6b592cbb00
newrat: Further replacement of varargins by explicit options
2020-07-08 11:44:34 +02:00
dc6e3406e5
Merge branch 'tolerance' into 'master'
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Correctly distinguish tolerance between steady and perfect foresight
See merge request Dynare/dynare!1746
2020-07-07 09:46:28 +00:00
6a6271225c
Merge branch 'minimize_objective' into 'master'
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Minimize objective
See merge request Dynare/dynare!1737
2020-07-07 09:35:39 +00:00
607a273bb0
Correctly distinguish tolerance between steady and perfect foresight
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steady uses options_.solve_tolf as a termination criterion, so subsequent checks should do the same. Similarly, solve_tolx was never used.
2020-07-06 13:11:23 +02:00
3736272331
Merge branch 'lyap' into 'master'
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disclyap_fast.m: bugfixes and improvements
See merge request Dynare/dynare!1745
2020-07-01 08:14:46 +00:00
287ec91982
disclyap_fast.m: bugfixes and improvements
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- loop termination criterion did not match subsequent check
- dimensions of NaN were incorrect
- exitflag was mostly meaningless due to erroring out
- Make max_iter an optional input
- Move file from partial information folder to Matlab
2020-06-30 16:43:00 +02:00
4913cfb3f0
Merge branch 'third_order_moments' into 'master'
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Add display of theoretical moments at order=3 with pruning
See merge request Dynare/dynare!1744
2020-06-30 14:38:22 +00:00
9d2ec5f040
disp_th_moments.m: cosmetic changes
2020-06-30 15:31:55 +02:00
dfc7357636
Add display of theoretical moments at order=3 with pruning
2020-06-30 13:46:54 +02:00
e5cf2a3739
Merge branch 'ME_moments' into 'master'
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Bugfixes around moment computation with measurement errors
See merge request Dynare/dynare!1743
2020-06-29 14:05:42 +00:00
f3329c2db6
compute_moments_varendo.m: delete stale results field
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Otherwise, results from old runs will not be updated
2020-06-29 13:21:25 +02:00
6e06acc7f4
Fix moment computation with Measurement errors
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- check logic for M_.H was faulty
- M_.H was not updated in posterior sampling
2020-06-29 13:20:02 +02:00
69fc7acb9c
Add function for updating measurement error covariance matrix
2020-06-26 18:28:07 +02:00
695ec4b6c1
set_parameters_locally.m: fix comment
2020-06-26 18:28:07 +02:00
faa4416b99
Merge branch 'pnames' into 'master'
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Move definition of prior distribution names to separate function to make it...
See merge request Dynare/dynare!1742
2020-06-26 11:55:28 +00:00
e92054e16b
Move definition of prior distribution names to separate function to make it useable in other contexts.
2020-06-26 12:07:16 +02:00
fdd9676071
Merge branch 'dyn_latex_table' into 'master'
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dyn_latex_table.m: move latex output to latex subfolder
See merge request Dynare/dynare!1741
2020-06-26 10:04:28 +00:00
1c759bb232
dyn_latex_table.m: move latex output to latex subfolder
2020-06-25 17:09:49 +02:00
71c20d76df
dseries: daily frequency; DBnomics support
2020-06-25 11:45:04 +02:00
530f2fa5a6
Merge remote-tracking branch 'jpfeifer/rplot'
2020-06-25 10:50:56 +02:00
f0f02c3159
disp_moments.m: filter out 0 variance variables
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Otherwise, division by 0 will result in incorrect moment displays
Closes #1736
2020-06-25 09:42:17 +02:00
61fd9d7c7d
rplot.m: fix TeX-ylabel
2020-06-25 09:28:03 +02:00
5c56295c82
imcforecast.m: fix typo in description
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[skip CI]
2020-06-24 21:36:41 +02:00
49b35be90a
Preprocessor: various improvements to the use_dll mode
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In particular, higher order derivatives are now returned as sparse matrices by
the static/dynamic files, instead of 3-column matrices (which was inconsistent
with the M-file mode).
2020-06-23 19:38:49 +02:00
bcc213644f
Merge branch 'factorize_checks' into 'master'
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Factorize prior bound and definiteness checks
See merge request Dynare/dynare!1736
2020-06-23 16:17:55 +00:00
75211742b8
MATLAB+Windows: workaround to allow the preprocessor to delete the +modfile folder
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For an instance of this bug, see
https://forum.dynare.org/t/issue-with-dynare-preprocessor-4-6-1/15448/1
2020-06-23 18:14:12 +02:00
81f3e81f3e
Remove obsolete workaround for Octave
2020-06-23 17:59:33 +02:00
4a9f9263df
Make newrat and gmhmaxlik independent of varargin inputs
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Makes the optimizers useable in other contexts where varargin is different
2020-06-23 15:04:11 +02:00
3e725e3292
mr_hessian.m
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Do not save files by default; prevents horse-race write access crashes for fast mod-files under Windows
2020-06-23 15:00:08 +02:00
cfe1069367
Factorize prior bound and definiteness checks
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also removes useless isestimation check
2020-06-22 20:37:31 +02:00
b0fddeeef3
➖ Remove duplicate output of identification ranks tol
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We already print it in the Settings
2020-06-20 22:38:47 +02:00
97134cc362
🐛 Fix issue with endogenous params in steady state
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Identification should switch to analytic_derivation_mode=-2 if steady state block/file changes parameter values. Dynare/dynare!1732 already adresses this when there is a prior specified. This fix also addresses this when there are no priors.
kim2.mod is now not only an integration test but also a unit test for this.
2020-06-20 22:38:47 +02:00
347be1f89a
🐛 Fix wrong computations when identification(useautocorr)
2020-06-20 22:38:47 +02:00
926a54388e
🐛 wrong setting of small values to zeros in identification
2020-06-20 22:38:47 +02:00
db01f54357
🐛 Add warning and turn off identification strength if not enough mom
2020-06-20 22:38:47 +02:00
41fe087106
Block decomposition: static and dynamic files are now pure wrappers around the per-block files
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Systematically call top-level static/dynamic files, instead of per-block ones.
2020-06-19 18:46:56 +02:00
ebc0b7ecb2
Block decomposition: move logic for Jacobians in stochastic mode outside the dynamic file
2020-06-19 18:46:56 +02:00
39c5867cd4
Merge branch 'Tex_figures' into 'master'
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Use LaTeX labels in figures
See merge request Dynare/dynare!1734
2020-06-18 14:23:50 +00:00
312d053ae1
Use LaTeX labels in figures
2020-06-17 21:48:25 +02:00
0305b427a6
Block decomposition: use same orientation convention as oo_.endo_simul for matrix of simulated paths
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Improves consistency, but also efficiency (less transpose needed).
2020-06-17 18:19:35 +02:00
20431ed312
Block decomposition: in the dynamic file, y and T are now vectors as in non-block mode
2020-06-17 18:19:21 +02:00
adbb9c9117
Block decomposition, stack_solve_algo=4: fix set of variables over which line search is done
2020-06-16 18:46:40 +02:00
6931614809
Block decomposition: for “solve two-boundaries” blocks, move the iteration loop outside the dynamic file
2020-06-16 18:46:40 +02:00
c25ff09307
Block decomposition: for “solve two boundaries” block, no longer compute “b” (-residuals+g1*y) in the dynamic function
2020-06-16 18:46:40 +02:00
e72bce1a67
Block decomposition: remove useless “y” output for static/dynamic files of solved blocks
2020-06-16 18:46:40 +02:00
616d2b0faf
Bug fix in initializing analytic_derivation option. This is then checked in dynare_estimation_init for parameter endogenized in steady state.
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Ref. #1733
2020-06-16 16:07:48 +00:00
7bec234f7f
Block decomposition: for evaluate blocks, move the iteration loop outside the dynamic file
2020-06-15 18:29:42 +02:00
bfbff6a2fb
Block decomposition: remove duplicate “periods” arg. to dynamic file of complete two-boundaries blocks
2020-06-15 18:29:42 +02:00
87718ce8b7
Merge branch 'disp_moments' into 'master'
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disp_moments.m: make error message informative
See merge request Dynare/dynare!1730
2020-06-15 09:47:22 +00:00
c47682caae
disp_moments.m: make error message informative
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[skip CI]
2020-06-15 11:45:45 +02:00
d54b45cbac
PosteriorIRF_core1.m: Add missing else statement that triggered crashes in rare cases
2020-06-12 17:53:46 +02:00
1d172528d7
Block decomposition: fixed bug introduced in 2ec5e4075a
2020-06-04 19:43:57 +02:00
fae433fb18
Block decomposition: fix bug introduced in 0d11f8182a
2020-06-04 18:15:54 +02:00
07914b58a2
dseries submodule update
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— add bi-annual frequency
— do not return NaNs if a variable is 0 in all periods
— fixed bug (dates member was wrong)
2020-06-04 14:39:16 +02:00
2ec5e4075a
Block decomposition: remove unused 2nd and 3rd derivatives in output of dynamic functions
2020-06-03 17:00:17 +02:00
0d11f8182a
Block decomposition: no longer compute deterministic simulation from dynamic.m file
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By the way, fix bug where oo_ was not modified by solve_one_boundary.
Also convert oo_.deterministic_simulations.status to a boolean in the block
routines, for consistency with the non-block case.
2020-06-02 17:46:29 +02:00
50209dc56e
Block decomposition: no longer use global variables for temporary terms in the dynamic M-file
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Rather use a single vector as in non-block mode.
By the way, change the order of output arguments in static functions, to be
closer to the dynamic ones.
2020-05-26 16:23:46 +02:00
ea4d3f4d83
Block decomposition: fix interaction with steady_state_model block
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This cas was omitted in previous commit.
2020-05-25 21:10:42 +02:00
2c6807a66b
Block decomposition: no longer use global variables for temporary terms in the static M-file
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Rather use a single vector as in non-block mode.
2020-05-25 18:36:55 +02:00
caea047c2d
solve_one_boundary: remove unused codepaths for solve_algo={0,1,2,3}
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Those cases are handled by dynare_solve.
2020-05-25 17:59:54 +02:00
bd7eb2f88d
Fixes to solve_algo ≥ 9
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— allow solve_algo=9 without block nor bytecode
— allow solve_algo≥9 with block without bytecode
— test solve_algo=9
2020-05-25 17:22:17 +02:00
2015b79279
solve_{one_boundary,two_boundaries}: convert some input arguments to logical type
2020-05-25 16:59:20 +02:00
154fced8b7
Remove old SMM code
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Ref. #1724
2020-05-18 17:30:40 +02:00
b70d99d1b4
Refactoring of initval_file and histval_file
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initval_file and hisvfal_file are now more flexible and have functionalities
similar to option datafile in estimation.
Closes : #1671
2020-05-14 16:45:54 +02:00
09617453ea
Ensure that “extended_path” obeys the “bytecode” option
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Closes : #1717
2020-05-04 22:42:08 +02:00
25a977f4be
jacob_element & hess_element: remove unnecessary loops
2020-05-04 12:15:15 -04:00
6e0f104d7e
Bump minimal MATLAB version to R2014a
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Ref. #1713
2020-04-07 16:32:32 +02:00
e95b93f783
dseries submodule update
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— Efficiency change. OCTAVE_VERSION is a builtin function in Octave
— Fix bug dseries#43
— Cosmetic changes
— Fixed subsasgn method (when calling merge)
2020-04-07 12:48:00 +02:00
b8b05300c1
missing_DiffuseKalmanSmootherH1_Z.m: fix bug with variable dimension
2020-04-02 19:22:55 +02:00
64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution
2020-04-01 14:46:22 +02:00
8df9813a0e
Merge branch 'perfect_foresight' into 'master'
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fix bug when no convergence and backward model
See merge request Dynare/dynare!1726
2020-03-31 15:18:05 +00:00
fd09b98150
fix bug when no convergence and backward model
2020-03-31 15:40:49 +02:00
Stéphane Adjemian (Charybdis)
166865149e
Updated build for matlab R2020a.
2020-03-26 11:20:24 +01:00
Stéphane Adjemian (Charybdis)
109bc5883c
Check the existence of the user configuration file.
2020-03-26 10:15:35 +01:00
Stéphane Adjemian (Charybdis)
e2b20f3e3e
Bug fix. Dynare configuration hook was not evaluated.
2020-03-26 10:15:35 +01:00
071ab1e14f
imcforecast.m: fix faulty logic of warning
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Steady state and time shift were missing
2020-03-21 12:06:24 +01:00
ef8671bb99
Correctly pass prior_trunc option in identification
2020-03-17 13:28:40 +01:00
e93c7b6b25
Reorder files generated by “moments_varendo” option of “estimation”
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If there were more than 10 files of Metropolis parameter draws, the ordering
the files containing the posterior moments could be different from that of the
parameter draws. This is because the “dir()” command was used to order the
files containing the parameter draws, and because the command uses alphabetic
ordering, file #10 would come before #2 .
This commit enforces the numerical ordering of files.
2020-03-12 15:56:55 +01:00
d01846e5be
Fix incorrect test for options_.posterior_sampler_options.posterior_sampling_method
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Thanks to checkcode().
2020-03-10 14:13:49 +01:00
99f4fcadcc
model_diagnostics.m
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Update parameter vector from steady state file and provide correct nocheck flag
2020-03-10 11:06:35 +01:00
16f65a2f33
prior.m: fix missing function input
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Prevents crashes in "prior moments"
2020-03-08 09:00:33 +01:00
b7ef2181f9
print_info.m: Fix bug in error handling
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get_error_message.m needs to always provide the error string, only throwing out the error message needs to depend on noprint
Closes https://git.dynare.org/Dynare/dynare/issues/1714
2020-03-08 09:00:01 +01:00
2004641a10
dyn_ramsey_static.m: abort of steady state file signals error code
2020-03-06 18:55:01 +01:00
0a52dedfda
Ramsey with multiple instruments: return properly sized vector if residuals are complex
2020-03-06 18:50:40 +01:00
eb6ab0696a
gui: added fields to `oo_` to indicate which commands have been run
2020-03-03 11:45:46 +01:00
2d468b5c1d
replace unused variables with `~`
2020-03-03 11:43:38 +01:00
9e5cb1422d
Save jscale to record structure before running MCMC
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Useful in conjunction with mh_tune_jscale in cases where the posterior sampler crashes
2020-02-29 10:28:50 +01:00
3c30d9f658
Merge branch 'M_output' of git.dynare.org:JohannesPfeifer/dynare
2020-02-25 16:37:02 +01:00
3aaac2b811
Merge branch 'discretionary_bug' of git.dynare.org:JohannesPfeifer/dynare
2020-02-25 16:23:30 +01:00
7a02b3bfd2
various fixes to dynareParallelDelete.m
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- did not account for cases when username not set (namely when remote is localhost)
- did not account for cases when remote directory was not set (namely when remote is localhost)
- added unnecessary `filesep` to `pname` when `pname` was empty
- ignore unused output arguments (it is necessary to explicitly ignore them to prevent unwanted output from the `system` call)
- globbing did not work as it was expanded on the calling machine not the remote; pass call to `bash -c` to handle this
2020-02-25 16:18:55 +01:00
3d9fe36ec5
ignore unused return value
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[skip ci]
2020-02-25 14:50:56 +01:00
54fe1c754c
fix typo in variable name
2020-02-25 14:50:55 +01:00
b3849322d4
discretionary_policy_1.m: move setting of dr before return statement
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Prevents aborting with a cryptic crash
2020-02-25 14:10:45 +01:00
97f7b773e5
stoch_simul.m: Make sure graphs folder exists before creating eps-loader
2020-02-24 16:13:44 +01:00
3cf622cdc1
Output M_ in stoch_simul.m and discretionary_policy.m
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Fixes https://git.dynare.org/Dynare/dynare/issues/1711 together with https://git.dynare.org/Dynare/preprocessor/-/merge_requests/15
2020-02-24 14:14:41 +01:00
6223016683
🐛 Fix displaying of wrong order in disp_identification
2020-02-16 22:55:16 +01:00
f4dc2ee743
🐛 Fix wrong third-order computation in pruned state space system
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Related to #1706
✅ Add unit test for pruned state space up to order 3
//
Changed tolerance in new test
2020-02-16 22:55:16 +01:00
14ef010b9e
geweke_moments.m: correctly use parameter instead of hard-coded value
2020-02-16 12:14:04 +01:00
Stéphane Adjemian (Charybdis)
00eb074630
Updated particles submodule.
2020-02-15 17:02:56 +01:00
Stéphane Adjemian (Charybdis)
fb19cce284
Fixed online filter (wrong number of arguments).
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[skip ci]
2020-02-15 13:58:48 +01:00
Johannes Pfeifer
Sébastien Villemot
Willi Mutschler
Marco Ratto
Michel Juillard
Houtan Bastani
Michel Juillard
Stéphane Adjemian (Charybdis)