Commit Graph

15053 Commits (5defbdeb927a536f983f31d3e102832151a524ec)

Author SHA1 Message Date
Johannes Pfeifer 5defbdeb92 dsge_likelihood.m: add missing penalty for Occbin 2022-09-30 09:55:00 +02:00
Sébastien Villemot 755c5645a6 Merge branch 'irf' into 'master'
Fix posterior IRF generation with loglinear option

See merge request Dynare/dynare!2083
2022-09-21 15:44:11 +00:00
Stéphane Adjemian (Ryûk) 9ea8e17ff2
Update dseries submodule.
Add function returning dummy variable in a dseries object.
2022-09-21 10:56:53 +02:00
Johannes Pfeifer ee8dfb76c4 Fix posterior IRF generation with loglinear
The unlogged steady state was used for both the starting value and the baseline
2022-09-21 10:14:23 +02:00
Johannes Pfeifer 12ec1ec0e6 PosteriorIRF_core1.m: replace function using globals 2022-09-21 09:29:43 +02:00
Johannes Pfeifer be2dd4456d getIrfShocksIndx.m: replace global variables by inputs 2022-09-21 09:27:43 +02:00
Johannes Pfeifer 945379a318 resol.m: use isempty instead of length 2022-09-21 09:25:06 +02:00
Sébastien Villemot a8054c16ba Merge branch 'octave_ispd' into 'master'
ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082

See merge request Dynare/dynare!2082
2022-09-20 15:32:54 +00:00
Johannes Pfeifer 563035d070 AnScho/AnScho_MoM_common.inc: use csminwel to prevent fmincon problems under Octave 2022-09-20 12:55:30 +02:00
Johannes Pfeifer 9506e723c9 ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082 2022-09-20 12:42:04 +02:00
Sébastien Villemot e732f9e4a3
Preprocessor update
– fix bug with “graph_format” option of “identification” and
  “dynare_sensitivity”
– fix check of “domain” option of new estimation prior syntax
– refactor OptionsList class
2022-09-20 11:58:10 +02:00
Frédéric Karamé 128eaa2da5
Add SMC samplers.
Ref. !2005
2022-09-19 16:32:28 +02:00
Sébastien Villemot 83836350e0
Merge branch 'stacked' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2079
2022-09-19 16:25:21 +02:00
Sébastien Villemot ef5f25c17a
Merge branch 'model_inversion' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2080
2022-09-19 16:22:42 +02:00
Johannes Pfeifer cf7b06e96d perfect-foresight-models/solve_stacked_problem.m: restore compatibility with Matlab before auto expansion was introduced 2022-09-16 19:27:23 +02:00
Johannes Pfeifer f91e4e239c varmodel.mod: use explicit seed to prevent pathological case 2022-09-16 15:13:16 +02:00
Johannes Pfeifer 7dd2dd5e24 solow_ces.mod: increase tolerance for Octave 2022-09-16 14:32:27 +02:00
Sébastien Villemot 5a3f50bf2e
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2081
2022-09-16 14:26:53 +02:00
Sébastien Villemot b38e3a50bc
Manual: no longer claim support for Windows 8.1 2022-09-16 14:26:47 +02:00
Johannes Pfeifer 43978cada3 mom.optimal_weighting_matrix.m: assure symmetry of W_opt 2022-09-16 11:15:15 +02:00
Stéphane Adjemian (Charybdis) be76203d0f
Fix typo. 2022-09-15 16:15:17 +02:00
Sébastien Villemot 2c063175de
CI: bump to MATLAB R2022b 2022-09-15 15:59:32 +02:00
Sébastien Villemot 36a7b019fc
Provisions for MATLAB R2022b 2022-09-15 15:59:32 +02:00
Johannes Pfeifer 73ca68e052 model_inversion: Header cosmetics 2022-09-15 10:16:05 +02:00
Sébastien Villemot 3d96e3907a
Merge branch 'Ramsey_example' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2078
2022-09-14 17:33:08 +02:00
Sébastien Villemot 5bfcbe57f5
Merge branch 'doc_mcp' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2077
2022-09-14 17:32:40 +02:00
Johannes Pfeifer ce4da25a5c Ramsey_Example.mod: add welfare measure for Taylor rule 2022-09-14 15:44:37 +02:00
Johannes Pfeifer 9a6ab30a03 Manual: expand documentation of MCP 2022-09-13 17:51:16 +02:00
Sébastien Villemot 68b527f8a7
Merge branch 'sim1' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2076
2022-09-13 17:36:26 +02:00
Sébastien Villemot 6cbdf89a38
Merge branch 'doc_gmh' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2075
2022-09-13 17:35:56 +02:00
Sébastien Villemot c8039c26d1
Preprocessor: always compute block decomposition, even if “block” option was not passed 2022-09-13 17:34:47 +02:00
Sébastien Villemot ac238ce625
dseries: fix bug in @dseries/plot in relation to “hold on” 2022-09-13 17:34:40 +02:00
Sébastien Villemot 50a08cff30
Testsuite: replace obsolete “egrep” by “grep -E” 2022-09-13 14:43:41 +02:00
Johannes Pfeifer 66fa6e6742 sim1_purely_backward.m: fix typo 2022-09-13 13:52:29 +02:00
Johannes Pfeifer 3493b91ead mode_compute=6: document changes in e5102eee 2022-09-13 13:43:33 +02:00
Sébastien Villemot 9b787d8417 Merge branch 'mcp_steady' into 'master'
Provisions for solving steady state with MCP-tag

See merge request Dynare/dynare!1877
2022-09-13 09:26:08 +00:00
Johannes Pfeifer 3fbab4cbe0 Provisions for solving steady state with MCP-tag 2022-09-12 17:18:16 +02:00
Sébastien Villemot b071e85214
Merge branch 'lmmcp' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2067
2022-09-12 16:58:05 +02:00
Sébastien Villemot 90ee301824
Merge branch 'octave_test' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2074
2022-09-12 16:48:49 +02:00
Johannes Pfeifer a82d24fd41 rbcii_MCP.mod: increase tolerance for Octave 2022-09-08 17:41:54 +02:00
Sébastien Villemot 6437fc0fce Merge branch 'model_debug' into 'master'
model_diagnostics.m: use boolean for debug option as block_trust_region expects it

See merge request Dynare/dynare!2066
2022-09-08 15:30:55 +00:00
Sébastien Villemot 4bfd687be4
Merge branch 'local_state_space_iteration_3' of git.dynare.org:normann/dynare
Ref. !2045
2022-09-06 14:58:53 +02:00
Sébastien Villemot 27075fa8eb
Merge branch 'path' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2073
2022-09-06 12:29:44 +02:00
Sébastien Villemot 229116a69f
Preprocessor: fix output of BGP warning 2022-09-06 12:13:36 +02:00
Sébastien Villemot 93ee9485b6
macOS: bump to GCC 12 (for compilation and for use_dll)
The formulas are taken from commit aae5963a69896021466a037f500aa06bef405be4 of
the homebrew-core repository.

The gcc.rb formula was modified by adding “cellar: :any” to all bottles (see
https://github.com/Homebrew/brew/blob/master/docs/Bottles.md).

The preprocessor has been updated accordingly.
2022-09-06 12:05:50 +02:00
Sébastien Villemot 12a71c5328
Windows package: bump dependencies 2022-09-06 11:32:02 +02:00
Sébastien Villemot 8df61462ce
Windows package: bump to Octave 7.2.0 2022-09-06 11:24:18 +02:00
Sébastien Villemot 6a3e890833
Manual: document support for Octave 7.2.0
[skip ci]
2022-09-06 11:22:13 +02:00
Sébastien Villemot d92fa5db17
CI: bump to Octave 7.2.0 2022-09-06 11:20:54 +02:00
Johannes Pfeifer 0225cb23ac Path solver: trigger lmmcp flag
Solves https://git.dynare.org/Dynare/dynare/-/issues/1720 for PATH solver
2022-09-06 09:34:20 +02:00