Sébastien Villemot
3734762af7
For stack_solve_algo={2,3} and solve_algo={7,8}, rather use a “crout” ILU decomposition for the preconditioner
...
In 3025a14ed9
, the call to the deprecated “luinc”
has been replaced by a call to “ilu”.
However, the type of “ilu” decomposition had not been specified. The default,
“nofill”, does not make use of the “droptol” option which was used with
“luinc”. Also, under Octave, it does not work when there is a zero on the
diagonal of the input matrix.
Rather use the “crout” type, which addresses these two issues.
2022-02-14 12:34:50 +01:00
Sébastien Villemot
fa7b331cf4
Fix crash in simulation of “Solve forward/backward complete” blocks with stack_solve_algo=4 (without bytecode)
2022-02-11 18:11:42 +01:00
Sébastien Villemot
bb793d87cc
Block decomposition: fix deterministic simulations for block of type “Solve backward”
...
The results were incorrect for those two kinds of block, when not using bytecode.
2022-02-09 14:07:33 +01:00
Sébastien Villemot
dd34554c4e
Block decomposition: fix computation of eigenvalues for blocks of “Solve backward complete” type
2022-02-09 14:07:33 +01:00
Sébastien Villemot
685598c6e2
Add interface to “static” and “incidence” options of “model_info”
...
These options were implemented and described in the reference manual, but their
interface was missing.
By the way, make various minor improvements to the description of “model_info”
in the reference manual. In particular, remove the single quotes around the two
aforementioned options (which are a remnant from an older interface).
2022-02-09 14:07:30 +01:00
Sébastien Villemot
39f47dc957
local_state_space_iteration_k MEX now uses the Fortran code (instead of the C++ code)
...
Closes : #1802
2022-02-04 11:49:46 +01:00
Johannes Pfeifer
4ccc7c7262
mom.objective_function.m: fix field naming
2022-02-03 15:12:46 +01:00
Sébastien Villemot
2cb6988de6
Merge branch 'jscale' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1999
2022-02-03 09:25:16 +01:00
Sébastien Villemot
adb4007bda
Merge branch 'smm_lsqnonlin' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1998
2022-02-03 09:24:37 +01:00
Johannes Pfeifer
217de5084c
check_posterior_sampler_options: make global variable an input
...
Does not properly work for scale_file-option as caller has variable not global
2022-02-02 16:20:12 +01:00
Johannes Pfeifer
57eda3886d
SMM: fix logic for check of vector output
2022-02-02 13:27:46 +01:00
Stéphane Adjemian (Charybdis)
1d916b1fe2
Bug fix.
...
[skip ci]
2022-01-27 11:07:09 +01:00
Stéphane Adjemian (Ryûk)
fca5b99a03
Fix bug (missing condition).
...
The cherrypick was failing if the selected equations were not about a PAC equation (e.g. a VAR expectation
model), because the code was assuming the existence of the pac field in M_.
2022-01-27 10:49:19 +01:00
Sébastien Villemot
df185cf19b
Merge branch 'mom_field' into 'master'
...
mom: fix error message if matched_moments-block is missing
See merge request Dynare/dynare!1997
2022-01-26 14:39:24 +00:00
Johannes Pfeifer
4ef4b929d5
mom: fix error message if matched_moments-block is missing
2022-01-25 16:26:12 +01:00
Sébastien Villemot
9c79b0d73f
Octave: better workaround for bug 46282
2022-01-25 11:32:08 +01:00
Stéphane Adjemian (Ryûk)
f5f47cd834
Add new option last_simulation_period to initval_file command.
...
Also adjust the periods in Simulated_time_series (output of the perfect
foresight solver in the workspace). Note that this dseries object contains the
observations for the initial condition (M_.orig_maximum_lag observations) and
for the terminal condition (M_.orig_maximum_lead observations).
See #1838 .
Fix testsuite (wrong file name)
2022-01-21 17:39:47 +01:00
Stéphane Adjemian (Charybdis)
38e1cd5d4e
Do not include auxiliaries in Simulated_time_series...
...
And add paths for the exogenous variables.
2022-01-21 16:50:42 +01:00
Stéphane Adjemian (Ryûk)
a08de9e661
Partial fix for #1837 .
2022-01-19 09:20:22 +01:00
Sébastien Villemot
1edb8ba7ba
Merge branch 'planner_check' into 'master'
...
evaluate_planner_objective.m: fix check for NaN moments
See merge request Dynare/dynare!1996
2022-01-18 16:45:06 +00:00
Johannes Pfeifer
b5d129de1f
evaluate_planner_objective.m: fix check for NaN moments
2022-01-18 16:12:20 +01:00
Stéphane Adjemian (Charybdis)
1fd4904ccc
Fix evaluate routine if PAC's growth option is constant.
2022-01-17 16:56:58 +01:00
Stéphane Adjemian (Charybdis)
e1d0ce28d2
Remove aux variables from evaluate routine.
...
Auxiliary variables were still present in the growth neutrality correction. This
commit remove the auxiliaries, so that the user doesn't need to update the
database with the auxiliary variable definitions.
Also adds integration test.
TODO Check that it works with log unary op
TODO Complete tests by checking that the written evaluate routine works
2022-01-14 20:45:46 +01:00
Johannes Pfeifer
3b59253416
occbin: fix bug if there is only a surprise shock in the first period
2022-01-14 08:47:37 +01:00
Johannes Pfeifer
958dcf7b48
online auxiliary filter: add option to set termination condition of loop
2022-01-13 18:42:55 +01:00
Sébastien Villemot
ca4601bd1c
dyntable: fix column width calculation in case of minus sign
...
By the same token, improve the logical expression for determining whether all
values are infinite (it was nevertheless giving the right result, because an
“all()” is implicit when an array of booleans is passed to an “if” statement).
2022-01-11 17:44:24 +01:00
Sébastien Villemot
6f83afbf42
Octave: fix some warning ids
...
Those warning ids were renamed in Octave 3.8.
2022-01-11 17:22:58 +01:00
Marco Ratto
9305cd1ef1
fixed header of occbin solver
2022-01-06 15:02:43 +01:00
Marco Ratto
06a7e6c7be
bug fixes with occbin smoother: reset nested waitbars and fix names of outut structure of solver
2022-01-06 15:01:35 +01:00
Marco Ratto
8ac3f4b22b
fixed bugs in initialization of heteroskedastic shocks and first_obs>1 and nobs< full dimension of dataset
2022-01-06 14:59:33 +01:00
Marco Ratto
8130125fa7
reset nested waitbars when computing posterior smoother with occbin
2022-01-06 14:57:57 +01:00
Marco Ratto
bad52b292d
fixed index of variable names defined more than once
2022-01-06 14:51:56 +01:00
Stéphane Adjemian (Ryûk)
d18d728f7b
Fix definition of R2 in NLS routine.
2022-01-05 16:45:35 +01:00
Willi Mutschler
7f3bc60ce0
lsqnonlin only supported for method_of_moments
2022-01-04 14:33:05 +01:00
Stéphane Adjemian (Ryûk)
e1a63fbf81
Fix bug introduced in 25231f66
.
...
Set decompose equal to false if the expectation model is not a PAC.
2022-01-03 22:25:48 +01:00
Stéphane Adjemian (Ryûk)
25231f6634
Account for PAC components in evaluate routine.
...
The print_expectations routine was previously only considering the
aggregate expectation (for the target). Now it updates the
database (dseries) with each component of the PAC model. The growth
neutrality correction is included in the aggregate expectation but not
in the expectations of the components.
2022-01-03 17:28:57 +01:00
Sébastien Villemot
bdb21f9ad6
ver_less_than.m: add missing semicolons in unit tests
...
[skip ci]
2022-01-03 16:09:26 +01:00
Sébastien Villemot
86b09bccf9
dseries update
...
– load_m_file_data.m: pass structure instead of file
– removed utilities/misc/ordinal.m routine
2022-01-03 15:42:03 +01:00
Sébastien Villemot
1e5b7d4e04
Merge branch 'warning' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1986
2022-01-03 15:22:39 +01:00
Sébastien Villemot
93883aad57
Merge branch 'version_utilities' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1985
2022-01-03 15:22:18 +01:00
Johannes Pfeifer
8cf6fe0be4
perfect_foresight_setup.m: add line skip
2021-12-30 14:27:12 +01:00
Johannes Pfeifer
086e0895cb
initial_estimation_checks.m: fix warning display
2021-12-27 13:03:47 +01:00
Stéphane Adjemian (Charybdis)
1c953cca01
Moved CLI routines.
2021-12-21 16:22:30 +01:00
Stéphane Adjemian (Charybdis)
4b18aafa9b
Add CLI for evaluate_smoother.
2021-12-21 16:17:29 +01:00
Johannes Pfeifer
97b98d155e
Partially revert "Remove more utilities related to conversion of oo_ between Dynare versions"
...
This partially reverts commit 26597bf093
.
2021-12-21 12:44:49 +01:00
Sébastien Villemot
04ab1e5696
Merge branch 'steady_debug' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1982
2021-12-20 12:08:17 +01:00
Stéphane Adjemian (Ryûk)
ba7a53b38b
Code factorization (NLS).
2021-12-19 17:14:25 +01:00
Johannes Pfeifer
b966e5eb7a
evaluate_steady_state.m: do not check auxiliary initial values if they haven't been set
2021-12-19 11:39:24 +01:00
Stéphane Adjemian (Ryûk)
60d8f44c4a
Fix estimation range.
2021-12-18 22:27:45 +01:00
Stéphane Adjemian (Ryûk)
2a796c8e34
Account for logged variables under diffs.
2021-12-18 19:58:55 +01:00