6f5e346bf6
Merge branch 'preparations_irf_matching' of git.dynare.org:wmutschl/dynare
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Ref. !2181
2023-09-20 10:17:14 +02:00
f6a8473144
estimation: support additional_optimizer_steps
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
2023-09-19 18:14:24 +02:00
649f668dd1
cosmetical: don't use hh for figure/plot/table handles
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We use it to denote the hessian and even store it in many mat files.
2023-09-19 13:26:33 +02:00
8a79899189
Meson build system: implement most of the testsuite
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The tests that are individually listed in {M,O}_TRS_FILES of tests/Makefile.am
are still missing.
2023-09-16 14:25:38 +02:00
eb16bb4373
Merge branch 'dynare-osr_analytic'
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Ref. !2171
2023-09-13 11:19:20 +02:00
885fda0e20
OSR: allow using analytic gradient
2023-09-13 11:19:13 +02:00
a57f81b3aa
Testsuite: move load_octave_packages.m to utils/ subdirectory
2023-09-12 12:39:26 +02:00
baf8243fac
generate_trace_plots.m: allow for plotting traces of multiple chains
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Closes #1904
2023-09-08 22:04:25 +02:00
d601ca4a2e
Merge branch 'var_decomp' into 'master'
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Add variance decomposition for pruned state space
Closes #1836
See merge request Dynare/dynare!2163
2023-09-08 12:55:19 +00:00
4e58e22bdd
Variance decomposition with pruning: add unit test
2023-09-08 07:02:43 +02:00
a0b443b9f8
Cosmetical changes to headers and message strings
2023-09-07 09:36:27 +02:00
c3327e000c
method_of_moments: refactor matched moments block transformations
2023-09-07 09:36:27 +02:00
d60a19ce49
Finish implementation of truncated normal distribution
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1593
2023-09-06 12:46:41 +02:00
8888711266
Testsuite: remove workaround for glibc bug #19329
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The bug is fixed in glibc 2.34, which is included in Debian “bookworm” 12 and
Ubuntu 22.04 LTS.
2023-08-30 11:38:01 +02:00
710589eb5b
Adds pruning in k_order_simul
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See issue #1643 about beyond-third-order pruning
2023-07-20 06:58:35 +01:00
Stéphane Adjemian (Argos)
bd0493d135
Add routine for dynamic contributions in semi-structural models.
2023-07-06 22:26:09 +02:00
9b2c0fb94d
Add brooks_gelman_plotrows to manual and testsuite
2023-07-06 09:32:19 -04:00
23dbb2b4b9
Fixes local_state_space_iteration_3 and adds a test comparing the various pruning routines used in dynare up to order 3.
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The considered pruning routines can be found in
- `simult_.m`
- `local_state_space_iteration_2` MEX
- `local_state_space_iteration_3` MEX
- `pruned_state_space_system.m`
2023-07-04 19:15:43 +02:00
d5a3a8e16a
Various improvements to perfect foresight homotopy
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– new option “endval_steady” to pf_setup command to recompute terminal
steady state in the homotopy loop
– new options “homotopy_linearization_fallback” and
“homotopy_marginal_linearization_fallback” to pf_solver and pfwee_solver
commands, to get an approximate solution when homotopy fails to go to 100%
– new options “homotopy_initial_step_size”, “homotopy_min_step_size”,
“homotopy_step_size_increase_success_count” and “homotopy_max_completion_share”
to pf_solver and pfwee_solver commands to fine tune the homotopy behaviour
– removed option “homotopy_alt_starting_point” to pf_solver command, not really
useful
– new options “steady_solve_algo”, “steady_tolf”, “steady_tolx”,
“steady_maxit”, “steady_markowitz” to pf_solver and pfwee_solver commands, to
control the computation of the terminal steady state (and remove the
equivalent options which previously had different names in pfwee_solver command)
2023-06-21 15:58:23 +02:00
c1b78e26ac
perfect_foresight_with_expectation_errors_{setup,solver}: streamline handling of guess values
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– Remove the terminal_steady_state_as_guess_value option to pfwee_solver
– pfwee_setup now sets the same guess values as pf_setup (i.e. terminal steady
state at all periods)
– With constant_simulation_length option, pfwee_solver uses terminal steady
state as guess values for periods that are added to the simulation
2023-06-15 15:37:48 +02:00
3ef833ac5f
Testsuite: remove unused test
2023-06-12 14:14:53 +02:00
c0294bb343
Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/
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With the exception of ramst2.mod which was not run by the testsuite and has
thus been deleted.
2023-06-12 14:14:53 +02:00
4459f9a488
Testsuite: move homotopy/ folder under the steady_state/ folder
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To clarify that those tests are about homotopy for steady state computation,
and not for perfect foresight simulation.
2023-06-12 14:14:53 +02:00
9c88bab247
Testsuite: remove obsolete Julia tests
2023-06-12 14:14:53 +02:00
37870e4a40
evaluate_steady_state: accept exogenous steady state as argument instead of whole oo_ structure
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This is a move towards a more functional programming style.
2023-06-07 17:58:19 +02:00
d41501bc6d
Misc updates to gitignore files
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[skip ci]
2023-05-30 20:59:59 +02:00
Stéphane Adjemian (Ryûk)
51ffe77fb7
Add error flag (new output) to simul_backward_model routine.
2023-04-05 11:09:59 +02:00
Stéphane Adjemian (Ryûk)
b8c70eba3b
Initialize parameter delta.
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To prevent name mangling with potentially available function (matlab toolbox).
2023-04-05 11:09:59 +02:00
d5ee4dcb75
Testsuite: add a test for deprecated simul command
2023-03-29 17:01:09 +02:00
ec908386b6
Testsuite: no longer use deprecated ramsey_policy, except a in a dedicated test
2023-03-29 16:57:01 +02:00
89fc53716e
testsuite: add integration test for model_diagnostics with block
2023-03-17 12:20:30 -04:00
64c69b4cd2
testsuite: do not delete non-existent jnl-files
2023-03-17 11:56:06 -04:00
4837a4d444
testsuite: clean up main folder
2023-03-17 10:35:00 -04:00
Stéphane Adjemian (Ryûk)
cc0d22cf4c
Fix integration tests.
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print_equations() has been replaced by search().
2023-03-06 17:17:31 +01:00
65053667cf
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command
2023-02-07 14:49:00 -05:00
d6370a6d28
Merge branch 'occbin_init_smo' into 'master'
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occbin enhancements and bug fixes
See merge request Dynare/dynare!2123
2023-02-07 14:23:14 +00:00
c3524d33d0
Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver”
2023-02-06 15:42:34 -05:00
22e6fb1814
make sure also ALL updated variables in period 1 are reconstructed with smoother_redux. test model changed accordingly.
2023-02-03 14:20:28 +01:00
a4dc58db8e
adjust smoother redux test, to consider that now ALL smoothed variables must be properly reconstructed also in period 1
2023-02-03 14:19:39 +01:00
21443e0988
add consistency check of results using smoother_redux with occbin
2023-02-03 14:18:43 +01:00
cef1ce33ed
Preprocessor: remove some incorrect normalization rules for the case mfs=3
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As a consequence, increase the tolerance for a test with mfs=3 (it now uses the
same tolerance as the corresponding test for mfs=2).
2023-01-25 18:39:47 +01:00
5aca770931
perfect_foresight_with_expectation_errors_{setup,solver}: fix bugs with several exogenous
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Closes : #1883
2023-01-24 15:02:07 +01:00
e30314e75d
Drop the “Sigma_e” statement
2023-01-16 16:52:42 +01:00
1b47c8a5e5
Drop the “periods” statement
2023-01-16 16:52:40 +01:00
8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter
2023-01-13 16:57:49 +01:00
Stéphane Adjemian (Ryûk)
b7693c3273
Add routine for conditional likelihood (first order).
2023-01-06 14:57:45 +01:00
f93a7f7192
Merge branch 'disp_aux_4' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2118
2023-01-04 10:59:21 +01:00
45450651a2
model_info.m: fix display of block decomposition
2023-01-03 16:17:43 +01:00
c1922c3ad0
Stop building and shipping the Dynare++ executable
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Incidentally, no longer run Dynare++ unit tests, since they are intricated in
the Dynare++ build system. If we finally decide not to drop the Dynare++
codebase for our MEX files, then we should probably find a way to build and run
them again.
Ref. #1825
2023-01-03 14:51:07 +01:00
Stéphane Adjemian (Guts)
5b72a3041c
Use new unit tests interface.
2023-01-02 22:58:20 +01:00
Sébastien Villemot
Johannes Pfeifer
Willi Mutschler
Normann Rion
Stéphane Adjemian (Argos)
Marco Ratto