Sébastien Villemot
e49e7e906f
Forbid changing the value of “slowc” if “block” or “bytecode” is used
...
The code is buggy and leads to wrong results, so forbid this combination.
2022-03-25 12:36:36 +01:00
Sébastien Villemot
014a3c3f2e
Merge branch 'sensitivity' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2009
2022-03-24 17:53:34 +01:00
Sébastien Villemot
9a4e08fe15
CI: bump to MATLAB R2022a
2022-03-24 17:44:51 +01:00
Sébastien Villemot
b31fe76dfd
Provisions for MATLAB R2022a
2022-03-24 17:43:40 +01:00
Johannes Pfeifer
f3bf8fb814
MOM: add missing debug option
2022-03-24 15:28:03 +01:00
Johannes Pfeifer
a1ebd20a88
dynare_sensitivity.m: provide warning if order is reset
2022-03-24 13:02:25 +01:00
Sébastien Villemot
4da9d1e718
Block (without bytecode): avoid silent failures in some corner cases
...
Either ensure that oo_.determinstic_simulation.status is set, or really error out.
2022-03-23 17:33:37 +01:00
Sébastien Villemot
dd1ec10ec8
Block (without bytecode): use dynatol.f as convergence criterion for perfect foresight
...
Was incorrectly using solve_tolf.
2022-03-23 17:25:32 +01:00
Sébastien Villemot
e5f4d96c71
Fix typo
2022-03-23 16:58:59 +01:00
Sébastien Villemot
bef8d80ba8
More conversions to logical values
2022-03-23 16:52:40 +01:00
Sébastien Villemot
d5472d2338
Tighten input sanity checks of various MEX files
...
Note that the unitary test in lyapunov_solver.m that checks sparse matrix input
had to be removed. Previously, this test was passing by chance (because the
sparse test matrices had actually no zero element, hence the internal double
float storage was the same as in the dense case). Now it consistently fails
with the additional checks in disclyap_fast MEX.
2022-03-18 22:49:46 +01:00
Sébastien Villemot
07978affa5
Block decomposition: simplify MATLAB implementation of stack_solve_algo=3 (BiCGStab)
...
This commit makes it closer to the implementation in bytecode. In practice,
this change fixes convergence problems on some models.
2022-03-16 15:00:09 +01:00
Sébastien Villemot
db5e04107f
solve_one_boundary.m: fix crash in verbose mode
2022-03-16 15:00:09 +01:00
Johannes Pfeifer
28536314c0
posterior moments: fix bugs that cause crashes
...
- Delete non-existing output argument
- prevent info from being overwritten
2022-03-14 14:50:49 +01:00
Stéphane Adjemian (Ryûk)
882091cc97
Return more info about nonlinear solver failures (solve1).
2022-03-03 22:30:38 +01:00
Stéphane Adjemian (Ryûk)
7072359241
Fix fifth output introduced in e815fb2
(exitflag was not updated).
2022-03-03 21:56:44 +01:00
Stéphane Adjemian (Ryûk)
afd8359dbf
Do not compute g twice in solve1.
...
When jacobian is evaluated numerically.
2022-03-03 20:26:06 +01:00
Stéphane Adjemian (Ryûk)
9be328aeda
Cosmetic changes.
2022-03-03 20:24:18 +01:00
Stéphane Adjemian (Ryûk)
f2193e8ec8
Add more checks on the initial evaluation.
2022-03-03 18:33:34 +01:00
Stéphane Adjemian (Ryûk)
3c85695b99
Use isinf() instead of isfinite() in solve1 routine.
2022-03-03 18:30:36 +01:00
Stéphane Adjemian (Ryûk)
e815fb2901
Display exitflag returned by fsolve.
...
When the Newton fails in the simulation of backward models.
2022-03-03 18:19:33 +01:00
Stéphane Adjemian (Ryûk)
e6592b3943
Display more info if Newton fails in backward model simulations.
2022-03-03 16:57:59 +01:00
Stéphane Adjemian (Ryûk)
7ee124bbba
Fix bug.
...
Return the paths for the endogenous only before the nonlinear solver crash.
2022-03-03 10:57:40 +01:00
Stéphane Adjemian (Charybdis)
90ae54a6ff
Translate to English.
2022-03-03 09:35:30 +01:00
Stéphane Adjemian (Charybdis)
9d1e07a2e4
Fix headers.
2022-03-03 09:35:30 +01:00
Sébastien Villemot
ae1e31b7e0
Restore the possibility of calling the “resid” function without argument
...
Can be useful when writing “z = resid;” in a .mod file (i.e. not using the
preprocessor syntax).
2022-03-01 16:40:51 +01:00
Sébastien Villemot
3d7299c1e4
New option “non_zero” to the “resid” command
...
When this option is given, the “resid” command only displays non-zero residuals
2022-03-01 14:26:16 +01:00
Sébastien Villemot
0147faad5f
Fix stack_solve_algo=1 without bytecode, on solve two boundaries simple/complete blocks
...
The result for the last simulation period was wrong.
2022-02-25 16:32:16 +01:00
Stéphane Adjemian (Charybdis)
c9825c803a
Fix description of the conditional_forecast command.
...
Closes #1844
2022-02-24 20:33:47 +01:00
Sébastien Villemot
4d39c6fab5
Merge branch 'error_message' into 'master'
...
get_error_message.m: condition on index being non-zero
See merge request Dynare/dynare!2003
2022-02-24 16:23:16 +00:00
Johannes Pfeifer
a60ce435bd
get_error_message.m: condition on index being non-zero
...
dsge_likelihood will expand the vector due to entry four of info containing the penalty, creating a 0 for entry 2
2022-02-22 12:22:51 +01:00
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
Stéphane Adjemian (Charybdis)
4b18aafa9b
Add CLI for evaluate_smoother.
2021-12-21 16:17:29 +01:00
Johannes Pfeifer
97b98d155e
Partially revert "Remove more utilities related to conversion of oo_ between Dynare versions"
...
This partially reverts commit 26597bf093
.
2021-12-21 12:44:49 +01:00
Sébastien Villemot
04ab1e5696
Merge branch 'steady_debug' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1982
2021-12-20 12:08:17 +01:00
Stéphane Adjemian (Ryûk)
ba7a53b38b
Code factorization (NLS).
2021-12-19 17:14:25 +01:00
Johannes Pfeifer
b966e5eb7a
evaluate_steady_state.m: do not check auxiliary initial values if they haven't been set
2021-12-19 11:39:24 +01:00
Stéphane Adjemian (Ryûk)
60d8f44c4a
Fix estimation range.
2021-12-18 22:27:45 +01:00
Stéphane Adjemian (Ryûk)
2a796c8e34
Account for logged variables under diffs.
2021-12-18 19:58:55 +01:00
Stéphane Adjemian (Ryûk)
cc90bd4cf5
Fix typos in regular expressions.
2021-12-18 19:28:58 +01:00
Stéphane Adjemian (Ryûk)
8fa8ee8235
Bug fix (wrong dimension for exogenous variables).
...
Also removed the distinction between exogenous and endogenous variables when
replacing variables by columns in the data matrix.
2021-12-17 20:54:28 +01:00
Stéphane Adjemian (Ryûk)
4512000f0f
Display estimation results PAC/NLS.
2021-12-17 20:53:39 +01:00
Stéphane Adjemian (Ryûk)
8c8a2cf0fa
Add trap if SSR is not a real number.
2021-12-17 14:54:58 +01:00
Stéphane Adjemian (Ryûk)
1cf99b5227
Do not update the database if there is no aux. variables.
2021-12-17 14:21:10 +01:00
Stéphane Adjemian (Ryûk)
b297353b06
PAC decomposition between stationary and non-stationary components.
...
The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).
TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.
2021-12-17 12:17:13 +01:00
Sébastien Villemot
f8fc786459
Merge branch 'het_shocks' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1980
2021-12-15 10:27:06 +01:00
Sébastien Villemot
600e468448
Merge branch 'cosmetics_header' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1979
2021-12-15 10:26:52 +01:00
Stéphane Adjemian (Ryûk)
4dd3ee8546
Add CLI for some routines.
...
- steady,
- check,
- evaluate_likelihood,
- evaluate_posterior_kernel, and
- evaluate_prior.
*Example*
After running a mod file, on the Matlab's command line:
>> cli.check
EIGENVALUES:
Modulus Real Imaginary
0 0 0
1.389e-16 1.389e-16 0
0.6452 0.6452 0
0.9707 0.9707 0
1.038 1.038 0
1.271e+16 1.271e+16 0
2.33e+17 2.33e+17 0
There are 3 eigenvalue(s) larger than 1 in modulus
for 3 forward-looking variable(s)
The rank condition is verified.
2021-12-14 14:45:57 +01:00
Johannes Pfeifer
3dc398f590
dynare_estimation_1.m: improve comment on Hessian recomputation
2021-12-14 11:22:41 +01:00
Johannes Pfeifer
7303275bef
dsge_likelihood.m: update header
2021-12-14 11:22:41 +01:00
Johannes Pfeifer
fdb14b3af8
IVF: turn off near-singularity warning in estimation
2021-12-14 11:21:16 +01:00
Johannes Pfeifer
8a76c689ea
IVF: properly deal with error code
2021-12-14 11:21:16 +01:00
Johannes Pfeifer
1bfb9ffbb9
heteroskedastic shocks: take into account first_obs
2021-12-14 11:21:16 +01:00
Sébastien Villemot
301fe42ed8
Merge branch 'varendo' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1978
2021-12-14 11:09:47 +01:00
Sébastien Villemot
6a41cbdb13
Merge branch 'minimal_state' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1963
2021-12-14 11:09:28 +01:00
Sébastien Villemot
7770c99f1b
dseries: prevent horse-race condition when saving and loading mat file
2021-12-14 11:00:16 +01:00
Johannes Pfeifer
c60a1624d1
identification: separate error code and option
...
Solves issues with Monte Carlo sampling where error code affected option for later draws
2021-12-13 15:14:23 +01:00
Johannes Pfeifer
de90c5d246
Provide warning if moments_varendo is not set but conditional_variance_decomposition
2021-12-13 13:08:59 +01:00
Sébastien Villemot
4fac512bfd
Merge branch 'dsge_var' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1973
2021-12-13 12:40:27 +01:00
Stéphane Adjemian (Ryûk)
f687b531fd
Bug fix (wrong indexing in present value evaluation).
2021-12-11 18:44:01 +01:00
Johannes Pfeifer
fc05ddd5fe
dsge_var_likelihood.m: remove unused output arguments
2021-12-10 12:01:40 +01:00
Johannes Pfeifer
5f732803d8
dsge_var: pass data moments as function inputs instead of via base workspace
...
going via base prevents parallel execution
2021-12-10 12:01:07 +01:00
Sébastien Villemot
f7f7c77411
Merge branch 'ramsey_debug' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1977
2021-12-10 11:12:33 +01:00
Sébastien Villemot
ee5eec3224
Merge branch 'disp_th_moments' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1975
2021-12-10 11:01:59 +01:00
Sébastien Villemot
6dd787569a
Merge branch 'SMM' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1974
2021-12-10 11:01:37 +01:00
Johannes Pfeifer
741772d514
evaluate_steady_state.m: correctly condition debugging info on existence of objects from steady state file
2021-12-10 09:05:55 +01:00
Johannes Pfeifer
f5def11a23
disp_th_moments.m: honor noprint
2021-12-09 09:01:10 +01:00
Johannes Pfeifer
137ba73c4c
SMM: add forgotten error code
...
[skip CI]
2021-12-08 19:07:18 +01:00
Johannes Pfeifer
d5a2015ded
mom: gracefully exit if unobserved moments are matched.
2021-12-08 09:38:41 +01:00
Johannes Pfeifer
d039bcbfec
evaluate_planner_objective.m: initialize newly introduced options and fix naming
2021-12-07 13:56:01 +01:00
Johannes Pfeifer
c07508a917
occbin_write_regimes: distinguish between smoother and simulations
...
Closes : #1828
2021-12-07 12:41:34 +01:00
Sébastien Villemot
36705d505b
Merge branch 'make_ex' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1968
2021-12-07 12:20:29 +01:00
Normann Rion
cf829fb28e
A few fixes for k-order welfare assesment in `evaluate_planner_objective`
...
As suggested in !1962
2021-12-07 12:19:30 +01:00
Johannes Pfeifer
ce9bb2f09d
make_ex_.m: gracefully exit if user attempts to set non-existent period 0
2021-12-06 15:04:30 +01:00
Johannes Pfeifer
7bc15927a9
realtime_shock_decomposition.m: gracefully exit if nobs-option is not set
2021-12-03 09:19:59 +01:00
Johannes Pfeifer
82689795e4
dyn_first_order_solver.m: add debugging information
2021-12-01 14:36:21 +01:00
Sébastien Villemot
06fd42c19b
Drop the dynare_simul_ MEX in favour of the new Fortran k_order_simul MEX
2021-11-26 17:37:53 +01:00
Sébastien Villemot
74d070c216
Merge branch 'model_diagnostics' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1964
2021-11-26 17:37:06 +01:00
Sébastien Villemot
a3956996f7
Merge branch 'local_state_space_it' of git.dynare.org:normann/dynare
...
Ref. !1962
2021-11-26 17:35:30 +01:00
Johannes Pfeifer
58343c3988
model_diagnostics.m: check for consistent number of equations for Ramsey case before checking for steady state
2021-11-25 16:04:14 +01:00
Johannes Pfeifer
459d6ded6e
get_minimal_state_representation.m: set undefined output argument
2021-11-24 18:59:48 +01:00
NormannR
6b566d37c7
Add k-order conditional and unconditional welfare evaluation in evaluate_planner_objective
2021-11-24 17:30:02 +01:00
Stéphane Adjemian (Ryûk)
f4a7a5430c
Re-implement PAC equations.
...
This commit only introduce new elements in the Dynare language (adding the
possibility to decompose the target into stationary and non stationary
components) and insure that all the former codes (ie without decomposition of
the target) are still working as expected.
2021-11-24 16:40:35 +01:00
Sébastien Villemot
91aa1f940f
Forbid the “block” option with “ramsey_model”/“ramsey_policy”
...
The current implementation needs the Jacobian of the full model, which is not
provided by the block-decomposed routines.
Closes : #1823
2021-11-23 17:40:02 +01:00
Sébastien Villemot
4b76d76175
evaluate_static_model.m: fix the block without bytecode case
...
The routine would not put elements at the right place in the residuals
vector (it would use variable indices instead of equation indices).
Also change the routine so that it computes a residual on evaluated
equations (instead of systematically returning zero for those).
Finally, simplify resid.m by calling this routine instead of embedding a
similar code.
Ref. #1823
2021-11-23 17:40:02 +01:00
Johannes Pfeifer
0aadc88602
dynare_solve.m: allow turning off display of messages
2021-11-23 12:41:35 +01:00
Johannes Pfeifer
4aaea53cd6
osr1.m: fix display of compatible optimizers
2021-11-23 12:41:04 +01:00
Stéphane Adjemian (Ryûk)
c38d58b56f
Remove debugging display (growth neutrality correction).
...
(cherry picked from commit 238b66dfe0fd0bcb56becaf1ed96be800d90ba40)
2021-11-17 15:10:09 +01:00
Stéphane Adjemian (Ryûk)
0c9eb182c4
Cosmetic change.
...
This patch provide a mathematically equivalent approach to update the growth
neutrality correction.
(cherry picked from commit 980a890487cd983eba027bdec63c8a777fd793f7)
2021-11-17 15:08:29 +01:00
Stéphane Adjemian (Ryûk)
d3ecfd5de7
Fix bug (growth neutrality correction).
...
Non zero mean exogenous variables in non optimizing part where not accounted for
due to a wrong call to `isfield` function. It is not possible to test
simultaneously the existence of a field and a subfield.
(cherry picked from commit 5a7c0fd2dda6c0ccc554994524bbefb95c29e722)
2021-11-17 15:08:12 +01:00
Stéphane Adjemian (Ryûk)
125ba21f29
Move definition of γ (share of optimizing agents) up.
...
(cherry picked from commit 405110a9e2e7dbcd41d0aa406986e016aa3a0dff)
2021-11-17 15:07:57 +01:00
Stéphane Adjemian (Ryûk)
39df328319
Fix bug in PAC/MCE.
...
Wrong ordering of the reduced form parameters in PAC/MCE auxiliary variable.
(cherry picked from commit e333e851776e4f6afeb9ab1b9536c375e91a4eba)
2021-11-17 15:04:27 +01:00
Sébastien Villemot
1280566bec
CI: bump to Octave 6.4.0
2021-11-09 18:12:36 +01:00
Sébastien Villemot
1f44c78170
Merge branch 'ramsey' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1959
2021-11-09 11:02:00 +01:00
Johannes Pfeifer
1174cad1f8
evaluate_static_model.m: provide jacobian output with bytecode
...
Set to NaN for block
2021-11-08 14:31:24 +01:00
Johannes Pfeifer
7cffd34b66
Ramsey: do not check static model if steady state file is present
...
Check will typically crash due to initialization with 0
2021-11-08 14:31:12 +01:00
Sébastien Villemot
f9e3132e4e
Merge branch 'dyn_ramsey_static' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1957
2021-11-08 12:23:35 +01:00
Johannes Pfeifer
ce899af24d
evaluate_static_model.m: provide promised output argument
2021-11-05 12:27:12 +01:00
Johannes Pfeifer
9a32720ac0
evaluate_steady_state.m: allow debugging of Ramsey equations
2021-11-05 12:22:43 +01:00
Johannes Pfeifer
b1e72d531d
dyn_ramsey_static.m: only read first entry of error code
...
May crash otherwise
2021-11-05 08:59:47 +01:00
Johannes Pfeifer
e173ad938b
evaluate_planner_objective.m: gracefully exit if decision rules are missing
2021-11-02 18:19:43 +01:00
Sébastien Villemot
3f40404bc0
Merge branch 'header' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1954
2021-10-28 10:43:32 +02:00
Sébastien Villemot
c67fd57237
Merge branch 'mode_check' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1953
2021-10-28 10:42:55 +02:00
Johannes Pfeifer
f09b048c8f
inverse_gamma_specification.m: correct header
...
[skip CI]
2021-10-27 10:13:04 +02:00
Stéphane Adjemian (Charybdis)
5e0c4272ce
Fix wrong logic in test introduced in ceb67c42c
.
2021-10-26 10:24:19 +02:00
Stéphane Adjemian (Charybdis)
ceb67c42c7
Add more explicit error message.
...
pac.print does not work in PAC/MCE equations.
2021-10-25 19:23:51 +02:00
Sébastien Villemot
23fdec40f1
Merge branch 'purely_backward' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1951
2021-10-25 18:27:58 +02:00
Johannes Pfeifer
17a58ccec6
stochastic_solvers.m: fix bug introduced in 57bbec1f
...
Rely on lead_lag_incidence instead of kstate to identify states
2021-10-25 18:24:54 +02:00
Johannes Pfeifer
c72d7e0ffd
mode_check.m: have debug mode provide explicit message instead of just the code
2021-10-25 16:54:34 +02:00
Johannes Pfeifer
8e063f0c33
evaluate_steady_state.m: fix missed transition to cell array
2021-10-25 16:44:12 +02:00
Stéphane Adjemian (Charybdis)
a5ccd0ae90
Acknowldge time_shift option in print_expectations.
...
Lagged information set was missing in the evaluation routine.
2021-10-24 19:32:46 +02:00
Stéphane Adjemian (Charybdis)
7f0ba33d5a
Fix doc headers (missing output).
2021-10-24 19:32:46 +02:00
Sébastien Villemot
356999768c
Merge branch 'planner_output' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1949
2021-10-22 17:38:28 +02:00
Johannes Pfeifer
048e059b68
evaluate_planner_objective.m: add warning if NaN are encountered
2021-10-21 11:42:43 +02:00
Stéphane Adjemian (Ryûk)
9acac86bd8
Fix cherrypick for PAC equations in case of rule of thumb agents.
...
The correction for growth neutrality should be substituted in the optimal part
of the PAC equations.
(cherry picked from commit 12694ff9347b2191b4e0f6a32cb038956cb38f53)
2021-10-21 10:22:33 +02:00
Stéphane Adjemian (Ryûk)
f778e3c1ce
Fix growth neutrality correction in PAC equations.
...
- Force long run levels of the exogenous variables to be zero or g (the BGP growth rate of the LHS endogenous variable).
- Fix the correction of the correction for the share λ (aak γ).
- Provisions for the case where the long run level of the exogenous variable is
different from 0 or g (see tmp1 and ll which should be added to the growth
neutrality correction as a constant).
(cherry picked from commit a4423d734e1df1d4ee09c7225d7fd610e0d94cd1)
2021-10-21 10:19:23 +02:00
Stéphane Adjemian (Ryûk)
96c24b3052
Add rehash command so that Matlab acknowledge the created routines.
...
[skip ci]
2021-10-21 09:59:37 +02:00
Johannes Pfeifer
e8fd1f53db
evaluate_planner_objective.m: suppress output
...
[skip CI]
2021-10-21 09:44:49 +02:00
Sébastien Villemot
368ff7f8fe
Merge branch 'Zhong' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1946
2021-10-20 15:54:40 +02:00
Sébastien Villemot
e66a1a63f8
local_state_space_iteration_2 MEX: enable parallelization by default
2021-10-20 15:33:04 +02:00
NormannR
1ad2680682
Fixes the evaluate_planner_objective routine Deals properly with the output provided by disp_th_moments
2021-10-18 17:08:28 +02:00
Johannes Pfeifer
226ed712bd
Documentation: add missing author
2021-10-17 15:11:52 +02:00
Johannes Pfeifer
c1483b4c61
Restore backward-compatibility when using load_mh_file
...
estim_params_ needs to be saved following 6e06acc7
2021-10-13 18:01:15 +02:00
Sébastien Villemot
f9a550651d
Merge branch 'k_order_fix' into 'master'
...
k_order_simulation bug: fixes simulations and adds/corrects integration test
Closes #1819
See merge request Dynare/dynare!1940
2021-10-12 15:34:29 +00:00
Johannes Pfeifer
d5141ced42
simult_.m: remove redundant first simulation period for k_order_simulations
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1819
2021-10-12 15:20:26 +02:00
Sébastien Villemot
eca7a25891
Merge branch 'lnsrch_display' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1943
2021-10-12 14:09:10 +02:00
Sébastien Villemot
b9576cc2b7
Merge branch 'resid_ramsey' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1942
2021-10-12 14:08:51 +02:00
Johannes Pfeifer
2f35bae7da
lnsrch1.m: prettify output
2021-10-11 20:06:09 +02:00
Johannes Pfeifer
37fbf5b665
resid.m: fix display when used together with optimal policy
2021-10-11 18:04:47 +02:00
Johannes Pfeifer
ebe81eb6c9
display_problematic_vars_Jacobian.m: fix display when auxiliary equations outside of Ramsey are present
2021-10-11 17:45:03 +02:00
Sébastien Villemot
d9ca83f317
Fix some files which were not UTF-8 encoded
2021-10-01 18:38:26 +02:00
Sébastien Villemot
236c69dac4
Testsuite: increase tolerance (again) in unitary tests for prior_draw.m
2021-10-01 17:39:57 +02:00
Sébastien Villemot
67713f555a
Merge branch 'model_diagnostics_loglinear' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1938
2021-09-28 18:23:37 +02:00
Sébastien Villemot
e2a11a1a51
Reporting: fix crash when xrange argument of addGraph() is missing
2021-09-28 18:21:14 +02:00
Johannes Pfeifer
fbd4fa7f3d
model_diagnostics.m: fix compatibility with loglinear option
2021-09-28 09:35:27 +02:00
Sébastien Villemot
7e47713ae5
CI: bump to MATLAB R2021b
2021-09-24 16:43:30 +02:00
Sébastien Villemot
6669e55b97
Provisions for MATLAB R2021b
2021-09-24 16:43:30 +02:00
Sébastien Villemot
24c4e86a95
Merge branch 'thread_bug' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1935
2021-09-23 16:44:38 +02:00
Sébastien Villemot
f7149d60cc
NLS estimation: workaround for Octave random failure to read the generated ssr_*.m file
2021-09-23 16:21:25 +02:00
Johannes Pfeifer
5f27d2e469
set_dynare_threads.m: fix naming bug
2021-09-23 12:48:08 +02:00
Sébastien Villemot
c320af2cd0
Merge branch 'mh_mode' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1932
2021-09-22 16:24:39 +02:00
Johannes Pfeifer
6abc984d5e
Fix mh_posterior_mode_estimation option
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1044
2021-09-22 10:00:47 +02:00
Johannes Pfeifer
e754ec158c
stab_map_.m: move saved file to subfolder´
2021-09-21 17:25:35 +02:00
Johannes Pfeifer
725fa79bbc
model_info.m: improve output display
2021-09-21 17:25:35 +02:00
Sébastien Villemot
b60607a5b3
Fix spurious warning at startup under Octave about +pac/+bgp/{get,set}.m
...
This is a workaround for Octave bug 46849. It complements commit
4c0b2e8c4e
.
The workaround consists in moving the two problematic files to a subfolder
which is not in the path at startup. They will be added to the path later, at a
time when the Octave:shadowed-function warning has already been disabled by
warning_config.m.
Closes : #1817
2021-09-21 15:19:06 +02:00
Sébastien Villemot
82d0b1caf4
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1930
2021-09-17 17:00:08 +02:00
Sébastien Villemot
7d4bb9ea44
Merge branch 'state_var_backwards' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1928
2021-09-17 16:57:16 +02:00
Sébastien Villemot
b74c37d5e4
One last Octave compatibility fix
...
Closes : #1749
2021-09-17 15:22:07 +02:00
Johannes Pfeifer
2dd6510051
smoother2histval.m: undo logging
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1407
2021-09-17 14:43:50 +02:00
Johannes Pfeifer
62e80b0c07
smoother2histval.m: also set M_.exo_histval
2021-09-17 14:42:44 +02:00
Johannes Pfeifer
489e6684e9
smoother2histval.m: fix initialization and dimensions
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1775
2021-09-17 13:58:06 +02:00
Johannes Pfeifer
57bbec1f72
stochastic_solvers.m: set dr.state_var for purely backwards models at order=1
...
Subsequent codes may need it. Closes https://git.dynare.org/Dynare/dynare/-/issues/1703
2021-09-16 20:44:14 +02:00
Sébastien Villemot
49a396030b
Yet another batch of Octave compatibility fixes
2021-09-16 18:25:00 +02:00
Sébastien Villemot
240d82e64a
Fix typo
...
[skip ci]
2021-09-16 16:23:20 +02:00
Johannes Pfeifer
79ee6a5565
dyn_waitbar_close.m: fix closing of waitbars under Octave
2021-09-16 10:40:00 +02:00
Sébastien Villemot
5a21b11d77
Merge branch 'print_model_info' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1922
2021-09-15 18:35:50 +02:00
Sébastien Villemot
ff06b9ad10
More Octave compatibility fixes
2021-09-15 18:35:30 +02:00
Sébastien Villemot
f164750a91
Old MATLAB compatibility fix
...
This is a partial revert of 4346903c65
. The
xlswrite function is actually not able to write XLS files on GNU/Linux and
macOS, and moreover its CSV fallback does not work with cell arrays.
2021-09-15 17:37:08 +02:00
Johannes Pfeifer
58ee240048
Clarify auxiliary variable types
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1811
2021-09-15 16:10:58 +02:00
Johannes Pfeifer
966234b044
model_info.m: add non-block info
2021-09-15 16:10:43 +02:00
Stéphane Adjemian (Ryûk)
13c6cf86ce
Cosmetic change (code factorization).
2021-09-15 13:45:39 +02:00
Stéphane Adjemian (Ryûk)
32b8d6c72a
Remove unnecessary condition.
2021-09-15 13:45:39 +02:00
Stéphane Adjemian (Ryûk)
60c8ed1948
Fix bug, pac.bgp.set should also work with exogenous variables.
2021-09-15 13:45:39 +02:00
Sébastien Villemot
809d313b7e
Merge branch 'planner_matlab_2014' into 'master'
...
evaluate_planner_objective.m: compatibility fix for older Matlab versions
See merge request Dynare/dynare!1924
2021-09-15 11:34:09 +00:00
Johannes Pfeifer
85a5a5633c
evaluate_planner_objective.m: compatibility fix for older Matlab versions
...
Use single quotes
2021-09-14 19:35:42 +02:00
Sébastien Villemot
4346903c65
Various Octave compatibility issues
...
Also improve on e42cf2e5b4
for the compatbilitity
with MATLAB < R2016a in occbin.write_regimes_to_xls.m.
2021-09-14 17:55:55 +02:00
Johannes Pfeifer
334020fc46
evaluate_planner_objective.m: fix wrong timing in setting of shocks
2021-09-11 09:44:36 +02:00
Johannes Pfeifer
0d483ff85f
evaluate_planner_objective.m: Factorize setting of initial condition
...
also takes care of initially set shocks
2021-09-11 09:44:35 +02:00
NormannR
acdad93822
Fixing the regression in behavior in evaluate_planner_objective (Ref: #1680 )
...
- evaluate_planner_objective now returns conditional welfare depending on the initial value of the Lagrange multipliers when it is suitable to do so
- histval blocks are no longer ignored
2021-09-11 09:44:35 +02:00
Sébastien Villemot
ee0a4eb001
Reporting: fix detection of pdflatex on Debian Bookworm
2021-09-09 11:30:04 +02:00
Sébastien Villemot
d54f2dd609
dseries submodule update
...
— fix detection of x13as on Debian bookworm/sid
— add ability to use self-compiled x13as on macOS
— add ISO 8601 weeks
— generalize isleapyear routine for vector of integers
2021-09-09 11:03:35 +02:00
Sébastien Villemot
e42cf2e5b4
Various MATLAB R2014a compatibility fixes
2021-09-08 14:15:49 +02:00
Stéphane Adjemian (Charybdis)
f1bf12c601
Apply patch from d440b7082
for (VAR based) expectations in PAC.
...
Fix the computation of h1 and h0 if the auxiliary model (VAR) has a constant.
2021-09-07 18:39:52 +02:00
Stéphane Adjemian (Ryûk)
d440b70820
Fix var expectation weights when auxiliary model has a constant.
...
Increment index variables_id_in_var if constant is present in VAR model (first position in the Companion representation)..
2021-09-07 00:36:34 +02:00
Stéphane Adjemian (Ryûk)
4cf1a358ee
Fix growth neutrality correction in PAC/MCE equation.
2021-09-01 11:27:42 +02:00
Stéphane Adjemian (Ryûk)
380fd84cb3
Fix NLS estimation routine.
...
Closes #1798
2021-09-01 10:37:17 +02:00
Sébastien Villemot
7c0af1ce48
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1920
2021-08-31 13:52:20 +02:00
Sébastien Villemot
757c0dd4cb
Merge branch 'k_order_simult' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1914
2021-08-31 13:51:43 +02:00
Johannes Pfeifer
cba00755b1
stab_map_2.m: Only do skipline if actual printing happens
2021-08-31 11:13:37 +02:00
Johannes Pfeifer
54203f499e
dynare_sensitivity.m: fix dead link
2021-08-31 11:13:02 +02:00
Johannes Pfeifer
a2c60dba11
simult_.m: simulate user-requested order with k_order_solver
...
Also prevent inconsistent simulations
2021-08-30 19:36:51 +02:00
Sébastien Villemot
55850f465d
Merge branch 'noconstant' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1916
2021-08-30 16:37:55 +02:00
Sébastien Villemot
b8a9dae60a
Merge branch 'mode_check' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1915
2021-08-30 16:36:57 +02:00
Sébastien Villemot
f60043768b
Merge branch 'lyap' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1913
Closes : #1078
2021-08-30 16:16:27 +02:00
Sébastien Villemot
d6483ef3f8
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1903
2021-08-30 16:13:29 +02:00
Johannes Pfeifer
83ea804fcc
estimation: remove invalid check for presence of constant
...
a zero steady state is a local property depending on the parameter vector; if initial evaluation to true, the constant was ignored
2021-08-20 13:31:48 +02:00
Johannes Pfeifer
459fce927b
mode_check.m: take care of almost binding bounds
2021-08-20 13:29:37 +02:00
Johannes Pfeifer
58b336b263
mode_check.m: fix logical condition that may otherwise lead to 0 size of interval
2021-08-20 13:09:06 +02:00
Stéphane Adjemian (Charybdis)
d3678edbbe
Add try/catch block (cherry-picking failures).
...
Close and delete generated file if cherry picking fails for any reason.
2021-08-19 13:03:44 +02:00
Johannes Pfeifer
f273c09e71
lyapunov_solver.m: make baseline compatible with sparse matrices
2021-08-19 11:16:24 +02:00
Stéphane Adjemian
8228a32d5c
Merge branch 'block_fixes' into 'master'
...
Fix two bugs for block decomposed models
See merge request Dynare/dynare!1911
2021-08-17 17:18:18 +00:00
Stéphane Adjemian
8ae7b23843
Merge branch 'occbin_output' into 'master'
...
Occbin: remove redundant output
See merge request Dynare/dynare!1910
2021-08-17 17:15:07 +00:00
Johannes Pfeifer
5e29a6082f
dr_block.m: make sure zx has correct dimensions if no initval is present
...
Also do earlier check for loglinear option
2021-08-17 14:26:28 +02:00
Johannes Pfeifer
60bf0fd387
block_kalman_filter: request missing output argument
2021-08-17 14:25:31 +02:00
Johannes Pfeifer
a27bc872ad
execute_prior_posterior_function.m: move error in correct, transform error into warning
2021-08-17 11:06:01 +02:00
Johannes Pfeifer
0b491b3b09
Estimation: fix header column widths in display of results
2021-08-17 10:57:53 +02:00
Johannes Pfeifer
e944b783b9
method_of_moments: move to separate namespace
2021-08-16 14:08:31 +02:00
Johannes Pfeifer
341aca25ad
Liu West: Remove redundant option
2021-08-16 12:34:10 +02:00
Johannes Pfeifer
bfd92e79a7
Occbin: udpate options
2021-08-16 11:37:53 +02:00
Stéphane Adjemian (Charybdis)
1c54eb21d2
Cosmetic change (remove trailing spaces).
2021-08-16 11:19:28 +02:00
Willi Mutschler
a5995aec03
MoM: Check availability of optim toolbox for default mode_compute
...
lsqnonlin is an optimization algorithm that is specifically well suited for minimizing quadratic objectives, so I would like to have it as default. However, we fallback to csminwel if the optimization toolbox for Matlab or optim for Octave are not available.
2021-08-16 10:58:35 +02:00