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8352 Commits (8ac3f4b22bbe57f4d7096e572d1faa13cdf368d6)

Author SHA1 Message Date
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
Stéphane Adjemian (Ryûk) cc90bd4cf5
Fix typos in regular expressions. 2021-12-18 19:28:58 +01:00
Stéphane Adjemian (Ryûk) 8fa8ee8235
Bug fix (wrong dimension for exogenous variables). 
Also removed the distinction between exogenous and endogenous variables when
replacing variables by columns in the data matrix.
 2021-12-17 20:54:28 +01:00
Stéphane Adjemian (Ryûk) 4512000f0f
Display estimation results PAC/NLS. 2021-12-17 20:53:39 +01:00
Stéphane Adjemian (Ryûk) 8c8a2cf0fa
Add trap if SSR is not a real number. 2021-12-17 14:54:58 +01:00
Stéphane Adjemian (Ryûk) 1cf99b5227
Do not update the database if there is no aux. variables. 2021-12-17 14:21:10 +01:00
Stéphane Adjemian (Ryûk) b297353b06
PAC decomposition between stationary and non-stationary components. 
The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).

TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.
 2021-12-17 12:17:13 +01:00
Sébastien Villemot f8fc786459
Merge branch 'het_shocks' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1980
 2021-12-15 10:27:06 +01:00
Sébastien Villemot 600e468448
Merge branch 'cosmetics_header' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1979
 2021-12-15 10:26:52 +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 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 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
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
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