d5d3e9060b
calibrate_mh_scale_parameter.m: fix typo in error message
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[skip CI]
2022-09-30 14:01:34 +02:00
5defbdeb92
dsge_likelihood.m: add missing penalty for Occbin
2022-09-30 09:55:00 +02:00
1b12d9e44b
Fixes local_state_space_iteration_3_test: sets a default value for the number of threads local_state_space_iteration_3 may use
2022-09-27 11:03:36 +02:00
39ac1f7628
Particles submodule update
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This should have gone into !2071 .
2022-09-26 17:55:36 +02:00
4cdb763ea4
Integrates the local_state_space_iteration_3 mex into dynare's bayesian estimation eco-system
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Should be merged after the mex MR !2045 and the particles MR !16
2022-09-26 09:14:34 +02:00
755c5645a6
Merge branch 'irf' into 'master'
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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.
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Add function returning dummy variable in a dseries object.
2022-09-21 10:56:53 +02:00
ee8dfb76c4
Fix posterior IRF generation with loglinear
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The unlogged steady state was used for both the starting value and the baseline
2022-09-21 10:14:23 +02:00
12ec1ec0e6
PosteriorIRF_core1.m: replace function using globals
2022-09-21 09:29:43 +02:00
be2dd4456d
getIrfShocksIndx.m: replace global variables by inputs
2022-09-21 09:27:43 +02:00
945379a318
resol.m: use isempty instead of length
2022-09-21 09:25:06 +02:00
9506e723c9
ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082
2022-09-20 12:42:04 +02:00
128eaa2da5
Add SMC samplers.
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Ref. !2005
2022-09-19 16:32:28 +02:00
83836350e0
Merge branch 'stacked' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2079
2022-09-19 16:25:21 +02:00
ef5f25c17a
Merge branch 'model_inversion' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2080
2022-09-19 16:22:42 +02:00
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
43978cada3
mom.optimal_weighting_matrix.m: assure symmetry of W_opt
2022-09-16 11:15:15 +02:00
2c063175de
CI: bump to MATLAB R2022b
2022-09-15 15:59:32 +02:00
36a7b019fc
Provisions for MATLAB R2022b
2022-09-15 15:59:32 +02:00
73ca68e052
model_inversion: Header cosmetics
2022-09-15 10:16:05 +02:00
68b527f8a7
Merge branch 'sim1' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2076
2022-09-13 17:36:26 +02:00
ac238ce625
dseries: fix bug in @dseries/plot in relation to “hold on”
2022-09-13 17:34:40 +02:00
66fa6e6742
sim1_purely_backward.m: fix typo
2022-09-13 13:52:29 +02:00
9b787d8417
Merge branch 'mcp_steady' into 'master'
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Provisions for solving steady state with MCP-tag
See merge request Dynare/dynare!1877
2022-09-13 09:26:08 +00:00
3fbab4cbe0
Provisions for solving steady state with MCP-tag
2022-09-12 17:18:16 +02:00
b071e85214
Merge branch 'lmmcp' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2067
2022-09-12 16:58:05 +02:00
6437fc0fce
Merge branch 'model_debug' into 'master'
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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
27075fa8eb
Merge branch 'path' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2073
2022-09-06 12:29:44 +02:00
d92fa5db17
CI: bump to Octave 7.2.0
2022-09-06 11:20:54 +02:00
0225cb23ac
Path solver: trigger lmmcp flag
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Solves https://git.dynare.org/Dynare/dynare/-/issues/1720 for PATH solver
2022-09-06 09:34:20 +02:00
85a894efde
lmmcp: display norm of residuals in homotopy
2022-09-01 13:00:09 +02:00
Stéphane Adjemian
4aa47e521c
Merge branch 'Cosmetics' into 'master'
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Cosmetic fixes to various functions
See merge request Dynare/dynare!2072
2022-08-31 14:57:16 +00:00
Stéphane Adjemian (Ryûk)
ca31a087f8
Fix typo (remove trailing underscore to option variable).
2022-08-31 15:26:09 +02:00
6872d8b0d1
Various cosmetic fixes
2022-08-31 14:58:00 +02:00
Stéphane Adjemian
d8baeb8f41
Merge branch 'diag' into 'master'
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model_diagnostics.m: fix options_-name
See merge request Dynare/dynare!2069
2022-08-31 11:50:25 +00:00
Stéphane Adjemian
da1659d844
Merge branch 'cmaes' into 'master'
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cmaes.m: allow suppressing warning
See merge request Dynare/dynare!2070
2022-08-31 11:48:56 +00:00
Stéphane Adjemian (Ryûk)
9301024d71
Do not check steady state if nocheck option used in steady command...
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In perfect foresight solvers with linear approximation.
2022-08-31 13:12:25 +02:00
Stéphane Adjemian (Ryûk)
e5102eeefd
Bug fix for mode_compute=6.
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We did not keep track of the first and second order moment when calling gmhmaxlik_core.
2022-08-31 13:06:30 +02:00
9e048c2428
cmaes.m: allow suppressing warning
2022-08-29 13:35:35 +02:00
ba9ca26bf6
model_diagnostics.m: fix options_-name
2022-08-28 13:30:21 +02:00
63469057ca
model_diagnostics.m: use boolean for debug option as block_trust_region expects it
2022-08-11 09:43:30 +02:00
Stéphane Adjemian
20511495de
Merge branch 'load_results_after_load_mh' into 'master'
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load_results_after_load_mh: fix location of file
See merge request Dynare/dynare!2065
2022-08-10 15:10:03 +00:00
905e7c4344
load_results_after_load_mh: fix location of file
2022-08-10 12:55:00 +02:00
3c0f8ec624
bug fixes in error traps in PKF update steps
2022-07-29 16:39:59 +02:00
df09084a89
posterior_sampler_initialization.m: save missing ProposalCovariance for mh_recover
2022-07-28 11:12:18 +02:00
82a2717181
Remove unused metropolis_hastings_initialization.m
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Remnant of refactorization in 4445f17e
2022-07-28 11:03:37 +02:00
ca32be2dcb
Merge branch 'model_diag' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2058
2022-07-27 18:07:12 +02:00
253c87b894
model_diagnostics.m: allow setting tolerance for singularity checks starting with Matlab 2022a
2022-07-27 13:15:29 +02:00
ad97361f67
Fix bug under MATLAB < R2016b introduced in 906062cfe5
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The logic for testing the MATLAB version was incorrect.
2022-07-26 22:36:30 +02:00
6d03a65488
bug fix for smoother_redux and state uncertainty with OCCBIN
2022-07-26 18:07:39 +02:00
f7ea4313b5
Merge branch 'smoother' into 'master'
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Various fixes to smoother output
See merge request Dynare/dynare!2057
2022-07-26 14:33:42 +00:00
88a21cc6d1
Merge branch 'occbin_bug' into 'master'
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fix bug in ambiguity in the first regime stored, between 01 10 and 11.
See merge request Dynare/dynare!2055
2022-07-26 13:33:36 +00:00
2816550290
PKF: get required output if nk=1
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
2022-07-26 15:07:23 +02:00
622f831625
Inversion filter: disable unavailable smoother outputs
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
2022-07-26 14:43:31 +02:00
9bc71dffde
dynare_estimation_1.m: fix typo
2022-07-26 14:36:25 +02:00
59882e803b
store_smoother_results.m: correctly set input arguments
2022-07-26 14:35:36 +02:00
b5c741998c
evaluate_planner_objective.m: fix output for linear-quadratic problems solved at second order
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Welfare does not correspond to the steady state in this case
2022-07-26 13:35:55 +02:00
906062cfe5
fix bug in ambiguity in the first regime stored, between 01 10 and 11.
2022-07-26 12:44:55 +02:00
f21577bf39
Merge branch 'ident_fix' of git.dynare.org:wmutschl/dynare
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Ref. !2054
2022-07-26 11:55:47 +02:00
7005634eb0
Merge branch 'ident_fix' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2050
2022-07-26 11:55:02 +02:00
30a6d35f5a
🐛 identification do plots and display results only for nonempty objects
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fixes #1860
2022-07-26 10:26:13 +02:00
848c111cf4
Merge branch 'discretion' into 'master'
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discretionary_policy_initialization.m: fix logic of check for instruments
See merge request Dynare/dynare!2053
2022-07-25 09:26:50 +00:00
e9a1902410
discretionary_policy_initialization.m: fix logic of check for instruments
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Related to https://git.dynare.org/Dynare/preprocessor/-/issues/101
2022-07-22 21:52:05 +02:00
13709f6853
Add “fsolve_options” option to “steady” command
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Closes : #1856
2022-07-22 14:35:19 +02:00
ceedb4869e
solve_algo=0: move to optimoptions under MATLAB, and to new options names for MATLAB⩾R2016a
2022-07-22 14:21:42 +02:00
572fed3994
Merge branch 'dyn_forecast' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2051
2022-07-05 17:09:51 +02:00
84d744ea75
Merge branch 'DM' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2049
2022-07-05 17:09:31 +02:00
0a9dc0137a
k_order_welfare MEX: fix documentation of output arguments
2022-07-05 11:55:33 +02:00
35a25b8fb5
dyn_forecast.m: gracefully exit if decision rules and remove unused output argument
2022-07-04 17:33:20 +02:00
5d048b998d
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2047
2022-07-04 15:15:47 +02:00
deb0f8b401
Merge branch 'ramsey_discount' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2046
2022-07-04 15:15:08 +02:00
0f64652a73
identification_checks.m: fix comment
2022-06-28 09:44:05 +02:00
dbde8294cd
disp_identification.m: account for non-boolean indicator
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Related https://git.dynare.org/Dynare/dynare/-/issues/1860
2022-06-28 09:43:46 +02:00
5788f1bc71
dynare_solve: deal with Dulmage-Mendelsohn decomposition returns a non-square block
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1851
2022-06-27 15:30:14 +02:00
74672bb294
DsgeSmoother.m: delete redundant line
2022-06-27 11:23:19 +02:00
77d6782cb4
evaluate_steady_state.m: check whether planner_discount is actually set for ramsey
2022-06-27 11:17:15 +02:00
Stéphane Adjemian (Charybdis)
584e661fff
Ensure that the ordering of the exogenous variables is correct...
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in model inversion routines.
2022-06-17 17:48:00 +02:00
Stéphane Adjemian (Charybdis)
f19ab66bab
Fix precision issue.
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Introduced in patch 8b197bf71c
2022-06-17 16:48:35 +02:00
5ccd5f2613
Revert "More explicit message when the Dulmage-Mendelsohn decomposition returns a non-square block"
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This reverts commit fa71d4712d#1851
2022-06-16 18:05:14 +02:00
fa71d4712d
More explicit message when the Dulmage-Mendelsohn decomposition returns a non-square block
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Closes : #1851
2022-06-16 15:53:45 +02:00
06f665e231
Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode)
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Previously, LBJ was available:
– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
was not making it clear that it was LBJ)
This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
2022-06-15 15:06:33 +02:00
1b4a4c8778
shock_decomposition.m: correctly pass initial date for plotting
2022-06-08 16:03:36 +02:00
5423949047
Merge branch 'marco_fixes' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2042
2022-06-07 15:04:28 +02:00
3575afdf1d
save info1 file only under debugging
2022-06-02 09:52:48 +02:00
9304b535f4
port to occbin smoother the same computational improvements done for standard one under smother_redux option. This also require to provide occbin reduced state-space matrices as output argument of missing_DiffuseKalmanSmootherH3_Z.m
2022-06-02 09:52:47 +02:00
12c4e03d7b
bug fixes in retrieving the k-step ahead predictions and updated variables from occbin simulations
2022-06-02 09:52:47 +02:00
16bc2b3e5e
plot_shock_decomposition: filter out other forbidden characters (parentheses and dot) for field name
2022-06-02 09:52:21 +02:00
61632ef28f
marginal_density.m: make computation of log(det(sigma)) robust numerically
2022-06-02 09:51:12 +02:00
48ec0a60e8
Trap the case when Q is null matrix
2022-06-02 09:49:38 +02:00
8ac72590da
PKF: document incompatibilities and throw proper errors if triggered
2022-05-31 17:40:03 +02:00
09f2541550
Merge branch 'PKF' into 'master'
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Bug fixes for PKF
See merge request Dynare/dynare!2038
2022-05-31 08:00:22 +00:00
5f403e9f62
Merge branch 'solve1' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2035
2022-05-25 18:49:38 +02:00
c9fd266cbb
solve1.m: trap zero Jacobian case
2022-05-25 14:31:12 +02:00
c91e1f895b
trust_region.m: trap case where linear combination with weight 0 on infinite value returns NaN
2022-05-25 14:21:16 +02:00
cf548b467d
dsge_likelihood.m: distinguish PKF problems with singularity in other KFs
2022-05-25 14:15:29 +02:00
c623696b4b
kalman_update_algo_1.m: properly set array dimensions
2022-05-25 14:15:18 +02:00
93ae4849b7
missing_observations_kalman_filter.m: remove unused output whose dimensions grow over time
2022-05-25 12:55:05 +02:00
2279529851
fixed bug in sampling in the neighborhood of a critical point
2022-05-24 15:08:50 +02:00
Stéphane Adjemian (Ryûk)
45c0e82f3b
Fix bug introduced in fdb1daad.
2022-05-20 10:29:44 +02:00
Stéphane Adjemian (Ryûk)
fdb1daadc9
Deactivate third unit test (local_state_space_iteration_2).
2022-05-20 08:44:28 +02:00
Johannes Pfeifer
Normann Rion
Sébastien Villemot
Stéphane Adjemian (Ryûk)
Frédéric Karamé
Marco Ratto
Willi Mutschler