9fa64ee0d4
ramsey_policy and estimation: remove incorrect check about number of instruments
...
These should only be warnings, and they are already implemented in
model_diagnostics (see 39ae080997
2023-03-24 12:31:41 +01:00
43190b001f
Fix typo in commit 647ff5cd20
2023-03-17 18:19:03 +01:00
4f52ba0dbc
CI: bump to MATLAB R2023a
2023-03-17 16:32:13 +01:00
13908ee068
Provisions for MATLAB R2023a
2023-03-17 16:32:09 +01:00
5642e994fc
CI: bump to MATLAB R2023a
2023-03-17 16:29:00 +01:00
647ff5cd20
MATLAB compatibility: warning subscripting:noSubscriptsSpecified removed in R2023a
2023-03-17 16:03:37 +01:00
f07d73e63e
CI: use system-wide Octave binary
2023-03-16 17:43:39 +01:00
816e94e9f9
Octave fix: do not change the global recursive delete confirmation setting
...
Only change the setting locally, as is done in isolder.m and
parallel/dynareParallelRmDir.m.
2023-03-16 17:24:18 +01:00
060c694066
model_diagnostics: remove workaround for Octave
...
The rank() and null() functions accept a tolerance argument since at least
Octave 3.8.
2023-03-16 17:24:18 +01:00
441173ec5a
Remove workaround for eig() function under Octave
...
The eig() function has been been able to return the left eigenvectors since at
least Octave 4.4.
2023-03-16 17:24:18 +01:00
b7477ac0b6
cmaes: remove broken local isoctave() function
2023-03-16 17:24:18 +01:00
56ffc87e1c
Remove workaround for gaminv() bug fixed in Octave 4.4
...
See #161 and http://savannah.gnu.org/bugs/?52569
2023-03-16 17:24:18 +01:00
704f3596cb
CI: use system-wide Octave binary
2023-03-16 17:17:19 +01:00
Stéphane Adjemian (Ryûk)
6e0a09f5fa
Add interface to flip endogenous and exogenous variables.
...
Calls to change_type can be done in a file named model-inversion-setup.inc in
the current folder. The file is included, between the declaration of the
exogenous variables and the model block, in the aggregate mod file if and only
if the macrovariable InvertModel exists and is equal to True. To invert a model,
the user just has to run the aggregated mod file with -DInvertModel=True on the
command line.
2023-03-16 14:12:21 +01:00
c8045e2c5e
model_diagnostics.m: fix logic of using block information
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Also fixes bug with rank not working with sparse matrices
2023-03-15 18:11:37 -04:00
ff318d1163
Merge branch 'model_diagnostics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2125
2023-03-13 17:59:43 +01:00
39ae080997
model_diagnostics.m: fix logic of Ramsey instrument checks
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The mapping from economic to steady state instruments is not one-to-one. Trigger warnings instead of errors.
2023-03-13 10:39:06 -04:00
Stéphane Adjemian (Ryûk)
7583790851
Improve error message.
2023-03-09 11:25:04 +01:00
Stéphane Adjemian (Ryûk)
a3b249c375
Update dseries submodule (fill_ method).
2023-03-08 18:16:11 +01:00
Stéphane Adjemian (Ryûk)
0d39cab9e1
Add option to print parameter values.
2023-03-04 22:31:54 +01:00
Stéphane Adjemian (Ryûk)
c006645c7f
Remove output argument.
2023-03-04 20:10:50 +01:00
Stéphane Adjemian (Ryûk)
2ab19c1aa9
Do not compute variables if they are not returned.
2023-03-04 20:10:06 +01:00
Stéphane Adjemian (Ryûk)
656a7bf867
Cosmetic changes.
2023-03-04 18:03:59 +01:00
Stéphane Adjemian (Ryûk)
f6a76066f9
Remove warning.
2023-03-04 17:52:50 +01:00
Stéphane Adjemian (Ryûk)
0b9141fdca
Remove and rename routine (print_equations).
...
Also:
- rename first input argument,
- remove second argument (always expand expectations).
2023-03-04 17:49:33 +01:00
Stéphane Adjemian (Ryûk)
a0d53277c1
Fix condition (variable name can have less than characters).
2023-03-04 17:13:45 +01:00
f02d66ce7c
moment_function: remove unused function
2023-03-01 16:47:42 +01:00
a2591c474e
selif: remove unused function
2023-03-01 16:44:05 +01:00
845eac99d3
bicgstab_: remove unused function
2023-02-17 22:01:32 -05:00
f5523c7bab
bksupk: remove unused function
2023-02-17 22:01:32 -05:00
62805b7183
perfect_foresight_simulation + bksup0: remove unused functions
2023-02-17 22:01:32 -05:00
f938014e84
bksup1: turn into a local function of sim1_lbj
2023-02-17 22:01:32 -05:00
24f689b2de
restricted_steadystate: turn into local function of evaluate_steady_state_file
2023-02-17 22:01:28 -05:00
6bddbca01d
bytecode_steadystate: turn into a local function of evaluate_steady_state
2023-02-17 22:01:25 -05:00
1a421d93dd
steady: turn homotopy{1,2,3} into local functions
2023-02-16 14:22:27 -05:00
2c44923384
No longer turn off output pagination
...
The “more off” command is incompatible with MATLAB Online.
Moreover, output pagination is disabled by default on MATLAB and on
Octave (since version 4 for the latter), so in most cases that command would do
nothing.
Incidentally, this allows users to enable output pagination should they want
to.
[skip ci]
2023-02-08 11:02:29 -05:00
65053667cf
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command
2023-02-07 14:49:00 -05:00
d6370a6d28
Merge branch 'occbin_init_smo' into 'master'
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occbin enhancements and bug fixes
See merge request Dynare/dynare!2123
2023-02-07 14:23:14 +00:00
be698d5f98
Perfect foresight + homotopy: add missing newline
2023-02-06 15:14:02 -05:00
63a299f64e
new error codes introduced and applied for occbin smoother.
...
- 321 when simulation within occbin smoother fails
- 322 when occbin smoother does not converge.
2023-02-06 14:58:42 +01:00
f565a0a84a
bug fix and avoid missing output arguments and when smoother exits after non convergence of simulation.
2023-02-06 11:39:24 +01:00
f0aa2fb86f
cosmetic change
2023-02-03 14:25:59 +01:00
b886de92dc
trap case when simulation does not converge within smoother
2023-02-03 14:25:32 +01:00
cdd195576e
store binding_indicator_history once it has been set
2023-02-03 14:24:58 +01:00
783c237d17
evaluate set_prior only when needed
2023-02-03 14:21:02 +01:00
035db8b8c4
bug fixes when using guess regime
2023-02-03 14:20:51 +01:00
77e87be48b
try with base regime before returning error
2023-02-03 14:20:39 +01:00
22e6fb1814
make sure also ALL updated variables in period 1 are reconstructed with smoother_redux. test model changed accordingly.
2023-02-03 14:20:28 +01:00
7132cb593e
bug fix for init variables to be defined only with occbin PKF
2023-02-03 14:20:16 +01:00
50aa20c742
eliminate buggy and useless check for existence of guess regime variable. this may create bugs in running PKF update step!
2023-02-03 14:20:02 +01:00
e51a30eaf5
Bug fix for the case where no prior is defined for estim params
2023-02-03 14:19:50 +01:00
a346639020
when filter is NOT diffuse, allow likelihood to handle violation of constraints in period 1.
2023-02-03 14:19:28 +01:00
6598d615d1
in some cases, order is not yet set to 1
2023-02-03 14:19:16 +01:00
a91c36f920
first_period_occbin_update is an index, not a boolean
2023-02-03 14:19:05 +01:00
74acb2d1f5
bug fix using index t
2023-02-03 14:18:54 +01:00
21c9d59e8c
incorporate information about states in period 0 for occbin with smoother_redux
2023-02-03 14:18:32 +01:00
0622f01f4e
filter out t=1 when storing aalphahat and eetahat
2023-02-03 14:18:21 +01:00
b90dff1986
retrieve states in period 0 from smoother and deploy this to:
...
- allow having binding regimes in period 1 with occbin
- further improve recovering of smoothed variables in period 1 under smoother_redux option
2023-02-03 14:18:10 +01:00
5aca770931
perfect_foresight_with_expectation_errors_{setup,solver}: fix bugs with several exogenous
...
Closes : #1883
2023-01-24 15:02:07 +01:00
538f38d269
Merge branch 'occbin_debug' into 'master'
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missing_observations_kalman_filter.m: provide debugging information on PKF problems
See merge request Dynare/dynare!2122
2023-01-23 10:39:17 +00:00
4307711c60
missing_observations_kalman_filter.m: provide debugging information on PKF problems
2023-01-19 11:57:35 +01:00
cfaf5a685d
Preprocessor: actually obey the “mfs” option for the static model
...
As a consequence, fix steady state computation when mfs > 0.
2023-01-17 19:08:32 +01:00
8aabdaee9c
Consolidate functions for solving steady state with block and/or bytecode
2023-01-17 15:25:47 +01:00
7b6058509f
Drop unused function
2023-01-17 14:48:36 +01:00
005769210a
Drop unused function
2023-01-17 14:47:52 +01:00
5342476196
Drop unused function
2023-01-17 14:46:50 +01:00
023afc7ebb
Drop unused function
2023-01-17 14:46:46 +01:00
1c5c1639e1
Drop unused function
2023-01-16 14:38:09 +01:00
e5f100b152
Drop unused function
2023-01-16 14:38:06 +01:00
c187d0ead9
Drop unused function
...
It should probably have been removed in 9c6e219990
2023-01-16 14:38:03 +01:00
8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter
2023-01-13 16:57:49 +01:00
Stéphane Adjemian (Ryûk)
91dd917d62
Cosmetic/Efficiency changes.
...
- Use bsxfun for centering data if possible,
- Factorise LU decomposition,
- Remove useless operations during the presampling step.
2023-01-12 17:45:51 +01:00
e250067959
Use sparse representation for block-decomposed perfect foresight and steady state computation
...
Ref. #1859
2023-01-12 16:28:02 +01:00
3c55aa57e1
Use sparse representation for evaluating the static model
...
We also take advantage of the fact that the non-block version is always
available next to the block one, so when we are only interested in the residual
as a whole, we simplify by using the non-block version.
2023-01-10 16:21:44 +01:00
b343f0231d
Ensure that generated sparse MEX files are unloaded before the preprocessor is run
...
This workaround already existed for the legacy representation.
2023-01-10 16:07:29 +01:00
0b0a4ef386
dsge_likelihood.m: flag analytical_derivation as incompatible with endogenous_prior
2023-01-09 17:57:18 +01:00
f84753025d
Bytecode: the block and non-block versions now coexist in parallel
...
As a consequence, a new “block_decomposed” option of the bytecode MEX has been
introduced to explicitly select the block-decomposed version.
Note that we do not always use the “block_decomposed” option even when the
“block” option has been passed to the user, in situations where the block
decomposition brings nothing (e.g. when evaluating the residuals of the whole
model).
2023-01-09 15:20:46 +01:00
Stéphane Adjemian (Ryûk)
b7693c3273
Add routine for conditional likelihood (first order).
2023-01-06 14:57:45 +01:00
f93a7f7192
Merge branch 'disp_aux_4' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2118
2023-01-04 10:59:21 +01:00
45450651a2
model_info.m: fix display of block decomposition
2023-01-03 16:17:43 +01:00
ead9023cec
Merge branch 'steady_nan' into 'master'
...
steady state computation: trap cases where parameters are NaN
See merge request Dynare/dynare!2119
2023-01-03 11:24:26 +00:00
Stéphane Adjemian (Guts)
5b72a3041c
Use new unit tests interface.
2023-01-02 22:58:20 +01:00
64d61c3268
steady state computation: trap cases where parameters are NaN
2022-12-28 11:48:23 +01:00
1866286fb8
subst_auxvar.m: correctly take care of exo leads and lags
2022-12-21 11:16:41 +01:00
1219f085e7
disp_dr.m: fix display for type 4 auxiliaries
2022-12-20 13:06:05 +01:00
Stéphane Adjemian (Ryûk)
aee541aabe
Update dseries submodule.
2022-12-15 17:25:29 +01:00
a4634cd1b7
dynare_estimation_init.m: set observable mapping for inversion filter if only smoother is used
2022-12-09 13:19:32 +01:00
e7ca989b21
prior_posterior_statistics.m: fix logical condition
2022-12-05 14:52:03 +01:00
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
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
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
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
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
2c879cc64c
compute_trend_coefficients.m: fix header
2022-11-18 22:04:07 +01:00
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
3184db12f2
Merge branch 'occbin_smoother' into 'master'
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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
03f93c5329
bug fix with steady state when plotting the expand of groups of shocks
2022-11-15 23:10:38 +01:00
b0ce054c00
missing line that stores info on violation of constraint in expectation (needed to check for periodic solutions)
2022-11-15 23:09:48 +01:00
7075e05ddf
Merge branch 'cosmetic' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2096
2022-11-07 14:21:26 +01:00
d602453bb6
CI: bump to Octave 7.3.0
2022-11-07 14:11:27 +01:00
3a5e38f49c
CI: bump to Octave 7.3.0
2022-11-07 14:10:57 +01:00
5dbbe6d72c
compute_Pinf_Pstar.m: fix header
2022-11-07 10:12:34 +01:00
b336fbeb0d
Merge branch 'occbin_features' of git.dynare.org:rattoma/dynare
...
Ref. !2094
2022-11-04 14:59:06 +01:00
a1e0c35c1f
bug fix when max_check_ahead_periods interacts with curb_retrench
2022-11-04 11:20:52 +01:00
2f23604824
new option max_check_ahead_periods (renaming old undocumented option max_periods), that truncates the number of periods for which agents check ahead the regime (a sort of myopic behavior beyond max_check_ahead_periods),
...
the option is valid for simul, smoother and likelihood.
2022-11-04 11:17:37 +01:00
ee200a03b8
isoctave: performance improvement
...
Explicitly specify that OCTAVE_VERSION is a builtin. Otherwise the call to
“exists” will look for a file, among other things, which takes a lot of time.
2022-11-02 17:54:58 +01:00
720de52702
Make get_equation_number_by_tag more robust
...
The implementation was relying on the fact that in M_.equations_tags, all
equations have a name tag and they appear in the order given by equation
numbers. There is no guarantee that this will always be the case, so use a more
robust approach.
By the way, improve the implementation of get_equation_name_by_number.
2022-10-26 14:18:59 +02:00
5f6946a1b9
Display equation names in “model_info” command
2022-10-25 18:41:17 +02:00
befc6f59b9
Improve comments
...
[skip ci]
2022-10-24 18:05:15 +02:00
e31b313776
cosmetic change
2022-10-20 19:09:52 +02:00
d0150997f6
accept periodic solution in simulations ONLY IF two regimes differ by one period, to avoid pathological solutions.
...
We also do not check for periodicity when check ahead periods have been increased endogenously, again to avoid mis-identified periodicity.
Any other type of periodicity, is flagged as non-convergence with error code 313 (infinite loop of solutions).
2022-10-20 16:13:34 +02:00
2ccd3d4a0e
if max_periods is set to finite number, enforce algorithm to check ahead ONLY until max_periods (i.e. when we want agents to be myopic beyond some future period)
2022-10-20 16:11:01 +02:00
3765ef77cd
add option reset_check_ahead_periods_in_new_period:
...
when performing stochastic simulations, check ahead periods may increase endogenously at some point for regimes very long in expectation. such longer check ahead periods may considerably slow down convergence in subsequent periods, so users may want to avoid this.
2022-10-20 16:10:14 +02:00
f8adfa3fa5
with smoother_redux, factor out definition of nk to reconstruct filtered variables, and use a local variable nk (so options_.nk may remain empty).
2022-10-20 15:30:37 +02:00
bb9e45d0d0
max size for QMC is 1111
2022-10-20 15:14:39 +02:00
1a46c1dc89
impede prior_trunc=0 when doing sensitivity
2022-10-20 15:14:09 +02:00
eb41618614
trap errors also in univariate update step for occbin
2022-10-20 15:06:36 +02:00
ce21248e97
set noprint = true when simulating, to avoid crashes; only save info1 file under debug option
2022-10-20 15:06:26 +02:00
eb6f17e783
check if initial states are empty, and set them to zero.
2022-10-20 15:05:39 +02:00
cbbbdf4b3d
make_y_.m: fix interaction with steady_state_model
...
closes https://git.dynare.org/Dynare/dynare/-/issues/1866
2022-10-13 16:33:58 +02:00
fe0606ae06
logarithmic_reduction.m: use positive penalty add-on
2022-10-11 16:13:03 +02:00
5226db4b3c
logarithmic_reduction.m: add missing error codes
2022-10-11 16:12:03 +02:00
afb044c23e
Fix cycle reduction:
...
(i) making the norms consistent between cycle_reduction and its test;
(ii) remove hard errors in cycle_reduction Fortran and Matlab routines
2022-10-11 12:11:30 +02:00
855887b249
Implements a logarithmic reduction Fortran routine and the associated test
2022-10-11 12:11:06 +02:00
3ea0baf21e
Matlab logarithmic reduction: making norms and error codes consistent with cyclic reduction codes
2022-10-11 09:51:22 +02:00
e8444c16a7
Merge branch 'kalman_algo_3' into 'master'
...
kalman_update_algo_3.m: correct options name
See merge request Dynare/dynare!2090
2022-10-10 15:36:03 +00:00
95a15815a8
kalman_update_algo_3.m: correct options name
2022-10-08 18:01:05 +02:00
7874c302a0
Cycle reduction: account for new error codes
2022-10-03 17:15:20 +02:00
5b8fee5237
Merge branch 'cycle_reduction_fortran' of git.dynare.org:normann/dynare
...
Ref. !2085
2022-10-03 14:40:55 +02:00
d17204cc84
Implements a cycle reduction Fortran routine and the associated test.
...
The Fortran routine replaces the former Matlab code in matlab/cycle_reduction.m
2022-10-03 14:38:12 +02:00
2ab174aa8c
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2087
2022-10-03 14:31:35 +02:00
9938f08790
Merge branch 'occbin_error' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2086
2022-10-03 14:31:02 +02:00
7af14aaa0d
Fix cycle_reduction.m:
...
- a condition of an if-then-else block is never fulfilled
- dimensions are inconsistent in the solution-check output message
2022-10-03 11:21:15 +02:00
d5d3e9060b
calibrate_mh_scale_parameter.m: fix typo in error message
...
[skip CI]
2022-09-30 14:01:34 +02:00
5defbdeb92
dsge_likelihood.m: add missing penalty for Occbin
2022-09-30 09:55:00 +02:00
1b12d9e44b
Fixes local_state_space_iteration_3_test: sets a default value for the number of threads local_state_space_iteration_3 may use
2022-09-27 11:03:36 +02:00
39ac1f7628
Particles submodule update
...
This should have gone into !2071 .
2022-09-26 17:55:36 +02:00
4cdb763ea4
Integrates the local_state_space_iteration_3 mex into dynare's bayesian estimation eco-system
...
Should be merged after the mex MR !2045 and the particles MR !16
2022-09-26 09:14:34 +02:00
755c5645a6
Merge branch 'irf' into 'master'
...
Fix posterior IRF generation with loglinear option
See merge request Dynare/dynare!2083
2022-09-21 15:44:11 +00:00
Stéphane Adjemian (Ryûk)
9ea8e17ff2
Update dseries submodule.
...
Add function returning dummy variable in a dseries object.
2022-09-21 10:56:53 +02:00
ee8dfb76c4
Fix posterior IRF generation with loglinear
...
The unlogged steady state was used for both the starting value and the baseline
2022-09-21 10:14:23 +02:00
12ec1ec0e6
PosteriorIRF_core1.m: replace function using globals
2022-09-21 09:29:43 +02:00
be2dd4456d
getIrfShocksIndx.m: replace global variables by inputs
2022-09-21 09:27:43 +02:00
945379a318
resol.m: use isempty instead of length
2022-09-21 09:25:06 +02:00
9506e723c9
ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082
2022-09-20 12:42:04 +02:00
128eaa2da5
Add SMC samplers.
...
Ref. !2005
2022-09-19 16:32:28 +02:00
83836350e0
Merge branch 'stacked' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2079
2022-09-19 16:25:21 +02:00
ef5f25c17a
Merge branch 'model_inversion' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2080
2022-09-19 16:22:42 +02:00
7721ea041c
Amends particle filters to use the local_state_space_iteration_3 mex
2022-09-19 15:43:10 +02:00
7fac60f5f6
Fix auxiliary_particle_filter.m: strange iteration range `for i=1:size(nodes)`
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All hunks depending on this loop amended
2022-09-19 15:16:29 +02:00
ea01f8f22a
Fix online_particle_filter.m: wrong condition for pruning in terms of order selection
2022-09-19 06:53:13 +01:00
cf7b06e96d
perfect-foresight-models/solve_stacked_problem.m: restore compatibility with Matlab before auto expansion was introduced
2022-09-16 19:27:23 +02:00
43978cada3
mom.optimal_weighting_matrix.m: assure symmetry of W_opt
2022-09-16 11:15:15 +02:00
2c063175de
CI: bump to MATLAB R2022b
2022-09-15 15:59:32 +02:00
36a7b019fc
Provisions for MATLAB R2022b
2022-09-15 15:59:32 +02:00
9540313b93
CI: bump to MATLAB R2022b
2022-09-15 15:43:31 +02:00
73ca68e052
model_inversion: Header cosmetics
2022-09-15 10:16:05 +02:00
68b527f8a7
Merge branch 'sim1' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2076
2022-09-13 17:36:26 +02:00
ac238ce625
dseries: fix bug in @dseries/plot in relation to “hold on”
2022-09-13 17:34:40 +02:00
66fa6e6742
sim1_purely_backward.m: fix typo
2022-09-13 13:52:29 +02:00
9b787d8417
Merge branch 'mcp_steady' into 'master'
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Provisions for solving steady state with MCP-tag
See merge request Dynare/dynare!1877
2022-09-13 09:26:08 +00:00
3fbab4cbe0
Provisions for solving steady state with MCP-tag
2022-09-12 17:18:16 +02:00
b071e85214
Merge branch 'lmmcp' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2067
2022-09-12 16:58:05 +02:00
6437fc0fce
Merge branch 'model_debug' into 'master'
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model_diagnostics.m: use boolean for debug option as block_trust_region expects it
See merge request Dynare/dynare!2066
2022-09-08 15:30:55 +00:00
27075fa8eb
Merge branch 'path' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2073
2022-09-06 12:29:44 +02:00
d92fa5db17
CI: bump to Octave 7.2.0
2022-09-06 11:20:54 +02:00
550e48884a
CI: bump to Octave 7.2.0
2022-09-06 11:17:59 +02:00
0225cb23ac
Path solver: trigger lmmcp flag
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Solves https://git.dynare.org/Dynare/dynare/-/issues/1720 for PATH solver
2022-09-06 09:34:20 +02:00
85a894efde
lmmcp: display norm of residuals in homotopy
2022-09-01 13:00:09 +02:00
Stéphane Adjemian
4aa47e521c
Merge branch 'Cosmetics' into 'master'
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Cosmetic fixes to various functions
See merge request Dynare/dynare!2072
2022-08-31 14:57:16 +00:00
Stéphane Adjemian (Ryûk)
ca31a087f8
Fix typo (remove trailing underscore to option variable).
2022-08-31 15:26:09 +02:00
6872d8b0d1
Various cosmetic fixes
2022-08-31 14:58:00 +02:00
Stéphane Adjemian
d8baeb8f41
Merge branch 'diag' into 'master'
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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
9e048c2428
cmaes.m: allow suppressing warning
2022-08-29 13:35:35 +02:00
ba9ca26bf6
model_diagnostics.m: fix options_-name
2022-08-28 13:30:21 +02:00
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
905e7c4344
load_results_after_load_mh: fix location of file
2022-08-10 12:55:00 +02:00
3c0f8ec624
bug fixes in error traps in PKF update steps
2022-07-29 16:39:59 +02:00
df09084a89
posterior_sampler_initialization.m: save missing ProposalCovariance for mh_recover
2022-07-28 11:12:18 +02:00
82a2717181
Remove unused metropolis_hastings_initialization.m
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Remnant of refactorization in 4445f17e
2022-07-28 11:03:37 +02:00
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
253c87b894
model_diagnostics.m: allow setting tolerance for singularity checks starting with Matlab 2022a
2022-07-27 13:15:29 +02:00
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
6d03a65488
bug fix for smoother_redux and state uncertainty with OCCBIN
2022-07-26 18:07:39 +02:00
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
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
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
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
9bc71dffde
dynare_estimation_1.m: fix typo
2022-07-26 14:36:25 +02:00
59882e803b
store_smoother_results.m: correctly set input arguments
2022-07-26 14:35:36 +02:00
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
906062cfe5
fix bug in ambiguity in the first regime stored, between 01 10 and 11.
2022-07-26 12:44:55 +02:00
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
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
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
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
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
13709f6853
Add “fsolve_options” option to “steady” command
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Closes : #1856
2022-07-22 14:35:19 +02:00
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
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
84d744ea75
Merge branch 'DM' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2049
2022-07-05 17:09:31 +02:00
0a9dc0137a
k_order_welfare MEX: fix documentation of output arguments
2022-07-05 11:55:33 +02:00
35a25b8fb5
dyn_forecast.m: gracefully exit if decision rules and remove unused output argument
2022-07-04 17:33:20 +02:00
5d048b998d
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2047
2022-07-04 15:15:47 +02:00
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
0f64652a73
identification_checks.m: fix comment
2022-06-28 09:44:05 +02:00
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
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
74672bb294
DsgeSmoother.m: delete redundant line
2022-06-27 11:23:19 +02:00
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
2022-06-17 16:48:35 +02:00
5ccd5f2613
Revert "More explicit message when the Dulmage-Mendelsohn decomposition returns a non-square block"
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This reverts commit fa71d4712d#1851
2022-06-16 18:05:14 +02:00
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
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
1b4a4c8778
shock_decomposition.m: correctly pass initial date for plotting
2022-06-08 16:03:36 +02:00
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
3575afdf1d
save info1 file only under debugging
2022-06-02 09:52:48 +02:00
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
12c4e03d7b
bug fixes in retrieving the k-step ahead predictions and updated variables from occbin simulations
2022-06-02 09:52:47 +02:00
16bc2b3e5e
plot_shock_decomposition: filter out other forbidden characters (parentheses and dot) for field name
2022-06-02 09:52:21 +02:00
61632ef28f
marginal_density.m: make computation of log(det(sigma)) robust numerically
2022-06-02 09:51:12 +02:00
48ec0a60e8
Trap the case when Q is null matrix
2022-06-02 09:49:38 +02:00
8ac72590da
PKF: document incompatibilities and throw proper errors if triggered
2022-05-31 17:40:03 +02:00
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
5f403e9f62
Merge branch 'solve1' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2035
2022-05-25 18:49:38 +02:00
c9fd266cbb
solve1.m: trap zero Jacobian case
2022-05-25 14:31:12 +02:00
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
cf548b467d
dsge_likelihood.m: distinguish PKF problems with singularity in other KFs
2022-05-25 14:15:29 +02:00
c623696b4b
kalman_update_algo_1.m: properly set array dimensions
2022-05-25 14:15:18 +02:00
93ae4849b7
missing_observations_kalman_filter.m: remove unused output whose dimensions grow over time
2022-05-25 12:55:05 +02:00
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
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
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
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
962d66807c
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2025
2022-05-19 14:53:35 +02:00
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
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
b037bc9438
GSA sampling from prior range: replace infinity by huge number to avoid NaN
2022-05-17 18:29:42 +02:00
9f265c5b5b
stab_map_.m: remove redundant and commented out code to make file readable
2022-05-17 18:29:05 +02:00
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
1f2e22712f
Merge branch 'tolx' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2028
2022-05-17 18:23:37 +02:00
26db005e61
evaluate_planner_objective.m: add warning if planner discount is not smaller than 1
2022-05-17 18:10:56 +02:00
9b45886526
dyn_ramsey_static.m: remove unnecessary piece of code
2022-05-17 15:31:19 +02:00
31ea784a5c
dynare_solve.m: honor tolx in fsolve
2022-05-17 15:27:21 +02:00
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
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
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
737524d182
model_diagnostics.m: add check for potential naming conflict
2022-05-04 13:05:27 +02:00
63a116fb28
New += and *= syntaxes in “endval(learnt_in=…)” blocks
2022-05-03 17:46:59 +02:00
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
b084c2e931
Perfect foresight with expectation errors: move computation of terminal steady states to the setup command
...
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
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
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
e58552d914
Merge branch 'occbin_error' into 'master'
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Occbin: filter out problems in solving the baseline model
See merge request Dynare/dynare!2021
2022-04-28 13:04:53 +00:00
6536e135cb
Occbin: filter out problems in solving the baseline model
2022-04-28 13:33:48 +02:00
Stéphane Adjemian (Charybdis)
8b197bf71c
Remove duplicate assignments for parameters.
2022-04-28 12:58:22 +02:00
Stéphane Adjemian (Charybdis)
1d22285043
Throw a warning if a parameter has no value.
2022-04-28 12:58:22 +02:00
a600336c92
New “add” and “multiply” keywords in “shocks(learnt_in=…)” block
2022-04-26 15:22:15 +02:00
7dda3c7985
Preprocessor update
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— Reject exogenous deterministic variables in a few places where they were
erroneously accepted
– Use booleans for “exo_det” and “multiplicative” fields of M_.det_shocks
— Add checks on the value of the “learnt_in” option of “shocks” and “endval”
2022-04-26 14:52:31 +02:00
b6dc32621f
Merge branch 'simult' into 'master'
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simult.m: fix saving of binary file
See merge request Dynare/dynare!2020
2022-04-25 12:52:22 +00:00
6805cad636
simult.m: fix saving of binary file
2022-04-23 19:41:51 +02:00
8488674ce4
New shocks(learnt_in=…) and endval(learnt_in=…) blocks
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For use with perfect_foresight_with_expectation_errors_setup.
2022-04-21 17:10:52 +02:00
c06be7fefd
Octave 7 fixes bug in mkdir which now creates parent directory
2022-04-20 10:36:56 +02:00
Stéphane Adjemian (Charybdis)
931a9ba336
Use residuals and jacobian matrix returned by fsolve routine.
2022-04-19 19:20:20 +02:00
Stéphane Adjemian (Charybdis)
4d646ba30b
Fix evaluation of the dynamic model.
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Call the wrapper instead of the dynamic routine.
2022-04-19 19:15:21 +02:00
ce7540747b
dynare_solve: fix bug introduced in ef2bb4e669
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The feval(f, x, args{:}) call would fail under Octave because the contents of
args{:} would be appended twice (hence too many input arguments error).
The same bug would materialize under MATLAB for errorcode>1.
2022-04-19 17:52:37 +02:00
Stéphane Adjemian (Charybdis)
63224ed45d
Bug fix (display of problematic equations).
2022-04-19 16:33:29 +02:00
Stéphane Adjemian (Charybdis)
b9f7733c6b
Fix cherrypick routine.
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Was failing when model contain variable and parameter names ending with the name
of a built-in function.
Closes #1813
2022-04-17 10:14:15 +02:00
eb6a801bca
CI: bump to Octave 7.1.0
2022-04-15 14:33:02 +02:00
715aff891a
Octave 7 fixes bug related to generated files in +package folder
2022-04-15 14:33:02 +02:00
971a89fb73
Octave 7 now has ordqz (and ordeig was implemented in Octave 5)
2022-04-15 14:33:02 +02:00
b7c74f8e9a
Octave 7 now has jsondecode
2022-04-15 14:33:01 +02:00
ec5468c431
Octave 7 compatibility fix: suppress spurious warnings
...
In this version of Octave, “warning on” really enables all warnings (while this
was not the case in Octave 6, suprisingly; I think this used to be different
with even older Octave releases).
We therefore need to explicitly disable the Octave:array-as-logical warnings,
that is triggered by some internal Octave functions.
We also need to be careful to call “warning_config” instead of “warning on”
when restoring warnings to their default state.
2022-04-15 14:32:54 +02:00
a0e78957da
Octave 7 compatibility fix: “arguments” is a reserved keyword
...
This confuses the Octave 7 parser in the context of anonymous functions.
Simply rename the variable to “args”.
2022-04-15 14:32:54 +02:00
542e30d417
CI: bump to Octave 7.1.0
2022-04-15 14:29:20 +02:00
eb6becfa82
Octave 7 compatibility fix: suppress spurious warnings
...
In this version of Octave, “warning on” really enables all warnings (while this
was not the case in Octave 6, suprisingly; I think this used to be different
with even older Octave releases).
We must therefore avoid to reenable all warnings after having disabled a
problematic one.
2022-04-15 14:17:34 +02:00
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
...
It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
8a0dba1f88
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
...
It is now supported by the MATLAB editor (as of R2022a).
2022-04-13 14:47:52 +02:00
90484edb0e
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
...
It is now supported by the MATLAB editor (as of R2022a).
[skip ci]
2022-04-13 13:24:51 +02:00
b70b864829
perfect_foresight_with_expectation_errors_setup: move terminal condition to last line of CSV file
2022-04-12 15:51:04 +02:00
a8a9051b31
New option “constant_simulation_length” to “perfect_foresight_with_simulation_errors_solver” command
2022-04-12 15:45:50 +02:00
23c007e716
IVF_core.m: directly use solver option fields
2022-04-11 08:33:28 +02:00
Stéphane Adjemian (Ryûk)
ff9cf3814a
Remove useless copies of options_.
2022-04-10 22:17:45 +02:00
Stéphane Adjemian (Ryûk)
b09e91ff55
Add routine description in headers.
2022-04-10 21:22:51 +02:00
Stéphane Adjemian (Ryûk)
87ecfa9ed1
Allow nonlinear solver to fail when simulating a static model.
...
Print a message instead of throwing an error if the nonlinear solver fails in a
period, since we do not need previous or future values of the endogenous
variables. If the nonlinear solver fails in period t, the endogenous variables
are set to nan in period t.
2022-04-10 20:57:34 +02:00
Stéphane Adjemian (Charybdis)
f1aff2b370
Remove calls to dbstack in dynare_solve.
...
Adding three input parameters for maxit, tolf and tolx.
Closes #1841 .
2022-04-10 20:29:57 +02:00
Stéphane Adjemian (Ryûk)
01203f7e39
Stop deterministic simulation if nonlinear solver failure.
...
Only for purely backward/forward models. In the case of purely static models the
solution for the previous or following period is not required.
2022-04-10 10:55:40 +02:00
Stéphane Adjemian (Ryûk)
23a72d7aaa
Use dynare_solve to simulate purely forward deterministic models.
2022-04-10 09:39:28 +02:00
Stéphane Adjemian (Ryûk)
ef2bb4e669
Return and use errorcode from dynare_solve.
...
Note that the interpretation of the error code depends on the nonlinear solver.
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
fe7d05f46a
Remove unnecessary condition (Octave/fsolve).
...
Since we already have checked that the initial guess is not a solution.
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
33b1827ea5
Bug fix (mixed complementarity problems).
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
48c41e6b0d
Return the initial guess if nonlinear system is ill-behaved...
...
At the initial guess, and we were not able to find another guess (randomizing).
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
56863d6e2f
Exit if initial guess is a solution...
...
Without entering in the nonlinear solvers.
2022-04-09 16:06:24 +02:00
0779816457
Merge branch 'resid' into 'master'
...
resid: Fix display of name tags with Ramsey equations
See merge request Dynare/dynare!2017
2022-04-05 06:16:39 +00:00
a5fe22bd1c
resid: Fix display of name tags with Ramsey equations
2022-04-04 22:50:16 +02:00
c5557b5418
chol_SE.m: fix logical condition and assure symmetry instead of erroring out
2022-04-04 13:52:54 +02:00
b4ce69db3a
Remove options_.slowc field
...
There was no user interface, and the feature that it provides has lost
relevance over time.
Note that algorithms for block and/or bytecode still internally use some
equivalent of this parameter, but its initial value will no longer be
modifiable (which could lead to bugs, see commit
e49e7e906f
2022-03-31 17:39:43 +02:00
82070e4048
Merge branch 'mom_xls2' into 'master'
...
MoM: fix reading of XLS-files by assigning sheet info to base workspace
Closes #1840
See merge request Dynare/dynare!2014
2022-03-31 06:49:59 +00:00
3b4ef0df49
Add new “log” option to “var” statement
...
Ref. #349
2022-03-30 18:01:22 +02:00
176baa2215
MoM: fix reading of XLS-files by assigning sheet info to base workspace
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1840
2022-03-30 09:59:36 +02:00
35c30dc037
Occbin: use data instead of rawdata and gracefully exit if prefilter option is specified
...
Closes #1842
2022-03-29 12:16:48 +02:00
Stéphane Adjemian (Ryûk)
53324aad69
Return initial guess if trust_region fails.
2022-03-26 09:21:25 +01:00
Stéphane Adjemian (Ryûk)
4cccdd9074
Bug fix. Revert to previous Jacobian matrix if updated one is ill-behaved.
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
f2bf98ee76
Return the value of info as a third argument (block_trust_region).
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
aa8439d4cc
New implementation of the trust region algorithm.
...
Main difference is the presence of traps for NaN/Inf/Complex numbers in
residuals or the Jacobian matrix. Also added new unit tests.
2022-03-25 19:42:40 +01:00
1ed765b8c4
perfect_foresight_solver_core.m: fix Fortran not
2022-03-25 14:23:11 +01:00
facab0f81b
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2008
2022-03-25 12:51:40 +01:00
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
014a3c3f2e
Merge branch 'sensitivity' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2009
2022-03-24 17:53:34 +01:00
9a4e08fe15
CI: bump to MATLAB R2022a
2022-03-24 17:44:51 +01:00
b31fe76dfd
Provisions for MATLAB R2022a
2022-03-24 17:43:40 +01:00
62ff3f3194
CI: bump to MATLAB R2022a
2022-03-24 17:21:26 +01:00
f3bf8fb814
MOM: add missing debug option
2022-03-24 15:28:03 +01:00
a1ebd20a88
dynare_sensitivity.m: provide warning if order is reset
2022-03-24 13:02:25 +01:00
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
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
e5f4d96c71
Fix typo
2022-03-23 16:58:59 +01:00
bef8d80ba8
More conversions to logical values
2022-03-23 16:52:40 +01:00
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
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
db5e04107f
solve_one_boundary.m: fix crash in verbose mode
2022-03-16 15:00:09 +01:00
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
773cbd2f38
Routines moved out of the submodule.
2022-03-09 17:21:02 +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
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
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
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
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
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
a4f4d4462c
Merge branch 'disp_dr' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2002
2022-02-21 16:19:36 +01:00
d79895b66a
Display of decision rules: deal with overflow of fields
2022-02-20 11:00:34 +01:00
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
b5dc90b311
mom: add missing trust_region_initial_step_bound_factor option
2022-02-18 00:50:08 +01:00
05519aaaa1
mom: add missing verbosity option
2022-02-18 00:48:39 +01:00
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
3734762af7
For stack_solve_algo={2,3} and solve_algo={7,8}, rather use a “crout” ILU decomposition for the preconditioner
...
In 3025a14ed9
2022-02-14 12:34:50 +01:00
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
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
dd34554c4e
Block decomposition: fix computation of eigenvalues for blocks of “Solve backward complete” type
2022-02-09 14:07:33 +01:00
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
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
84562f3568
Update calling sequence of local_state_space_iteration_k for new Fortran version
2022-02-04 11:49:38 +01:00
4ccc7c7262
mom.objective_function.m: fix field naming
2022-02-03 15:12:46 +01:00
2cb6988de6
Merge branch 'jscale' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1999
2022-02-03 09:25:16 +01:00
adb4007bda
Merge branch 'smm_lsqnonlin' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1998
2022-02-03 09:24:37 +01:00
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
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
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
4ef4b929d5
mom: fix error message if matched_moments-block is missing
2022-01-25 16:26:12 +01:00
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
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
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
3b59253416
occbin: fix bug if there is only a surprise shock in the first period
2022-01-14 08:47:37 +01:00
958dcf7b48
online auxiliary filter: add option to set termination condition of loop
2022-01-13 18:42:55 +01:00
43dc073192
online_auxiliary_filter.m: fix infinite loop
2022-01-12 10:54:16 +01:00
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
6f83afbf42
Octave: fix some warning ids
...
Those warning ids were renamed in Octave 3.8.
2022-01-11 17:22:58 +01:00
9305cd1ef1
fixed header of occbin solver
2022-01-06 15:02:43 +01:00
Sébastien Villemot
Stéphane Adjemian (Ryûk)
Johannes Pfeifer
Marco Ratto
NormannR
Frédéric Karamé
Willi Mutschler