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8596 Commits (755c5645a63a87df7a8148e9b2bd78e459ab7553)

Author SHA1 Message Date
Sébastien Villemot 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
Johannes Pfeifer 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
Johannes Pfeifer 12ec1ec0e6 PosteriorIRF_core1.m: replace function using globals 2022-09-21 09:29:43 +02:00
Johannes Pfeifer be2dd4456d getIrfShocksIndx.m: replace global variables by inputs 2022-09-21 09:27:43 +02:00
Johannes Pfeifer 945379a318 resol.m: use isempty instead of length 2022-09-21 09:25:06 +02:00
Johannes Pfeifer 9506e723c9 ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082 2022-09-20 12:42:04 +02:00
Frédéric Karamé 128eaa2da5
Add SMC samplers. 
Ref. !2005
 2022-09-19 16:32:28 +02:00
Sébastien Villemot 83836350e0
Merge branch 'stacked' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2079
 2022-09-19 16:25:21 +02:00
Sébastien Villemot ef5f25c17a
Merge branch 'model_inversion' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2080
 2022-09-19 16:22:42 +02:00
Johannes Pfeifer 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
Johannes Pfeifer 43978cada3 mom.optimal_weighting_matrix.m: assure symmetry of W_opt 2022-09-16 11:15:15 +02:00
Sébastien Villemot 2c063175de
CI: bump to MATLAB R2022b 2022-09-15 15:59:32 +02:00
Sébastien Villemot 36a7b019fc
Provisions for MATLAB R2022b 2022-09-15 15:59:32 +02:00
Johannes Pfeifer 73ca68e052 model_inversion: Header cosmetics 2022-09-15 10:16:05 +02:00
Sébastien Villemot 68b527f8a7
Merge branch 'sim1' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2076
 2022-09-13 17:36:26 +02:00
Sébastien Villemot ac238ce625
dseries: fix bug in @dseries/plot in relation to “hold on” 2022-09-13 17:34:40 +02:00
Johannes Pfeifer 66fa6e6742 sim1_purely_backward.m: fix typo 2022-09-13 13:52:29 +02:00
Sébastien Villemot 9b787d8417 Merge branch 'mcp_steady' into 'master' 
Provisions for solving steady state with MCP-tag

See merge request Dynare/dynare!1877
 2022-09-13 09:26:08 +00:00
Johannes Pfeifer 3fbab4cbe0 Provisions for solving steady state with MCP-tag 2022-09-12 17:18:16 +02:00
Sébastien Villemot b071e85214
Merge branch 'lmmcp' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2067
 2022-09-12 16:58:05 +02:00
Sébastien Villemot 6437fc0fce Merge branch 'model_debug' into 'master' 
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
Sébastien Villemot 27075fa8eb
Merge branch 'path' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2073
 2022-09-06 12:29:44 +02:00
Sébastien Villemot d92fa5db17
CI: bump to Octave 7.2.0 2022-09-06 11:20:54 +02:00
Johannes Pfeifer 0225cb23ac Path solver: trigger lmmcp flag 
Solves https://git.dynare.org/Dynare/dynare/-/issues/1720 for PATH solver
 2022-09-06 09:34:20 +02:00
Johannes Pfeifer 85a894efde lmmcp: display norm of residuals in homotopy 2022-09-01 13:00:09 +02:00
Stéphane Adjemian 4aa47e521c Merge branch 'Cosmetics' into 'master' 
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
Johannes Pfeifer 6872d8b0d1 Various cosmetic fixes 2022-08-31 14:58:00 +02:00
Stéphane Adjemian d8baeb8f41 Merge branch 'diag' into 'master' 
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' 
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... 
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. 
We did not keep track of the first and second order moment when calling gmhmaxlik_core.
 2022-08-31 13:06:30 +02:00
Johannes Pfeifer 9e048c2428 cmaes.m: allow suppressing warning 2022-08-29 13:35:35 +02:00
Johannes Pfeifer ba9ca26bf6 model_diagnostics.m: fix options_-name 2022-08-28 13:30:21 +02:00
Johannes Pfeifer 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' 
load_results_after_load_mh: fix location of file

See merge request Dynare/dynare!2065
 2022-08-10 15:10:03 +00:00
Johannes Pfeifer 905e7c4344 load_results_after_load_mh: fix location of file 2022-08-10 12:55:00 +02:00
Marco Ratto 3c0f8ec624 bug fixes in error traps in PKF update steps 2022-07-29 16:39:59 +02:00
Johannes Pfeifer df09084a89 posterior_sampler_initialization.m: save missing ProposalCovariance for mh_recover 2022-07-28 11:12:18 +02:00
Johannes Pfeifer 82a2717181 Remove unused metropolis_hastings_initialization.m 
Remnant of refactorization in 4445f17e
 2022-07-28 11:03:37 +02:00
Sébastien Villemot ca32be2dcb
Merge branch 'model_diag' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2058
 2022-07-27 18:07:12 +02:00
Johannes Pfeifer 253c87b894 model_diagnostics.m: allow setting tolerance for singularity checks starting with Matlab 2022a 2022-07-27 13:15:29 +02:00
Sébastien Villemot ad97361f67
Fix bug under MATLAB < R2016b introduced in 906062cfe5 
The logic for testing the MATLAB version was incorrect.
 2022-07-26 22:36:30 +02:00
Marco Ratto 6d03a65488 bug fix for smoother_redux and state uncertainty with OCCBIN 2022-07-26 18:07:39 +02:00
Sébastien Villemot f7ea4313b5 Merge branch 'smoother' into 'master' 
Various fixes to smoother output

See merge request Dynare/dynare!2057
 2022-07-26 14:33:42 +00:00
Sébastien Villemot 88a21cc6d1 Merge branch 'occbin_bug' into 'master' 
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
Johannes Pfeifer 2816550290 PKF: get required output if nk=1 
Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
 2022-07-26 15:07:23 +02:00
Johannes Pfeifer 622f831625 Inversion filter: disable unavailable smoother outputs 
Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
 2022-07-26 14:43:31 +02:00
Johannes Pfeifer 9bc71dffde dynare_estimation_1.m: fix typo 2022-07-26 14:36:25 +02:00