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16891 Commits (99883d4ca6c23f3bc875a43f4a5ce2f34d60cccd)

Author SHA1 Message Date
Johannes Pfeifer 78abd68c9f EP: gracefully handle error 2023-12-18 17:08:28 +01:00
Johannes Pfeifer 4512e85cb2 Restore outputs erroneously removed in 735bd66d 2023-12-18 17:07:01 +01:00
Johannes Pfeifer d7ae0d0039 OccBin: improve consistency - Make name of opts_simul subfield homogeneous for likelihood computation and smoother - fill the new field opts_regime with init_binding_indicator init_regime_history, to avoid possible conflics with simulations done in realtime filtering steps - smoother: use init_binding_indicator and init_regime_history options set in options_.occbin.smoother 2023-12-18 16:16:50 +01:00
Marco Ratto ac346ef83d occbin.kalman_update_engine.m: embed use_relaxation and extend to work with 2 constraints 2023-12-18 16:16:49 +01:00
Marco Ratto 9b165d7785 occbin.map_regime.m: trap case where indicator is empty 2023-12-18 16:16:48 +01:00
Johannes Pfeifer 7b94310fd4 occbin.solver.m: fix header 2023-12-18 16:16:47 +01:00
Marco Ratto 8348cf009a OccBin: enhance search of filtered regime, using new kalman_update_engine.m 
brute_force_regime_guess (default) and loss_function_regime_guess (optional, more time consuming) may be used to search for better solution (i.e. a solution providing better data density). Governed by options_.occbin.likelihood.number_of_initial_periods_with_extra_regime_guess
where the latter is 0 by default and can be set by user
 2023-12-18 16:16:46 +01:00
Marco Ratto 75f5a463df OccBin smoother: trap realtime smoother error and use linear smoother for first guess 2023-12-18 16:16:45 +01:00
Marco Ratto e8d82ad840 Occbin: make convergence criteria for periodic solution more precise; 
Also allows periodic loops to be a solution (periodic_solution_strict=false), provided regime is found that does not violate constraint in expectation AND the number of periods in violation is smaller than max allowed (periodic_solution_threshold= INTEGER)
 2023-12-18 16:16:44 +01:00
Johannes Pfeifer ab6ea60967 Occbin smoother: try using smoothed shocks from linear smoother as last resort to initialize guess sequence of regimes 2023-12-18 16:16:43 +01:00
Marco Ratto 90fbb9559e 🐛 Occbin smoother: ensure all shocks are plotted with heteroskedastic_filter 2023-12-18 16:16:42 +01:00
Marco Ratto 3f1a37614f OccBin: store simul.piecewise and simul.linear in oo_.occbin.smoother, for easier post-processing of results 2023-12-18 16:16:40 +01:00
Marco Ratto ee5faf0783 🐛 Occbin smoother: set periods to the smpl size 
Prevents crash if periods was too small
 2023-12-18 16:16:39 +01:00
Marco Ratto cf7be44257 occbin.solver: initialize output ss to avoid crashes when call to resol fails 2023-12-18 16:16:38 +01:00
Sébastien Villemot c363355dbf
Merge branch 'obs_check' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2236
 2023-12-18 15:55:20 +01:00
Sébastien Villemot d50330aad3
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2235
 2023-12-18 15:55:06 +01:00
Sébastien Villemot 380e78be53
user_has_matlab_license: fix spurious messages when toolbox is not present 
This is effectively a partial revert of
735bd66d4d.
 2023-12-18 15:47:45 +01:00
Sébastien Villemot 84a7b4b2cf
Merge branch 'dynare-PF_globals' 
Ref. !2229
 2023-12-18 11:51:46 +01:00
Johannes Pfeifer 48380a1370
Do not assign variables to base workspace by default 
Related to https://git.dynare.org/Dynare/preprocessor/-/issues/95
 2023-12-18 11:51:27 +01:00
Johannes Pfeifer 3faaffacc6
perfect foresight: remove globals 2023-12-18 11:51:21 +01:00
Sébastien Villemot e9ffb16ec6 Merge branch 'model_comp_tol' into 'master' 
fs2000_model_comparison.mod: increase test tolerance due to problems on some runners

See merge request Dynare/dynare!2234
 2023-12-18 10:11:43 +00:00
Stéphane Adjemian (Ryûk) 4982ce06b4
Remove unnecessary square brackets. 2023-12-18 10:49:49 +01:00
Johannes Pfeifer 37e4d68264 load_m_file_data_legacy.m: fix check for correct number of observations 2023-12-18 10:30:35 +01:00
Johannes Pfeifer 4d6d4953e7 GetPosteriorParametersStatistics.m and check_bounds_and_definiteness_estimation.m: cosmetic changes 2023-12-18 09:50:18 +01:00
Stéphane Adjemian (Ryûk) c399f54581
Remove call to eval. 2023-12-18 08:57:12 +01:00
Stéphane Adjemian (Ryûk) 735bd66d4d
Remove unused output arguments. 2023-12-18 07:48:27 +01:00
Stéphane Adjemian (Ryûk) 7468a903b7
Remove initialize_dataset routine. 
This routine was no longer used in other parts of the code.
 2023-12-17 19:00:37 +01:00
Stéphane Adjemian (Ryûk) c841f1474c
isinf(X)~= ⇔ isinf(X). 2023-12-17 08:30:56 +01:00
Stéphane Adjemian (Ryûk) b6619b342b
Remove unused variable. 2023-12-16 23:30:43 +01:00
Stéphane Adjemian (Ryûk) fef466ef34
Remove unused variable. 2023-12-16 23:13:15 +01:00
Stéphane Adjemian (Ryûk) 52be9d08c1
Cosmetic change (do not change index value in a for-loop). 2023-12-16 23:08:29 +01:00
Stéphane Adjemian (Ryûk) 5d8861ff29
Cosmetic change. 2023-12-16 23:03:02 +01:00
Stéphane Adjemian (Ryûk) 743de7da5c
Remove increment on for-loop index. 2023-12-16 23:03:02 +01:00
Stéphane Adjemian (Ryûk) e962cb4dba
Move the dseries submodule from the modules folder. 
Makes no sense anymore to keep it there since it was the only git submdule.
 2023-12-16 23:02:57 +01:00
Stéphane Adjemian (Ryûk) cf4c6cdf14
Update dseries submodule (rewrite two patches). 2023-12-16 22:26:43 +01:00
Stéphane Adjemian (Guts) 7915b91fdb
Error takes sprintf like arguments directly. 2023-12-16 22:24:26 +01:00
Johannes Pfeifer 72a8d53df8 fs2000_model_comparison.mod: increase test tolerance due to problems on some runners 2023-12-15 21:44:10 +01:00
Stéphane Adjemian (Guts) 23af7f64b6
Avoid using disp(sprintf()) constructs. 2023-12-15 18:56:08 +01:00
Stéphane Adjemian (Guts) 0249ea2116
Fix bug introduced in #47af0cde1. 2023-12-15 18:07:12 +01:00
Stéphane Adjemian (Guts) 44119077db
Separate outputs with commas. 2023-12-15 16:55:24 +01:00
Stéphane Adjemian (Guts) 47af0cde16
Remove calls to eval. 2023-12-15 16:34:27 +01:00
Sébastien Villemot eb043406e6
Merge branch 'path' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2233
 2023-12-15 16:32:08 +01:00
Sébastien Villemot ae082cffbe
Make function names consistent with filenames 
Detected and automatically fixed by MATLAB Code Analyzer app.
 2023-12-15 16:30:32 +01:00
Sébastien Villemot febd39713e
dseries: more fixes performed with MATLAB Code Analyzer app 2023-12-15 16:28:38 +01:00
Sébastien Villemot 20b2c79ffb
Remove unneeded uses of feval 
Detected and automatically fixed by MATLAB Code Analyzer app.
 2023-12-15 16:28:38 +01:00
Sébastien Villemot 458926b17b
Remove useless semicolons 
Detected and automatically fixed by MATLAB Code Analyzer app.
 2023-12-15 16:28:36 +01:00
Sébastien Villemot 162ca815bc
Replace calls to isdir by isfolder 
isfolder is the modern replacement to isdir, and is available in MATLAB ⩾
R2017b and in Octave ⩾ 7.

Detected and automatically fixed by MATLAB Code Analyzer app.
 2023-12-15 15:40:25 +01:00
Sébastien Villemot ff7cc9267e
Remove useless commas 
Detected and automatically fixed by MATLAB Code Analyzer app.
 2023-12-15 15:37:35 +01:00
Sébastien Villemot 56e97e29aa
dseries: various fixes performed with MATLAB Code Analyzer app 2023-12-15 15:31:52 +01:00
Sébastien Villemot adddcf6197
minus_logged_prior_density.m: fix syntax error with output arguments 
It’s not possible to use tildes for declaration of output arguments (otherwise
these arguments will be uninitialized if requested).

Detected by MATLAB Code Analyzer app.
 2023-12-15 15:31:52 +01:00