Stéphane Adjemian (Ryûk)
2c923c613b
Closes #1835 .
2023-10-11 21:40:59 +02:00
Stéphane Adjemian (Argos)
06926e0153
Bug fix (missing semicolon).
2023-10-11 15:47:57 +02:00
a00eb5e1de
stoch_simul.m: add nomodelsummary option
2023-10-11 09:31:40 -04:00
cbf57b1af6
set_state_space.m: remove unused options_ input argument
2023-10-11 09:30:45 -04:00
328f6f3229
check.m and model_diagnostics.m: use consistent global naming
2023-10-11 09:26:05 -04:00
36a2a41e35
Add function signatures for command line functions
2023-10-11 09:26:05 -04:00
6f8fc22d57
bug: internals.m: account for new location of results files in 5.x
2023-10-11 09:26:05 -04:00
7f5d8b81c2
bug: minus_logged_prior_density.m: fix expected dimension of unused output arguments
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Hessian needs to be empty for newrat
2023-10-11 09:26:04 -04:00
f0b10ca9df
Octave: workaround for intersect with stable flag providing wrong third output (Octave bug #60347 )
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Uses function removed in 47477e152a
2023-10-11 09:26:04 -04:00
d5f8d3fffe
check_model.m: add check for negative variances to prevent cryptic message about correlations
2023-10-11 09:26:04 -04:00
94207ab851
🐛 check_for_calibrated_covariances.m: correct logic of check
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Did not properly distinguish between unset correlation and starting value of 0
2023-10-11 09:26:04 -04:00
5a3ae27b13
set_all_parameters.m: only operate on covariance matrices if necessary
2023-10-11 09:26:04 -04:00
2eb9475e0e
🐛 make sure output arguments are set before return
2023-10-11 09:26:03 -04:00
8cc646fbf6
Bytecode MEX: remove syntax where no MATLAB array is passed
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Those arrays were then read via oo_ and options_.
As a consequence, this commit drops the dependency of bytecode MEX upon the oo_
global variable.
2023-10-10 17:44:14 -04:00
2e3fbfc040
New option “from_initval_to_endval” to “homotopy_setup” block
2023-10-10 13:19:12 -04:00
6b44e08daa
steady: add check over the value of homotopy_mode option
2023-10-06 16:41:54 -04:00
7f6f66c1c9
steady: add a warning if homotopy_setup block is present but homotopy_mode=0
2023-10-06 16:17:09 -04:00
727f925f01
steady: set a more sensible default value for homotopy_steps (10)
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Also document it.
2023-10-06 16:11:53 -04:00
d4b6e61497
steady: check that the homotopy_setup block is present when homotopy_mode is specified
2023-10-06 16:07:41 -04:00
c3680b9f85
steady: fix typo in comments
2023-10-06 16:02:02 -04:00
4dea001d8d
steady: variable renamings in relation to homotopy
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– use consistent naming for M_, oo_, options_
– use more explicit names for a few other variables
2023-10-06 15:42:34 -04:00
068070d336
steady: various refactoring related to homotopy
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- homotopy_mode = 2: in case of failure, print last successful point as in the
other two modes
- homotopy_mode = 1: if there is a failure at the first iteration (starting
values), do not incorrectly report that there was a successful point
- homotopy_mode = 3: if there is a failure at the first iteration (starting
values), honour the option homotopy_force_continue
– homotopy2: remove globals
2023-10-06 15:42:31 -04:00
32d5bc05a1
Octave: support ofig graph format
2023-10-05 10:28:28 -04:00
d77561e241
Update comment following the switch to Meson
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[skip ci]
2023-10-03 15:02:07 +02:00
e4afa5eee0
Merge branch 'more_globals' into 'master'
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Eliminate some more globals
See merge request Dynare/dynare!2187
2023-10-03 12:48:34 +00:00
7ff7561280
Use consistent variable naming and add/fix headers
2023-10-02 11:12:31 +02:00
3a115d4fcc
Remove full oo_ input from likelihood functions
2023-10-02 09:48:34 +02:00
268a668f32
occbin.dynare_resolve.m: remove oo_ structure as full input
2023-10-02 09:29:15 +02:00
ab61f79c9e
dsge_likelihood.m: use consistent naming of global objects
2023-10-02 09:24:32 +02:00
f34653b0f7
mom.objective_function.m: remove unused input
2023-10-02 09:22:36 +02:00
fa29689b13
mom.get_data_moments.m: do not pass full oo_ structure
2023-10-02 09:19:29 +02:00
acb9518dec
get_perturbation_params_derivs and friends: do not pass full oo_ structure
2023-10-02 09:18:58 +02:00
c5ab1c7f11
Decrease waitbar refresh rates to not clutter the console output
2023-10-01 18:04:34 +02:00
e65662151f
Eliminate set_dynare_seed.m calls with globals
2023-09-28 17:00:21 +02:00
f2abdb6ec8
Merge branch 'doc' of git.dynare.org:wmutschl/dynare
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Ref. !2188
2023-09-28 15:38:17 +02:00
0e5bba7567
Testsuite: fix workaround for TeX option with MATLAB R2014a
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MATLAB R2014a run with -nodisplay crashes with the TeX option. A workaround was
introduced in commit f946baf6c5
2023-09-28 15:17:00 +02:00
Stéphane Adjemian (Argos)
85e9ec7fdc
Fix cherrypicked models without parameters or exogenous variables.
2023-09-28 09:39:18 +02:00
Stéphane Adjemian (Ryûk)
de626fb4e8
Add remark.
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[skip ci]
2023-09-28 09:01:37 +02:00
ceff825ed4
Fix typo
2023-09-27 13:24:51 +02:00
befe645728
Simplify function for getting the path to MEX files
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This function could optionally modify the path, but that possibility was never
used.
2023-09-27 13:24:51 +02:00
432fd2d1b1
aggregate: Octave compatibility fix
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The textscan() function under Octave does not accept delimiters specified as a
cell array.
2023-09-27 12:27:47 +02:00
e6aff20142
doc: clarify NumberOfThreadsPerJob and SingleCompThread
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[skip ci]
2023-09-27 10:40:27 +02:00
9b86dd4c33
bug: simul_backward_model_init.m: fix error message
2023-09-25 17:17:37 +02:00
13bf261088
prior_posterior_statistics_core.m: remove unused variables
2023-09-25 17:17:37 +02:00
710a5fba52
slice: cosmetic changes
2023-09-25 17:17:37 +02:00
6d8927775b
Remove unused steadystate_partial option and related inline function restricted_steadystate.m
2023-09-25 17:17:37 +02:00
bf7ac27fd7
prior_posterior_statistics_core.m: consolidate both forecast functions into one inline function
2023-09-25 17:17:37 +02:00
dc9560e610
selec_posterior_draws.m: remove global variables
2023-09-25 17:17:37 +02:00
b4104584a2
gmhmaxlik_core.m: remove unused global variables
2023-09-25 17:17:37 +02:00
71b63c6e8e
Remove unused lik_algo-option
2023-09-25 17:17:37 +02:00
8da98057b9
Have computation of decision rules and smoother only input and output required arguments instead of full oo_ and M_
2023-09-25 17:17:34 +02:00
4fa5df0c24
simult.m: remove oo_ as input and output
2023-09-25 12:08:47 +02:00
22c0f2279f
non_linear_dsge_likelihood.m: rename variables
2023-09-25 12:08:45 +02:00
01f29784d7
bug: initialize undefined variable in OccBin smoother
2023-09-25 12:08:44 +02:00
b5880e0e56
bug: minus_logged_prior_density.m: fix reading out of error codes
2023-09-25 12:08:43 +02:00
5231fc04c1
Remove global variables from prior_posterior_statistics.m and PosteriorIRF.m
2023-09-25 12:08:41 +02:00
782a2e8d69
dynare_estimation_1.m: move display and storing of classical smoother to separate function
2023-09-25 12:08:40 +02:00
Stéphane Adjemian (Ryûk)
6417520c09
Allow cherrypicking and aggregation with PAC/MCE.
2023-09-23 17:43:19 +02:00
Stéphane Adjemian (Ryûk)
8d7a5e69d7
Return Computing and preprocessing time.
2023-09-22 22:29:42 +02:00
9a1f150e38
Merge branch 'default_mode_compute' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2160
2023-09-22 14:35:45 +02:00
c424366440
CI: bump to MATLAB R2023b
2023-09-22 10:52:57 +02:00
7eb1959f66
Provisions for MATLAB R2023b
2023-09-22 10:49:27 +02:00
552e6575cc
Use newrat as default mode-finder
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Tends to perform better than csminwel
2023-09-20 12:55:29 +02:00
6f5e346bf6
Merge branch 'preparations_irf_matching' of git.dynare.org:wmutschl/dynare
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Ref. !2181
2023-09-20 10:17:14 +02:00
14a71a6d98
Merge branch 'additional_optimizer_steps' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2178
2023-09-20 10:15:38 +02:00
44f307ce45
Merge branch 'dynare-complex_resid'
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Ref. !2155
2023-09-20 10:09:07 +02:00
87ce652088
Account for complex value during resid and steady
2023-09-20 10:08:53 +02:00
f6a8473144
estimation: support additional_optimizer_steps
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
2023-09-19 18:14:24 +02:00
330b10ec85
cosmetical changes to headers and comments
2023-09-19 13:26:33 +02:00
649f668dd1
cosmetical: don't use hh for figure/plot/table handles
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We use it to denote the hessian and even store it in many mat files.
2023-09-19 13:26:33 +02:00
c8be1a3274
Refactor mode_check codes
2023-09-19 13:26:33 +02:00
a41fbdefbc
estimation: more flexible handling of displayed string in command window
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Also removed estim_params_ as unused input argutment to CutSample
2023-09-19 13:26:33 +02:00
9a4e022eb7
remove global from GetAllPosteriorDraws
2023-09-19 13:26:33 +02:00
268d511e29
estimation: better organize files into folders (latex,graphs,output)
2023-09-19 13:26:33 +02:00
8f650a9cca
Put raftery lewis convergence under oo_.convergence
2023-09-19 13:26:33 +02:00
7df3ff5059
dynare_solve.m: fix logic of initial guess randomization which forgot case of imaginary numbers
2023-09-19 12:52:55 +02:00
b0358b9939
dynare_solve.m: add option to disable randomization of starting value
2023-09-19 12:52:54 +02:00
62c3a14026
get_error_message.m: fix typo in error message
2023-09-19 12:52:53 +02:00
dafe3fbdb2
evaluate_steady_state.m: do not require second solver call if debug is requested
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All output has already been computed before
2023-09-19 12:52:52 +02:00
757b6e10ec
display_static_residuals: make output more legible in presence of tags
2023-09-19 12:52:51 +02:00
624eabe2e8
dynare_solve.m: improve warning message
2023-09-19 12:52:50 +02:00
68ff5c4110
evaluate_steady_state.m: Filter out small complex residuals
2023-09-19 12:52:49 +02:00
ff83c4aea7
evaluate_steady_state_file.m: Octave bug 52568 was fixed in Octave 6
2023-09-14 16:55:13 +02:00
db331c53d4
Merge branch 'display_static_residuals' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2176
2023-09-14 12:06:34 +02:00
bea2d7905b
Merge branch 'dynare-bvar'
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Ref. !2175
2023-09-14 12:05:59 +02:00
14634946dc
🐛 bvar_irf: SquareRoot-option erroneously used Cholesky decomposition
2023-09-14 12:05:21 +02:00
2b313b0308
BVAR: move to subfolder
2023-09-14 12:05:18 +02:00
838bb2f4b5
display_static_residuals.m: fix bug introduced in 4598dba40c
2023-09-13 15:26:05 +02:00
e86b372464
Display more explicit error message when k_order_perturbation MEX fails
2023-09-13 15:06:51 +02:00
43af789eda
Merge branch 'csminwel' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2172
2023-09-13 11:31:56 +02:00
eb16bb4373
Merge branch 'dynare-osr_analytic'
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Ref. !2171
2023-09-13 11:19:20 +02:00
885fda0e20
OSR: allow using analytic gradient
2023-09-13 11:19:13 +02:00
2473b57782
Correct Johannes's old Cologne email
2023-09-12 21:07:57 +02:00
ac0ecde1d9
mom: fix incorrect options-reference
2023-09-12 19:24:32 +02:00
b8a1b63572
newrat.m: clean up files
2023-09-12 13:32:16 +02:00
3895da48a1
🐛 Enable analytic_derivation for csminwel
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Requires column vector output
2023-09-12 13:26:25 +02:00
497c6bd1b1
csminwel1.m and csminwel1.m: cosmetic changes
2023-09-12 12:54:36 +02:00
6037b9f096
Merge branch 'dynare-osr_globals'
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Ref. !2166
2023-09-11 16:46:29 +02:00
2b240210d0
OSR: Remove globals and wrapper layer, move to +subfolder
2023-09-11 16:46:08 +02:00
a0ea6005e8
Merge branch 'dynare-globals'
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Ref. !2167
2023-09-11 16:43:36 +02:00
Stéphane Adjemian (Ryûk)
Johannes Pfeifer
Sébastien Villemot
Willi Mutschler