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
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
Johannes Pfeifer
Sébastien Villemot
Willi Mutschler
Marco Ratto
Michel Juillard
Houtan Bastani
Michel Juillard
Stéphane Adjemian (Charybdis)