stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
14,065 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

8074 Commits (5a2fbe2f89860f020c608546f4608e21366ae08f)

Author SHA1 Message Date
Johannes Pfeifer 5a2fbe2f89 dynare.m: remove non-working line feed 2021-05-11 14:24:02 +02:00
Sébastien Villemot bdb743eaa7
Merge branch 'rattoma/dynare-fast_realtime_shock_decomp' 
Closes !1842
 2021-05-10 15:55:28 +02:00
Marco Ratto 2d39991a0a
allow for a more accurate (and more expensive) fast realtime modality, triggered by fast_realtime=INTEGER_VECTOR and where vector fast_realtime controls periods for which the smoother is run. If max(fast_realtime)<nobs, the smoother is also run for the full sample. Manual updated accordingly. 2021-05-10 15:55:03 +02:00
Sébastien Villemot 3c7865a950
Merge branch 'rattoma/dynare-initial_estimation_checks_errors' 
Ref. !1839
 2021-05-07 17:52:45 +02:00
Marco Ratto 74121c2aee
New no_init_estimation_check_first_obs option that allows to skip check of singularity in first observation 
(like deficient # of shocks in the presence of stockflow observed)
 2021-05-07 17:51:03 +02:00
Sébastien Villemot 088fd64114
Merge branch 'rattoma/dynare-smoother_fixes' 
Ref. !1847
 2021-05-07 16:35:36 +02:00
Marco Ratto 551917581f
Bug fixes in fitered variances of smoother 
- kalman_algo=1: kstep-ahead variances were WRONG, since Pf was initialized using P in PREVIOUS period
- kalman_algo=2: output argument for filtered varainces should be P1, not P (P are UPDATED variances, there).

For kalman_algo=2, also make a small factorization fix (compute P(:,:,t+1) before defining Pf, so to compute 1-step ahead variance only once)
 2021-05-07 16:34:53 +02:00
Marco Ratto d43a057af3
store_smoother_results: fix header explanation of output arguments 
Variances are now in declaration order.
 2021-05-07 16:34:35 +02:00
Sébastien Villemot ca43df16e0 Merge branch 'dot_error' into 'master' 
Filter out "Dot indexing is not supported for variables of this type." error...

See merge request Dynare/dynare!1846
 2021-05-06 14:49:39 +00:00
Sébastien Villemot 58db4a4c21
Merge branch 'rattoma/dynare-parallel_without_psexec' 
Ref. !1843
 2021-05-06 16:31:15 +02:00
Marco Ratto 9ed9aa5963
For local clusters only, allow using start instead of psexec with windows, to properly allocate affinity when there are more than 32 cores. Manual updated accordingly. 2021-05-06 16:31:06 +02:00
Johannes Pfeifer f43ee91ed8 Filter out "Dot indexing is not supported for variables of this type." error if variable conflicts with namespace 2021-05-06 10:59:19 +02:00
Sébastien Villemot f9fb3bb386
Octave compatibility fix: xlswrite() from the io package does not return a 2nd output 2021-05-05 15:47:14 +02:00
Sébastien Villemot 96ad0fbec5
SUR / pooled OLS: workaround for Octave bug in dbstack(N) 
See https://savannah.gnu.org/bugs/?60531

By the way, also add a safety check in pooled OLS for the case where the
function is directly called from the top-level.
 2021-05-05 15:27:15 +02:00
Sébastien Villemot 04ba15e5cc
Preprocessor: forbid check and stoch_simul in block-decomposed mode with mfs > 0 
Closes: #1726
 2021-05-04 17:18:20 +02:00
Sébastien Villemot 0a7d60e7a6
Stochastic solution under block decomposition: minor simplification 2021-05-04 16:33:15 +02:00
Sébastien Villemot f617631b68 Merge branch 'mode_compute6' into 'master' 
gmhmaxlik.m: show mode value in addition to change in mode

See merge request Dynare/dynare!1845
 2021-05-04 09:12:27 +00:00
Johannes Pfeifer 9a4bbfef09 gmhmaxlik.m: show mode value in addition to change in mode 2021-05-03 20:33:21 +02:00
Sébastien Villemot 1e4d2f5aef
dseries: fix double() method for dates at yearly frequenc 
Ref. dseries#47
 2021-05-03 15:03:42 +02:00
Sébastien Villemot ec28179043
Perfect foresight: add warning when lmmcp and linear option are used together 2021-04-20 16:53:54 +02:00
Sébastien Villemot 0cef790498
Preprocessor: fix treatment of “series” option of “initval_file” 
As a consequence, adapt histval_initvalf.m to the new format.
 2021-04-20 10:44:18 +02:00
Stéphane Adjemian (Charybdis) 6fe97182da
Deactivate unit tests for gamrnd if statistical toolbox is available. 2021-04-09 12:44:59 +02:00
Stéphane Adjemian (Charybdis) 237aa465d2
Fix precision in perfect_foresight_solver for backward models. 2021-04-08 20:31:40 +02:00
Stéphane Adjemian (Charybdis) a03b65bab7
Honour option solve_algo with backward models in perfect_foresight_solver. 2021-04-08 20:31:40 +02:00
Stéphane Adjemian (Charybdis) 8683790927
Throw error if solve_algo={12,14} is used without JSON output. 2021-04-08 20:31:40 +02:00
Sébastien Villemot d5c8e8115e
Preprocessor update 
— Properly escape some characters in JSON. As a consequence, remove the
  workaround that was in matlab/loadjson_.m
— Fix JSON output for load_params_and_steady_state
— Add maximum lead/lag and varobs to JSON output
 2021-04-08 14:51:49 +02:00
Stéphane Adjemian (Charybdis) 3a823c488f
Fix PAC equations with lags on exogenous variables. 2021-04-02 15:52:30 +02:00
Johannes Pfeifer 3c11ee9581 posterior_sampler.m: make sure proposal density fields are set in parallel 2021-03-25 17:11:48 +01:00
Sébastien Villemot a42a9fff75 Merge branch 'foresight_debug' into 'master' 
perfect foresight: provide debugging information for singular Jacobian

Closes #1732

See merge request Dynare/dynare!1834
 2021-03-22 09:41:24 +00:00
Sébastien Villemot baa6c8dbbd
Provisions for MATLAB R2021a 2021-03-17 17:47:27 +01:00
Johannes Pfeifer b5a4c0695f perfect foresight: provide debugging information for singular Jacobian 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1732
 2021-03-17 15:02:30 +01:00
Sébastien Villemot 47477e152a
Bump minimal Octave version to 6.2.0 2021-03-12 16:21:57 +01:00
Stéphane Adjemian (Charybdis) 3859ea0de0
Fix read_key_value_string if commas are followed by spaces. 2021-02-26 17:50:47 +01:00
Stéphane Adjemian (Charybdis) 6752426809
Bug fixes in particles submodule. 2021-02-26 10:40:37 +01:00
Stéphane Adjemian (Charybdis) 9e37e07075
Updated dseries submodule (time aggregation routines). 2021-02-26 09:44:24 +01:00
Normann Rion 9db1265892 Asssesing welfare in perfect-foresight frameworks 
Ref. #1680
 2021-02-25 15:12:28 +01:00
Sébastien Villemot 9066d31dd7 Merge branch 'ramsey_problem' into 'master' 
Ref. #1680 : 2nd-order welfare

See merge request Dynare/dynare!1828
 2021-02-23 16:08:53 +00:00
Sébastien Villemot 75882bcc11
Improve command suggestion for installing statistics package from Octave Forge 
The “io” package is a dependency, hence must be explicitly installed first.

[skip ci]
 2021-02-19 14:24:32 +01:00
Sébastien Villemot 3939544498
Remove remnants from estimation DLL 2021-02-18 14:26:10 +01:00
Normann Rion f532de0f29 Adds the discretionary case to the evaluate_planner_objective function 2021-02-18 12:00:44 +01:00
Normann Rion e880d1bcc3 Ref. #1680: 2nd-order welfare 2021-02-17 13:53:55 +01:00
Sébastien Villemot a51bdf8948
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1831
 2021-02-16 16:58:59 +01:00
Sébastien Villemot 6d95abdb95
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-11225' 
Ref. !1830
 2021-02-16 16:58:04 +01:00
Sébastien Villemot 9ddad32e4e
Merge branch 'shock_decomp_fixes' of git.dynare.org:rattoma/dynare 
Ref. !1829
 2021-02-16 16:56:52 +01:00
Sébastien Villemot 9d06016dc3
Merge branch 'fixes_4.7' of git.dynare.org:rattoma/dynare 
See !1827
 2021-02-16 16:55:31 +01:00
Nikola Bokan 592cd69e25
Bug-fix: staticmodel type. 2021-02-16 15:06:43 +01:00
Johannes Pfeifer 99c7d88c53 dyn_forecast.m: set first_obs and allow for Bayesian smoother input 2021-02-16 11:26:35 +01:00
Johannes Pfeifer 6b2555f0ad smoother2histval: fix computation of data length 2021-02-16 09:00:11 +00:00
Marco Ratto 50e80fe496 write xls output in Output subdir 2021-02-16 09:56:22 +01:00
Johannes Pfeifer a0d0270679 smoother2histval.m: suppress output 
[skip CI]
 2021-02-16 08:11:13 +00:00