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8504 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
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
Johannes Pfeifer 31ea784a5c dynare_solve.m: honor tolx in fsolve 2022-05-17 15:27:21 +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
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) 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
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
Sébastien Villemot 0b32ad5b51
Merge branch 'ramsey_steady' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2022
 2022-04-29 17:44:28 +02:00
Sébastien Villemot b084c2e931
Perfect foresight with expectation errors: move computation of terminal steady states to the setup command 
This is more logical, since those values are constraints from the point of view
of the solver.

Also, this allows to have maxit and tolf options for the steady state solver,
at the level of the setup command, without a clash with the same option names
for the deterministic solver at the level of the solver command.
 2022-04-29 15:56:11 +02:00
Sébastien Villemot 418a8ebb5f
Drop steady_.m which is only a thin wrapper around evaluate_steady_state 
As a consequence, move the sanity checks inside evaluate_steady_state, where
they make more sense.
 2022-04-29 15:14:43 +02:00
Johannes Pfeifer 21004adf03 evaluate_steady_state.m: correctly account for presence of auxiliary variables potentially depending on Lagrange multipliers 
Otherwise error message due to NaN may be thrown out due to them non having been set. Closes https://git.dynare.org/Dynare/preprocessor/-/issues/94
 2022-04-28 21:49:05 +02:00
Sébastien Villemot e58552d914 Merge branch 'occbin_error' into 'master' 
Occbin: filter out problems in solving the baseline model

See merge request Dynare/dynare!2021
 2022-04-28 13:04:53 +00:00
Johannes Pfeifer 6536e135cb Occbin: filter out problems in solving the baseline model 2022-04-28 13:33:48 +02:00
Stéphane Adjemian (Charybdis) 8b197bf71c
Remove duplicate assignments for parameters. 2022-04-28 12:58:22 +02:00
Stéphane Adjemian (Charybdis) 1d22285043
Throw a warning if a parameter has no value. 2022-04-28 12:58:22 +02:00
Sébastien Villemot a600336c92
New “add” and “multiply” keywords in “shocks(learnt_in=…)” block 2022-04-26 15:22:15 +02:00
Sébastien Villemot 7dda3c7985
Preprocessor update 
— Reject exogenous deterministic variables in a few places where they were
  erroneously accepted
– Use booleans for “exo_det” and “multiplicative” fields of M_.det_shocks
— Add checks on the value of the “learnt_in” option of “shocks” and “endval”
 2022-04-26 14:52:31 +02:00
Sébastien Villemot b6dc32621f Merge branch 'simult' into 'master' 
simult.m: fix saving of binary file

See merge request Dynare/dynare!2020
 2022-04-25 12:52:22 +00:00
Johannes Pfeifer 6805cad636 simult.m: fix saving of binary file 2022-04-23 19:41:51 +02:00
Sébastien Villemot 8488674ce4
New shocks(learnt_in=…) and endval(learnt_in=…) blocks 
For use with perfect_foresight_with_expectation_errors_setup.
 2022-04-21 17:10:52 +02:00
Sébastien Villemot c06be7fefd
Octave 7 fixes bug in mkdir which now creates parent directory 2022-04-20 10:36:56 +02:00
Stéphane Adjemian (Charybdis) 931a9ba336
Use residuals and jacobian matrix returned by fsolve routine. 2022-04-19 19:20:20 +02:00
Stéphane Adjemian (Charybdis) 4d646ba30b
Fix evaluation of the dynamic model. 
Call the wrapper instead of the dynamic routine.
 2022-04-19 19:15:21 +02:00
Sébastien Villemot ce7540747b
dynare_solve: fix bug introduced in ef2bb4e669 
The feval(f, x, args{:}) call would fail under Octave because the contents of
args{:} would be appended twice (hence too many input arguments error).

The same bug would materialize under MATLAB for errorcode>1.
 2022-04-19 17:52:37 +02:00
Stéphane Adjemian (Charybdis) 63224ed45d
Bug fix (display of problematic equations). 2022-04-19 16:33:29 +02:00
Stéphane Adjemian (Charybdis) b9f7733c6b
Fix cherrypick routine. 
Was failing when model contain variable and parameter names ending with the name
of a built-in function.

Closes #1813
 2022-04-17 10:14:15 +02:00