Sébastien Villemot
72ac69eb97
Octave compatibility: mean(…, 'omitnan') implemented in Octave 8
2023-11-22 16:55:25 +01:00
Sébastien Villemot
7f58e819c6
Bump minimal required version of MATLAB to R2018b
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Ref. #1907
2023-11-22 16:00:04 +01:00
Sébastien Villemot
742a3101b1
Reporting is no longer a submodule
2023-11-17 12:08:56 +01:00
Sébastien Villemot
50a53a22ee
Merge rewritten history of reporting submodule
2023-11-17 11:44:48 +01:00
Johannes Pfeifer
b053b96f6a
compute_Pinf_Pstar.m: cosmetic changes
2023-11-15 21:39:51 +01:00
Johannes Pfeifer
50ed6b2387
dynare_solve.m: remove display of blocks
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Information is rarely helpful but clutters output of model_diagnostics
2023-11-14 08:35:02 +01:00
Johannes Pfeifer
b1519b8c3c
model_diagnostics.m: add check for non-zero exogenous with OccBin
2023-11-13 18:04:40 +01:00
Stéphane Adjemian (Argos)
666aa46dfb
Add undocumented option for kalman_filter_mex.
2023-11-09 19:00:37 +01:00
Sébastien Villemot
77a7d5c3de
For bytecode+block, use the LBJ implementation in .m
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The latter is now much faster than the implementation in the bytecode
MEX (which this commit thus removes).
2023-11-08 17:21:44 +01:00
Sébastien Villemot
be648d350b
Much faster .m implementation of LBJ with block option
2023-11-08 17:21:42 +01:00
Sébastien Villemot
0839ff78ae
🐛 sim1_lbj.m: use options_.dynatol.x and not options_.dynatol.f for terminal condition
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The maximum error is computed over the change in endogenous (i.e. ΔY).
2023-11-08 17:15:18 +01:00
Sébastien Villemot
4bee919c31
sim1_lbj.m: misc cosmetic changes
2023-11-08 17:15:02 +01:00
Sébastien Villemot
158b7462bf
solve_two_boundaries.m: strip down the number of input arguments
2023-11-08 17:10:29 +01:00
Sébastien Villemot
b36507d005
solve_two_boundaries.m: do not modify lambda when stack_solve_algo=4
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That algorithm (optimal path length) does not use it.
2023-11-08 17:09:34 +01:00
Sébastien Villemot
8556043c9a
solve_two_boundaries.m: remove an unused variable
2023-11-08 17:09:20 +01:00
Stéphane Adjemian (Argos)
368a7e2478
Fix bug introduced in d95154f
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2023-11-07 13:06:58 +01:00
Sébastien Villemot
f6adb1d9ad
Bytecode: safer handling of block= option
2023-11-02 16:51:02 +01:00
Sébastien Villemot
25000ca693
Merge branch 'PKF' into 'master'
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PKF: add period to debugging information
See merge request Dynare/dynare!2204
2023-11-02 09:12:12 +00:00
Stéphane Adjemian (Argos)
33f2456acf
Add new option (--method).
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Possible values are cumulate (default value) or diff.
2023-10-30 12:09:39 +01:00
Johannes Pfeifer
5103d55cb4
PKF: add period to debugging information
2023-10-29 11:30:23 +01:00
Stéphane Adjemian (Argos)
12cca117bc
Change the definition of the default baseline.
2023-10-26 18:30:43 +02:00
Sébastien Villemot
b1b76f7783
Merge branch 'naming_consistency' into 'master'
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Implement even more naming consistency
See merge request Dynare/dynare!2203
2023-10-25 20:30:11 +00:00
Sébastien Villemot
4701dfd158
Merge branch 'prior_function' into 'master'
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execute_prior_posterior_function.m: correct warning message
See merge request Dynare/dynare!2201
2023-10-25 15:44:21 +00:00
Johannes Pfeifer
0561200f1c
Implement even more naming consistency
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Mostly removes M for M_
2023-10-25 17:29:55 +02:00
Sébastien Villemot
aca148e8ef
Minor simplification
2023-10-25 15:57:57 +02:00
Sébastien Villemot
ff2b8512b9
Reporting: make naming of globals consistent
2023-10-25 15:57:56 +02:00
Sébastien Villemot
0295e5ede8
Merge branch 'variable_naming' into 'master'
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Move many functions towards consistent naming
See merge request Dynare/dynare!2202
2023-10-25 13:56:17 +00:00
Johannes Pfeifer
b3ce518433
Further naming consistency improvements
2023-10-25 11:22:50 +02:00
Johannes Pfeifer
c19469f01a
Make naming of globals consistent
2023-10-25 10:16:51 +02:00
Johannes Pfeifer
879d92fbf8
Move many functions towards consistent naming
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Related to #1776
2023-10-24 22:21:15 +02:00
Sébastien Villemot
04ea0d0659
Fix comment
2023-10-24 17:36:53 +02:00
Sébastien Villemot
caaa70ab7e
Perfect foresight + block decomposition: minor simplifications
2023-10-24 17:36:51 +02:00
Sébastien Villemot
17b016d983
Perfect foresight: with stack_solve_algo={1,6}+bytecode (without block), use the same solver as without bytecode
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The solver in the bytecode MEX is slower.
2023-10-24 15:26:55 +02:00
Johannes Pfeifer
a5383fdf65
execute_prior_posterior_function.m: correct warning message
2023-10-24 12:53:00 +02:00
Sébastien Villemot
88ce107466
Rename ys0_ into oo_.initial_steady_state and ex0_ into oo_.initial_exo_steady_state
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Also document these variables.
2023-10-24 09:38:51 +02:00
Sébastien Villemot
ff5ca80bbc
Merge branch 'preprocessor_output' into 'master'
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By default display preprocessor output line by line instead of only at the end
See merge request Dynare/dynare!2200
2023-10-23 12:05:53 +00:00
Stéphane Adjemian (Argos)
d95154ffa9
Do not automagically cherrypick vars from pac_target_nonstationary.
2023-10-21 10:20:28 +02:00
Sébastien Villemot
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
Sébastien Villemot
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
Sébastien Villemot
7449d26e51
Perfect foresight with homotopy + marginal linearization: improve info messages
2023-10-20 14:57:22 -04:00
Johannes Pfeifer
643face6ed
bug: do not remove +subfolder with fast option
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Otherwise, expected files are not present
2023-10-20 15:42:44 +02:00
Johannes Pfeifer
fb8ff758f9
By default display preprocessor output line by line instead of only at the end
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Allows judging how long individual steps take for big models
2023-10-20 15:42:05 +02:00
Sébastien Villemot
a9c581e2bc
No longer forbid bytecode with order=2 or k_order_solver
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The two are now compatible, even though the bytecode representation will not be
used. Print a warning to make this explicit.
2023-10-19 14:10:43 -04:00
Willi Mutschler
da4bc40e66
Make undocumented zero_moments_tolerance option local to disp_moments
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See discussion in https://git.dynare.org/Dynare/preprocessor/-/merge_requests/85
2023-10-18 23:27:45 +02:00
Sébastien Villemot
5145bd0708
New option “relative_to_initval” to “mshocks” block
2023-10-18 16:45:06 -04:00
Sébastien Villemot
daa6b5569d
mshocks: better match to the semantics given in the manual
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Ensure that the block is always interpreted multiplicatively relative to the
steady state, and not relative to the pre-existing shock value (if there was
already a shock declared for the same exogenous and period(s)).
2023-10-18 14:28:54 -04:00
Sébastien Villemot
39f9d4352a
The “mshocks” block now accepts the “learnt_in” option
2023-10-17 17:24:15 -04:00
Sébastien Villemot
4875554a39
Perfect foresight homotopy: make marginal linearization more robust
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For marginal linearization, an extra simulation is needed. This extra
simulation is first computed using the first simulation as guess value. If that
does not work, the present commits adds an additional attempt for computing
that extra simulation, using a full homotopy loop from the beginning.
As a consequence, the present commits puts the homotopy loop in a dedicated
function.
2023-10-13 15:31:44 -04:00
Sébastien Villemot
2ae485705e
Perfect foresight homotopy: turn a nested function into a local one
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The behaviour of local functions is easier to understand, since they do not
have access to the workspace of the caller.
2023-10-13 14:40:45 -04:00
Sébastien Villemot
cc7c024389
Perfect foresight homotopy: display the full output of every iteration
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As a consequence, print the full iterations summary table after each iteration.
2023-10-13 09:19:10 -04:00