Sébastien Villemot
1bb5612474
Merge branch 'resol' of git.dynare.org:JohannesPfeifer/dynare
2021-01-29 15:34:57 +01:00
Sébastien Villemot
1cd3bfbfa8
Merge branch 'kalman_initial_state' of git.dynare.org:JohannesPfeifer/dynare
2021-01-29 15:34:11 +01:00
Sébastien Villemot
3e6224e0b6
plot_contributions.m: compatibility fixes for Octave
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— use zeros instead of NaNs when decomposing between positive and negative
contributions; otherwise some contributions are not plotted
— the bar() function returns a column-vector of graphic handles, while on
MATLAB it returs a row-vector
2021-01-29 15:20:18 +01:00
Sébastien Villemot
5da473ac66
plot_contributions.m: compatibility fix for MATLAB ≤ R2019a
2021-01-29 14:55:06 +01:00
Sébastien Villemot
dcfd45bd25
missing/unique_stable.m: also support cell arrays and 2nd output argument
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Needed by aggregate.m.
2021-01-29 14:06:40 +01:00
Sébastien Villemot
3e98918690
aggregate.m: compatibility fix for MATLAB R2014a
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The importdata function returns empty lines on R2014a, while it omits them in
R2020a. Moreover, importdata is not meant to parse arbitrary text file. We thus
replace it by repeated calls to fgetl.
2021-01-29 12:29:39 +01:00
Sébastien Villemot
5fc29ace8f
Merge branch 'octave_typo' of git.dynare.org:JohannesPfeifer/dynare
2021-01-29 11:19:13 +01:00
Johannes Pfeifer
585781bd4c
dynare_minimize_objective.m: use analytic gradient if specified
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Bug introduced in ce3e4412
[skip CI]
2021-01-29 11:10:59 +01:00
Sébastien Villemot
20c00d5a02
dynare_minimize_objective: fix analytic derivatives in mode_compute=13 for Octave and MATLAB < R2016a
2021-01-29 11:02:23 +01:00
Johannes Pfeifer
827a7fcaa8
resol.m: reduce inheritance of decision rule info
2021-01-29 10:16:04 +01:00
Johannes Pfeifer
7c8f486727
Allow setting initial state for Kalman filter
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Supersedes https://git.dynare.org/Dynare/dynare/-/merge_requests/1522
2021-01-28 17:24:27 +01:00
Sébastien Villemot
3e7c0b1eef
Merge branch 'optimizer' of git.dynare.org:JohannesPfeifer/dynare
2021-01-28 16:54:58 +01:00
Sébastien Villemot
6ac1af7035
Merge branch 'filtered_variables' of git.dynare.org:JohannesPfeifer/dynare
2021-01-28 16:53:30 +01:00
Johannes Pfeifer
ce56305318
mr_hessian.m: only compute inverse of A once
2021-01-28 15:07:05 +01:00
Johannes Pfeifer
b56b7760b1
mr_hessian.m: don't manually increase run index of loop
2021-01-28 15:06:32 +01:00
Johannes Pfeifer
1ca5aad981
mr_hessian.m: account for non-scalar output
2021-01-28 14:45:13 +01:00
Johannes Pfeifer
e766ad053e
mr_hessian.m: add comments and remove redundant line
2021-01-27 22:13:15 +01:00
Johannes Pfeifer
7df35bca35
newrat.m: only compute eig(hh) if output is actually required
2021-01-27 22:02:45 +01:00
Johannes Pfeifer
ef14cdb1e9
mr_hessian.m: remove redundant lines and try-catch statement
2021-01-27 21:42:48 +01:00
Johannes Pfeifer
9a86f316c6
newrat.m: only find index once
2021-01-27 21:38:04 +01:00
Johannes Pfeifer
96b1ca3bee
mr_hessian.m: honor Save_files option
2021-01-27 21:38:03 +01:00
Johannes Pfeifer
1fc33a4c63
newrat.m: check for valid initial parameter
2021-01-27 21:38:03 +01:00
Sébastien Villemot
11f7ae2236
Merge branch 'octave_optim' of git.dynare.org:JohannesPfeifer/dynare
2021-01-27 18:28:35 +01:00
Sébastien Villemot
f662c17c5d
shock_decomposition_backward: Octave compatibility fix
2021-01-27 18:25:27 +01:00
Sébastien Villemot
d52a35889c
shock_decomposition_backward: workaround for bug in MATLAB ≤ R2019a
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Ref. dseries#45
2021-01-27 18:25:27 +01:00
Sébastien Villemot
0402c56ee7
Compatibility fix for MATLAB R2014a when estimating with empty estim_params
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The tests kalman_filter_smoother/fs2000_smoother_only.mod and
kalman_filter_smoother/fs2000_smoother_only_ns.mod would fail under MATLAB
R2014a.
They both run the estimation command without having declared an estim_params
block.
Their execution would fail in check_bounds_and_definiteness_estimation, at the
point where we check if initial values are below the lower bound.
The problem is that xparam1 would be of size 0×1, while bounds.lb would be
empty (0×0), and the comparison fails on older MATLABs.
The fix consists in ensuring that xparam1 remains of size 0×0 in that case.
2021-01-27 18:25:27 +01:00
Sébastien Villemot
0f19774b55
check_bounds_and_definiteness_estimation: rename last argument to BoundsInfo
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The previous name was misleading, since this is not the same as bayestopt_.
The confusion was introduced in cfe1069367
.
2021-01-27 18:25:27 +01:00
Johannes Pfeifer
59dd96db83
Bayesian smoother: fix field naming for Filtered_Variables_X_step_ahead
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Naming used length of vector instead of actual steps
2021-01-27 17:41:37 +01:00
Johannes Pfeifer
ce3e441205
dynare_minimize_objective.m: restore octave compatibility
2021-01-27 14:56:24 +01:00
Sébastien Villemot
8f47b276a0
Merge branch 'online_filter' of git.dynare.org:JohannesPfeifer/dynare
2021-01-26 16:54:03 +01:00
Johannes Pfeifer
847eb8050a
Check measurement error for mode_compute=11
2021-01-26 16:51:39 +01:00
Sébastien Villemot
e1bdc87ff9
Merge branch 'lmmcp' of git.dynare.org:JohannesPfeifer/dynare
2021-01-26 16:27:43 +01:00
Johannes Pfeifer
c304dea35f
stoch_simul.m: filter out mcp-tag solvers
2021-01-26 11:40:46 +01:00
Johannes Pfeifer
a5c8fa54b6
dsge_likelihood.m: error out with non-empty gradient for analytic_derivation
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Matlab optimizers require it
2021-01-26 08:31:31 +01:00
Sébastien Villemot
09f992d584
Merge branch 'moments_varendo' of git.dynare.org:JohannesPfeifer/dynare
2021-01-25 18:18:46 +01:00
Sébastien Villemot
f9437f89c2
Merge branch 'analytic_derivation' of git.dynare.org:JohannesPfeifer/dynare
2021-01-25 18:17:52 +01:00
Sébastien Villemot
992e375bfa
Merge branch 'use_mh_covariance' of git.dynare.org:JohannesPfeifer/dynare
2021-01-25 18:16:23 +01:00
Johannes Pfeifer
1245d41a6a
moments_varendo: store var_list in files
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Allows identifying changes in var_list in the future
2021-01-25 15:56:44 +01:00
Johannes Pfeifer
c27c4fd932
moments_varendo: delete stale files from previous runs
2021-01-25 15:55:10 +01:00
Johannes Pfeifer
1ee788e61b
dynare_minimize_objective.m: reorder 13 to come before 101
2021-01-24 17:41:17 +01:00
Johannes Pfeifer
25803a6842
dynare_minimize_objective: fix use of analytic derivatives by employing wrapper function
2021-01-24 17:40:24 +01:00
Johannes Pfeifer
ff4278070a
dynare_minimize_objective.m: replace optimset by optimoptions to allow for both Pre and post R2016a option names
2021-01-24 09:21:09 +01:00
Johannes Pfeifer
d2a55d1e49
method_of_moments: adapt analytic jacobian output to interface used elsewhere
2021-01-24 09:21:09 +01:00
Johannes Pfeifer
2b79eb2850
solvopt.m: suppress incidental output
2021-01-24 09:21:08 +01:00
Johannes Pfeifer
916058cbfd
initial_estimation_checks.m: Do not allow quadratic equation solver for non-quadratic problems
2021-01-24 09:21:08 +01:00
Johannes Pfeifer
b652b6d932
csminwel1.m: two small fixes
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- gh always exists, no need to check
- allow having non-bad gradient in first iteration
2021-01-23 22:18:45 +01:00
Johannes Pfeifer
5bee25c06e
weibull prior: fix second derivative output and suppress display of output
2021-01-23 09:57:17 +01:00
Johannes Pfeifer
82aa669b30
prior densities: make sure derivative output has correct dimensions
2021-01-23 09:57:17 +01:00
Stéphane Adjemian (Charybdis)
2b7dbff459
Cosmetic change.
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[skip ci]
2021-01-23 09:53:54 +01:00
Johannes Pfeifer
f19decf297
non_linear_dsge_likelihood.m: consistently use options_.particles.pruning
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1756
2021-01-22 21:19:07 +01:00