Commit Graph

15031 Commits (7dd2dd5e24a343fbeaf3522ea5e535c27d8b9f95)

Author SHA1 Message Date
Sébastien Villemot 5db070e9dd
Bytecode: fix inconsistency in memory manager
The variable “gap” is compared to zero, so the intent probably was that it
could be negative. But size_t is an unsigned type. Rather use a signed type.
2022-06-07 17:26:45 +02:00
Sébastien Villemot 6ae86024ea
Dynare++: remove useless const qualifier 2022-06-07 17:25:25 +02:00
Sébastien Villemot 5423949047
Merge branch 'marco_fixes' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2042
2022-06-07 15:04:28 +02:00
Sébastien Villemot 594d847cba
Merge branch 'occ_checks' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2040
2022-06-07 15:03:30 +02:00
Johannes Pfeifer 852d1352da Expand documentation of markowitz criterion 2022-06-07 15:00:50 +02:00
Sébastien Villemot 83d2849567
Preprocessor: various simplifications and modernizations 2022-06-07 14:36:59 +02:00
Johannes Pfeifer 48eae1dd66 Manual: modernizes terminology on master/slave 2022-06-02 14:26:25 +02:00
Marco Ratto 3575afdf1d save info1 file only under debugging 2022-06-02 09:52:48 +02:00
Marco Ratto 9304b535f4 port to occbin smoother the same computational improvements done for standard one under smother_redux option. This also require to provide occbin reduced state-space matrices as output argument of missing_DiffuseKalmanSmootherH3_Z.m 2022-06-02 09:52:47 +02:00
Marco Ratto 12c4e03d7b bug fixes in retrieving the k-step ahead predictions and updated variables from occbin simulations 2022-06-02 09:52:47 +02:00
Marco Ratto 16bc2b3e5e plot_shock_decomposition: filter out other forbidden characters (parentheses and dot) for field name 2022-06-02 09:52:21 +02:00
Marco Ratto 61632ef28f marginal_density.m: make computation of log(det(sigma)) robust numerically 2022-06-02 09:51:12 +02:00
Marco Ratto 48ec0a60e8 Trap the case when Q is null matrix 2022-06-02 09:49:38 +02:00
Sébastien Villemot 924db129cb Merge branch 'tolx_doc' into 'master'
Document tolx option of steady

See merge request Dynare/dynare!2039
2022-05-31 15:47:49 +00:00
Johannes Pfeifer 8ac72590da PKF: document incompatibilities and throw proper errors if triggered 2022-05-31 17:40:03 +02:00
Johannes Pfeifer e24ff8e91f Document tolx option of steady 2022-05-31 14:37:11 +02:00
Sébastien Villemot 09f2541550 Merge branch 'PKF' into 'master'
Bug fixes for PKF

See merge request Dynare/dynare!2038
2022-05-31 08:00:22 +00:00
Sébastien Villemot 5f403e9f62
Merge branch 'solve1' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2035
2022-05-25 18:49:38 +02:00
Johannes Pfeifer c9fd266cbb solve1.m: trap zero Jacobian case 2022-05-25 14:31:12 +02:00
Johannes Pfeifer c91e1f895b trust_region.m: trap case where linear combination with weight 0 on infinite value returns NaN 2022-05-25 14:21:16 +02:00
Johannes Pfeifer cf548b467d dsge_likelihood.m: distinguish PKF problems with singularity in other KFs 2022-05-25 14:15:29 +02:00
Johannes Pfeifer c623696b4b kalman_update_algo_1.m: properly set array dimensions 2022-05-25 14:15:18 +02:00
Sébastien Villemot efcb567fee
Merge branch 'gsa_bug' of git.dynare.org:rattoma/dynare
Ref. !2036
2022-05-25 14:14:48 +02:00
Johannes Pfeifer 93ae4849b7 missing_observations_kalman_filter.m: remove unused output whose dimensions grow over time 2022-05-25 12:55:05 +02:00
Marco Ratto 2279529851 fixed bug in sampling in the neighborhood of a critical point 2022-05-24 15:08:50 +02:00
Sébastien Villemot 20f8dd780f
README: mention the requirement for Git LFS 2022-05-20 12:43:04 +02:00
Sébastien Villemot 10678648b2
README: update name of stable branch 2022-05-20 12:39:59 +02:00
Sébastien Villemot 666d2d70a2
Preprocessor update
– Always create bytecode output
– Forbid multiple identical clauses in “occbin_constraints” block
2022-05-20 12:38:24 +02:00
Stéphane Adjemian (Ryûk) 45c0e82f3b
Fix bug introduced in fdb1daad. 2022-05-20 10:29:44 +02:00
Stéphane Adjemian (Ryûk) fdb1daadc9
Deactivate third unit test (local_state_space_iteration_2). 2022-05-20 08:44:28 +02:00
Stéphane Adjemian (Ryûk) ac2b3f2bdc
Add integration tests for model inversion. 2022-05-20 08:31:03 +02:00
Stéphane Adjemian (Ryûk) 0df38369a7
Fix typo. 2022-05-20 08:31:03 +02:00
Sébastien Villemot 5138d41ac6
Merge branch 'kalman_update' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2032
2022-05-19 14:55:45 +02:00
Sébastien Villemot a83570e1f4
Merge branch 'foresight_resids' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2031
2022-05-19 14:55:08 +02:00
Sébastien Villemot 3496c26699
Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2030
2022-05-19 14:54:28 +02:00
Sébastien Villemot 962d66807c
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2025
2022-05-19 14:53:35 +02:00
Sébastien Villemot 253d1385b4
Dynare++: mark IntSequence move constructor as noexcept
For better performance where used within containers (e.g. in Smolyak
integration).
2022-05-19 13:50:37 +02:00
Johannes Pfeifer 0f333f29eb kalman_update_algo_1.m: introduce error handling
Closes https://git.dynare.org/Dynare/dynare/-/issues/1854
2022-05-19 11:56:42 +02:00
Sébastien Villemot 11743eff54
Preprocessor: fix bug with new estimation syntax 2022-05-18 19:27:49 +02:00
Sébastien Villemot 1a029475b7
Preprocessor: various fixes to JSON output 2022-05-18 17:54:57 +02:00
Johannes Pfeifer 74dc4f81f0 perfect_foresight_solver.m: loop over dynamic file when mex cannot be used
Closes https://git.dynare.org/Dynare/dynare/-/issues/1850
2022-05-18 08:59:39 +02:00
Johannes Pfeifer b037bc9438 GSA sampling from prior range: replace infinity by huge number to avoid NaN 2022-05-17 18:29:42 +02:00
Johannes Pfeifer 9f265c5b5b stab_map_.m: remove redundant and commented out code to make file readable 2022-05-17 18:29:05 +02:00
Sébastien Villemot 05ab494d6c
Merge branch 'dyn_ramsey' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2029
2022-05-17 18:23:57 +02:00
Sébastien Villemot 1f2e22712f
Merge branch 'tolx' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2028
2022-05-17 18:23:37 +02:00
Sébastien Villemot 047c489450
Merge branch 'NK_baseline' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2027
2022-05-17 18:23:02 +02:00
Sébastien Villemot 35c7f2d0db
Merge branch 'occ_manual' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2026
2022-05-17 18:22:01 +02:00
Johannes Pfeifer 26db005e61 evaluate_planner_objective.m: add warning if planner discount is not smaller than 1 2022-05-17 18:10:56 +02:00
Johannes Pfeifer 9b45886526 dyn_ramsey_static.m: remove unnecessary piece of code 2022-05-17 15:31:19 +02:00
Johannes Pfeifer 31ea784a5c dynare_solve.m: honor tolx in fsolve 2022-05-17 15:27:21 +02:00