8eeb92e56b
Add hyberbolic primitives (sinh, cosh, tanh, asinh, acosh, atanh)
2021-12-07 18:04:56 +01:00
5f675eee18
Add erfc() primitive
2021-12-07 17:00:59 +01:00
d69c14398d
Factorize test for normpdf(), normcdf(), erf() and trigonometric functions
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Incidentally:
- add trigonometric tests for bytecode
- add back a test for pure M-files
2021-12-07 17:00:57 +01:00
c07508a917
occbin_write_regimes: distinguish between smoother and simulations
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Closes : #1828
2021-12-07 12:41:34 +01:00
cf829fb28e
A few fixes for k-order welfare assesment in `evaluate_planner_objective`
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As suggested in !1962
2021-12-07 12:19:30 +01:00
06fd42c19b
Drop the dynare_simul_ MEX in favour of the new Fortran k_order_simul MEX
2021-11-26 17:37:53 +01:00
a3956996f7
Merge branch 'local_state_space_it' of git.dynare.org:normann/dynare
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Ref. !1962
2021-11-26 17:35:30 +01:00
6b566d37c7
Add k-order conditional and unconditional welfare evaluation in evaluate_planner_objective
2021-11-24 17:30:02 +01:00
f889a25e86
Amend the k_order_welfare routine for it to return the adequate output variables
2021-11-24 17:16:03 +01:00
Stéphane Adjemian (Ryûk)
f4a7a5430c
Re-implement PAC equations.
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This commit only introduce new elements in the Dynare language (adding the
possibility to decompose the target into stationary and non stationary
components) and insure that all the former codes (ie without decomposition of
the target) are still working as expected.
2021-11-24 16:40:35 +01:00
485c815f50
burnside_k_order.mod: fix timing logic
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Did not correctly deal with loading of mex-file
2021-10-22 17:59:07 +02:00
2ab919ebf1
Testsuite: use default number of particles when comparing performance of the various state space iteration MEX
2021-10-21 16:34:22 +02:00
Stéphane Adjemian (Ryûk)
f778e3c1ce
Fix growth neutrality correction in PAC equations.
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- Force long run levels of the exogenous variables to be zero or g (the BGP growth rate of the LHS endogenous variable).
- Fix the correction of the correction for the share λ (aak γ).
- Provisions for the case where the long run level of the exogenous variable is
different from 0 or g (see tmp1 and ll which should be added to the growth
neutrality correction as a constant).
(cherry picked from commit a4423d734e1df1d4ee09c7225d7fd610e0d94cd1)
2021-10-21 10:19:23 +02:00
e66a1a63f8
local_state_space_iteration_2 MEX: enable parallelization by default
2021-10-20 15:33:04 +02:00
fbba0bf2fc
Testsuite: fix display of relative timings of local_state_space_iteration_{k,fortran}
2021-10-20 15:32:26 +02:00
45772571c3
testsuite: expand Ramsey tests to check for consistency of utility and welfare
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Also increase variance to make tests more challenging
2021-10-15 12:46:26 +02:00
3af51e3153
Testsuite: disable an estimation with mode_compute=5 that randomly fails under Octave
2021-10-13 17:01:02 +02:00
f9a550651d
Merge branch 'k_order_fix' into 'master'
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k_order_simulation bug: fixes simulations and adds/corrects integration test
Closes #1819
See merge request Dynare/dynare!1940
2021-10-12 15:34:29 +00:00
d5141ced42
simult_.m: remove redundant first simulation period for k_order_simulations
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1819
2021-10-12 15:20:26 +02:00
cd43c8669b
burnside_k_order.mod: fix logic of test and compare Fortran and C++ routines
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Also decreases approximation order for speedup
2021-10-12 15:20:26 +02:00
733ffdf3ab
Add unit test for k-order simulations
2021-10-12 15:20:11 +02:00
fa04600264
Testsuite: add calls to resid for optimal policy
2021-10-11 18:06:37 +02:00
4a041b3b2c
tests/measurement_errors/fs2000_corr_me_ml_mcmc/fs2000_corr_ME.mod: set mh_blocks=1
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This fixes the test under Octave on haumea.
2021-09-29 15:02:13 +02:00
191cb05f87
tests/block_bytecode/lola_stochastic_block.mod: increase test tolerance on ghx
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Needed for Octave on haumea.
2021-09-28 12:45:52 +02:00
9fd0806643
Testsuite: do not distribute optimal_policy/Ramsey/oo_ramsey_policy_initval.mat
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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
6475c52b3d
Implements k-order simulation routine in Fortran (Ref: #1802 )
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`k_order_simul` may replace `dynare_simul_` in the long run
2021-09-24 09:11:15 +02:00
7083f1d692
Merge branch 'local_state_space_it' into 'master'
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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
cab65dabb5
Implements `local_state_space_iteration_fortran`, the Fortran replacement of `local_state_space_iteration_k` (Ref #1802 )
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- 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
014e18df69
Preprocessor: remove unused steady_state_growth option to pac_model
2021-09-22 16:27:48 +02:00
76b3f53d0b
ramst_initval_file.mod: move to non-deprecated syntax
2021-09-22 09:56:33 +02:00
fa3ed38735
Source package: fix bug introduced in d62a09cdef
2021-09-21 17:45:30 +02:00
872c0424a8
tests/block_bytecode/lola_stochastic_block.mod: increase test tolerance on ghu
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Needed for Octave on lupi.
2021-09-21 17:00:39 +02:00
d62a09cdef
tests/ep/rbcii.mod: use supported mechanism for user-provided steady state file
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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
2dd6510051
smoother2histval.m: undo logging
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1407
2021-09-17 14:43:50 +02:00
49a396030b
Yet another batch of Octave compatibility fixes
2021-09-16 18:25:00 +02:00
37467a9b9d
Merge branch 'octave_fixes' of git.dynare.org:wmutschl/dynare
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Ref. !1926
2021-09-16 15:16:14 +02:00
5199ea414b
Fix for testsuite on Octave AnScho_matched_moments.mod
2021-09-16 12:45:38 +02:00
38a2dcaa8f
dynrbc_common.inc: increase maxit and check_ahead_periods
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Required for Octave
2021-09-16 10:40:44 +02:00
001971bda6
dynrbc_common.inc: provide file ending required in Octave
2021-09-16 08:56:44 +02:00
ff06b9ad10
More Octave compatibility fixes
2021-09-15 18:35:30 +02:00
4346903c65
Various Octave compatibility issues
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Also improve on e42cf2e5b4
2021-09-14 17:55:55 +02:00
e7b1d4aca5
testsuite: Fix missing dependence
2021-09-11 11:29:18 +02:00
334020fc46
evaluate_planner_objective.m: fix wrong timing in setting of shocks
2021-09-11 09:44:36 +02:00
0d483ff85f
evaluate_planner_objective.m: Factorize setting of initial condition
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also takes care of initially set shocks
2021-09-11 09:44:35 +02:00
acdad93822
Fixing the regression in behavior in evaluate_planner_objective (Ref: #1680 )
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- 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
e42cf2e5b4
Various MATLAB R2014a compatibility fixes
2021-09-08 14:15:49 +02:00
8d4f5fbd9b
Fix tests/deterministic_simulations/multiple_lead_lags/sim_endo_lead_lag.mod
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A bug was introduced in 440a0e460b
2021-09-08 14:15:49 +02:00
badb36d6d2
Fix typos introduced in c68e4801bd
2021-09-02 20:43:21 +02:00
c68e4801bd
Build system: add several test files to the source package
2021-09-02 17:14:07 +02:00
cf6621187e
Add example for system prior
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(@stepan removed trailing spaces)
2021-08-17 19:39:02 +02:00
Sébastien Villemot
Johannes Pfeifer
Normann Rion
Stéphane Adjemian (Ryûk)
Willi Mutschler