4e0f2bf695
dynare_solve.m: have csolve honor selected options
2021-06-02 16:21:16 +02:00
438ed7a48d
Merge branch 'tune_jscale' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1865
2021-06-01 15:11:23 +02:00
05fcb0550f
Windows package: bump dependencies
2021-06-01 14:26:19 +02:00
f4c0781f45
calibrate_mh_scale_parameter.m: Expand header
2021-06-01 11:34:39 +02:00
f51a57374a
mh_tune_jscale: fix display of stepsize and provide warning if no updating can occur.
2021-06-01 11:23:07 +02:00
f5c5b05f12
The xls_sheet option now takes a quoted string as value
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Recommend that syntax in the manual, but keep the old one for backward
compatibility.
Ref. preprocessor#67
2021-05-31 18:21:13 +02:00
c7d02a356e
Manual: harmonize and document usage of quoted strings
2021-05-31 18:21:13 +02:00
c7df5a6cb3
Preprocessor: add occbin syntax
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Ref. #569 , !1863
2021-05-31 18:21:13 +02:00
95486a9ac0
Merge branch 'planner_objective_linear' into 'master'
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evaluate_planner_objective.m: do not evaluate non-existing terms for linear models
Closes #1781
See merge request Dynare/dynare!1864
2021-05-31 13:30:18 +00:00
fad86785da
evaluate_planner_objective.m: do not evaluate non-existing terms for linear models
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1781
2021-05-28 17:00:44 +02:00
Stéphane Adjemian (Charybdis)
27ee801a67
Add specialized version of sim1 for static models.
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Also add an integration test and fix homotopy error message.
2021-05-28 14:11:34 +02:00
Stéphane Adjemian (Charybdis)
9867203f25
Reduce simulation length in integration test.
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Also removed commented codes.
Closes #1857
2021-05-28 13:56:13 +02:00
bbfa145c58
manual: adding option lmmcp to extend_path command
2021-05-28 13:49:58 +02:00
f78ac9f5ac
EP with MCP: add test case
2021-05-28 13:49:58 +02:00
5ab724d38f
Following a change in the calling sequence. Fixes #1789
2021-05-28 13:49:58 +02:00
Stéphane Adjemian
77612e6bb7
Merge branch 'particle' into 'master'
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non_linear_dsge_likelihood.m: filter out explosive initial simulation
See merge request Dynare/dynare!1861
2021-05-28 11:42:24 +00:00
48cce9a3e9
Merge branch 'sim1_purely_backward' into 'master'
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sim1_purely_backward.m: for purely static model, do not use past value for first iteration
See merge request Dynare/dynare!1862
2021-05-28 09:41:56 +00:00
f97c138685
sim1_purely_backward.m: for purely static model, do not use past value for first iteration
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Index 0 does not exist.
2021-05-27 22:37:45 +02:00
cac6f82e34
non_linear_dsge_likelihood.m: filter out explosive initial simulation
2021-05-27 21:04:35 +02:00
abe8a05b43
Merge branch 'smoother_redux' into 'master'
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Implement new option smoother_redux, to allow fast smoother for very large...
See merge request Dynare/dynare!1859
2021-05-27 16:33:21 +00:00
c4e0cd0565
Merge branch 'posterior_smoother' into 'master'
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prior_posterior_statistics_core.m: filter out cases where model does not solve
See merge request Dynare/dynare!1860
2021-05-27 16:09:19 +00:00
5fa6265944
Implement new option smoother_redux, to allow fast smoother for very large models. It runs smoother only for state variables and computes the remaining ones ex-post
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Contains improvements, in order to recover as much as possible static unobserved (filtered, smoothed, updated, k-step ahead), Variance, State_uncertainty, k-step ahead variances trying to map lagged states onto current ones using pinv(T). This has exceptions (namely lagged shocks which are ONLY used to recover static NON observed variables). this exception is also trapped.
For such extensions we can only recover smoothed variables starting from d+1. Variances CANNOT be recovered for such variables (the smoother gives ZERO.)
2021-05-27 16:59:15 +02:00
7541b1b116
prior_draw.m: cosmetic fix
2021-05-27 16:46:40 +02:00
5d1d5b8a85
prior_posterior_statistics_core.m: filter out cases where model does not solve
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Relax qz_criterium by factor of 10, when taking posterior subdraws. Also makes sure `prior` option works as intended.
2021-05-27 16:46:28 +02:00
ae574fff78
Merge branch 'diagnostics' into 'master'
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model_diagnostics.m: only provide message if imaginary component reaches tolerance level
See merge request Dynare/dynare!1855
2021-05-27 14:23:55 +00:00
Stéphane Adjemian (Charybdis)
3e7cd877d3
Fix error message consistently with 2743ca8fd.
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[skip ci]
2021-05-26 19:11:01 +02:00
Stéphane Adjemian (Charybdis)
2743ca8fdb
Fix workspace if dynare is called from a function.
2021-05-26 19:07:44 +02:00
1645f38269
Implement heteroskedastic filter and smoother
2021-05-26 18:45:16 +02:00
0d549bd87a
Preprocessor: streamline use_dll compilation under MATLAB
2021-05-25 18:57:40 +02:00
3bdb07d11e
Build system: remove -lstdc++ when linking MEX for MATLAB under macOS
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It is unneeded.
2021-05-25 18:57:40 +02:00
ba3522a9ba
Merge branch 'compute_decision_rules' into 'master'
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Use of the compute_decision_rules function to factorize code
See merge request Dynare/dynare!1856
2021-05-25 16:18:43 +00:00
c78e37290a
Merge branch 'ident_opt' into 'master'
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identification: support optimal policy
See merge request Dynare/dynare!1852
2021-05-25 13:07:06 +00:00
9c6cc04b0d
Use of the compute_decision_rules function to factorize code (Ref.#1173)
2021-05-20 11:36:29 +02:00
7e72b52677
model_diagnostics.m: only provide message if imaginary component reaches tolerance level
2021-05-20 11:23:48 +02:00
456dc86ad1
identification: support optimal policy
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Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1837
2021-05-14 13:38:42 +02:00
7d4b01883d
get_identification_jacobians.m: remove unnecessary reordering of equations
2021-05-14 13:35:01 +02:00
5e36b688ee
Merge branch 'forcst_bug' into 'master'
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forcst.m: fix case with measurement error
See merge request Dynare/dynare!1850
2021-05-12 17:08:58 +00:00
c8bc12ab6c
forcst.m: fix case with measurement error
2021-05-12 17:44:35 +02:00
fb31842856
Build system: remove -lstdc++ when linking MEX for MATLAB under GNU/Linux
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It is not needed, and it prevents the -static-libstdc++ flag from work
correctly if supplied by the user.
2021-05-11 22:57:16 +02:00
cf37b5151a
Testsuite: indicate that glibc bug has been fixed in version 2.34
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[skip ci]
2021-05-11 18:54:07 +02:00
0d6bc47158
Merge branch 'rattoma/dynare-mh_initialize_from_previous_mcmc'
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Ref. !1841
2021-05-11 18:51:57 +02:00
306e963efa
Preprocessor: add mh_initialize_from_previous_mcmc option family to estimation command
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Ref. !1841
2021-05-11 18:51:29 +02:00
a0f2b2399b
New option mh_initialize_from_previous_mcmc that allows to pick initial values for a new MCMC from a previous one
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If an additional parameter is estimated, it is initialized using prior_draw.
2021-05-11 18:48:43 +02:00
d8fc564427
Merge branch 'JohannesPfeifer/dynare-lagged_exo'
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Ref. !1848
2021-05-11 17:47:35 +02:00
cc045caa6f
loglinear: Take care of non-logged lagged/leaded exogenous variables
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Closes : #1783
2021-05-11 17:47:25 +02:00
5a2fbe2f89
dynare.m: remove non-working line feed
2021-05-11 14:24:02 +02:00
702e22bc51
Preprocessor: the fast_realtime option now accepts a vector of integers
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Ref. !1842
2021-05-10 15:55:56 +02:00
bdb743eaa7
Merge branch 'rattoma/dynare-fast_realtime_shock_decomp'
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Closes !1842
2021-05-10 15:55:28 +02:00
2d39991a0a
allow for a more accurate (and more expensive) fast realtime modality, triggered by fast_realtime=INTEGER_VECTOR and where vector fast_realtime controls periods for which the smoother is run. If max(fast_realtime)<nobs, the smoother is also run for the full sample. Manual updated accordingly.
2021-05-10 15:55:03 +02:00
8475dfe26d
Build system: update m4 macros from autoconf-archive
2021-05-10 14:55:34 +02:00
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Charybdis)
MichelJuillard
Marco Ratto
Selma Malmberg