Commit Graph

14796 Commits (8b197bf71c692e60c42f7010e8f463b960f31b2a)

Author SHA1 Message Date
Sébastien Villemot 3a039a1d7f
Preprocessor: fix detection of nonlinearity of blocks of type “Solve backward/forward simple” 2022-03-15 17:42:03 +01:00
Sébastien Villemot 96fb676be7
Bytecode: fix stack_solve_algo=4 when a “solve backward/forward” block follows a “solve two boundaries” block
When solving a “Solve two boundarise” block with stack_solve_algo=4, the
“slowc” variable is modified. This would affect the resolution of further
“solve backward/forward” blocks, which would yield results.

The fix consists in saving and restoring “slowc”.
2022-03-15 17:42:03 +01:00
Johannes Pfeifer ecbfb7d083 Manual: clarify potential naming issues in steady state files 2022-03-14 20:33:19 +01:00
Sébastien Villemot 52dfad35f9 Merge branch 'selec_draws' into 'master'
posterior moments: fix bugs that cause crashes

See merge request Dynare/dynare!2006
2022-03-14 15:16:57 +00:00
Johannes Pfeifer 28536314c0 posterior moments: fix bugs that cause crashes
- Delete non-existing output argument
- prevent info from being overwritten
2022-03-14 14:50:49 +01:00
Stéphane Adjemian (Ryûk) 882091cc97
Return more info about nonlinear solver failures (solve1). 2022-03-03 22:30:38 +01:00
Stéphane Adjemian (Ryûk) 7072359241
Fix fifth output introduced in e815fb2 (exitflag was not updated). 2022-03-03 21:56:44 +01:00
Stéphane Adjemian (Ryûk) afd8359dbf
Do not compute g twice in solve1.
When jacobian is evaluated numerically.
2022-03-03 20:26:06 +01:00
Stéphane Adjemian (Ryûk) 9be328aeda
Cosmetic changes. 2022-03-03 20:24:18 +01:00
Stéphane Adjemian (Ryûk) f2193e8ec8
Add more checks on the initial evaluation. 2022-03-03 18:33:34 +01:00
Stéphane Adjemian (Ryûk) 3c85695b99
Use isinf() instead of isfinite() in solve1 routine. 2022-03-03 18:30:36 +01:00
Stéphane Adjemian (Ryûk) e815fb2901
Display exitflag returned by fsolve.
When the Newton fails in the simulation of backward models.
2022-03-03 18:19:33 +01:00
Stéphane Adjemian (Ryûk) e6592b3943
Display more info if Newton fails in backward model simulations. 2022-03-03 16:57:59 +01:00
Stéphane Adjemian (Ryûk) 7ee124bbba
Fix bug.
Return the paths for the endogenous only before the nonlinear solver crash.
2022-03-03 10:57:40 +01:00
Stéphane Adjemian (Charybdis) 90ae54a6ff
Translate to English. 2022-03-03 09:35:30 +01:00
Stéphane Adjemian (Charybdis) 9d1e07a2e4
Fix headers. 2022-03-03 09:35:30 +01:00
Sébastien Villemot ae1e31b7e0
Restore the possibility of calling the “resid” function without argument
Can be useful when writing “z = resid;” in a .mod file (i.e. not using the
preprocessor syntax).
2022-03-01 16:40:51 +01:00
Sébastien Villemot 3d7299c1e4
New option “non_zero” to the “resid” command
When this option is given, the “resid” command only displays non-zero residuals
2022-03-01 14:26:16 +01:00
Sébastien Villemot 7f44a28209
Emacs mode: add missing “resid” keyword 2022-03-01 11:59:17 +01:00
Sébastien Villemot e49cada341
Testsuite: run_block_byte_tests_{matlab,octave}.m were not actually checking the results 2022-03-01 11:29:52 +01:00
Sébastien Villemot 65e18fe883
Bytecode: fix stack_solve_algo=4 on linear blocks
Only one iteration is performed on linear blocks. But in the case of
stack_solve_algo=4 it is not enough, since it will not find the right optimal
path lenght at the first iteration (even though that optimal path length is
ufnitary).
2022-03-01 11:29:29 +01:00
Sébastien Villemot dbbbb75874
Bytecode: fix typo, replace “substract” by “subtract” 2022-02-28 18:47:20 +01:00
Sébastien Villemot 67a003aa73
Bytecode: fix stack_solve_algo=1 (relaxation method)
There were various issues with the construction of sparse submatrices.

By the way, refactor and document the code to make it more readable.
2022-02-28 18:47:20 +01:00
Sébastien Villemot 811e53f9ad
Bytecode: document matrix computation routines 2022-02-28 18:47:20 +01:00
Sébastien Villemot 59b8ee9c33
Bytecode: remove unused matrix subtraction routine 2022-02-28 18:47:20 +01:00
Sébastien Villemot a7cc466285
Bytecode: fix bug in sparse matrix multiplication routines
Since those routines compute Aᵀ·B, the number of rows of the output is equal to
the number of columns of A.
2022-02-28 12:18:58 +01:00
Sébastien Villemot 0147faad5f
Fix stack_solve_algo=1 without bytecode, on solve two boundaries simple/complete blocks
The result for the last simulation period was wrong.
2022-02-25 16:32:16 +01:00
Stéphane Adjemian (Charybdis) c9825c803a
Fix description of the conditional_forecast command.
Closes #1844
2022-02-24 20:33:47 +01:00
Sébastien Villemot 4d39c6fab5 Merge branch 'error_message' into 'master'
get_error_message.m: condition on index being non-zero

See merge request Dynare/dynare!2003
2022-02-24 16:23:16 +00:00
Sébastien Villemot 63bcd2558e
Testsuite: when running Octave, use --no-window-system option rather than forcing gnuplot toolkit
In practice --no-window-system currently implies the gnuplot toolkit with dumb
terminal, but it is cleaner this way.
2022-02-23 12:13:27 +01:00
Johannes Pfeifer a60ce435bd get_error_message.m: condition on index being non-zero
dsge_likelihood will expand the vector due to entry four of info containing the penalty, creating a 0 for entry 2
2022-02-22 12:22:51 +01:00
Sébastien Villemot f52ce51168
Preprocessor: fix error message when “ramsey_policy” follows a “ramsey_model” statement 2022-02-21 16:46:37 +01:00
Sébastien Villemot a4f4d4462c
Merge branch 'disp_dr' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2002
2022-02-21 16:19:36 +01:00
Sébastien Villemot 0b053f1ebf
Windows package: bump dependencies 2022-02-21 16:02:04 +01:00
Johannes Pfeifer d79895b66a Display of decision rules: deal with overflow of fields 2022-02-20 11:00:34 +01:00
Sébastien Villemot 1a9abc247f
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2001
2022-02-18 14:22:53 +01:00
Sébastien Villemot 8f5815d01d
Preprocessor: for bytecode, fix temporary terms for dynamic derivatives in “evaluate” mode 2022-02-18 14:22:28 +01:00
Sébastien Villemot 8536b63827
Bytecode: remove superfluous debug information 2022-02-18 14:17:37 +01:00
Stéphane Adjemian (Charybdis) e7d11dd7b1
Remove aux variables from target definition (PAC). 2022-02-18 09:13:17 +01:00
Johannes Pfeifer b5dc90b311 mom: add missing trust_region_initial_step_bound_factor option 2022-02-18 00:50:08 +01:00
Johannes Pfeifer 05519aaaa1 mom: add missing verbosity option 2022-02-18 00:48:39 +01:00
Sébastien Villemot e2694381dd
Preprocessor: transform predetermined variables before simplifying equations 2022-02-17 18:27:41 +01:00
Sébastien Villemot 972461c326
Bytecode: add debugging information about input arguments 2022-02-17 17:41:10 +01:00
Sébastien Villemot a376d8c9fe
Fix steady state computation with bytecode+block and solve_algo ⩽ 4 or ⩾ 9
– Temporary terms were not correctly passed between blocks
– solve_algo ⩾ 9 was incorrectly passed through bytecode own’s solver instead
  of through dynare_solve
2022-02-17 17:28:37 +01:00
Sébastien Villemot aca85408ff
Preprocessor: fix JSON output when there are multiple “var_expectation_model” statements
Closes: Madysson/estimation-codes#19
2022-02-15 21:00:23 +01:00
Sébastien Villemot 092203669b
Manual: fix copyright years displayed in Sphinx output 2022-02-15 16:54:41 +01:00
Sébastien Villemot ceb3ec2487
Bytecode: remove unused constructors 2022-02-15 16:54:41 +01:00
Sébastien Villemot 863fa2de1c
Bytecode: perfect foresight simulation of *linear* “Solve forward simple/complete” blocks was giving was results 2022-02-15 16:54:41 +01:00
Sébastien Villemot 34b6f54c4a
Ferhat and Houtan have left the team 2022-02-14 15:10:04 +01:00
Sébastien Villemot 803e3721ec
Bytecode: correctly handle M_.{endo_names,exo_names,param_names}, which are now cell arrays 2022-02-14 15:06:07 +01:00