Sébastien Villemot
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4e08aadafa
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Test suite: remove unused field in .trs files
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2022-11-30 10:26:28 +01:00 |
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Sébastien Villemot
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595f3d1dce
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Makefile indentation fixes
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2022-11-29 17:40:20 +01:00 |
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Sébastien Villemot
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9976649c78
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Test suite: fix logic of unit tests for nonlinear solvers
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2022-11-29 17:34:16 +01:00 |
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Sébastien Villemot
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304c5bdf21
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Merge branch 'sim1_debug' into 'master'
sim1.m: use operation that preserves sparsity
See merge request Dynare/dynare!2111
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2022-11-29 08:25:02 +00:00 |
Johannes Pfeifer
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bbdcdc89a2
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sim1.m: use operation that preserves sparsity
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2022-11-28 16:20:44 +01:00 |
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Sébastien Villemot
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ba9b0e9829
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Merge branch 'occbin_IVF' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2019
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2022-11-28 11:05:03 +01:00 |
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Sébastien Villemot
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20519fa4e2
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Merge branch 'doc_calib' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2110
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2022-11-28 11:04:18 +01:00 |
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Sébastien Villemot
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6dfa11592c
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Preprocessor: add nobs and heteroskedastic_filter options to calib_smoother
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2022-11-28 11:03:54 +01:00 |
 Stéphane Adjemian (Charybdis)
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3aeb1ff7e3
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Fix pac.estimate.iterate_ols.
Was crashing if the auxiliary model contains a constant.
See https://forum.dynare.org/t/iterative-ols-for-pac-equation/21379.
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2022-11-24 16:29:49 +01:00 |
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Johannes Pfeifer
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28cf8d1719
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Manual: document missing options of calib_smoother
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2022-11-24 10:01:45 +01:00 |
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Johannes Pfeifer
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e530f7cbaa
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OccBin: add calib_smoother testfile
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2022-11-23 16:48:08 +01:00 |
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Johannes Pfeifer
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26fbc6c56d
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IVF: improve error handling
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2022-11-23 16:46:40 +01:00 |
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Johannes Pfeifer
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80f6799c38
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IVF: only store smoother results if requested
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2022-11-23 16:44:18 +01:00 |
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Johannes Pfeifer
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1e2fb88d32
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IVF: fix error handling for smoother
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2022-11-23 15:37:12 +01:00 |
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Johannes Pfeifer
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eeecccd29b
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IVF_core.m: fix header
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2022-11-23 15:18:44 +01:00 |
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Johannes Pfeifer
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c90368d48c
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NKM.mod: clean up file
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2022-11-23 15:17:51 +01:00 |
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Sébastien Villemot
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da39af4a3f
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Merge branch 'riccati_equation' into 'master'
Fix: scale the matrices in tests/riccatiupdate.m to control the size of errors
See merge request Dynare/dynare!2108
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2022-11-22 15:36:26 +00:00 |
NormannR
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93a2a097c6
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Fix: scale the matrices in tests/riccatiupdate.m to control the size of errors
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2022-11-22 15:07:56 +01:00 |
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Sébastien Villemot
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dbdda7bf93
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Merge branch 'Pinf' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2105
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2022-11-22 11:25:14 +01:00 |
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Sébastien Villemot
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d554b79772
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Merge branch 'occ_test' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2103
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2022-11-22 11:24:57 +01:00 |
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Sébastien Villemot
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cce2710658
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CONTRIBUTING.md: fix integration/unit test vocabulary
Also capitalize MATLAB.
[skip ci]
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2022-11-21 18:30:25 +01:00 |
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Sébastien Villemot
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af281543fa
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CONTRIBUTING.md: link to the new coding wiki pages
[skip ci]
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2022-11-21 18:20:03 +01:00 |
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Sébastien Villemot
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a35ac95a9d
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Testsuite: fix logic of unit tests for cycle/logarithmic reduction + Riccati update
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2022-11-21 16:22:07 +01:00 |
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Sébastien Villemot
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4ade3588c9
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NEWS.md: fix indentation and remove extra dashes
[skip ci]
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2022-11-21 12:36:21 +01:00 |
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Sébastien Villemot
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155c2198dd
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NEWS.md: fix typo
[skip ci]
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2022-11-21 08:42:04 +01:00 |
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Sébastien Villemot
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0273d9ffa3
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Merge branch '5.3' into 'master'
NEWS.md: release notes for 5.3
See merge request Dynare/dynare!2107
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2022-11-19 14:41:58 +00:00 |
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Johannes Pfeifer
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573ce33381
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NEWS.md: release notes for 5.3
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2022-11-18 22:44:23 +01:00 |
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Johannes Pfeifer
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801baacc8c
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fs2000_smoother_only_ns.mod: check for correctness of smoothed observables
Related to 178e892e
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2022-11-18 22:04:58 +01:00 |
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Johannes Pfeifer
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2c879cc64c
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compute_trend_coefficients.m: fix header
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2022-11-18 22:04:07 +01:00 |
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Sébastien Villemot
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aa9f52e29b
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Merge branch 'fixes' into 'master'
big fix in diffuse filter initialization:
See merge request Dynare/dynare!2104
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2022-11-18 17:07:58 +00:00 |
Marco Ratto
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178e892e04
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big fix for initialization of diffuse filter with correlated observation error covariance matrix
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2022-11-18 12:41:15 +01:00 |
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Marco Ratto
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81ba952414
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big fix in diffuse filter initialization: incorrect mapping of observables when removing zero columns of T
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2022-11-18 10:52:37 +01:00 |
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Johannes Pfeifer
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67ba8127f4
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dynrbc_common.inc: decrease number of simulation periods to prevent testsuite crashes
(cherry picked from commit 7c4c0fe4114775aae67b9362918a124ff0d09ce9)
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2022-11-17 22:43:39 +01:00 |
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Sébastien Villemot
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3184db12f2
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Merge branch 'occbin_smoother' into 'master'
OccBin Smoother: do not write non-converged results to oo_
Closes #1863
See merge request Dynare/dynare!2100
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2022-11-16 18:40:05 +00:00 |
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Johannes Pfeifer
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4d603fb335
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OccBin Smoother: do not write non-converged results to oo_
Closes https://git.dynare.org/Dynare/dynare/-/issues/1863
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2022-11-16 17:13:08 +01:00 |
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Sébastien Villemot
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15b58954cd
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Merge branch 'riccati_equation' into 'master'
Implements a Fortran update of the states variance-covariance matrix for the Kalman filter
See merge request Dynare/dynare!2099
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2022-11-16 10:55:11 +00:00 |
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Sébastien Villemot
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ee6e9ad6a9
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Merge branch 'fixes' of git.dynare.org:rattoma/dynare
Ref. !2101
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2022-11-16 11:27:27 +01:00 |
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Sébastien Villemot
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1aec92b791
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Preprocessor: new debug files for evaluating separately the LHS and RHS of each equation
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2022-11-16 11:26:42 +01:00 |
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Marco Ratto
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03f93c5329
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bug fix with steady state when plotting the expand of groups of shocks
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2022-11-15 23:10:38 +01:00 |
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Marco Ratto
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b0ce054c00
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missing line that stores info on violation of constraint in expectation (needed to check for periodic solutions)
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2022-11-15 23:09:48 +01:00 |
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NormannR
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a245fbb390
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Implements a Fortran update of the states variance-covariance matrix for the Kalman filter
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2022-11-14 16:24:46 +00:00 |
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Sébastien Villemot
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c74cba4ab0
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Preprocessor update
– use_dll: fix race condition with compilation of power_deriv.{c,h}
– Performance improvement of chain rule derivation, using caching
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2022-11-14 13:45:49 +01:00 |
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Stéphane Adjemian
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abbc321e11
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Merge branch 'doc' into 'master'
Manual: fix typo
See merge request Dynare/dynare!2098
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2022-11-12 09:55:05 +00:00 |
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Johannes Pfeifer
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169985ae8e
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Manual: fix typo
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2022-11-11 09:42:05 +01:00 |
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Sébastien Villemot
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1a665fbdb4
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Customize the CoC title
[skip ci]
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2022-11-10 11:20:52 +01:00 |
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Sébastien Villemot
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293bf894ce
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Add a code of conduct
Adapted from the Contributor Covenant Code of Conduct version 2.1.
[skip ci]
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2022-11-10 11:14:13 +01:00 |
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Sébastien Villemot
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b27041af12
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Merge branch 'occbin_opt' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2095
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2022-11-07 16:32:56 +01:00 |
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Sébastien Villemot
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92482eb602
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Preprocessor: OccBin: add interface for max_check_ahead_periods option
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2022-11-07 16:32:19 +01:00 |
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Sébastien Villemot
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b35cb903d6
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Preprocessor: new sparse model representation
Ref. #1859
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2022-11-07 16:31:10 +01:00 |
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Sébastien Villemot
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7075e05ddf
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Merge branch 'cosmetic' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2096
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2022-11-07 14:21:26 +01:00 |