Commit Graph

9039 Commits (4fa5df0c2445085ba83618b215d7587593fd0107)

Author SHA1 Message Date
Johannes Pfeifer 4fa5df0c24 simult.m: remove oo_ as input and output 2023-09-25 12:08:47 +02:00
Johannes Pfeifer 22c0f2279f non_linear_dsge_likelihood.m: rename variables 2023-09-25 12:08:45 +02:00
Johannes Pfeifer 01f29784d7 bug: initialize undefined variable in OccBin smoother 2023-09-25 12:08:44 +02:00
Johannes Pfeifer b5880e0e56 bug: minus_logged_prior_density.m: fix reading out of error codes 2023-09-25 12:08:43 +02:00
Johannes Pfeifer 5231fc04c1 Remove global variables from prior_posterior_statistics.m and PosteriorIRF.m 2023-09-25 12:08:41 +02:00
Johannes Pfeifer 782a2e8d69 dynare_estimation_1.m: move display and storing of classical smoother to separate function 2023-09-25 12:08:40 +02:00
Stéphane Adjemian (Ryûk) 6417520c09
Allow cherrypicking and aggregation with PAC/MCE. 2023-09-23 17:43:19 +02:00
Stéphane Adjemian (Ryûk) 8d7a5e69d7
Return Computing and preprocessing time. 2023-09-22 22:29:42 +02:00
Sébastien Villemot 9a1f150e38
Merge branch 'default_mode_compute' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2160
2023-09-22 14:35:45 +02:00
Sébastien Villemot c424366440
CI: bump to MATLAB R2023b 2023-09-22 10:52:57 +02:00
Sébastien Villemot 7eb1959f66
Provisions for MATLAB R2023b 2023-09-22 10:49:27 +02:00
Johannes Pfeifer 552e6575cc Use newrat as default mode-finder
Tends to perform better than csminwel
2023-09-20 12:55:29 +02:00
Sébastien Villemot 6f5e346bf6
Merge branch 'preparations_irf_matching' of git.dynare.org:wmutschl/dynare
Ref. !2181
2023-09-20 10:17:14 +02:00
Sébastien Villemot 14a71a6d98
Merge branch 'additional_optimizer_steps' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2178
2023-09-20 10:15:38 +02:00
Sébastien Villemot 44f307ce45
Merge branch 'dynare-complex_resid'
Ref. !2155
2023-09-20 10:09:07 +02:00
Johannes Pfeifer 87ce652088
Account for complex value during resid and steady 2023-09-20 10:08:53 +02:00
Johannes Pfeifer f6a8473144 estimation: support additional_optimizer_steps
Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
2023-09-19 18:14:24 +02:00
Willi Mutschler 330b10ec85
cosmetical changes to headers and comments 2023-09-19 13:26:33 +02:00
Willi Mutschler 649f668dd1
cosmetical: don't use hh for figure/plot/table handles
We use it to denote the hessian and even store it in many mat files.
2023-09-19 13:26:33 +02:00
Willi Mutschler c8be1a3274
Refactor mode_check codes 2023-09-19 13:26:33 +02:00
Willi Mutschler a41fbdefbc
estimation: more flexible handling of displayed string in command window
Also removed estim_params_ as unused input argutment to CutSample
2023-09-19 13:26:33 +02:00
Willi Mutschler 9a4e022eb7
remove global from GetAllPosteriorDraws 2023-09-19 13:26:33 +02:00
Willi Mutschler 268d511e29
estimation: better organize files into folders (latex,graphs,output) 2023-09-19 13:26:33 +02:00
Willi Mutschler 8f650a9cca
Put raftery lewis convergence under oo_.convergence 2023-09-19 13:26:33 +02:00
Johannes Pfeifer 7df3ff5059 dynare_solve.m: fix logic of initial guess randomization which forgot case of imaginary numbers 2023-09-19 12:52:55 +02:00
Johannes Pfeifer b0358b9939 dynare_solve.m: add option to disable randomization of starting value 2023-09-19 12:52:54 +02:00
Johannes Pfeifer 62c3a14026 get_error_message.m: fix typo in error message 2023-09-19 12:52:53 +02:00
Johannes Pfeifer dafe3fbdb2 evaluate_steady_state.m: do not require second solver call if debug is requested
All output has already been computed before
2023-09-19 12:52:52 +02:00
Johannes Pfeifer 757b6e10ec display_static_residuals: make output more legible in presence of tags 2023-09-19 12:52:51 +02:00
Johannes Pfeifer 624eabe2e8 dynare_solve.m: improve warning message 2023-09-19 12:52:50 +02:00
Johannes Pfeifer 68ff5c4110 evaluate_steady_state.m: Filter out small complex residuals 2023-09-19 12:52:49 +02:00
Johannes Pfeifer ff83c4aea7 evaluate_steady_state_file.m: Octave bug 52568 was fixed in Octave 6 2023-09-14 16:55:13 +02:00
Sébastien Villemot db331c53d4
Merge branch 'display_static_residuals' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2176
2023-09-14 12:06:34 +02:00
Sébastien Villemot bea2d7905b
Merge branch 'dynare-bvar'
Ref. !2175
2023-09-14 12:05:59 +02:00
Johannes Pfeifer 14634946dc
🐛 bvar_irf: SquareRoot-option erroneously used Cholesky decomposition 2023-09-14 12:05:21 +02:00
Johannes Pfeifer 2b313b0308
BVAR: move to subfolder 2023-09-14 12:05:18 +02:00
Johannes Pfeifer 838bb2f4b5 display_static_residuals.m: fix bug introduced in 4598dba40c 2023-09-13 15:26:05 +02:00
Sébastien Villemot e86b372464
Display more explicit error message when k_order_perturbation MEX fails 2023-09-13 15:06:51 +02:00
Sébastien Villemot 43af789eda
Merge branch 'csminwel' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2172
2023-09-13 11:31:56 +02:00
Sébastien Villemot eb16bb4373
Merge branch 'dynare-osr_analytic'
Ref. !2171
2023-09-13 11:19:20 +02:00
Johannes Pfeifer 885fda0e20
OSR: allow using analytic gradient 2023-09-13 11:19:13 +02:00
Johannes Pfeifer 2473b57782 Correct Johannes's old Cologne email 2023-09-12 21:07:57 +02:00
Johannes Pfeifer ac0ecde1d9 mom: fix incorrect options-reference 2023-09-12 19:24:32 +02:00
Johannes Pfeifer b8a1b63572 newrat.m: clean up files 2023-09-12 13:32:16 +02:00
Johannes Pfeifer 3895da48a1 🐛 Enable analytic_derivation for csminwel
Requires column vector output
2023-09-12 13:26:25 +02:00
Johannes Pfeifer 497c6bd1b1 csminwel1.m and csminwel1.m: cosmetic changes 2023-09-12 12:54:36 +02:00
Sébastien Villemot 6037b9f096
Merge branch 'dynare-osr_globals'
Ref. !2166
2023-09-11 16:46:29 +02:00
Johannes Pfeifer 2b240210d0
OSR: Remove globals and wrapper layer, move to +subfolder 2023-09-11 16:46:08 +02:00
Sébastien Villemot a0ea6005e8
Merge branch 'dynare-globals'
Ref. !2167
2023-09-11 16:43:36 +02:00
Johannes Pfeifer 4598dba40c
display_static_residuals.m: remove globals 2023-09-11 16:43:26 +02:00