a8a9051b31
New option “constant_simulation_length” to “perfect_foresight_with_simulation_errors_solver” command
2022-04-12 15:45:50 +02:00
23c007e716
IVF_core.m: directly use solver option fields
2022-04-11 08:33:28 +02:00
Stéphane Adjemian (Ryûk)
ff9cf3814a
Remove useless copies of options_.
2022-04-10 22:17:45 +02:00
Stéphane Adjemian (Ryûk)
b09e91ff55
Add routine description in headers.
2022-04-10 21:22:51 +02:00
Stéphane Adjemian (Ryûk)
87ecfa9ed1
Allow nonlinear solver to fail when simulating a static model.
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Print a message instead of throwing an error if the nonlinear solver fails in a
period, since we do not need previous or future values of the endogenous
variables. If the nonlinear solver fails in period t, the endogenous variables
are set to nan in period t.
2022-04-10 20:57:34 +02:00
Stéphane Adjemian (Charybdis)
f1aff2b370
Remove calls to dbstack in dynare_solve.
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Adding three input parameters for maxit, tolf and tolx.
Closes #1841 .
2022-04-10 20:29:57 +02:00
Stéphane Adjemian (Ryûk)
01203f7e39
Stop deterministic simulation if nonlinear solver failure.
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Only for purely backward/forward models. In the case of purely static models the
solution for the previous or following period is not required.
2022-04-10 10:55:40 +02:00
Stéphane Adjemian (Ryûk)
23a72d7aaa
Use dynare_solve to simulate purely forward deterministic models.
2022-04-10 09:39:28 +02:00
Stéphane Adjemian (Ryûk)
ef2bb4e669
Return and use errorcode from dynare_solve.
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Note that the interpretation of the error code depends on the nonlinear solver.
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
fe7d05f46a
Remove unnecessary condition (Octave/fsolve).
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Since we already have checked that the initial guess is not a solution.
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
33b1827ea5
Bug fix (mixed complementarity problems).
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
48c41e6b0d
Return the initial guess if nonlinear system is ill-behaved...
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At the initial guess, and we were not able to find another guess (randomizing).
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
56863d6e2f
Exit if initial guess is a solution...
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Without entering in the nonlinear solvers.
2022-04-09 16:06:24 +02:00
0779816457
Merge branch 'resid' into 'master'
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resid: Fix display of name tags with Ramsey equations
See merge request Dynare/dynare!2017
2022-04-05 06:16:39 +00:00
a5fe22bd1c
resid: Fix display of name tags with Ramsey equations
2022-04-04 22:50:16 +02:00
c5557b5418
chol_SE.m: fix logical condition and assure symmetry instead of erroring out
2022-04-04 13:52:54 +02:00
b4ce69db3a
Remove options_.slowc field
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There was no user interface, and the feature that it provides has lost
relevance over time.
Note that algorithms for block and/or bytecode still internally use some
equivalent of this parameter, but its initial value will no longer be
modifiable (which could lead to bugs, see commit
e49e7e906f
2022-03-31 17:39:43 +02:00
82070e4048
Merge branch 'mom_xls2' into 'master'
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MoM: fix reading of XLS-files by assigning sheet info to base workspace
Closes #1840
See merge request Dynare/dynare!2014
2022-03-31 06:49:59 +00:00
3b4ef0df49
Add new “log” option to “var” statement
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Ref. #349
2022-03-30 18:01:22 +02:00
176baa2215
MoM: fix reading of XLS-files by assigning sheet info to base workspace
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1840
2022-03-30 09:59:36 +02:00
35c30dc037
Occbin: use data instead of rawdata and gracefully exit if prefilter option is specified
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Closes #1842
2022-03-29 12:16:48 +02:00
Stéphane Adjemian (Ryûk)
53324aad69
Return initial guess if trust_region fails.
2022-03-26 09:21:25 +01:00
Stéphane Adjemian (Ryûk)
4cccdd9074
Bug fix. Revert to previous Jacobian matrix if updated one is ill-behaved.
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
f2bf98ee76
Return the value of info as a third argument (block_trust_region).
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
aa8439d4cc
New implementation of the trust region algorithm.
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Main difference is the presence of traps for NaN/Inf/Complex numbers in
residuals or the Jacobian matrix. Also added new unit tests.
2022-03-25 19:42:40 +01:00
1ed765b8c4
perfect_foresight_solver_core.m: fix Fortran not
2022-03-25 14:23:11 +01:00
facab0f81b
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2008
2022-03-25 12:51:40 +01:00
e49e7e906f
Forbid changing the value of “slowc” if “block” or “bytecode” is used
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The code is buggy and leads to wrong results, so forbid this combination.
2022-03-25 12:36:36 +01:00
014a3c3f2e
Merge branch 'sensitivity' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2009
2022-03-24 17:53:34 +01:00
9a4e08fe15
CI: bump to MATLAB R2022a
2022-03-24 17:44:51 +01:00
b31fe76dfd
Provisions for MATLAB R2022a
2022-03-24 17:43:40 +01:00
f3bf8fb814
MOM: add missing debug option
2022-03-24 15:28:03 +01:00
a1ebd20a88
dynare_sensitivity.m: provide warning if order is reset
2022-03-24 13:02:25 +01:00
4da9d1e718
Block (without bytecode): avoid silent failures in some corner cases
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Either ensure that oo_.determinstic_simulation.status is set, or really error out.
2022-03-23 17:33:37 +01:00
dd1ec10ec8
Block (without bytecode): use dynatol.f as convergence criterion for perfect foresight
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Was incorrectly using solve_tolf.
2022-03-23 17:25:32 +01:00
e5f4d96c71
Fix typo
2022-03-23 16:58:59 +01:00
bef8d80ba8
More conversions to logical values
2022-03-23 16:52:40 +01:00
d5472d2338
Tighten input sanity checks of various MEX files
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Note that the unitary test in lyapunov_solver.m that checks sparse matrix input
had to be removed. Previously, this test was passing by chance (because the
sparse test matrices had actually no zero element, hence the internal double
float storage was the same as in the dense case). Now it consistently fails
with the additional checks in disclyap_fast MEX.
2022-03-18 22:49:46 +01:00
07978affa5
Block decomposition: simplify MATLAB implementation of stack_solve_algo=3 (BiCGStab)
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This commit makes it closer to the implementation in bytecode. In practice,
this change fixes convergence problems on some models.
2022-03-16 15:00:09 +01:00
db5e04107f
solve_one_boundary.m: fix crash in verbose mode
2022-03-16 15:00:09 +01:00
28536314c0
posterior moments: fix bugs that cause crashes
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- Delete non-existing output argument
- prevent info from being overwritten
2022-03-14 14:50:49 +01:00
Stéphane Adjemian (Ryûk)
882091cc97
Return more info about nonlinear solver failures (solve1).
2022-03-03 22:30:38 +01:00
Stéphane Adjemian (Ryûk)
7072359241
Fix fifth output introduced in e815fb2 (exitflag was not updated).
2022-03-03 21:56:44 +01:00
Stéphane Adjemian (Ryûk)
afd8359dbf
Do not compute g twice in solve1.
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When jacobian is evaluated numerically.
2022-03-03 20:26:06 +01:00
Stéphane Adjemian (Ryûk)
9be328aeda
Cosmetic changes.
2022-03-03 20:24:18 +01:00
Stéphane Adjemian (Ryûk)
f2193e8ec8
Add more checks on the initial evaluation.
2022-03-03 18:33:34 +01:00
Stéphane Adjemian (Ryûk)
3c85695b99
Use isinf() instead of isfinite() in solve1 routine.
2022-03-03 18:30:36 +01:00
Stéphane Adjemian (Ryûk)
e815fb2901
Display exitflag returned by fsolve.
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When the Newton fails in the simulation of backward models.
2022-03-03 18:19:33 +01:00
Stéphane Adjemian (Ryûk)
e6592b3943
Display more info if Newton fails in backward model simulations.
2022-03-03 16:57:59 +01:00
Stéphane Adjemian (Ryûk)
7ee124bbba
Fix bug.
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Return the paths for the endogenous only before the nonlinear solver crash.
2022-03-03 10:57:40 +01:00
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Ryûk)