Commit Graph

9609 Commits (6adf1c26392d737dc31844aa3add0441e040f4a8)

Author SHA1 Message Date
Johannes Pfeifer 6adf1c2639
Various cosmetic changes to functions 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 709ef9230f
get_the_name.m: do not pass full options structure as input 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 0ba91259d8
GSA: cosmetic fixes to log_trans_.m and gsa_skewness.m 2023-12-07 12:11:38 +01:00
Johannes Pfeifer dce0967deb
GSA: replace deprecated hist() syntax under MATLAB 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 392721097c
Identification: various cosmetic fixes 2023-12-07 12:11:38 +01:00
Johannes Pfeifer bf6d88a472
Remove globals from identification and GSA
Incidentally cleans up files and fixes LaTeX output
2023-12-07 12:11:36 +01:00
Johannes Pfeifer 526e6841b1 Sampling_Function_2.m: clean up and fix wrong logical conditions 2023-12-04 12:07:58 +01:00
Johannes Pfeifer c21199a3e9 prior_draw.m: remove wrong note 2023-12-04 12:07:57 +01:00
Johannes Pfeifer 36a4ad0fbc Fix Remove globals and clean up map_ident_.m and friends 2023-12-04 12:07:56 +01:00
Johannes Pfeifer f218127220 GSA: remove globals from various routines 2023-12-04 12:07:46 +01:00
Johannes Pfeifer d5f7fbe96a redform_screen.m: remove globals 2023-11-28 21:11:03 +01:00
Johannes Pfeifer d29228bb5f dynare_sensitivity: clean up file 2023-11-28 21:11:03 +01:00
Johannes Pfeifer 152991864d GSA: cleanup and removal of globals in filt_mc_.m 2023-11-28 21:11:03 +01:00
Johannes Pfeifer f8a0a99683 dynare_sensitivity.m: add dollar signs for TeX output 2023-11-28 21:11:02 +01:00
Johannes Pfeifer 5060f246ea GSA: Remove globals and clean up map_ident_.m and friends 2023-11-28 21:11:02 +01:00
Johannes Pfeifer 4199f57788 GSA scatter plots: clean up files and enable TeX-output 2023-11-28 21:11:02 +01:00
Johannes Pfeifer 94c1343671 identification_analysis.m: remove global inputs 2023-11-28 21:11:02 +01:00
Johannes Pfeifer a80ead7d94 map_ident_.m: clean up and remove globals 2023-11-28 21:11:02 +01:00
Johannes Pfeifer da438d5099 Clean up Morris_Measure_Groups.m 2023-11-28 21:11:01 +01:00
Johannes Pfeifer ffaf6c8559 ident_bruteforce.m: remove globals 2023-11-28 21:11:01 +01:00
Sébastien Villemot c3d91d5ce8
Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy
If a solution corresponding to 100% of the shock can’t be found in the first
informational period, marginal linearization will be performed to extrapolate a
solution.

However, in subsequent informational periods, this extrapolated solution cannot
be used for the initial conditions of endogenous variables, because the initial
conditions are not a true solution of the nonlinear model. For those subsequent
informational periods, the correct approach is to compute the two solutions
needed for marginal linearization using as initial conditions the values
obtained in the same two solutions for the previous informational
periods (stored as oo_.deterministic_simulation.{sim1,sim2}).
2023-11-28 16:26:49 +01:00
Sébastien Villemot c6c6f4f549
perfect_foresight_solver + homotopy + (marginal) linearization: store intermediate simulations
First simulation before doing extrapolation is stored in several fields of
oo_.deterministic_simulation.sim1.

For marginal linearization, the second simulation used to compute the marginal
contribution is stored in oo_.deterministic_simulation.sim2.
2023-11-28 12:29:34 +01:00
Sébastien Villemot ccff7d3560 Merge branch 'tex_identification' into 'master'
Fix LaTeX Output in identification command for advanced option

See merge request Dynare/dynare!2209
2023-11-27 15:13:19 +00:00
Johannes Pfeifer e718402357 mode_check.m: fix LaTeX output on Windows by using slash 2023-11-27 14:19:13 +01:00
Johannes Pfeifer 59c9f70a7d identification: fix latex output 2023-11-27 14:18:58 +01:00
Sébastien Villemot b220be6d3e
Merge branch 'mcmc_diag' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2212
2023-11-24 10:38:49 +01:00
Johannes Pfeifer d0e99daf9a mcmc_diagnostics.m: compute Geweke and Raftery/Lewis also with more than one chain 2023-11-23 16:59:02 +01:00
Sébastien Villemot f62d76cbcf
Merge branch 'shock_decomp' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2211
2023-11-23 14:51:26 +01:00
Johannes Pfeifer 07d859d018 graph_decomp.m: make sure figure fits on screen and close button is accessible 2023-11-23 01:27:10 +01:00
Sébastien Villemot b513214570
perfect_foresight_homotopy: minor simplification 2023-11-22 20:34:03 +01:00
Sébastien Villemot 9545dcc8d9
perfect_foresight_solver.m: improve local functions documentation 2023-11-22 20:34:02 +01:00
Sébastien Villemot 08c9eca8ee
perfect foresight homotopy + marginal linearization: fix percentages in information messages 2023-11-22 20:34:02 +01:00
Sébastien Villemot 701afd2c7c
Consolidate the routines for loading JSON files, now that jsondecode is always available 2023-11-22 17:46:16 +01:00
Sébastien Villemot 1d5a442fe5
Bump minimal required version of Octave to 7.1.0
Incidentally, this means that the JSONlab submodule is no longer needed, so it
is removed in the present commit.

Closes: #1907
2023-11-22 17:46:13 +01:00
Sébastien Villemot d55b6c68f9
Octave compatibility fix: sum(…, 'omitnan') does not exist under Octave
Replace it by nansum from the statistics package.
2023-11-22 17:06:52 +01:00
Sébastien Villemot 72ac69eb97
Octave compatibility: mean(…, 'omitnan') implemented in Octave 8 2023-11-22 16:55:25 +01:00
Sébastien Villemot 7f58e819c6
Bump minimal required version of MATLAB to R2018b
Ref. #1907
2023-11-22 16:00:04 +01:00
Johannes Pfeifer 37f747bb3b CheckPath.m and plot_priors.m: use slash even on Windows to not cause LaTeX-problems 2023-11-21 02:29:04 +01:00
Sébastien Villemot 742a3101b1
Reporting is no longer a submodule 2023-11-17 12:08:56 +01:00
Sébastien Villemot 50a53a22ee
Merge rewritten history of reporting submodule 2023-11-17 11:44:48 +01:00
Johannes Pfeifer b053b96f6a compute_Pinf_Pstar.m: cosmetic changes 2023-11-15 21:39:51 +01:00
Johannes Pfeifer 50ed6b2387 dynare_solve.m: remove display of blocks
Information is rarely helpful but clutters output of model_diagnostics
2023-11-14 08:35:02 +01:00
Johannes Pfeifer b1519b8c3c model_diagnostics.m: add check for non-zero exogenous with OccBin 2023-11-13 18:04:40 +01:00
Stéphane Adjemian (Argos) 666aa46dfb
Add undocumented option for kalman_filter_mex. 2023-11-09 19:00:37 +01:00
Sébastien Villemot 77a7d5c3de
For bytecode+block, use the LBJ implementation in .m
The latter is now much faster than the implementation in the bytecode
MEX (which this commit thus removes).
2023-11-08 17:21:44 +01:00
Sébastien Villemot be648d350b
Much faster .m implementation of LBJ with block option 2023-11-08 17:21:42 +01:00
Sébastien Villemot 0839ff78ae
🐛 sim1_lbj.m: use options_.dynatol.x and not options_.dynatol.f for terminal condition
The maximum error is computed over the change in endogenous (i.e. ΔY).
2023-11-08 17:15:18 +01:00
Sébastien Villemot 4bee919c31
sim1_lbj.m: misc cosmetic changes 2023-11-08 17:15:02 +01:00
Sébastien Villemot 158b7462bf
solve_two_boundaries.m: strip down the number of input arguments 2023-11-08 17:10:29 +01:00
Sébastien Villemot b36507d005
solve_two_boundaries.m: do not modify lambda when stack_solve_algo=4
That algorithm (optimal path length) does not use it.
2023-11-08 17:09:34 +01:00