Stéphane Adjemian (Argos)
91825d4b5b
Fix cherrypick routine with max and min functions in model block.
2023-07-21 15:36:52 +02:00
d9ff8dfeee
Merge branch 'pruning' into 'master'
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Adds pruning in k_order_simul
See merge request Dynare/dynare!2147
2023-07-21 08:17:09 +00:00
710589eb5b
Adds pruning in k_order_simul
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See issue #1643 about beyond-third-order pruning
2023-07-20 06:58:35 +01:00
Stéphane Adjemian (Ryûk)
c02e550582
Update dseries submodule.
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Pass more than one variable name to remove and remove_ methods.
2023-07-19 18:23:08 +02:00
5b8b63924d
Remove unneeded braces
2023-07-19 18:03:18 +02:00
661e5c7e9f
C++17 modernization: initialization in “if”-statement
2023-07-19 18:03:03 +02:00
d52aceeb16
Merge branch 'nblocks_load' into 'master'
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load_*_mh_history_file: remove assignin statements
See merge request Dynare/dynare!2151
2023-07-18 15:55:37 +00:00
d2fecdc5d3
load_*_mh_history_file: remove assignin statements
2023-07-18 10:01:47 -04:00
4f4dc0e4f4
Merge branch 'nblocks_load' into 'master'
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load_last_mh_history_file: make sure number of blocks and parameters matches loaded files
See merge request Dynare/dynare!2150
2023-07-18 12:59:35 +00:00
89376b188e
CI: new runner for signing Windows installers
2023-07-17 16:16:26 +02:00
8532d6abd7
Cosmetic changes to various estimation routines
2023-07-13 14:40:01 -04:00
e6c43c2a29
load_last_mh_history_file: make sure number of blocks and parameters matches loaded files
2023-07-13 14:39:50 -04:00
Stéphane Adjemian (Ryûk)
b5a74b96e5
Merge particles submodule into master.
2023-07-12 14:01:25 +02:00
7457c6d3db
Merge branch 'docker' into 'master'
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Add docker containers
See merge request Dynare/dynare!2148
2023-07-12 09:51:54 +00:00
Stéphane Adjemian (Ryûk)
21dcc911bc
Move files and delete unused folders and files.
2023-07-12 09:29:41 +02:00
b23c394972
Add docker containers
2023-07-09 11:09:36 +02:00
d4a8d0fc50
README: remove duplicate block in macOS instructions
2023-07-09 11:08:25 +02:00
Stéphane Adjemian (Argos)
6265a6d2b1
Update dseries submodule (add two arguments to dplot command).
2023-07-07 11:40:41 +02:00
Stéphane Adjemian (Argos)
bd0493d135
Add routine for dynamic contributions in semi-structural models.
2023-07-06 22:26:09 +02:00
Stéphane Adjemian (Argos)
5e869669a0
Set verbose to false by default.
2023-07-06 22:26:07 +02:00
175662a75e
Merge branch 'brooks_gelman_plotrows' into 'master'
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Add brooks_gelman_plotrows to manual and testsuite
See merge request Dynare/dynare!2146
2023-07-06 16:16:22 +00:00
9b2c0fb94d
Add brooks_gelman_plotrows to manual and testsuite
2023-07-06 09:32:19 -04:00
ffdeccc05d
Fix preprocessor submodule repository location
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Bug introduced in ed7fe89bfa!2142
2023-07-05 15:58:47 +02:00
ae67b4a145
Merge branch 'master' into 'master'
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Variable number of parameter MCMC convergence plots
See merge request Dynare/dynare!2127
2023-07-05 10:07:39 +00:00
eb5eefdcf0
Variable number of parameter MCMC convergence plots
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This change allows the user to change the number of parameters for which the MCMC convergence diagnostics are shown. The user needs to set a value for options_.convergence.brooksgelman.plotrows for an arbitrary number of parameters to be shown, but defaulting to 3 if no input is supplied.
2023-07-05 10:07:38 +00:00
3b9c515674
Merge branch 'pruning_2nd_order' into 'master'
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Fixes local_state_space_iteration_3 and adds a test comparing the various pruning routines
See merge request Dynare/dynare!2144
2023-07-05 07:05:52 +00:00
23dbb2b4b9
Fixes local_state_space_iteration_3 and adds a test comparing the various pruning routines used in dynare up to order 3.
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The considered pruning routines can be found in
- `simult_.m`
- `local_state_space_iteration_2` MEX
- `local_state_space_iteration_3` MEX
- `pruned_state_space_system.m`
2023-07-04 19:15:43 +02:00
a044ec45b1
Merge branch 'exo_names_orig_ord' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2142
2023-07-04 16:37:26 +02:00
3bdbfef301
Merge branch 'local_state_space_iteration_3' of git.dynare.org:normann/particles
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Ref. particles!17
2023-07-04 11:21:46 +02:00
8b945dfd64
libkorder: use infinity instead of large constant in minimization algorith
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By the way, also use C++17 initialization within “if” statement.
2023-07-04 11:20:51 +02:00
d2c324eeee
Amends the various filters to fit the fixed version of local_state_space_iteration_3
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See MR !2144 for more details
2023-07-01 16:43:48 +02:00
d386bb9f76
Cholesky decomposition: only add to diagonal if really necessary
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Closes #1891
2023-06-23 11:26:14 -04:00
ed7fe89bfa
Remove unused exo_names_orig_ord
2023-06-23 08:41:12 -04:00
e6920a60a1
Default option: don't save files for csminwel and cmaes
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Usually these files are not needed (if then user can turn this option on manually) and only clutter the folder.
Moreover, the testsuite crashes on rare occasions if several mod files are run in the same folder and the optimizers write the files simultaneously.
2023-06-23 12:11:23 +02:00
050679cd56
Rename resid.m
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Closes #1888
2023-06-23 12:10:18 +02:00
20f04d3749
Merge branch 'dseries_autotransform' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2140
2023-06-23 12:07:32 +02:00
782368eb9b
dseries: document saving of atr log
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Related to dseries@f2bdd617
2023-06-22 13:56:19 -04:00
b88a779c82
Merge branch 'Johannes' into 'master'
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Use official English translation of Johannes's affiliation
See merge request Dynare/dynare!2137
2023-06-21 18:21:23 +00:00
ec55e6b7c6
Use official English translation of Johannes's affiliation
2023-06-21 13:15:43 -04:00
01007e3776
Windows package: avoid prompts from unzip that cause build failures
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Unpacked files may already be present due to GitLab CI caching.
Bug introduced in 39c2cba1b6
2023-06-21 17:25:02 +02:00
d5a3a8e16a
Various improvements to perfect foresight homotopy
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– new option “endval_steady” to pf_setup command to recompute terminal
steady state in the homotopy loop
– new options “homotopy_linearization_fallback” and
“homotopy_marginal_linearization_fallback” to pf_solver and pfwee_solver
commands, to get an approximate solution when homotopy fails to go to 100%
– new options “homotopy_initial_step_size”, “homotopy_min_step_size”,
“homotopy_step_size_increase_success_count” and “homotopy_max_completion_share”
to pf_solver and pfwee_solver commands to fine tune the homotopy behaviour
– removed option “homotopy_alt_starting_point” to pf_solver command, not really
useful
– new options “steady_solve_algo”, “steady_tolf”, “steady_tolx”,
“steady_maxit”, “steady_markowitz” to pf_solver and pfwee_solver commands, to
control the computation of the terminal steady state (and remove the
equivalent options which previously had different names in pfwee_solver command)
2023-06-21 15:58:23 +02:00
3a789ca780
🐛 dynare_solve would incorrectly accept some guess values leading to NaN residuals
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If the guess value passed to dynare_solve was such that the residuals were all
below tolerance, except some that were NaN, then this guess value would be
incorrectly accepted as a solution.
2023-06-20 15:35:36 +02:00
ec336e9c95
Manual: homotopy in perfect foresight supported for purely backward/forward/static models
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Done in fe142b663e
2023-06-19 18:01:47 +02:00
39c2cba1b6
Windows package: use official x13as binary, instead of building it from source
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Ref. #1878
2023-06-19 16:19:47 +02:00
a8de0f56f3
CONTRIBUTING.md: mention that GitLab account creation is moderated
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[skip ci]
2023-06-19 14:57:06 +02:00
86ef9f2924
CONTRIBUTING.md: replace straight quotes by typographical quotes
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[skip ci]
2023-06-19 14:54:15 +02:00
8fa37a0439
perfect_foresight_with_expectation_errors_solver: remove obsolete code
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This should have been removed in c1b78e26ac
2023-06-16 16:45:04 +02:00
d4b5e156d1
perfect_foresight_with_expectation_errors_solver: check convergence of informational iterations
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Error out if an iteration failed.
Also display an informative message about those iterations.
2023-06-16 16:45:04 +02:00
018f69b69b
Windows package: stronger compiler optimization flags
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– enable maximum optimization (-O3), which in particular triggers code
auto-vectorization
– raise the minimal architectural requirement to match MSYS2 policy
(roughly requires CPUs from ~2006/7+)
2023-06-16 15:35:29 +02:00
396267260a
Block solvers: improvement to error messages
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– Do not mention internal options_ structure
– Remain agnostic about whether we are in a steady state or a deterministic simulation
[skip ci]
2023-06-15 15:49:50 +02:00
Stéphane Adjemian (Argos)
Sébastien Villemot
Normann Rion
Johannes Pfeifer
Willi Mutschler
William Gatt