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14857 Commits (93ae4849b732de6f177341c9defc3ae835e6226f)

Author SHA1 Message Date
Johannes Pfeifer 93ae4849b7 missing_observations_kalman_filter.m: remove unused output whose dimensions grow over time 2022-05-25 12:55:05 +02:00
Sébastien Villemot 20f8dd780f
README: mention the requirement for Git LFS 2022-05-20 12:43:04 +02:00
Sébastien Villemot 10678648b2
README: update name of stable branch 2022-05-20 12:39:59 +02:00
Sébastien Villemot 666d2d70a2
Preprocessor update 
– Always create bytecode output
– Forbid multiple identical clauses in “occbin_constraints” block
 2022-05-20 12:38:24 +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) ac2b3f2bdc
Add integration tests for model inversion. 2022-05-20 08:31:03 +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
Sébastien Villemot 253d1385b4
Dynare++: mark IntSequence move constructor as noexcept 
For better performance where used within containers (e.g. in Smolyak
integration).
 2022-05-19 13:50:37 +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
Sébastien Villemot 11743eff54
Preprocessor: fix bug with new estimation syntax 2022-05-18 19:27:49 +02:00
Sébastien Villemot 1a029475b7
Preprocessor: various fixes to JSON output 2022-05-18 17:54:57 +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
Sébastien Villemot 047c489450
Merge branch 'NK_baseline' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2027
 2022-05-17 18:23:02 +02:00
Sébastien Villemot 35c7f2d0db
Merge branch 'occ_manual' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2026
 2022-05-17 18:22:01 +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
Johannes Pfeifer 31ea784a5c dynare_solve.m: honor tolx in fsolve 2022-05-17 15:27:21 +02:00
Johannes Pfeifer ab6b642596 NK_baseline_steadystate.m: provide proper error handling 2022-05-17 12:34:48 +02:00
Johannes Pfeifer aeac54bd15 occbin: clarify concept of baseline regime 2022-05-17 12:25:14 +02:00
Johannes Pfeifer 0685e03ecd occbin: add warning on spurious regime transitions 2022-05-17 12:25:14 +02:00
Sébastien Villemot 40871519fc
Merge branch 'mom_SE' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2024
 2022-05-16 19:10:52 +02:00
Sébastien Villemot e8a71a18fe
Preprocessor: various modernizations and simplifications 2022-05-16 19:10:27 +02:00
Sébastien Villemot a95531f357
Dynare++: drop redundant move-assignment operator in Vector class 2022-05-16 17:59:50 +02:00
Stéphane Adjemian (Ryûk) c033a08cec
Remove third unit test in local_state_space_iteration_2. 2022-05-13 22:14:07 +02:00
Stéphane Adjemian (Ryûk) 2ff705f15c
Change second unit test for local_state_space_iteration_2... 
To something closer to what we actually do when we estimate a model.
 2022-05-13 22:12:09 +02:00
Stéphane Adjemian (Ryûk) cd76bdff9e
Fix and update unit tests for local_state_space_iteration_2. 
Add mat file with git lfs.
 2022-05-13 12:13:46 +02:00
Stéphane Adjemian (Ryûk) f7204e6ec8
Bug fix (pruning at second order in estimation). 
Closes #1853.
 2022-05-13 11:39:49 +02:00
Stéphane Adjemian (Ryûk) c17728da83
Make sure matlab routine is used in first unit test. 2022-05-12 13:02:41 +02:00
Stéphane Adjemian (Ryûk) 49727cf7a0
Remove %$ in unit tests. 2022-05-12 13:00:44 +02:00
Stéphane Adjemian (Ryûk) 68887b36e6
Cosmetic change. 2022-05-12 13:00:02 +02:00
Stéphane Adjemian (Ryûk) 8edc6538bf
Rewrite header doc. 2022-05-12 12:58:32 +02:00
Stéphane Adjemian (Ryûk) c492ce7b73
Remove unused routines. 2022-05-12 10:33:48 +02:00
Stéphane Adjemian (Ryûk) 4e90a47521
Throw an error if some parameters are not initialised. 2022-05-12 10:33:48 +02:00
Johannes Pfeifer 0bc9a163b2 mom.standard_errors.m: provide more informative error message when hitting bounds during finite difference step 2022-05-12 09:51:21 +02:00
Sébastien Villemot a2a90c7e37
Merge branch 'model_diag' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2023
 2022-05-05 18:41:34 +02:00
Sébastien Villemot 41ccfd4068
Bytecode: use braces (instead of $ and £) to highlight floating-point errors in expressions 2022-05-05 17:10:27 +02:00
Sébastien Villemot f934d0fd73
README.md: update links to homepages of dependencies 
[skip ci]
 2022-05-05 17:10:27 +02:00
Sébastien Villemot cc8b2fd920
Bump to C++20 standard (with GNU extensions) 
In practice, for the time being, we limit ourselves to C++20 features available
in GCC 10.
 2022-05-04 18:33:07 +02:00
Sébastien Villemot ce2c1e0d30
No longer use C++ UTF-8 string literals 
They don’t bring any added value, and break compilation in C++20 mode (because
they are then of type “const char8_t *” which is distinct from “const char *”).
 2022-05-04 18:32:52 +02:00
Johannes Pfeifer 737524d182 model_diagnostics.m: add check for potential naming conflict 2022-05-04 13:05:27 +02:00
Sébastien Villemot 63a116fb28
New += and *= syntaxes in “endval(learnt_in=…)” blocks 2022-05-03 17:46:59 +02:00