63a299f64e
new error codes introduced and applied for occbin smoother.
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- 321 when simulation within occbin smoother fails
- 322 when occbin smoother does not converge.
2023-02-06 14:58:42 +01:00
f565a0a84a
bug fix and avoid missing output arguments and when smoother exits after non convergence of simulation.
2023-02-06 11:39:24 +01:00
b886de92dc
trap case when simulation does not converge within smoother
2023-02-03 14:25:32 +01:00
cdd195576e
store binding_indicator_history once it has been set
2023-02-03 14:24:58 +01:00
035db8b8c4
bug fixes when using guess regime
2023-02-03 14:20:51 +01:00
77e87be48b
try with base regime before returning error
2023-02-03 14:20:39 +01:00
50aa20c742
eliminate buggy and useless check for existence of guess regime variable. this may create bugs in running PKF update step!
2023-02-03 14:20:02 +01:00
6598d615d1
in some cases, order is not yet set to 1
2023-02-03 14:19:16 +01:00
a91c36f920
first_period_occbin_update is an index, not a boolean
2023-02-03 14:19:05 +01:00
b90dff1986
retrieve states in period 0 from smoother and deploy this to:
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- allow having binding regimes in period 1 with occbin
- further improve recovering of smoothed variables in period 1 under smoother_redux option
2023-02-03 14:18:10 +01:00
80f6799c38
IVF: only store smoother results if requested
2022-11-23 16:44:18 +01:00
1e2fb88d32
IVF: fix error handling for smoother
2022-11-23 15:37:12 +01:00
eeecccd29b
IVF_core.m: fix header
2022-11-23 15:18:44 +01:00
3184db12f2
Merge branch 'occbin_smoother' into 'master'
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OccBin Smoother: do not write non-converged results to oo_
Closes #1863
See merge request Dynare/dynare!2100
2022-11-16 18:40:05 +00:00
4d603fb335
OccBin Smoother: do not write non-converged results to oo_
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1863
2022-11-16 17:13:08 +01:00
b0ce054c00
missing line that stores info on violation of constraint in expectation (needed to check for periodic solutions)
2022-11-15 23:09:48 +01:00
b336fbeb0d
Merge branch 'occbin_features' of git.dynare.org:rattoma/dynare
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Ref. !2094
2022-11-04 14:59:06 +01:00
a1e0c35c1f
bug fix when max_check_ahead_periods interacts with curb_retrench
2022-11-04 11:20:52 +01:00
2f23604824
new option max_check_ahead_periods (renaming old undocumented option max_periods), that truncates the number of periods for which agents check ahead the regime (a sort of myopic behavior beyond max_check_ahead_periods),
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the option is valid for simul, smoother and likelihood.
2022-11-04 11:17:37 +01:00
e31b313776
cosmetic change
2022-10-20 19:09:52 +02:00
d0150997f6
accept periodic solution in simulations ONLY IF two regimes differ by one period, to avoid pathological solutions.
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We also do not check for periodicity when check ahead periods have been increased endogenously, again to avoid mis-identified periodicity.
Any other type of periodicity, is flagged as non-convergence with error code 313 (infinite loop of solutions).
2022-10-20 16:13:34 +02:00
2ccd3d4a0e
if max_periods is set to finite number, enforce algorithm to check ahead ONLY until max_periods (i.e. when we want agents to be myopic beyond some future period)
2022-10-20 16:11:01 +02:00
3765ef77cd
add option reset_check_ahead_periods_in_new_period:
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when performing stochastic simulations, check ahead periods may increase endogenously at some point for regimes very long in expectation. such longer check ahead periods may considerably slow down convergence in subsequent periods, so users may want to avoid this.
2022-10-20 16:10:14 +02:00
eb41618614
trap errors also in univariate update step for occbin
2022-10-20 15:06:36 +02:00
ce21248e97
set noprint = true when simulating, to avoid crashes; only save info1 file under debug option
2022-10-20 15:06:26 +02:00
eb6f17e783
check if initial states are empty, and set them to zero.
2022-10-20 15:05:39 +02:00
95a15815a8
kalman_update_algo_3.m: correct options name
2022-10-08 18:01:05 +02:00
3c0f8ec624
bug fixes in error traps in PKF update steps
2022-07-29 16:39:59 +02:00
ad97361f67
Fix bug under MATLAB < R2016b introduced in 906062cfe5
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The logic for testing the MATLAB version was incorrect.
2022-07-26 22:36:30 +02:00
906062cfe5
fix bug in ambiguity in the first regime stored, between 01 10 and 11.
2022-07-26 12:44:55 +02:00
3575afdf1d
save info1 file only under debugging
2022-06-02 09:52:48 +02:00
c623696b4b
kalman_update_algo_1.m: properly set array dimensions
2022-05-25 14:15:18 +02:00
0f333f29eb
kalman_update_algo_1.m: introduce error handling
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1854
2022-05-19 11:56:42 +02:00
6536e135cb
Occbin: filter out problems in solving the baseline model
2022-04-28 13:33:48 +02:00
ec5468c431
Octave 7 compatibility fix: suppress spurious warnings
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In this version of Octave, “warning on” really enables all warnings (while this
was not the case in Octave 6, suprisingly; I think this used to be different
with even older Octave releases).
We therefore need to explicitly disable the Octave:array-as-logical warnings,
that is triggered by some internal Octave functions.
We also need to be careful to call “warning_config” instead of “warning on”
when restoring warnings to their default state.
2022-04-15 14:32:54 +02:00
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
23c007e716
IVF_core.m: directly use solver option fields
2022-04-11 08:33:28 +02:00
Stéphane Adjemian (Charybdis)
f1aff2b370
Remove calls to dbstack in dynare_solve.
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Adding three input parameters for maxit, tolf and tolx.
Closes #1841 .
2022-04-10 20:29:57 +02:00
35c30dc037
Occbin: use data instead of rawdata and gracefully exit if prefilter option is specified
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Closes #1842
2022-03-29 12:16:48 +02:00
3b59253416
occbin: fix bug if there is only a surprise shock in the first period
2022-01-14 08:47:37 +01:00
9305cd1ef1
fixed header of occbin solver
2022-01-06 15:02:43 +01:00
8a76c689ea
IVF: properly deal with error code
2021-12-14 11:21:16 +01:00
c07508a917
occbin_write_regimes: distinguish between smoother and simulations
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Closes : #1828
2021-12-07 12:41:34 +01:00
226ed712bd
Documentation: add missing author
2021-10-17 15:11:52 +02:00
f164750a91
Old MATLAB compatibility fix
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This is a partial revert of 4346903c65
2021-09-15 17:37:08 +02:00
4346903c65
Various Octave compatibility issues
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Also improve on e42cf2e5b4
2021-09-14 17:55:55 +02:00
e42cf2e5b4
Various MATLAB R2014a compatibility fixes
2021-09-08 14:15:49 +02:00
Stéphane Adjemian
8ae7b23843
Merge branch 'occbin_output' into 'master'
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Occbin: remove redundant output
See merge request Dynare/dynare!1910
2021-08-17 17:15:07 +00:00
bfd92e79a7
Occbin: udpate options
2021-08-16 11:37:53 +02:00
3c02d0c5b0
Occbin: remove redundant output
2021-08-10 13:54:59 +02:00
Marco Ratto
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Charybdis)