b38d6f8139
compute_moments_varendo: use pruned state space at higher order
2021-01-22 21:19:07 +01:00
314948ce34
compute_moments_varendo: skip computations for various unsupported cases
2021-01-22 21:19:07 +01:00
dedfd0c08f
compute_moments_varendo: skip variance decomposition at higher order
2021-01-22 21:19:07 +01:00
9f903db283
disp_th_moments_pruned_state_space.m: cosmetic fix to header
2021-01-22 21:19:07 +01:00
417f038cc5
Particle filters: do not compute Kalman smoother
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1757
2021-01-22 21:19:07 +01:00
0b87f66443
non_linear_dsge_likelihood.m: do not set use_k_order_solver with pruning
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local_state_space_iteration_k does not support it, use local_state_space_iteration_2 at order=2 instead and error out with order=3
2021-01-22 21:19:07 +01:00
f553826502
Merge branch 'optim_doc' of git.dynare.org:JohannesPfeifer/dynare
2021-01-22 18:33:41 +01:00
dfa6359dd3
Merge branch 'solve_opt' of git.dynare.org:JohannesPfeifer/dynare
2021-01-22 18:33:12 +01:00
565d61aad3
Merge branch 'kalman_analytic_bug' of git.dynare.org:JohannesPfeifer/dynare
2021-01-22 18:32:42 +01:00
35df056905
histval_file: workaround for bug in MATLAB ≤ R2019a
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Ref. dseries#45
2021-01-22 18:31:31 +01:00
d0bada1fdf
manual: update optim for mode_compute=13
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[skip CI]
2021-01-22 17:08:20 +01:00
731a168f69
Make mh_tune_jscale work with use_mh_covariance_matrix
2021-01-22 15:01:23 +01:00
fa739c3a63
posterior_sampler_initialization.m: update record if different sampler is used
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Also removes redundant field
2021-01-22 15:01:23 +01:00
c78890d5ca
posterior_sampler_initialization.m: Allow running different samplers after each other
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Transform error to warning
2021-01-22 15:01:22 +01:00
32bdb82cf8
Make load_mh_file honor use_mh_covariance option
2021-01-22 15:01:02 +01:00
a89f21b53d
solvopt.m: prevent returning with inf
2021-01-22 14:56:49 +01:00
371fdb227b
solvopt.m: use gradient as second output instead of expecting separate function
2021-01-22 14:56:49 +01:00
c6c9b4e356
kalman_filter.m: fix bug when using analytic_derivation
2021-01-22 14:54:17 +01:00
0823823068
Preprocessor update
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- forbid lead/lags on exogenous deterministic (Closes : #1765 )
- fix crash when @#ifdef/@#ifndef is passed something else than a variable name
(Closes : #1771 )
2021-01-22 14:13:37 +01:00
bc053018a0
Remove risky steady state (unfinished) code
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Incidently, remove the possibility of passing model derivatives as arguments to
the k_order_perturbation. That possibility was only used by the risky steady
state code.
Closes : #1338
2021-01-22 11:32:36 +01:00
cc38c4e9f7
Merge branch 'kalman_headers' of git.dynare.org:JohannesPfeifer/dynare
2021-01-19 17:29:24 +01:00
315bfa6f51
SUR OLS: compatibility fix for MATLAB R2014a
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Under MATLAB R2014a, the strjoin() function wants a 1×n cell array, and rejects
a n×1 cell array. Octave and MATLAB R2020b are more permissive.
2021-01-19 16:27:28 +01:00
57326339e9
SUR Gibbs: do not try to create plot under Octave and MATLAB < R2014b
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The histogram() function does not exist there.
2021-01-19 16:27:26 +01:00
c9a6637ca5
Testsuite: compatibility fix for MATLAB R2014a
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Double quotes strings are not supported under older MATLAB versions.
2021-01-19 16:14:25 +01:00
783598bdeb
Testsuite / methods of moments: compatbility fix for MATLAB R2014a
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MATLAB R2014a does not like some of the variable names that are passed to
table(). Disable that call, as under Octave.
2021-01-19 16:10:40 +01:00
68af1c80fe
Testsuite: cosmetic changes to TeX and debug options
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– Whenever possible, pass the “tex” option to Dynare commands instead of
fiddling with options_.TeX;
— For the remaining explicit options_.TeX and also for options_.debug,
use a boolean value instead of an integer.
2021-01-19 15:50:14 +01:00
f81b330f14
Methods of moments: compatibility fix for MATLAB < R2015a
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The mean(…, 'omitnan') syntax does not exist before R2015a. Use nanmean
instead (either provided by the statistics toolbox, or by our fallback under
matlab/missing/stats/).
2021-01-19 15:50:14 +01:00
4944a711db
MATLAB R2014a compatibility: fix crash of rplot with several variable names
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Under MATLAB R2014a, the strjoin() function wants a 1×n cell array, and rejects
a n×1 cell array. Octave and MATLAB R2020b are more permissive.
2021-01-19 15:50:14 +01:00
f946baf6c5
Testsuite: add workaround for crash of MATLAB R2014a with TeX option
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The TeX option crashes MATLAB R2014a run with "-nodisplay" option
(as is done from the testsuite). We disable the TeX option in that case.
Since we can’t directly test whether "-nodisplay" has been passed, we test for
the "TOP_TEST_DIR" environment variable, which is set by the testsuite.
Note that it was not tested whether the crash happens with more recent MATLAB
versions, so when OLD_MATLAB_VERSION is increased, one should make a test
before removing this workaround.
2021-01-19 15:50:11 +01:00
869147c13a
Kalman filter functions: clarify header comments
2021-01-18 17:33:21 +01:00
654da6ecb8
Merge branch 'octave_fixes' into 'master'
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Don't do bgp/solow-1 in Octave
See merge request Dynare/dynare!1780
2021-01-18 11:28:36 +00:00
Stéphane Adjemian (Charybdis)
78a4bca383
Use nonlinear filter.
2021-01-16 17:43:30 +01:00
Stéphane Adjemian (Charybdis)
0f3dd003b7
Run mod files in tests/particle.
2021-01-16 17:42:17 +01:00
Stéphane Adjemian (Charybdis)
38e300b94e
Merge #1786 .
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Do not compute cholesky decomposition of H if the matrix has zeros on
the diagonal.
2021-01-16 11:24:10 +01:00
ad17b8ec33
Particle filtering: provide more informative error messages in typical problematic cases
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Also adds test cases
2021-01-15 22:11:20 +01:00
fe93589148
non_linear_dsge_likelihood.m: return in case of exception without computing prior
2021-01-15 22:11:20 +01:00
Stéphane Adjemian (Charybdis)
b3e8dbe018
Do not rely on internal representation of @dates, use methods instead...
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... Or add a new method if one is missing.
2021-01-15 20:44:09 +01:00
4c0b2e8c4e
Mitigation for spurious warning in Octave
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Because of a bug, Octave wrongly complains that matlab/+pac/+bgp/{get,set}.m
shadow built-in functions (see https://savannah.gnu.org/bugs/?46849 ).
We disable the warning as early as we can after running the dynare command.
However the warning will nevertheless appear two times in a given Octave
session (the first time when the addpath to Dynare is done, the second time
when the dynare command is run).
2021-01-15 18:08:04 +01:00
e26a5e2805
NLS: compatibility fix for Octave and MATLAB < R2014b
2021-01-15 17:42:00 +01:00
547969df45
Trust region: compatibility fix for Octave and MATLAB < R2017b
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When merging the enterprise code, the dogleg subfunction was modified to
incorporate a call to decomposition(), which does not exist under Octave and
MATLAB < R2017b.
For those cases, we reinstate the old code (which uses a plain matrix right
divide).
2021-01-15 17:30:17 +01:00
91b0ba64c6
Testsuite: rename all test files that have the name “example.mod”
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That filename conflicts with Octave’s builtin example() function.
2021-01-15 17:19:41 +01:00
23cb1879e9
Testsuite: fix PAC test filename
2021-01-15 17:19:41 +01:00
8f07a134a3
OLS + aggregate: compatibility fix for Octave < 6
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unique(…, 'stable') does not exist in Octave 5.
2021-01-15 17:19:38 +01:00
Stéphane Adjemian (Charybdis)
6c5d61355b
Updated dseries submodule (new implementation of @dates).
2021-01-15 12:46:02 +01:00
b4eb68d71c
Merge branch 'MoM_optim_gradient' into 'master'
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Method of Moments: use analytical Jacobian in gradient-based optimizers (GMM only)
See merge request Dynare/dynare!1801
2021-01-14 16:04:14 +00:00
52a57eaf60
MoM: Remove duplicate check in gradient helper function
2021-01-14 14:17:55 +01:00
0a880825a1
MoM: Testsuite fixes for Octave
2021-01-14 10:04:10 +01:00
a697002a4e
MoM: Gradient-based optimizers can use analytical Jacobian for GMM
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New option analytic_jacobian for mode_compute 1, 3, and 13
2021-01-14 10:03:39 +01:00
6639cd8a41
Merge branch 'MoM' of git.dynare.org:JohannesPfeifer/dynare
2021-01-13 15:59:05 +01:00
7476d741a2
Merge branch 'estimation_forecast' of git.dynare.org:JohannesPfeifer/dynare
2021-01-13 15:58:25 +01:00
Johannes Pfeifer
Sébastien Villemot
Willi Mutschler