e58552d914
Merge branch 'occbin_error' into 'master'
...
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
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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
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
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.
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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.
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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.
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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.
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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).
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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'
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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'
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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
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Ref. #349
2022-03-30 18:01:22 +02:00
176baa2215
MoM: fix reading of XLS-files by assigning sheet info to base workspace
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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
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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.
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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
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Ref. !2008
2022-03-25 12:51:40 +01:00
e49e7e906f
Forbid changing the value of “slowc” if “block” or “bytecode” is used
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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
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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
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
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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
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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
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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)
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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
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- 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.
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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.
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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.
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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
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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
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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
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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.
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Closes #1844
2022-02-24 20:33:47 +01:00
4d39c6fab5
Merge branch 'error_message' into 'master'
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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
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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
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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
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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
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– 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
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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”
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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”
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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)
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Closes : #1802
2022-02-04 11:49:46 +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
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Ref. !1999
2022-02-03 09:25:16 +01:00
adb4007bda
Merge branch 'smm_lsqnonlin' of git.dynare.org:JohannesPfeifer/dynare
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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
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Charybdis)