Commit Graph

8388 Commits (63bcd2558e39b0a9a44d7425f9d08ab8aab59406)

Author SHA1 Message Date
Sébastien Villemot a4f4d4462c
Merge branch 'disp_dr' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2002
2022-02-21 16:19:36 +01:00
Johannes Pfeifer d79895b66a Display of decision rules: deal with overflow of fields 2022-02-20 11:00:34 +01:00
Sébastien Villemot 1a9abc247f
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2001
2022-02-18 14:22:53 +01:00
Stéphane Adjemian (Charybdis) e7d11dd7b1
Remove aux variables from target definition (PAC). 2022-02-18 09:13:17 +01:00
Johannes Pfeifer b5dc90b311 mom: add missing trust_region_initial_step_bound_factor option 2022-02-18 00:50:08 +01:00
Johannes Pfeifer 05519aaaa1 mom: add missing verbosity option 2022-02-18 00:48:39 +01:00
Sébastien Villemot a376d8c9fe
Fix steady state computation with bytecode+block and solve_algo ⩽ 4 or ⩾ 9
– Temporary terms were not correctly passed between blocks
– solve_algo ⩾ 9 was incorrectly passed through bytecode own’s solver instead
  of through dynare_solve
2022-02-17 17:28:37 +01:00
Sébastien Villemot 3734762af7
For stack_solve_algo={2,3} and solve_algo={7,8}, rather use a “crout” ILU decomposition for the preconditioner
In 3025a14ed9, the call to the deprecated “luinc”
has been replaced by a call to “ilu”.

However, the type of “ilu” decomposition had not been specified. The default,
“nofill”, does not make use of the “droptol” option which was used with
“luinc”. Also, under Octave, it does not work when there is a zero on the
diagonal of the input matrix.

Rather use the “crout” type, which addresses these two issues.
2022-02-14 12:34:50 +01:00
Sébastien Villemot fa7b331cf4
Fix crash in simulation of “Solve forward/backward complete” blocks with stack_solve_algo=4 (without bytecode) 2022-02-11 18:11:42 +01:00
Sébastien Villemot bb793d87cc
Block decomposition: fix deterministic simulations for block of type “Solve backward”
The results were incorrect for those two kinds of block, when not using bytecode.
2022-02-09 14:07:33 +01:00
Sébastien Villemot dd34554c4e
Block decomposition: fix computation of eigenvalues for blocks of “Solve backward complete” type 2022-02-09 14:07:33 +01:00
Sébastien Villemot 685598c6e2
Add interface to “static” and “incidence” options of “model_info”
These options were implemented and described in the reference manual, but their
interface was missing.

By the way, make various minor improvements to the description of “model_info”
in the reference manual. In particular, remove the single quotes around the two
aforementioned options (which are a remnant from an older interface).
2022-02-09 14:07:30 +01:00
Sébastien Villemot 39f47dc957
local_state_space_iteration_k MEX now uses the Fortran code (instead of the C++ code)
Closes: #1802
2022-02-04 11:49:46 +01:00
Johannes Pfeifer 4ccc7c7262 mom.objective_function.m: fix field naming 2022-02-03 15:12:46 +01:00
Sébastien Villemot 2cb6988de6
Merge branch 'jscale' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1999
2022-02-03 09:25:16 +01:00
Sébastien Villemot adb4007bda
Merge branch 'smm_lsqnonlin' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1998
2022-02-03 09:24:37 +01:00
Johannes Pfeifer 217de5084c check_posterior_sampler_options: make global variable an input
Does not properly work for scale_file-option as caller has variable not global
2022-02-02 16:20:12 +01:00
Johannes Pfeifer 57eda3886d SMM: fix logic for check of vector output 2022-02-02 13:27:46 +01:00
Stéphane Adjemian (Charybdis) 1d916b1fe2
Bug fix.
[skip ci]
2022-01-27 11:07:09 +01:00
Stéphane Adjemian (Ryûk) fca5b99a03
Fix bug (missing condition).
The cherrypick was failing if the selected equations were not about a PAC equation (e.g. a VAR expectation
model), because the code was assuming the existence of the pac field in M_.
2022-01-27 10:49:19 +01:00
Sébastien Villemot df185cf19b Merge branch 'mom_field' into 'master'
mom: fix error message if matched_moments-block is missing

See merge request Dynare/dynare!1997
2022-01-26 14:39:24 +00:00
Johannes Pfeifer 4ef4b929d5 mom: fix error message if matched_moments-block is missing 2022-01-25 16:26:12 +01:00
Sébastien Villemot 9c79b0d73f
Octave: better workaround for bug 46282 2022-01-25 11:32:08 +01:00
Stéphane Adjemian (Ryûk) f5f47cd834
Add new option last_simulation_period to initval_file command.
Also adjust the periods in Simulated_time_series (output of the perfect
foresight solver in the workspace). Note that this dseries object contains the
observations for the initial condition (M_.orig_maximum_lag observations) and
for the terminal condition (M_.orig_maximum_lead observations).

See #1838.

Fix testsuite (wrong file name)
2022-01-21 17:39:47 +01:00
Stéphane Adjemian (Charybdis) 38e1cd5d4e
Do not include auxiliaries in Simulated_time_series...
And add paths for the exogenous variables.
2022-01-21 16:50:42 +01:00
Stéphane Adjemian (Ryûk) a08de9e661
Partial fix for #1837. 2022-01-19 09:20:22 +01:00
Sébastien Villemot 1edb8ba7ba Merge branch 'planner_check' into 'master'
evaluate_planner_objective.m: fix check for NaN moments

See merge request Dynare/dynare!1996
2022-01-18 16:45:06 +00:00
Johannes Pfeifer b5d129de1f evaluate_planner_objective.m: fix check for NaN moments 2022-01-18 16:12:20 +01:00
Stéphane Adjemian (Charybdis) 1fd4904ccc
Fix evaluate routine if PAC's growth option is constant. 2022-01-17 16:56:58 +01:00
Stéphane Adjemian (Charybdis) e1d0ce28d2
Remove aux variables from evaluate routine.
Auxiliary variables were still present in the growth neutrality correction. This
commit remove the auxiliaries, so that the user doesn't need to update the
database with the auxiliary variable definitions.

Also adds integration test.

TODO Check that it works with log unary op
TODO Complete tests by checking that the written evaluate routine works
2022-01-14 20:45:46 +01:00
Johannes Pfeifer 3b59253416 occbin: fix bug if there is only a surprise shock in the first period 2022-01-14 08:47:37 +01:00
Johannes Pfeifer 958dcf7b48 online auxiliary filter: add option to set termination condition of loop 2022-01-13 18:42:55 +01:00
Sébastien Villemot ca4601bd1c
dyntable: fix column width calculation in case of minus sign
By the same token, improve the logical expression for determining whether all
values are infinite (it was nevertheless giving the right result, because an
“all()” is implicit when an array of booleans is passed to an “if” statement).
2022-01-11 17:44:24 +01:00
Sébastien Villemot 6f83afbf42
Octave: fix some warning ids
Those warning ids were renamed in Octave 3.8.
2022-01-11 17:22:58 +01:00
Marco Ratto 9305cd1ef1 fixed header of occbin solver 2022-01-06 15:02:43 +01:00
Marco Ratto 06a7e6c7be bug fixes with occbin smoother: reset nested waitbars and fix names of outut structure of solver 2022-01-06 15:01:35 +01:00
Marco Ratto 8ac3f4b22b fixed bugs in initialization of heteroskedastic shocks and first_obs>1 and nobs< full dimension of dataset 2022-01-06 14:59:33 +01:00
Marco Ratto 8130125fa7 reset nested waitbars when computing posterior smoother with occbin 2022-01-06 14:57:57 +01:00
Marco Ratto bad52b292d fixed index of variable names defined more than once 2022-01-06 14:51:56 +01:00
Stéphane Adjemian (Ryûk) d18d728f7b
Fix definition of R2 in NLS routine. 2022-01-05 16:45:35 +01:00
Willi Mutschler 7f3bc60ce0
lsqnonlin only supported for method_of_moments 2022-01-04 14:33:05 +01:00
Stéphane Adjemian (Ryûk) e1a63fbf81
Fix bug introduced in 25231f66.
Set decompose equal to false if the expectation model is not a PAC.
2022-01-03 22:25:48 +01:00
Stéphane Adjemian (Ryûk) 25231f6634
Account for PAC components in evaluate routine.
The print_expectations routine was previously only considering the
aggregate expectation (for the target). Now it updates the
database (dseries) with each component of the PAC model. The growth
neutrality correction is included in the aggregate expectation but not
in the expectations of the components.
2022-01-03 17:28:57 +01:00
Sébastien Villemot bdb21f9ad6
ver_less_than.m: add missing semicolons in unit tests
[skip ci]
2022-01-03 16:09:26 +01:00
Sébastien Villemot 86b09bccf9
dseries update
– load_m_file_data.m: pass structure instead of file
– removed utilities/misc/ordinal.m routine
2022-01-03 15:42:03 +01:00
Sébastien Villemot 1e5b7d4e04
Merge branch 'warning' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1986
2022-01-03 15:22:39 +01:00
Sébastien Villemot 93883aad57
Merge branch 'version_utilities' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1985
2022-01-03 15:22:18 +01:00
Johannes Pfeifer 8cf6fe0be4 perfect_foresight_setup.m: add line skip 2021-12-30 14:27:12 +01:00
Johannes Pfeifer 086e0895cb initial_estimation_checks.m: fix warning display 2021-12-27 13:03:47 +01:00
Stéphane Adjemian (Charybdis) 1c953cca01
Moved CLI routines. 2021-12-21 16:22:30 +01:00