Stéphane Adjemian (Ryûk)
ca31a087f8
Fix typo (remove trailing underscore to option variable).
2022-08-31 15:26:09 +02:00
Johannes Pfeifer
6872d8b0d1
Various cosmetic fixes
2022-08-31 14:58:00 +02:00
Stéphane Adjemian
d8baeb8f41
Merge branch 'diag' into 'master'
...
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
Johannes Pfeifer
9e048c2428
cmaes.m: allow suppressing warning
2022-08-29 13:35:35 +02:00
Johannes Pfeifer
ba9ca26bf6
model_diagnostics.m: fix options_-name
2022-08-28 13:30:21 +02:00
Johannes Pfeifer
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
Johannes Pfeifer
905e7c4344
load_results_after_load_mh: fix location of file
2022-08-10 12:55:00 +02:00
Marco Ratto
3c0f8ec624
bug fixes in error traps in PKF update steps
2022-07-29 16:39:59 +02:00
Johannes Pfeifer
df09084a89
posterior_sampler_initialization.m: save missing ProposalCovariance for mh_recover
2022-07-28 11:12:18 +02:00
Johannes Pfeifer
82a2717181
Remove unused metropolis_hastings_initialization.m
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Remnant of refactorization in 4445f17e
2022-07-28 11:03:37 +02:00
Sébastien Villemot
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
Johannes Pfeifer
253c87b894
model_diagnostics.m: allow setting tolerance for singularity checks starting with Matlab 2022a
2022-07-27 13:15:29 +02:00
Sébastien Villemot
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
Marco Ratto
6d03a65488
bug fix for smoother_redux and state uncertainty with OCCBIN
2022-07-26 18:07:39 +02:00
Sébastien Villemot
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
Sébastien Villemot
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
Johannes Pfeifer
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
Johannes Pfeifer
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
Johannes Pfeifer
9bc71dffde
dynare_estimation_1.m: fix typo
2022-07-26 14:36:25 +02:00
Johannes Pfeifer
59882e803b
store_smoother_results.m: correctly set input arguments
2022-07-26 14:35:36 +02:00
Johannes Pfeifer
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
Marco Ratto
906062cfe5
fix bug in ambiguity in the first regime stored, between 01 10 and 11.
2022-07-26 12:44:55 +02:00
Sébastien Villemot
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
Sébastien Villemot
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
Willi Mutschler
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
Sébastien Villemot
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
Johannes Pfeifer
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
Sébastien Villemot
13709f6853
Add “fsolve_options” option to “steady” command
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Closes : #1856
2022-07-22 14:35:19 +02:00
Sébastien Villemot
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
Sébastien Villemot
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
Sébastien Villemot
84d744ea75
Merge branch 'DM' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2049
2022-07-05 17:09:31 +02:00
Sébastien Villemot
0a9dc0137a
k_order_welfare MEX: fix documentation of output arguments
2022-07-05 11:55:33 +02:00
Johannes Pfeifer
35a25b8fb5
dyn_forecast.m: gracefully exit if decision rules and remove unused output argument
2022-07-04 17:33:20 +02:00
Sébastien Villemot
5d048b998d
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2047
2022-07-04 15:15:47 +02:00
Sébastien Villemot
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
Johannes Pfeifer
0f64652a73
identification_checks.m: fix comment
2022-06-28 09:44:05 +02:00
Johannes Pfeifer
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
Johannes Pfeifer
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
Johannes Pfeifer
74672bb294
DsgeSmoother.m: delete redundant line
2022-06-27 11:23:19 +02:00
Johannes Pfeifer
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
which incidentally reduced the precision to six digits.
2022-06-17 16:48:35 +02:00
Sébastien Villemot
5ccd5f2613
Revert "More explicit message when the Dulmage-Mendelsohn decomposition returns a non-square block"
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This reverts commit fa71d4712d
.
Ref. #1851
2022-06-16 18:05:14 +02:00
Sébastien Villemot
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
Sébastien Villemot
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
Johannes Pfeifer
1b4a4c8778
shock_decomposition.m: correctly pass initial date for plotting
2022-06-08 16:03:36 +02:00
Sébastien Villemot
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
Marco Ratto
3575afdf1d
save info1 file only under debugging
2022-06-02 09:52:48 +02:00
Marco Ratto
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
Marco Ratto
12c4e03d7b
bug fixes in retrieving the k-step ahead predictions and updated variables from occbin simulations
2022-06-02 09:52:47 +02:00
Marco Ratto
16bc2b3e5e
plot_shock_decomposition: filter out other forbidden characters (parentheses and dot) for field name
2022-06-02 09:52:21 +02:00
Marco Ratto
61632ef28f
marginal_density.m: make computation of log(det(sigma)) robust numerically
2022-06-02 09:51:12 +02:00
Marco Ratto
48ec0a60e8
Trap the case when Q is null matrix
2022-06-02 09:49:38 +02:00
Johannes Pfeifer
8ac72590da
PKF: document incompatibilities and throw proper errors if triggered
2022-05-31 17:40:03 +02:00
Sébastien Villemot
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
Sébastien Villemot
5f403e9f62
Merge branch 'solve1' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2035
2022-05-25 18:49:38 +02:00
Johannes Pfeifer
c9fd266cbb
solve1.m: trap zero Jacobian case
2022-05-25 14:31:12 +02:00
Johannes Pfeifer
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
Johannes Pfeifer
cf548b467d
dsge_likelihood.m: distinguish PKF problems with singularity in other KFs
2022-05-25 14:15:29 +02:00
Johannes Pfeifer
c623696b4b
kalman_update_algo_1.m: properly set array dimensions
2022-05-25 14:15:18 +02:00
Johannes Pfeifer
93ae4849b7
missing_observations_kalman_filter.m: remove unused output whose dimensions grow over time
2022-05-25 12:55:05 +02:00
Marco Ratto
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
Stéphane Adjemian (Ryûk)
0df38369a7
Fix typo.
2022-05-20 08:31:03 +02:00
Sébastien Villemot
5138d41ac6
Merge branch 'kalman_update' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2032
2022-05-19 14:55:45 +02:00
Sébastien Villemot
a83570e1f4
Merge branch 'foresight_resids' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2031
2022-05-19 14:55:08 +02:00
Sébastien Villemot
3496c26699
Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2030
2022-05-19 14:54:28 +02:00
Sébastien Villemot
962d66807c
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2025
2022-05-19 14:53:35 +02:00
Johannes Pfeifer
0f333f29eb
kalman_update_algo_1.m: introduce error handling
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1854
2022-05-19 11:56:42 +02:00
Johannes Pfeifer
74dc4f81f0
perfect_foresight_solver.m: loop over dynamic file when mex cannot be used
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1850
2022-05-18 08:59:39 +02:00
Johannes Pfeifer
b037bc9438
GSA sampling from prior range: replace infinity by huge number to avoid NaN
2022-05-17 18:29:42 +02:00
Johannes Pfeifer
9f265c5b5b
stab_map_.m: remove redundant and commented out code to make file readable
2022-05-17 18:29:05 +02:00
Sébastien Villemot
05ab494d6c
Merge branch 'dyn_ramsey' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2029
2022-05-17 18:23:57 +02:00
Sébastien Villemot
1f2e22712f
Merge branch 'tolx' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2028
2022-05-17 18:23:37 +02:00
Johannes Pfeifer
26db005e61
evaluate_planner_objective.m: add warning if planner discount is not smaller than 1
2022-05-17 18:10:56 +02:00
Johannes Pfeifer
9b45886526
dyn_ramsey_static.m: remove unnecessary piece of code
2022-05-17 15:31:19 +02:00
Johannes Pfeifer
31ea784a5c
dynare_solve.m: honor tolx in fsolve
2022-05-17 15:27:21 +02:00
Sébastien Villemot
40871519fc
Merge branch 'mom_SE' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2024
2022-05-16 19:10:52 +02:00
Stéphane Adjemian (Ryûk)
c033a08cec
Remove third unit test in local_state_space_iteration_2.
2022-05-13 22:14:07 +02:00
Stéphane Adjemian (Ryûk)
2ff705f15c
Change second unit test for local_state_space_iteration_2...
...
To something closer to what we actually do when we estimate a model.
2022-05-13 22:12:09 +02:00
Stéphane Adjemian (Ryûk)
cd76bdff9e
Fix and update unit tests for local_state_space_iteration_2.
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Add mat file with git lfs.
2022-05-13 12:13:46 +02:00
Stéphane Adjemian (Ryûk)
c17728da83
Make sure matlab routine is used in first unit test.
2022-05-12 13:02:41 +02:00
Stéphane Adjemian (Ryûk)
49727cf7a0
Remove %$ in unit tests.
2022-05-12 13:00:44 +02:00
Stéphane Adjemian (Ryûk)
68887b36e6
Cosmetic change.
2022-05-12 13:00:02 +02:00
Stéphane Adjemian (Ryûk)
8edc6538bf
Rewrite header doc.
2022-05-12 12:58:32 +02:00
Stéphane Adjemian (Ryûk)
c492ce7b73
Remove unused routines.
2022-05-12 10:33:48 +02:00
Stéphane Adjemian (Ryûk)
4e90a47521
Throw an error if some parameters are not initialised.
2022-05-12 10:33:48 +02:00
Johannes Pfeifer
0bc9a163b2
mom.standard_errors.m: provide more informative error message when hitting bounds during finite difference step
2022-05-12 09:51:21 +02:00
Sébastien Villemot
a2a90c7e37
Merge branch 'model_diag' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2023
2022-05-05 18:41:34 +02:00
Johannes Pfeifer
737524d182
model_diagnostics.m: add check for potential naming conflict
2022-05-04 13:05:27 +02:00
Sébastien Villemot
63a116fb28
New += and *= syntaxes in “endval(learnt_in=…)” blocks
2022-05-03 17:46:59 +02:00
Sébastien Villemot
0b32ad5b51
Merge branch 'ramsey_steady' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2022
2022-04-29 17:44:28 +02:00
Sébastien Villemot
b084c2e931
Perfect foresight with expectation errors: move computation of terminal steady states to the setup command
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This is more logical, since those values are constraints from the point of view
of the solver.
Also, this allows to have maxit and tolf options for the steady state solver,
at the level of the setup command, without a clash with the same option names
for the deterministic solver at the level of the solver command.
2022-04-29 15:56:11 +02:00
Sébastien Villemot
418a8ebb5f
Drop steady_.m which is only a thin wrapper around evaluate_steady_state
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As a consequence, move the sanity checks inside evaluate_steady_state, where
they make more sense.
2022-04-29 15:14:43 +02:00
Johannes Pfeifer
21004adf03
evaluate_steady_state.m: correctly account for presence of auxiliary variables potentially depending on Lagrange multipliers
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Otherwise error message due to NaN may be thrown out due to them non having been set. Closes https://git.dynare.org/Dynare/preprocessor/-/issues/94
2022-04-28 21:49:05 +02:00