885080ea01
Merge branch 'doc_string' into 'master'
...
Manual: document passing of strings to macro processor
Closes #1877
See merge request Dynare/dynare!2115
2022-12-07 16:30:51 +00:00
a35e114625
Manual: document passing of strings to macro processor
...
Closes #1877
2022-12-06 19:26:07 +01:00
689355ebc8
Windows package: ensure that non-admin users cannot modify Dynare installation files
...
Intigriti reference: DYNARE-7TULYVR8
2022-12-06 18:36:41 +01:00
0e3bf1e857
Merge branch 'prior_posterior_statistics' into 'master'
...
prior_posterior_statistics.m: fix logical condition
See merge request Dynare/dynare!2114
2022-12-06 09:32:31 +00:00
e7ca989b21
prior_posterior_statistics.m: fix logical condition
2022-12-05 14:52:03 +01:00
62644839ec
Merge branch 'jscale' into 'master'
...
Make default jscale depend on number of estimated parameters
See merge request Dynare/dynare!2041
2022-12-04 08:50:50 +00:00
9de0688cfe
Make default jscale depend on number of estimated parameters
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1849
2022-12-03 16:00:27 +01:00
6185767f63
Fix typo
...
[skip ci]
2022-11-30 15:21:49 +01:00
d574705b4a
Design and performance improvement to solve_algo={12,14}
...
Use the new time-recursive block decomposition computed by the preprocessor
for:
- the simulation of backward models with “simul_backward”
- the perfect foresight simulation of purely backward/forward/static models
Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it
minimizes the set of feedback variables and tries to renormalize equations).
This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus
an ad hoc identification of some equations that can be evaluated (those with a
LHS equal to a variable, the log of a variable, or the diff-log of a variable).
By the way, the block_trust_region MEX has been modified so that it accepts a
boolean argument to decide whether it performs a Dulmage-Mendelsohn
decomposition (if not, then it performs a simple trust region on the whole
nonlinear system).
This provides a significant performance improvement (of almost an order of
magnitude for solve_algo=14 on a 700 equations model).
2022-11-30 14:47:57 +01:00
10fdc42516
block_trust_region MEX: add support for sparse Jacobian
...
If the function to be solved returns a sparse Jacobian, simply convert it to a
dense representation.
2022-11-30 14:47:57 +01:00
3e391347d4
Manual: fix wrong anchor
2022-11-30 14:42:15 +01:00
4e08aadafa
Test suite: remove unused field in .trs files
2022-11-30 10:26:28 +01:00
595f3d1dce
Makefile indentation fixes
2022-11-29 17:40:20 +01:00
9976649c78
Test suite: fix logic of unit tests for nonlinear solvers
2022-11-29 17:34:16 +01:00
304c5bdf21
Merge branch 'sim1_debug' into 'master'
...
sim1.m: use operation that preserves sparsity
See merge request Dynare/dynare!2111
2022-11-29 08:25:02 +00:00
bbdcdc89a2
sim1.m: use operation that preserves sparsity
2022-11-28 16:20:44 +01:00
ba9b0e9829
Merge branch 'occbin_IVF' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2019
2022-11-28 11:05:03 +01:00
20519fa4e2
Merge branch 'doc_calib' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2110
2022-11-28 11:04:18 +01:00
6dfa11592c
Preprocessor: add nobs and heteroskedastic_filter options to calib_smoother
2022-11-28 11:03:54 +01:00
Stéphane Adjemian (Charybdis)
3aeb1ff7e3
Fix pac.estimate.iterate_ols.
...
Was crashing if the auxiliary model contains a constant.
See https://forum.dynare.org/t/iterative-ols-for-pac-equation/21379 .
2022-11-24 16:29:49 +01:00
28cf8d1719
Manual: document missing options of calib_smoother
2022-11-24 10:01:45 +01:00
e530f7cbaa
OccBin: add calib_smoother testfile
2022-11-23 16:48:08 +01:00
26fbc6c56d
IVF: improve error handling
2022-11-23 16:46:40 +01:00
80f6799c38
IVF: only store smoother results if requested
2022-11-23 16:44:18 +01:00
1e2fb88d32
IVF: fix error handling for smoother
2022-11-23 15:37:12 +01:00
eeecccd29b
IVF_core.m: fix header
2022-11-23 15:18:44 +01:00
c90368d48c
NKM.mod: clean up file
2022-11-23 15:17:51 +01:00
da39af4a3f
Merge branch 'riccati_equation' into 'master'
...
Fix: scale the matrices in tests/riccatiupdate.m to control the size of errors
See merge request Dynare/dynare!2108
2022-11-22 15:36:26 +00:00
93a2a097c6
Fix: scale the matrices in tests/riccatiupdate.m to control the size of errors
2022-11-22 15:07:56 +01:00
dbdda7bf93
Merge branch 'Pinf' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2105
2022-11-22 11:25:14 +01:00
d554b79772
Merge branch 'occ_test' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2103
2022-11-22 11:24:57 +01:00
cce2710658
CONTRIBUTING.md: fix integration/unit test vocabulary
...
Also capitalize MATLAB.
[skip ci]
2022-11-21 18:30:25 +01:00
af281543fa
CONTRIBUTING.md: link to the new coding wiki pages
...
[skip ci]
2022-11-21 18:20:03 +01:00
a35ac95a9d
Testsuite: fix logic of unit tests for cycle/logarithmic reduction + Riccati update
2022-11-21 16:22:07 +01:00
4ade3588c9
NEWS.md: fix indentation and remove extra dashes
...
[skip ci]
2022-11-21 12:36:21 +01:00
155c2198dd
NEWS.md: fix typo
...
[skip ci]
2022-11-21 08:42:04 +01:00
0273d9ffa3
Merge branch '5.3' into 'master'
...
NEWS.md: release notes for 5.3
See merge request Dynare/dynare!2107
2022-11-19 14:41:58 +00:00
573ce33381
NEWS.md: release notes for 5.3
2022-11-18 22:44:23 +01:00
801baacc8c
fs2000_smoother_only_ns.mod: check for correctness of smoothed observables
...
Related to 178e892e
2022-11-18 22:04:58 +01:00
2c879cc64c
compute_trend_coefficients.m: fix header
2022-11-18 22:04:07 +01:00
aa9f52e29b
Merge branch 'fixes' into 'master'
...
big fix in diffuse filter initialization:
See merge request Dynare/dynare!2104
2022-11-18 17:07:58 +00:00
178e892e04
big fix for initialization of diffuse filter with correlated observation error covariance matrix
2022-11-18 12:41:15 +01:00
81ba952414
big fix in diffuse filter initialization: incorrect mapping of observables when removing zero columns of T
2022-11-18 10:52:37 +01:00
67ba8127f4
dynrbc_common.inc: decrease number of simulation periods to prevent testsuite crashes
...
(cherry picked from commit 7c4c0fe4114775aae67b9362918a124ff0d09ce9)
2022-11-17 22:43:39 +01:00
3184db12f2
Merge branch 'occbin_smoother' into 'master'
...
OccBin Smoother: do not write non-converged results to oo_
Closes #1863
See merge request Dynare/dynare!2100
2022-11-16 18:40:05 +00:00
4d603fb335
OccBin Smoother: do not write non-converged results to oo_
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1863
2022-11-16 17:13:08 +01:00
15b58954cd
Merge branch 'riccati_equation' into 'master'
...
Implements a Fortran update of the states variance-covariance matrix for the Kalman filter
See merge request Dynare/dynare!2099
2022-11-16 10:55:11 +00:00
ee6e9ad6a9
Merge branch 'fixes' of git.dynare.org:rattoma/dynare
...
Ref. !2101
2022-11-16 11:27:27 +01:00
1aec92b791
Preprocessor: new debug files for evaluating separately the LHS and RHS of each equation
2022-11-16 11:26:42 +01:00
03f93c5329
bug fix with steady state when plotting the expand of groups of shocks
2022-11-15 23:10:38 +01:00
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
NormannR
Marco Ratto