dynare/dynare!1660
2019-09-10 09:27:18 +00:00
Houtan Bastani
418070ec54
remove unused variable
2019-09-10 11:08:20 +02:00
Johannes Pfeifer
c529f78ce3
WriteShockDecomp2Excel.m: only use xlwrite if xlswrite fails
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Fixes https://git.dynare.org/Dynare/dynare/issues/1575
2019-09-10 10:47:13 +02:00
Johannes Pfeifer
8752cf0002
dynare_sensitivity.m: provide informative error message if no varexo are defined. Closes https://git.dynare.org/Dynare/dynare/issues/1651
2019-09-10 09:25:04 +02:00