stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
15,031 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

15031 Commits (7dd2dd5e24a343fbeaf3522ea5e535c27d8b9f95)

Author SHA1 Message Date
Sébastien Villemot 600e468448
Merge branch 'cosmetics_header' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1979
 2021-12-15 10:26:52 +01:00
Willi Mutschler 488ab7a979
Update testsuite Kalman Smoother name of data file 
gen_data.mod creates a datafile called "data.mat"
test_compute_Pinf_Pstar_data.mod creates a datafile called "Data.mat"
There could be a race condition on systems that don't distinguish between upper and lower cases.
 2021-12-15 10:26:38 +01:00
Sébastien Villemot c181bae3fd
Emacs mode: add compilation_setup statement 2021-12-15 10:26:37 +01:00
Stéphane Adjemian (Ryûk) 4dd3ee8546
Add CLI for some routines. 
- steady,
 - check,
 - evaluate_likelihood,
 - evaluate_posterior_kernel, and
 - evaluate_prior.

*Example*

After running a mod file, on the Matlab's command line:

>> cli.check

EIGENVALUES:
         Modulus             Real        Imaginary

               0                0                0
       1.389e-16        1.389e-16                0
          0.6452           0.6452                0
          0.9707           0.9707                0
           1.038            1.038                0
       1.271e+16        1.271e+16                0
        2.33e+17         2.33e+17                0

There are 3 eigenvalue(s) larger than 1 in modulus
for 3 forward-looking variable(s)

The rank condition is verified.
 2021-12-14 14:45:57 +01:00
Johannes Pfeifer 3dc398f590 dynare_estimation_1.m: improve comment on Hessian recomputation 2021-12-14 11:22:41 +01:00
Johannes Pfeifer 7303275bef dsge_likelihood.m: update header 2021-12-14 11:22:41 +01:00
Johannes Pfeifer 6f87edfa3d Manual: remove wrong end; 2021-12-14 11:21:17 +01:00
Johannes Pfeifer fdb14b3af8 IVF: turn off near-singularity warning in estimation 2021-12-14 11:21:16 +01:00
Johannes Pfeifer 8a76c689ea IVF: properly deal with error code 2021-12-14 11:21:16 +01:00
Johannes Pfeifer 1bfb9ffbb9 heteroskedastic shocks: take into account first_obs 2021-12-14 11:21:16 +01:00
Sébastien Villemot 301fe42ed8
Merge branch 'varendo' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1978
 2021-12-14 11:09:47 +01:00
Sébastien Villemot 6a41cbdb13
Merge branch 'minimal_state' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1963
 2021-12-14 11:09:28 +01:00
Sébastien Villemot 3e7e82347a
Preprocessor: fix logic of include_eqs in the presence of [static]/[dynamic] equations 2021-12-14 11:01:07 +01:00
Sébastien Villemot 7770c99f1b
dseries: prevent horse-race condition when saving and loading mat file 2021-12-14 11:00:16 +01:00
Johannes Pfeifer c60a1624d1 identification: separate error code and option 
Solves issues with Monte Carlo sampling where error code affected option for later draws
 2021-12-13 15:14:23 +01:00
Johannes Pfeifer de90c5d246 Provide warning if moments_varendo is not set but conditional_variance_decomposition 2021-12-13 13:08:59 +01:00
Sébastien Villemot 4fac512bfd
Merge branch 'dsge_var' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1973
 2021-12-13 12:40:27 +01:00
Stéphane Adjemian (Ryûk) f687b531fd
Bug fix (wrong indexing in present value evaluation). 2021-12-11 18:44:01 +01:00
Sébastien Villemot eb6af4aff3
Emacs mode: add complementary error function and hyperbolic functions 
[skip ci]
 2021-12-11 15:58:14 +01:00
Johannes Pfeifer fc05ddd5fe dsge_var_likelihood.m: remove unused output arguments 2021-12-10 12:01:40 +01:00
Johannes Pfeifer 5f732803d8 dsge_var: pass data moments as function inputs instead of via base workspace 
going via base prevents parallel execution
 2021-12-10 12:01:07 +01:00
Sébastien Villemot f7f7c77411
Merge branch 'ramsey_debug' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1977
 2021-12-10 11:12:33 +01:00
Sébastien Villemot ee5eec3224
Merge branch 'disp_th_moments' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1975
 2021-12-10 11:01:59 +01:00
Sébastien Villemot 6dd787569a
Merge branch 'SMM' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1974
 2021-12-10 11:01:37 +01:00
Sébastien Villemot 00b3064ace
Merge branch 'NK' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1972
 2021-12-10 10:58:10 +01:00
Sébastien Villemot 2c183093f1
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1971
 2021-12-10 10:57:39 +01:00
Johannes Pfeifer 741772d514 evaluate_steady_state.m: correctly condition debugging info on existence of objects from steady state file 2021-12-10 09:05:55 +01:00
Johannes Pfeifer f5def11a23 disp_th_moments.m: honor noprint 2021-12-09 09:01:10 +01:00
Johannes Pfeifer 137ba73c4c SMM: add forgotten error code 
[skip CI]
 2021-12-08 19:07:18 +01:00
Sébastien Villemot 1144de4167
Bump version number 2021-12-08 14:23:26 +01:00
Sébastien Villemot 48c965397a
Adapt the documentation for the new versioning scheme 
Switch to a two digit version number, and make the documentation agnostic on
the major version number.
 2021-12-08 12:27:35 +01:00
Johannes Pfeifer 51fdb6b1cb NK_baseline.mod: correct comment 
[skip CI]
 2021-12-08 11:01:31 +01:00
Johannes Pfeifer d5a2015ded mom: gracefully exit if unobserved moments are matched. 2021-12-08 09:38:41 +01:00
Sébastien Villemot 1638374b46
Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1970
 2021-12-07 18:06:13 +01:00
Sébastien Villemot 8eeb92e56b
Add hyberbolic primitives (sinh, cosh, tanh, asinh, acosh, atanh) 2021-12-07 18:04:56 +01:00
Sébastien Villemot 5f675eee18
Add erfc() primitive 2021-12-07 17:00:59 +01:00
Sébastien Villemot d69c14398d
Factorize test for normpdf(), normcdf(), erf() and trigonometric functions 
Incidentally:
- add trigonometric tests for bytecode
- add back a test for pure M-files
 2021-12-07 17:00:57 +01:00
Johannes Pfeifer d039bcbfec evaluate_planner_objective.m: initialize newly introduced options and fix naming 2021-12-07 13:56:01 +01:00
Johannes Pfeifer c07508a917
occbin_write_regimes: distinguish between smoother and simulations 
Closes: #1828
 2021-12-07 12:41:34 +01:00
Sébastien Villemot 018c603035
Preprocessor: use element-by-element multiply, divide and power in occbin_difference.m 
Closes: #1826
 2021-12-07 12:23:14 +01:00
Sébastien Villemot 36705d505b
Merge branch 'make_ex' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1968
 2021-12-07 12:20:29 +01:00
Johannes Pfeifer 9212cae713
evaluate_planner_objective: document options 2021-12-07 12:19:31 +01:00
Normann Rion cf829fb28e
A few fixes for k-order welfare assesment in `evaluate_planner_objective` 
As suggested in !1962
 2021-12-07 12:19:30 +01:00
Sébastien Villemot 40b2565140
Merge branch 'realtime' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1966
 2021-12-07 12:16:20 +01:00
Sébastien Villemot f22dff3524
Preprocessor: various fixes related to [static] equations 
In particular, this fixes a detrending bug in relation to the Occbin engine.

Closes: #1827
 2021-12-06 17:21:41 +01:00
Johannes Pfeifer ce9bb2f09d make_ex_.m: gracefully exit if user attempts to set non-existent period 0 2021-12-06 15:04:30 +01:00
Johannes Pfeifer 7bc15927a9 realtime_shock_decomposition.m: gracefully exit if nobs-option is not set 2021-12-03 09:19:59 +01:00
Sébastien Villemot 8b3fc97631 Merge branch 'static_singularity' into 'master' 
dyn_first_order_solver.m: add debugging information

See merge request Dynare/dynare!1965
 2021-12-01 17:53:18 +00:00
Johannes Pfeifer 82689795e4 dyn_first_order_solver.m: add debugging information 2021-12-01 14:36:21 +01:00
Sébastien Villemot 10698ba896
Fix building of source package 
Bug introduced in 06fd42c19b.
 2021-11-26 19:15:27 +01:00