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
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Ref. !2032
2022-05-19 14:55:45 +02:00
Sébastien Villemot
a83570e1f4
Merge branch 'foresight_resids' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2031
2022-05-19 14:55:08 +02:00
Sébastien Villemot
3496c26699
Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2030
2022-05-19 14:54:28 +02:00
Sébastien Villemot
962d66807c
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2025
2022-05-19 14:53:35 +02:00
Sébastien Villemot
253d1385b4
Dynare++: mark IntSequence move constructor as noexcept
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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
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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
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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
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Ref. !2029
2022-05-17 18:23:57 +02:00
Sébastien Villemot
1f2e22712f
Merge branch 'tolx' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2028
2022-05-17 18:23:37 +02:00
Sébastien Villemot
047c489450
Merge branch 'NK_baseline' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2027
2022-05-17 18:23:02 +02:00
Sébastien Villemot
35c7f2d0db
Merge branch 'occ_manual' of git.dynare.org:JohannesPfeifer/dynare
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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
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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...
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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.
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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).
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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
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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
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[skip ci]
2022-05-05 17:10:27 +02:00
Sébastien Villemot
cc8b2fd920
Bump to C++20 standard (with GNU extensions)
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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
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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
Sébastien Villemot
5b49662a94
Preprocessor: compatibility fix for GCC 12
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Closes : #1852
2022-05-02 17:07:00 +02:00
Sébastien Villemot
a2fbd6d23c
Manual: fix typo
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[skip ci]
2022-04-29 17:47:36 +02:00
Sébastien Villemot
0b32ad5b51
Merge branch 'ramsey_steady' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2022
2022-04-29 17:44:28 +02:00
Sébastien Villemot
be90ca1156
Manual: add perfect foresight with expectation errors
2022-04-29 17:43:35 +02:00
Sébastien Villemot
b084c2e931
Perfect foresight with expectation errors: move computation of terminal steady states to the setup command
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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
252a592f1a
Allow “learnt_in=1” for “shocks” and “endval”
2022-04-29 15:55:57 +02:00