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Author SHA1 Message Date
Sébastien Villemot 848c111cf4 Merge branch 'discretion' into 'master' 
discretionary_policy_initialization.m: fix logic of check for instruments

See merge request Dynare/dynare!2053
 2022-07-25 09:26:50 +00:00
Johannes Pfeifer e9a1902410 discretionary_policy_initialization.m: fix logic of check for instruments 
Related to https://git.dynare.org/Dynare/preprocessor/-/issues/101
 2022-07-22 21:52:05 +02:00
Sébastien Villemot 13709f6853
Add “fsolve_options” option to “steady” command 
Closes: #1856
 2022-07-22 14:35:19 +02:00
Sébastien Villemot ceedb4869e
solve_algo=0: move to optimoptions under MATLAB, and to new options names for MATLAB⩾R2016a 2022-07-22 14:21:42 +02:00
Sébastien Villemot 572fed3994
Merge branch 'dyn_forecast' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2051
 2022-07-05 17:09:51 +02:00
Sébastien Villemot 84d744ea75
Merge branch 'DM' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2049
 2022-07-05 17:09:31 +02:00
Sébastien Villemot 0a9dc0137a
k_order_welfare MEX: fix documentation of output arguments 2022-07-05 11:55:33 +02:00
Johannes Pfeifer 35a25b8fb5 dyn_forecast.m: gracefully exit if decision rules and remove unused output argument 2022-07-04 17:33:20 +02:00
Sébastien Villemot 5d048b998d
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2047
 2022-07-04 15:15:47 +02:00
Sébastien Villemot deb0f8b401
Merge branch 'ramsey_discount' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2046
 2022-07-04 15:15:08 +02:00
Johannes Pfeifer 5788f1bc71 dynare_solve: deal with Dulmage-Mendelsohn decomposition returns a non-square block 
Related to https://git.dynare.org/Dynare/dynare/-/issues/1851
 2022-06-27 15:30:14 +02:00
Johannes Pfeifer 74672bb294 DsgeSmoother.m: delete redundant line 2022-06-27 11:23:19 +02:00
Johannes Pfeifer 77d6782cb4 evaluate_steady_state.m: check whether planner_discount is actually set for ramsey 2022-06-27 11:17:15 +02:00
Stéphane Adjemian (Charybdis) 584e661fff
Ensure that the ordering of the exogenous variables is correct... 
in model inversion routines.
 2022-06-17 17:48:00 +02:00
Stéphane Adjemian (Charybdis) f19ab66bab
Fix precision issue. 
Introduced in patch 8b197bf71c which incidentally reduced the precision to six digits.
 2022-06-17 16:48:35 +02:00
Sébastien Villemot 5ccd5f2613
Revert "More explicit message when the Dulmage-Mendelsohn decomposition returns a non-square block" 
This reverts commit fa71d4712d.

Ref. #1851
 2022-06-16 18:05:14 +02:00
Sébastien Villemot fa71d4712d
More explicit message when the Dulmage-Mendelsohn decomposition returns a non-square block 
Closes: #1851
 2022-06-16 15:53:45 +02:00
Sébastien Villemot 06f665e231
Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode) 
Previously, LBJ was available:

– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
  was not making it clear that it was LBJ)

This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
 2022-06-15 15:06:33 +02:00
Johannes Pfeifer 1b4a4c8778 shock_decomposition.m: correctly pass initial date for plotting 2022-06-08 16:03:36 +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
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
Johannes Pfeifer 8ac72590da PKF: document incompatibilities and throw proper errors if triggered 2022-05-31 17:40:03 +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
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
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) 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
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
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
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