ec28179043
Perfect foresight: add warning when lmmcp and linear option are used together
2021-04-20 16:53:54 +02:00
0cef790498
Preprocessor: fix treatment of “series” option of “initval_file”
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As a consequence, adapt histval_initvalf.m to the new format.
2021-04-20 10:44:18 +02:00
Stéphane Adjemian (Charybdis)
6fe97182da
Deactivate unit tests for gamrnd if statistical toolbox is available.
2021-04-09 12:44:59 +02:00
Stéphane Adjemian (Charybdis)
237aa465d2
Fix precision in perfect_foresight_solver for backward models.
2021-04-08 20:31:40 +02:00
Stéphane Adjemian (Charybdis)
a03b65bab7
Honour option solve_algo with backward models in perfect_foresight_solver.
2021-04-08 20:31:40 +02:00
Stéphane Adjemian (Charybdis)
8683790927
Throw error if solve_algo={12,14} is used without JSON output.
2021-04-08 20:31:40 +02:00
d5c8e8115e
Preprocessor update
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— Properly escape some characters in JSON. As a consequence, remove the
workaround that was in matlab/loadjson_.m
— Fix JSON output for load_params_and_steady_state
— Add maximum lead/lag and varobs to JSON output
2021-04-08 14:51:49 +02:00
Stéphane Adjemian (Charybdis)
3a823c488f
Fix PAC equations with lags on exogenous variables.
2021-04-02 15:52:30 +02:00
3c11ee9581
posterior_sampler.m: make sure proposal density fields are set in parallel
2021-03-25 17:11:48 +01:00
a42a9fff75
Merge branch 'foresight_debug' into 'master'
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perfect foresight: provide debugging information for singular Jacobian
Closes #1732
See merge request Dynare/dynare!1834
2021-03-22 09:41:24 +00:00
baa6c8dbbd
Provisions for MATLAB R2021a
2021-03-17 17:47:27 +01:00
b5a4c0695f
perfect foresight: provide debugging information for singular Jacobian
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1732
2021-03-17 15:02:30 +01:00
47477e152a
Bump minimal Octave version to 6.2.0
2021-03-12 16:21:57 +01:00
Stéphane Adjemian (Charybdis)
3859ea0de0
Fix read_key_value_string if commas are followed by spaces.
2021-02-26 17:50:47 +01:00
Stéphane Adjemian (Charybdis)
6752426809
Bug fixes in particles submodule.
2021-02-26 10:40:37 +01:00
Stéphane Adjemian (Charybdis)
9e37e07075
Updated dseries submodule (time aggregation routines).
2021-02-26 09:44:24 +01:00
9db1265892
Asssesing welfare in perfect-foresight frameworks
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Ref. #1680
2021-02-25 15:12:28 +01:00
9066d31dd7
Merge branch 'ramsey_problem' into 'master'
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Ref. #1680 : 2nd-order welfare
See merge request Dynare/dynare!1828
2021-02-23 16:08:53 +00:00
75882bcc11
Improve command suggestion for installing statistics package from Octave Forge
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The “io” package is a dependency, hence must be explicitly installed first.
[skip ci]
2021-02-19 14:24:32 +01:00
3939544498
Remove remnants from estimation DLL
2021-02-18 14:26:10 +01:00
f532de0f29
Adds the discretionary case to the evaluate_planner_objective function
2021-02-18 12:00:44 +01:00
e880d1bcc3
Ref. #1680 : 2nd-order welfare
2021-02-17 13:53:55 +01:00
a51bdf8948
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1831
2021-02-16 16:58:59 +01:00
6d95abdb95
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-11225'
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Ref. !1830
2021-02-16 16:58:04 +01:00
9ddad32e4e
Merge branch 'shock_decomp_fixes' of git.dynare.org:rattoma/dynare
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Ref. !1829
2021-02-16 16:56:52 +01:00
9d06016dc3
Merge branch 'fixes_4.7' of git.dynare.org:rattoma/dynare
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See !1827
2021-02-16 16:55:31 +01:00
592cd69e25
Bug-fix: staticmodel type.
2021-02-16 15:06:43 +01:00
99c7d88c53
dyn_forecast.m: set first_obs and allow for Bayesian smoother input
2021-02-16 11:26:35 +01:00
6b2555f0ad
smoother2histval: fix computation of data length
2021-02-16 09:00:11 +00:00
50e80fe496
write xls output in Output subdir
2021-02-16 09:56:22 +01:00
a0d0270679
smoother2histval.m: suppress output
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[skip CI]
2021-02-16 08:11:13 +00:00
f592cca59d
fixed wrong naming of shock decompositions
2021-02-13 19:07:28 +01:00
b1ae98845d
fixed bug in var list for expand menu
2021-02-13 19:07:02 +01:00
dbcdaf75a6
fixed bug when SteadyState is not used for shock decompositions
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fixed names of files, removing spaces and dots
use writetable with mac OS
2021-02-13 19:05:54 +01:00
c8cd0a06ce
allow to export expand groups to excel (instead than plotting them)
2021-02-13 19:04:39 +01:00
f8b8ec6c18
fixes around init2shocks in plotting utilities
2021-02-13 19:04:01 +01:00
faa203e029
condition computation of posterior statistics also to (options_.load_mh_file && ~options_.load_results_after_load_mh) and apply it to all cases
2021-02-13 18:53:17 +01:00
5c3b0ebc95
better handle newrat options, avoiding to treat newratflag in two places
2021-02-13 16:44:50 +01:00
915502ce13
copyright year and indentation
2021-02-13 11:29:40 +01:00
d56bba724c
autocov is initialized NaN with the original order and then only loop up to updted order compatible with sample size.
2021-02-13 11:27:18 +01:00
15ab85788c
adjusted message in case of diffuse filter, where cointegration is most of the time the reason for such a warning
2021-02-12 19:10:45 +01:00
22ef0b1413
get statistics also when load_mh_file
2021-02-12 18:55:50 +01:00
b9a6462462
bug fix in trapping option newratflag
2021-02-12 18:54:07 +01:00
ebec3ede8a
allow negative lag (i.e. a lead)
2021-02-12 18:50:55 +01:00
1519e4673a
trap case when order is too big wrt sample size
2021-02-12 18:49:33 +01:00
2ee03c7e28
OLS: Octave compatibility fix
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Cell arrays cannot be used for derefencing fields in a structure.
For some unknown reason, this was nevertheless accepted by MATLAB in this
context.
2021-02-04 16:54:09 +01:00
78fdd50894
cherrypick.m: Octave compatibility fix
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The plus sign (+) was unescaped in the regular expression, which was confusing
Octave.
By the way, also remove unneeded parenthesis groupings.
2021-02-04 16:01:54 +01:00
901d8355e3
PAC iterative OLS: compatibility fix for Octave < 6
2021-02-04 16:01:30 +01:00
50a7507f9b
options_.bnlms.set_dynare_seed_to_default is a boolean
2021-02-04 12:37:36 +01:00
8e9085eea4
PAC NLS estimation: Octave compatibility fix
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In regular expressions, the end-of-word operator (\>) does not behave the same
under Octave and under MATLAB. See:
https://savannah.gnu.org/bugs/index.php?59992
In this case, we can simply drop the \> operator, since there is no risk of
matching a partial variable name (since there is already “(-1)” at the end of
the pattern).
By the way, remove a useless parenthesis grouping in the regexp.
2021-02-02 17:02:04 +01:00
7bbe67748b
simul_backward: Octave compatibility fix
2021-02-02 17:02:04 +01:00
00e36dd342
var_expectation.update: Octave compatibility fix
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There was a conflict between matlab/+var_expectation/update.m and
matlab/+var_expectation/+update/. So we renamed the (single) file in the latter
directory.
2021-02-02 17:01:59 +01:00
44a2e6463b
lyapunov_solver: increase tolerance for 2 unit tests, for MATLAB R2014a
2021-02-02 15:05:41 +01:00
1bb5612474
Merge branch 'resol' of git.dynare.org:JohannesPfeifer/dynare
2021-01-29 15:34:57 +01:00
1cd3bfbfa8
Merge branch 'kalman_initial_state' of git.dynare.org:JohannesPfeifer/dynare
2021-01-29 15:34:11 +01:00
3e6224e0b6
plot_contributions.m: compatibility fixes for Octave
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— use zeros instead of NaNs when decomposing between positive and negative
contributions; otherwise some contributions are not plotted
— the bar() function returns a column-vector of graphic handles, while on
MATLAB it returs a row-vector
2021-01-29 15:20:18 +01:00
5da473ac66
plot_contributions.m: compatibility fix for MATLAB ≤ R2019a
2021-01-29 14:55:06 +01:00
dcfd45bd25
missing/unique_stable.m: also support cell arrays and 2nd output argument
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Needed by aggregate.m.
2021-01-29 14:06:40 +01:00
3e98918690
aggregate.m: compatibility fix for MATLAB R2014a
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The importdata function returns empty lines on R2014a, while it omits them in
R2020a. Moreover, importdata is not meant to parse arbitrary text file. We thus
replace it by repeated calls to fgetl.
2021-01-29 12:29:39 +01:00
5fc29ace8f
Merge branch 'octave_typo' of git.dynare.org:JohannesPfeifer/dynare
2021-01-29 11:19:13 +01:00
585781bd4c
dynare_minimize_objective.m: use analytic gradient if specified
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Bug introduced in ce3e4412
2021-01-29 11:10:59 +01:00
20c00d5a02
dynare_minimize_objective: fix analytic derivatives in mode_compute=13 for Octave and MATLAB < R2016a
2021-01-29 11:02:23 +01:00
827a7fcaa8
resol.m: reduce inheritance of decision rule info
2021-01-29 10:16:04 +01:00
7c8f486727
Allow setting initial state for Kalman filter
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Supersedes https://git.dynare.org/Dynare/dynare/-/merge_requests/1522
2021-01-28 17:24:27 +01:00
3e7c0b1eef
Merge branch 'optimizer' of git.dynare.org:JohannesPfeifer/dynare
2021-01-28 16:54:58 +01:00
6ac1af7035
Merge branch 'filtered_variables' of git.dynare.org:JohannesPfeifer/dynare
2021-01-28 16:53:30 +01:00
ce56305318
mr_hessian.m: only compute inverse of A once
2021-01-28 15:07:05 +01:00
b56b7760b1
mr_hessian.m: don't manually increase run index of loop
2021-01-28 15:06:32 +01:00
1ca5aad981
mr_hessian.m: account for non-scalar output
2021-01-28 14:45:13 +01:00
e766ad053e
mr_hessian.m: add comments and remove redundant line
2021-01-27 22:13:15 +01:00
7df35bca35
newrat.m: only compute eig(hh) if output is actually required
2021-01-27 22:02:45 +01:00
ef14cdb1e9
mr_hessian.m: remove redundant lines and try-catch statement
2021-01-27 21:42:48 +01:00
9a86f316c6
newrat.m: only find index once
2021-01-27 21:38:04 +01:00
96b1ca3bee
mr_hessian.m: honor Save_files option
2021-01-27 21:38:03 +01:00
1fc33a4c63
newrat.m: check for valid initial parameter
2021-01-27 21:38:03 +01:00
11f7ae2236
Merge branch 'octave_optim' of git.dynare.org:JohannesPfeifer/dynare
2021-01-27 18:28:35 +01:00
f662c17c5d
shock_decomposition_backward: Octave compatibility fix
2021-01-27 18:25:27 +01:00
d52a35889c
shock_decomposition_backward: workaround for bug in MATLAB ≤ R2019a
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Ref. dseries#45
2021-01-27 18:25:27 +01:00
0402c56ee7
Compatibility fix for MATLAB R2014a when estimating with empty estim_params
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The tests kalman_filter_smoother/fs2000_smoother_only.mod and
kalman_filter_smoother/fs2000_smoother_only_ns.mod would fail under MATLAB
R2014a.
They both run the estimation command without having declared an estim_params
block.
Their execution would fail in check_bounds_and_definiteness_estimation, at the
point where we check if initial values are below the lower bound.
The problem is that xparam1 would be of size 0×1, while bounds.lb would be
empty (0×0), and the comparison fails on older MATLABs.
The fix consists in ensuring that xparam1 remains of size 0×0 in that case.
2021-01-27 18:25:27 +01:00
0f19774b55
check_bounds_and_definiteness_estimation: rename last argument to BoundsInfo
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The previous name was misleading, since this is not the same as bayestopt_.
The confusion was introduced in cfe1069367
2021-01-27 18:25:27 +01:00
59dd96db83
Bayesian smoother: fix field naming for Filtered_Variables_X_step_ahead
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Naming used length of vector instead of actual steps
2021-01-27 17:41:37 +01:00
ce3e441205
dynare_minimize_objective.m: restore octave compatibility
2021-01-27 14:56:24 +01:00
8f47b276a0
Merge branch 'online_filter' of git.dynare.org:JohannesPfeifer/dynare
2021-01-26 16:54:03 +01:00
847eb8050a
Check measurement error for mode_compute=11
2021-01-26 16:51:39 +01:00
e1bdc87ff9
Merge branch 'lmmcp' of git.dynare.org:JohannesPfeifer/dynare
2021-01-26 16:27:43 +01:00
c304dea35f
stoch_simul.m: filter out mcp-tag solvers
2021-01-26 11:40:46 +01:00
a5c8fa54b6
dsge_likelihood.m: error out with non-empty gradient for analytic_derivation
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Matlab optimizers require it
2021-01-26 08:31:31 +01:00
09f992d584
Merge branch 'moments_varendo' of git.dynare.org:JohannesPfeifer/dynare
2021-01-25 18:18:46 +01:00
f9437f89c2
Merge branch 'analytic_derivation' of git.dynare.org:JohannesPfeifer/dynare
2021-01-25 18:17:52 +01:00
992e375bfa
Merge branch 'use_mh_covariance' of git.dynare.org:JohannesPfeifer/dynare
2021-01-25 18:16:23 +01:00
1245d41a6a
moments_varendo: store var_list in files
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Allows identifying changes in var_list in the future
2021-01-25 15:56:44 +01:00
c27c4fd932
moments_varendo: delete stale files from previous runs
2021-01-25 15:55:10 +01:00
1ee788e61b
dynare_minimize_objective.m: reorder 13 to come before 101
2021-01-24 17:41:17 +01:00
25803a6842
dynare_minimize_objective: fix use of analytic derivatives by employing wrapper function
2021-01-24 17:40:24 +01:00
ff4278070a
dynare_minimize_objective.m: replace optimset by optimoptions to allow for both Pre and post R2016a option names
2021-01-24 09:21:09 +01:00
d2a55d1e49
method_of_moments: adapt analytic jacobian output to interface used elsewhere
2021-01-24 09:21:09 +01:00
2b79eb2850
solvopt.m: suppress incidental output
2021-01-24 09:21:08 +01:00
916058cbfd
initial_estimation_checks.m: Do not allow quadratic equation solver for non-quadratic problems
2021-01-24 09:21:08 +01:00
b652b6d932
csminwel1.m: two small fixes
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- gh always exists, no need to check
- allow having non-bad gradient in first iteration
2021-01-23 22:18:45 +01:00
5bee25c06e
weibull prior: fix second derivative output and suppress display of output
2021-01-23 09:57:17 +01:00
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Normann Rion
Nikola Bokan
Marco Ratto