Commit Graph

13343 Commits (43ed7b2b69ebbe16a54dd0f0a26f593dc247788b)

Author SHA1 Message Date
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
Stéphane Adjemian (Charybdis) 4b7f8f21d8 Updated dseries submodule (Fixes for Octave and old Matlab versions). 2019-12-14 10:43:54 +01:00
Sébastien Villemot 7170ac0423 Merge branch 'ramsey' into 'master'
New Ramsey syntax

See merge request Dynare/dynare!1685
2019-12-13 17:32:42 +00:00
Sébastien Villemot ce4aa9a8e1
Preprocessor update
— 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
Sébastien Villemot 5cb9886a5e
Emacs mode: font locking for now “evaluate_planner_objective” 2019-12-13 18:22:12 +01:00
Stéphane Adjemian (Charybdis) 4fb7ec7f4c Updated dseries submodule (added backcast method). 2019-12-13 14:59:14 +01:00
Johannes Pfeifer c0c3a4c05c evaluate_planner_objective.m: add warning if order>1 is used
Also modernizes output format
2019-12-13 14:37:00 +01:00
Johannes Pfeifer a4030c3676 testsuite: update ramsey_model to new command sequence using ramsey_model
Related to https://git.dynare.org/Dynare/dynare/issues/1678
2019-12-13 14:18:15 +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'
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
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
Sébastien Villemot 7f1fcaa3a5
Preprocessor update
— new command “evaluate_planner_objective” (#1678)
— some new symbolic simplification rules
— various fixes to “epilogue” block (preprocessor#36)
2019-12-12 18:20:55 +01:00
Stéphane Adjemian (Charybdis) 30cfe6bfc5 Updated dseries submodule (added nanmean method). 2019-12-12 18:17:07 +01:00
Sébastien Villemot d23be63fba Merge branch 'init2shocks' into 'master'
Init2shocks

See merge request Dynare/dynare!1681
2019-12-12 17:09:32 +00:00
Marco Ratto 2edf6d05a3 added testing for flip diff and init2shocks 2019-12-12 16:53:45 +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
Sébastien Villemot 9036fae16f Merge branch 'MDD_Geweke' into 'master'
Modified harmonic mean: Transform hard-coded tolerance to parameter

Closes #1666

See merge request Dynare/dynare!1680
2019-12-12 11:58:38 +00:00
Johannes Pfeifer 9208bcf049 Modified harmonic mean: Transform hard-coded tolerance to parameter
Closes https://git.dynare.org/Dynare/dynare/issues/1666
2019-12-12 11:49:57 +01:00
Houtan Bastani 32872362b3
introduce changes to epilogue block
preprocessor#36
- detrend epilogue statements
- write names of epilogue variables in `M_.epilogue_names`
- output list of endogs used in epilogue equations in `M_.epilogue_var_list_`
- output static and dynamic epilogue files
2019-12-11 16:30:37 +01:00
Stéphane Adjemian (Charybdis) 98de4e4427 Less cryptic error message when variable is missing in the database. 2019-12-10 22:40:23 +01:00
Sébastien Villemot 31d29cd217 Merge branch 'enterprise' into 'enterprise'
Implement waitbar in olsgibbs, surgibbs.

See merge request Enterprise/dynare!11
2019-12-10 21:35:25 +00:00
Dóra Kocsis ce16bbfb8c Implement waitbar in olsgibbs, surgibbs. 2019-12-10 17:03:46 +01:00
Sébastien Villemot a46ae4cfb1 Merge branch 'enterprise' into 'enterprise'
Return YhatOrig and Yobs in dyn_ols, olsgibbs, sur, surgibbs.

See merge request Enterprise/dynare!10
2019-12-10 15:57:23 +00:00
Houtan Bastani 40e4317ef2
macro processor test file: remove utf-8 character from variable 2019-12-10 16:53:12 +01:00
Houtan Bastani 2017b32f31
fix bug in macro processor with short circuit operators || and &&
#1676
2019-12-10 16:53:12 +01:00
Houtan Bastani 8f78113be9
update doc to reflect changes in macOS installer 2019-12-10 16:53:12 +01:00
Sébastien Villemot 357a91c10e Merge branch 'master' into 'master'
macOS packaging: compile against the version of Octave distributed via...

See merge request Dynare/dynare!1679
2019-12-10 15:03:55 +00:00
Dóra Kocsis 665cd764b8 Return YhatOrig and Yobs in dyn_ols, olsgibbs, sur, surgibbs. 2019-12-10 15:44:14 +01:00
Houtan Bastani 0c77f7e92f
macOS packaging: compile against the version of Octave distributed via https://octave-app.org (currently 4.4.1) 2019-12-10 15:14:16 +01:00
Sébastien Villemot 651b400fba Merge branch 'master' into 'master'
Factorize interpret_resol_info into print_info. Closes: Dynare/dynare#1308

Closes #1308

See merge request Dynare/dynare!1676
2019-12-09 17:11:22 +00:00
Dóra Kocsis 716b18989d Factorize interpret_resol_info into print_info. Closes: Dynare/dynare#1308 2019-12-09 17:02:15 +01:00
Sébastien Villemot 553615efbc
Manual: fix the description of the “colormap” option
This option takes as argument the name of MATLAB/Octave variable, not a string.

Ref #1586
2019-12-09 15:52:50 +01:00
Sébastien Villemot e4a9ee097f
Preprocessor: add option “colormap” to “initial_condition_decomposition” command (#1586) 2019-12-09 15:45:26 +01:00
Sébastien Villemot 3f3f49c465 Merge branch 'flip_diff' into 'master'
Flip diff

See merge request Dynare/dynare!1677
2019-12-06 15:29:07 +00:00
Sébastien Villemot 6f91bde894
Merge remote-tracking branch 'community/master' into enterprise 2019-12-06 16:10:09 +01:00
Sébastien Villemot 8586fea2b9
Preprocessor: under Windows, apply the workaround for +<basename> removal to +objective subfolder 2019-12-06 15:25:00 +01:00
Sébastien Villemot c646736b9b
Emacs mode: update for recent additions to the language 2019-12-06 15:24:48 +01:00
Houtan Bastani a77472772f
doc: update macOS min version and document package installation 2019-12-06 14:58:19 +01:00
Houtan Bastani 5e429f8c92
update preprocessor
- fix bug with cbrt
- fix latex output
- add compilation_setup command. closes preprocessor#35
- fix bugs with initial_condition_decomposition. preprocessor#37
2019-12-06 14:58:19 +01:00
Houtan Bastani fa493bc10a
doc: fix typo 2019-12-06 14:58:19 +01:00
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
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
Houtan Bastani 5c9476fb57
return YhatOrig in dyn_ols and olsgibbs as the non-transformed Yhat 2019-12-06 10:01:28 +01:00