6dfa11592c
Preprocessor: add nobs and heteroskedastic_filter options to calib_smoother
2022-11-28 11:03:54 +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
da39af4a3f
Merge branch 'riccati_equation' into 'master'
...
Fix: scale the matrices in tests/riccatiupdate.m to control the size of errors
See merge request Dynare/dynare!2108
2022-11-22 15:36:26 +00:00
93a2a097c6
Fix: scale the matrices in tests/riccatiupdate.m to control the size of errors
2022-11-22 15:07:56 +01:00
dbdda7bf93
Merge branch 'Pinf' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2105
2022-11-22 11:25:14 +01:00
d554b79772
Merge branch 'occ_test' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2103
2022-11-22 11:24:57 +01:00
cce2710658
CONTRIBUTING.md: fix integration/unit test vocabulary
...
Also capitalize MATLAB.
[skip ci]
2022-11-21 18:30:25 +01:00
af281543fa
CONTRIBUTING.md: link to the new coding wiki pages
...
[skip ci]
2022-11-21 18:20:03 +01:00
a35ac95a9d
Testsuite: fix logic of unit tests for cycle/logarithmic reduction + Riccati update
2022-11-21 16:22:07 +01:00
4ade3588c9
NEWS.md: fix indentation and remove extra dashes
...
[skip ci]
2022-11-21 12:36:21 +01:00
155c2198dd
NEWS.md: fix typo
...
[skip ci]
2022-11-21 08:42:04 +01:00
0273d9ffa3
Merge branch '5.3' into 'master'
...
NEWS.md: release notes for 5.3
See merge request Dynare/dynare!2107
2022-11-19 14:41:58 +00:00
573ce33381
NEWS.md: release notes for 5.3
2022-11-18 22:44:23 +01:00
801baacc8c
fs2000_smoother_only_ns.mod: check for correctness of smoothed observables
...
Related to 178e892e
2022-11-18 22:04:58 +01:00
2c879cc64c
compute_trend_coefficients.m: fix header
2022-11-18 22:04:07 +01:00
aa9f52e29b
Merge branch 'fixes' into 'master'
...
big fix in diffuse filter initialization:
See merge request Dynare/dynare!2104
2022-11-18 17:07:58 +00:00
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
67ba8127f4
dynrbc_common.inc: decrease number of simulation periods to prevent testsuite crashes
...
(cherry picked from commit 7c4c0fe4114775aae67b9362918a124ff0d09ce9)
2022-11-17 22:43:39 +01:00
3184db12f2
Merge branch 'occbin_smoother' into 'master'
...
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
15b58954cd
Merge branch 'riccati_equation' into 'master'
...
Implements a Fortran update of the states variance-covariance matrix for the Kalman filter
See merge request Dynare/dynare!2099
2022-11-16 10:55:11 +00:00
ee6e9ad6a9
Merge branch 'fixes' of git.dynare.org:rattoma/dynare
...
Ref. !2101
2022-11-16 11:27:27 +01:00
1aec92b791
Preprocessor: new debug files for evaluating separately the LHS and RHS of each equation
2022-11-16 11:26:42 +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
a245fbb390
Implements a Fortran update of the states variance-covariance matrix for the Kalman filter
2022-11-14 16:24:46 +00:00
c74cba4ab0
Preprocessor update
...
– use_dll: fix race condition with compilation of power_deriv.{c,h}
– Performance improvement of chain rule derivation, using caching
2022-11-14 13:45:49 +01:00
Stéphane Adjemian
abbc321e11
Merge branch 'doc' into 'master'
...
Manual: fix typo
See merge request Dynare/dynare!2098
2022-11-12 09:55:05 +00:00
169985ae8e
Manual: fix typo
2022-11-11 09:42:05 +01:00
1a665fbdb4
Customize the CoC title
...
[skip ci]
2022-11-10 11:20:52 +01:00
293bf894ce
Add a code of conduct
...
Adapted from the Contributor Covenant Code of Conduct version 2.1.
[skip ci]
2022-11-10 11:14:13 +01:00
b27041af12
Merge branch 'occbin_opt' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2095
2022-11-07 16:32:56 +01:00
92482eb602
Preprocessor: OccBin: add interface for max_check_ahead_periods option
2022-11-07 16:32:19 +01:00
b35cb903d6
Preprocessor: new sparse model representation
...
Ref. #1859
2022-11-07 16:31:10 +01:00
7075e05ddf
Merge branch 'cosmetic' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2096
2022-11-07 14:21:26 +01:00
a3779e7446
Windows package: bump to Octave 7.3.0
2022-11-07 14:16:29 +01:00
d4414fd4b3
Manual: document support for Octave 7.3.0
2022-11-07 14:15:17 +01:00
d602453bb6
CI: bump to Octave 7.3.0
2022-11-07 14:11:27 +01:00
5dbbe6d72c
compute_Pinf_Pstar.m: fix header
2022-11-07 10:12:34 +01:00
272e438c2b
OccBin: document simul_reset_check_ahead_periods and simul_max_check_ahead_periods
2022-11-04 23:16:21 +01:00
b336fbeb0d
Merge branch 'occbin_features' of git.dynare.org:rattoma/dynare
...
Ref. !2094
2022-11-04 14:59:06 +01:00
7ee31ea3ad
Preprocessor update
...
— block decomposition: fix computation of recursive variables with mfs>0
— fix segfault of notmpterms option with block decomposition
2022-11-04 14:58:04 +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
36dc18764f
Preprocessor: provisions for new sparse representation of dynamic/static files
2022-11-03 14:42:42 +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
1cb3085667
Preprocessor: bugfix in temporary terms with block decomposition and mfs=3
2022-10-26 17:38:56 +02:00
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
Sébastien Villemot
Stéphane Adjemian (Charybdis)
NormannR
Johannes Pfeifer
Marco Ratto