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1660 Commits (8052920a72575dd9d41fa91acb22542667741c7f)

Author SHA1 Message Date
Sébastien Villemot 4a041b3b2c
tests/measurement_errors/fs2000_corr_me_ml_mcmc/fs2000_corr_ME.mod: set mh_blocks=1 
This fixes the test under Octave on haumea.
 2021-09-29 15:02:13 +02:00
Sébastien Villemot 191cb05f87
tests/block_bytecode/lola_stochastic_block.mod: increase test tolerance on ghx 
Needed for Octave on haumea.
 2021-09-28 12:45:52 +02:00
Sébastien Villemot 9fd0806643
Testsuite: do not distribute optimal_policy/Ramsey/oo_ramsey_policy_initval.mat 
It is a generated file.

By the way, ensure that the generated file has the .mat extension under Octave.
 2021-09-27 16:43:50 +02:00
Normann Rion 6475c52b3d Implements k-order simulation routine in Fortran (Ref: #1802) 
`k_order_simul` may replace `dynare_simul_` in the long run
 2021-09-24 09:11:15 +02:00
Sébastien Villemot 7083f1d692 Merge branch 'local_state_space_it' into 'master' 
Implements the Fortran replacement of local_state_space_iteration_k (Ref #1802)

See merge request Dynare/dynare!1918
 2021-09-22 15:54:17 +00:00
NormannR cab65dabb5 Implements `local_state_space_iteration_fortran`, the Fortran replacement of `local_state_space_iteration_k` (Ref #1802) 
- Creates the library `libkordersim` with all the relevant Fortran routines to `folded_to_unfolded_dr` and `local_state_space_iteration_fortran`
   - Implements `folded_to_unfolded_dr`, which converts folded decision rule matrices to their unfolded counterparts
 2021-09-22 16:28:46 +02:00
Sébastien Villemot 014e18df69
Preprocessor: remove unused steady_state_growth option to pac_model 2021-09-22 16:27:48 +02:00
Johannes Pfeifer 76b3f53d0b ramst_initval_file.mod: move to non-deprecated syntax 2021-09-22 09:56:33 +02:00
Sébastien Villemot fa3ed38735
Source package: fix bug introduced in d62a09cdef 2021-09-21 17:45:30 +02:00
Sébastien Villemot 872c0424a8
tests/block_bytecode/lola_stochastic_block.mod: increase test tolerance on ghu 
Needed for Octave on lupi.
 2021-09-21 17:00:39 +02:00
Sébastien Villemot d62a09cdef
tests/ep/rbcii.mod: use supported mechanism for user-provided steady state file 
Incidentally, this should fix random crashes under Octave (where the manually
copied steady state file was not correctly detected by the interpreter).
 2021-09-21 16:26:58 +02:00
Johannes Pfeifer 2dd6510051 smoother2histval.m: undo logging 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1407
 2021-09-17 14:43:50 +02:00
Sébastien Villemot 49a396030b
Yet another batch of Octave compatibility fixes 2021-09-16 18:25:00 +02:00
Sébastien Villemot 37467a9b9d
Merge branch 'octave_fixes' of git.dynare.org:wmutschl/dynare 
Ref. !1926
 2021-09-16 15:16:14 +02:00
Willi Mutschler 5199ea414b
Fix for testsuite on Octave AnScho_matched_moments.mod 2021-09-16 12:45:38 +02:00
Johannes Pfeifer 38a2dcaa8f dynrbc_common.inc: increase maxit and check_ahead_periods 
Required for Octave
 2021-09-16 10:40:44 +02:00
Johannes Pfeifer 001971bda6 dynrbc_common.inc: provide file ending required in Octave 2021-09-16 08:56:44 +02:00
Sébastien Villemot ff06b9ad10
More Octave compatibility fixes 2021-09-15 18:35:30 +02:00
Sébastien Villemot 4346903c65
Various Octave compatibility issues 
Also improve on e42cf2e5b4 for the compatbilitity
with MATLAB < R2016a in occbin.write_regimes_to_xls.m.
 2021-09-14 17:55:55 +02:00
Johannes Pfeifer e7b1d4aca5 testsuite: Fix missing dependence 2021-09-11 11:29:18 +02:00
Johannes Pfeifer 334020fc46 evaluate_planner_objective.m: fix wrong timing in setting of shocks 2021-09-11 09:44:36 +02:00
Johannes Pfeifer 0d483ff85f evaluate_planner_objective.m: Factorize setting of initial condition 
also takes care of initially set shocks
 2021-09-11 09:44:35 +02:00
NormannR acdad93822 Fixing the regression in behavior in evaluate_planner_objective (Ref: #1680) 
- evaluate_planner_objective now returns conditional welfare depending on the initial value of the Lagrange multipliers when it is suitable to do so
   - histval blocks are no longer ignored
 2021-09-11 09:44:35 +02:00
Sébastien Villemot e42cf2e5b4
Various MATLAB R2014a compatibility fixes 2021-09-08 14:15:49 +02:00
Sébastien Villemot 8d4f5fbd9b
Fix tests/deterministic_simulations/multiple_lead_lags/sim_endo_lead_lag.mod 
A bug was introduced in 440a0e460b, erroneously
changing the name of the baseline for a comparison.

The bug was left unnoticed with recent versions of MATLAB and on Octave,
because the first array in the ensuing comparison had zero line, and because of
automatic broadcasting, the error message was not triggered.

However, the bug was exposed on MATLAB < R2016b.
 2021-09-08 14:15:49 +02:00
Sébastien Villemot badb36d6d2
Fix typos introduced in c68e4801bd 2021-09-02 20:43:21 +02:00
Sébastien Villemot c68e4801bd
Build system: add several test files to the source package 2021-09-02 17:14:07 +02:00
Johannes Pfeifer cf6621187e
Add example for system prior 
(@stepan removed trailing spaces)
 2021-08-17 19:39:02 +02:00
Johannes Pfeifer b8c76a96e3 block_kalman_filter: add integration tests 2021-08-17 14:26:58 +02:00
Johannes Pfeifer bfd92e79a7
Occbin: udpate options 2021-08-16 11:37:53 +02:00
Stéphane Adjemian (Charybdis) c00307c8cc
Fix encoding. 2021-08-16 11:23:13 +02:00
Stéphane Adjemian (Charybdis) 1c54eb21d2
Cosmetic change (remove trailing spaces). 2021-08-16 11:19:28 +02:00
Willi Mutschler 0d200f3b39
MoM: Fix AFVRR test cases due to 3c67ad 2021-08-16 10:58:35 +02:00
Willi Mutschler f5ec70a06d
MoM: Refactor AnScho test case 
Instead of checking everything in one mod file, this commit separates the checks into individual mod files that test:
- whether the translation from matched_moments works
- whether the duplicate moments are found
- whether GMM and SMM both work with different estimated_params blocks.
wip
 2021-08-16 10:58:35 +02:00
Stéphane Adjemian (Ryûk) bdc95dd1d0
Add unit tests (trust_region algorithm). 
Using mex implementation (block_trust_region).
 2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk) e8cc23d3af
Bug fixes (typos). 2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk) a905539f60
Add test functions for nonlinear solvers. 2021-07-23 19:44:16 +02:00
Sébastien Villemot b34be496c5 Merge branch 'evaluate_planner' into 'master' 
evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight

See merge request Dynare/dynare!1890
 2021-07-23 14:01:22 +00:00
Johannes Pfeifer 440a0e460b
Storage of results: use subfolder 
Ref. #1758
 2021-07-23 14:12:17 +02:00
Johannes Pfeifer e09d215964 evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight 
Also cosmetic changes to indentation
 2021-07-23 13:27:30 +02:00
Sébastien Villemot 3206ea9684 Merge branch 'evaluate_planner_objective' into 'master' 
Streamline evaluate planner objective

See merge request Dynare/dynare!1887
 2021-07-22 14:42:22 +00:00
Johannes Pfeifer a517c1f1de neo_growth_ramsey_k_order.mod: call evaluate_planner_objective 2021-07-22 15:20:30 +02:00
Sébastien Villemot 8b8f919a0f Merge branch 'smoother2histval' into 'master' 
Improvements for smoother2histval

See merge request Dynare/dynare!1886
 2021-07-22 12:03:59 +00:00
Johannes Pfeifer 3fb41e075f Matlab implementation of the consider_all_endogenous_and_auxiliary option 2021-07-22 13:12:27 +02:00
Sébastien Villemot 0e793faeb2 Merge branch 'pf_options' into 'master' 
Particle filter: enable passing of option values and prepare for other samplers

Closes preprocessor#59

See merge request Dynare/dynare!1884
 2021-07-22 09:50:10 +00:00
Johannes Pfeifer 80cad32068 Particle filter: enable passing of option values and prepare for other samplers 2021-07-21 23:00:32 +02:00
Stéphane Adjemian (Ryûk) cd2ed823b6
Fix constant in VAR and PAC expectations... 
When the VAR auxiliary model has a constant.
 2021-07-21 18:02:11 +02:00
Stéphane Adjemian (Ryûk) a69f68bb7c
Modify companion matrix if VAR model has a constant. 2021-07-21 18:02:04 +02:00
Sébastien Villemot 1045c442a9
Merge branch 'occbin_mean' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1882
 2021-07-21 16:42:00 +02:00
Johannes Pfeifer 944bf2b68e occbin: work with non-demeaned data and in constraints 2021-07-21 13:42:38 +02:00