e68793030c
ls2003.mod: factorize tests
2023-12-07 12:11:38 +01:00
bf6d88a472
Remove globals from identification and GSA
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Incidentally cleans up files and fixes LaTeX output
2023-12-07 12:11:36 +01:00
f8a0a99683
dynare_sensitivity.m: add dollar signs for TeX output
2023-11-28 21:11:02 +01:00
c3d91d5ce8
Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy
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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
6ccc7fd69e
Testsuite: switch back to mode_compute=4 in lyapunov/fs2000_lyap.mod
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This prevents an infinite (or at least very long) loop under Octave on karaba.
2023-11-24 11:49:28 +01:00
c0e39d40a7
Testsuite: increase tolerance for estimation/fs2000_model_comparison.mod
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Needed for MATLAB R2018b, at least on AVX512-capable CPUs.
2023-11-23 22:07:49 +01:00
1d5a442fe5
Bump minimal required version of Octave to 7.1.0
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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
3bfe2c5500
Testsuite: compatibility fix for MATLAB R2018b
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On that version, spaces in variables names within a call to “table” are not
supported.
2023-11-22 16:49:59 +01:00
7f58e819c6
Bump minimal required version of MATLAB to R2018b
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Ref. #1907
2023-11-22 16:00:04 +01:00
56ed5bff43
Testsuite: remove useless debug mode from several .m tests
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The output is always useful (and even needed in case of test failure).
2023-11-17 12:13:36 +01:00
742a3101b1
Reporting is no longer a submodule
2023-11-17 12:08:56 +01:00
551060ae27
tests/moments/fs2000_post_moments.mod: increase tolerance under Octave
2023-11-15 15:16:06 +01:00
4b4cfba2dc
model_replace, model_remove: allow selecting an equation with several (conjunct) tags
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NB: does not (yet) works with Occbin regime-specific equations.
Ref. #1890
2023-11-15 12:08:21 +01:00
0e5f9defbc
Preprocessor: error out if an “initval” block appears after an “endval” block
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Ref. preprocessor#104
2023-11-14 17:45:54 +01:00
Stéphane Adjemian (Argos)
b863c309bd
Improve tests and timings for the Kalman mex.
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- Ensure that we always use the same DGP (e.g. same transition matrix).
- Call the mex more than once with different samples.
- Ensure that the size of the state space model is the same in tests 1, 2 and 3.
- Fix the seed (same samples across 1, 2 and 3 except for the additive noise in 2 and 3 on the observed variables).
2023-11-09 19:00:37 +01:00
Stéphane Adjemian (Argos)
9c61422a75
Improve debug mode.
2023-11-09 19:00:37 +01:00
3a461c996c
Kalman filter mex: routine and tests
2023-11-09 19:00:37 +01:00
Stéphane Adjemian (Argos)
b0a84bd6f8
Bug fixes.
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- Simulation of the model was not working since to (1) wrong commented
line (dynare comments in a verbatim block), and (2) dates are not interpreted
in a verbatim block.
- A variable was missing (the auxiliary for the PAC expectation term) causing
problems for the initialisation of the simulations in dcontribs (presence of a
NaN in the guess for the first period).
2023-10-26 18:25:35 +02:00
Stéphane Adjemian (Argos)
76a2203b50
Make debug mode easier to use.
2023-10-26 14:59:12 +02:00
Stéphane Adjemian (Argos)
cdd842cc19
Do not overwrite macro variable simulate.
2023-10-26 14:57:37 +02:00
896c48eba7
Testsuite: move some files for more consistency in tests file structure
2023-10-23 17:00:01 +02:00
8c3429bb0f
Perfect foresight with expectation errors: change the semantics of endval(learnt_in=…)
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Similarly to the regular “endval” block, any variable mentioned in this
block will jump to its new value in the period where the information is learnt.
In particular, this means that any temporary shock that may have been
anticipated on that variable (as specified through a “shocks(learnt_in=...)”
block for a previous informational period) will be overwritten.
2023-10-20 16:05:56 -04:00
df9c7d85b8
Error out if perfect_foresight_solver is called with shocks(learnt_in=…) or endval(learnt_in=…) blocks
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This is to prevent the accidental use of the regular perfect foresight solver
when one actually wants the one with expectation errors.
2023-10-20 16:05:53 -04:00
9ef3f7d0ed
Testsuite: fix test comparison value in pfwee_learnt_in.mod
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It would fail on some processors, due to tiny floating point discrepancies.
2023-10-18 21:18:52 -04:00
5145bd0708
New option “relative_to_initval” to “mshocks” block
2023-10-18 16:45:06 -04:00
39f9d4352a
The “mshocks” block now accepts the “learnt_in” option
2023-10-17 17:24:15 -04:00
3e5591d41f
New “static_mfs” option to the “model” block (and the “model_options” command)
2023-10-16 11:57:02 -04:00
a67cd58d1f
fs2000_corr_ME.mod: switch to simulated, longer data set
2023-10-11 09:26:04 -04:00
03433112a4
Testsuite: add tests for print_bytecode_{static,dynamic}_model commands
2023-10-10 17:42:12 -04:00
2e3fbfc040
New option “from_initval_to_endval” to “homotopy_setup” block
2023-10-10 13:19:12 -04:00
e4afa5eee0
Merge branch 'more_globals' into 'master'
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Eliminate some more globals
See merge request Dynare/dynare!2187
2023-10-03 12:48:34 +00:00
3a115d4fcc
Remove full oo_ input from likelihood functions
2023-10-02 09:48:34 +02:00
acb9518dec
get_perturbation_params_derivs and friends: do not pass full oo_ structure
2023-10-02 09:18:58 +02:00
7da5ff4fad
gsa: reduce sample size of tests
2023-10-01 18:04:35 +02:00
776c247b9b
testsuite: use silent_optimizer option to not clutter meson log-file
2023-10-01 18:04:16 +02:00
0e5bba7567
Testsuite: fix workaround for TeX option with MATLAB R2014a
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MATLAB R2014a run with -nodisplay crashes with the TeX option. A workaround was
introduced in commit f946baf6c5
2023-09-28 15:17:00 +02:00
2600a878da
Testsuite: tolerance increase
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estimation/fs2000_model_comparison.mod fails with MATLAB R2023b on the “pluto”
runner (which has AVX2).
2023-09-28 11:46:21 +02:00
01833b8a76
Testsuite: factorization between MATLAB and Octave
2023-09-26 15:59:38 +02:00
8da98057b9
Have computation of decision rules and smoother only input and output required arguments instead of full oo_ and M_
2023-09-25 17:17:34 +02:00
5231fc04c1
Remove global variables from prior_posterior_statistics.m and PosteriorIRF.m
2023-09-25 12:08:41 +02:00
9a1f150e38
Merge branch 'default_mode_compute' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2160
2023-09-22 14:35:45 +02:00
6dd55726e6
Drop autoconf/automake build system
2023-09-20 15:33:44 +02:00
834b04bcb4
Testsuite: compatibility fix with MATLAB < R2017a
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Double quotes were introduced in R2017a.
2023-09-20 14:00:55 +02:00
e549bbba7a
Meson build system: testsuite now fully implemented
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By the way, switch the CI to use the Meson testsuite, because some test files
have been modified and no longer work with the old build system.
2023-09-20 13:55:55 +02:00
1f723ebd7e
fs2000: remove asymptote in prior for rho, which caused corner solutions
2023-09-20 12:55:30 +02:00
6f5e346bf6
Merge branch 'preparations_irf_matching' of git.dynare.org:wmutschl/dynare
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Ref. !2181
2023-09-20 10:17:14 +02:00
f6a8473144
estimation: support additional_optimizer_steps
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
2023-09-19 18:14:24 +02:00
649f668dd1
cosmetical: don't use hh for figure/plot/table handles
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We use it to denote the hessian and even store it in many mat files.
2023-09-19 13:26:33 +02:00
8a79899189
Meson build system: implement most of the testsuite
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The tests that are individually listed in {M,O}_TRS_FILES of tests/Makefile.am
are still missing.
2023-09-16 14:25:38 +02:00
eb16bb4373
Merge branch 'dynare-osr_analytic'
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Ref. !2171
2023-09-13 11:19:20 +02:00
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Argos)
Normann Rion
Willi Mutschler