Commit Graph

8582 Commits (7dd2dd5e24a343fbeaf3522ea5e535c27d8b9f95)

Author SHA1 Message Date
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
Johannes Pfeifer 59882e803b store_smoother_results.m: correctly set input arguments 2022-07-26 14:35:36 +02:00
Johannes Pfeifer b5c741998c evaluate_planner_objective.m: fix output for linear-quadratic problems solved at second order
Welfare does not correspond to the steady state in this case
2022-07-26 13:35:55 +02:00
Marco Ratto 906062cfe5 fix bug in ambiguity in the first regime stored, between 01 10 and 11. 2022-07-26 12:44:55 +02:00
Sébastien Villemot f21577bf39
Merge branch 'ident_fix' of git.dynare.org:wmutschl/dynare
Ref. !2054
2022-07-26 11:55:47 +02:00
Sébastien Villemot 7005634eb0
Merge branch 'ident_fix' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2050
2022-07-26 11:55:02 +02:00
Willi Mutschler 30a6d35f5a
🐛 identification do plots and display results only for nonempty objects
fixes #1860
2022-07-26 10:26:13 +02:00
Sébastien Villemot 848c111cf4 Merge branch 'discretion' into 'master'
discretionary_policy_initialization.m: fix logic of check for instruments

See merge request Dynare/dynare!2053
2022-07-25 09:26:50 +00:00
Johannes Pfeifer e9a1902410 discretionary_policy_initialization.m: fix logic of check for instruments
Related to https://git.dynare.org/Dynare/preprocessor/-/issues/101
2022-07-22 21:52:05 +02:00
Sébastien Villemot 13709f6853
Add “fsolve_options” option to “steady” command
Closes: #1856
2022-07-22 14:35:19 +02:00
Sébastien Villemot ceedb4869e
solve_algo=0: move to optimoptions under MATLAB, and to new options names for MATLAB⩾R2016a 2022-07-22 14:21:42 +02:00
Sébastien Villemot 572fed3994
Merge branch 'dyn_forecast' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2051
2022-07-05 17:09:51 +02:00
Sébastien Villemot 84d744ea75
Merge branch 'DM' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2049
2022-07-05 17:09:31 +02:00
Sébastien Villemot 0a9dc0137a
k_order_welfare MEX: fix documentation of output arguments 2022-07-05 11:55:33 +02:00
Johannes Pfeifer 35a25b8fb5 dyn_forecast.m: gracefully exit if decision rules and remove unused output argument 2022-07-04 17:33:20 +02:00