Stéphane Adjemian (Ryûk)
b1933d58dd
Bug fix (undefined variable).
2023-06-04 08:07:28 +02:00
37eb10971b
dynare_estimation_init.m: make sure OccBin estimation can be run after previous shocks(surprise) block
2023-06-02 08:43:14 -04:00
37bc08eb5b
Merge branch 'parallel' into 'master'
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masterParallel.m: assign explicit empty window title to allow passing full path in quoted strings
Closes #1887
See merge request Dynare/dynare!2133
2023-06-01 08:26:52 +00:00
5a6d03a2e7
CI: adapt for new location of MATLAB binaries
2023-05-30 17:12:30 +02:00
ad2d986c5e
masterParallel.m: assign explicit empty window title to allow passing full path in quoted strings
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1887
2023-05-24 06:45:24 -04:00
Stéphane Adjemian (Ryûk)
03db691ab3
Update dseries submodule (add --with-legend option to dplot command).
2023-05-19 18:48:44 +02:00
df018ab14d
dynare_sensitivity.m: do not alter qz_criterium
2023-05-16 09:22:13 -04:00
Stéphane Adjemian (Guts)
43cb9b01c3
Update submodule dseries ( fix #53 ).
2023-05-12 17:23:53 +02:00
Stéphane Adjemian (Ryûk)
15027db136
Add missing initialization.
2023-05-11 15:59:38 +02:00
Stéphane Adjemian (Ryûk)
1f60657d99
Update dseries submodule (add new plotting routine for dseries objects).
2023-05-11 14:51:20 +02:00
Stéphane Adjemian (Ryûk)
015513380f
Add new class for priors.
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This commit only changes the routine used to draw random deviates from
the prior distribution, without relying on persistent variables (which allows
parallelisation).
2023-04-26 10:39:13 +02:00
8bb9a398aa
Octave compatibility: ignore new warning introduced for qz() in Octave 9
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Should have been in commit 421eb1482c
2023-04-26 10:30:04 +02:00
b8352b251d
macOS: provisions to detect Apple Silicon architecture (maca64 and mexmaca64)
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Works with MATLAB R2022b beta (ARM)
2023-04-26 10:19:14 +02:00
0c17d656e1
🐛 Steady state computation could fail with block+bytecode+mfs>0
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The Jacobian used for solving a block was not square if there were recursive
variables.
2023-04-20 13:39:26 +02:00
e413696277
Octave compatibility fix: the 3rd output argument to fminsearch was added in Octave 4.4
2023-04-17 18:10:35 +02:00
80a6967827
Remove unused options_.scalv
2023-04-14 16:38:14 +02:00
1faeaf892e
Remove unused options_.terminal_condition
2023-04-14 16:35:43 +02:00
0923187938
🐛 Perturbation solution: gracefully fail if order=2 is requested with bytecode
2023-04-13 17:35:20 +02:00
91fa8d079e
calibrateresiduals: use the sparse representation of the dynamic model
2023-04-13 17:24:47 +02:00
7e1c25d775
backward_model_inversion: use the sparse representation of the dynamic file
2023-04-13 15:51:09 +02:00
ed75e4c176
dynamic_backward_model_for_inversion: turn into a local function of backward_model_inversion
2023-04-13 15:47:43 +02:00
66b648157f
Purely backward models simulation: use the sparse representation of the dynamic file
2023-04-13 15:47:43 +02:00
34e82f9697
sim1_purely_forward: use the sparse representation of the dynamic file
2023-04-13 15:47:43 +02:00
170a4dce0e
dynamic_forward_model_for_simulation: turn into a local function of sim1_purely_forward
2023-04-13 15:47:43 +02:00
5f42e84b0b
sim1_purely_static: use the sparse representation of the dynamic file
2023-04-13 15:47:43 +02:00
4a793f89ff
dynamic_static_model_for_simulation: turn into a local function of sim1_purely_static
2023-04-13 15:47:43 +02:00
942c6f9a20
🐛 static_model_inversion: fix handling of STEADY_STATE() operator
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Of course, this operator does not make much sense in the context of a static
model, but it should still work.
2023-04-13 15:47:43 +02:00
9deb1e6049
static_model_inversion: use the sparse representation of the dynamic file
2023-04-13 15:47:41 +02:00
bc68915dfa
static_model_for_inversion: turn into a local function of static_model_inversion
2023-04-13 11:55:27 +02:00
Stéphane Adjemian (Ryûk)
4f3a0df884
Do not overwrite solve_algo option.
2023-04-12 09:53:46 +02:00
421eb1482c
Octave compatibility: qz() will be MATLAB-compatible in version 9
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[skip ci]
2023-04-07 10:26:54 +02:00
Stéphane Adjemian (Ryûk)
51ffe77fb7
Add error flag (new output) to simul_backward_model routine.
2023-04-05 11:09:59 +02:00
c4bc6316d0
Make matlab/missing/mex/mjdgges/mjdgges.m Octave-compatible
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[skip ci]
2023-04-04 18:40:37 +02:00
cdb786017b
Preprocessor update
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– ramsey_policy is now fully implemented at the preprocessor level
– 🐛 ramsey_policy: lift restriction that order must be ⩽ 2
– 🐛 Extend incompatibility with deterministic exogenous to ramsey_model command
2023-03-29 16:26:02 +02:00
534515dc66
dyn_ramsey_static.m: simplifications + improve comments
2023-03-29 14:33:01 +02:00
ffe6eb4d40
Preprocessor: overhaul of M_ fields counting Ramsey/discretionary orig endos/eqs
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– new fields: M_.ramsey_orig_{eq,endo}_nbr
– drop M_.ramsey_eq_nbr and M_.orig_eq_nbr
– new field: M_.discretionary_orig_eq_nbr
2023-03-29 14:33:01 +02:00
674ebce84b
🐛 Ramsey steady state computation could fail if expectation or diff operator is present
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If auxiliary variables were created *before* the Lagrange multipliers (e.g. aux
vars related to the expectation or diff operators), then the vector of
residuals of the reduced Ramsey steady state problem (with respect to original
variables, as computed by the dyn_ramsey_static_1 subfunction) was incorrect.
2023-03-29 14:31:01 +02:00
4291b4f07e
The preprocessor now sets options_.{ramsey,discretionary}_policy in all cases
2023-03-28 18:30:08 +02:00
69d0aa670b
Preprocessor update
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– 🐛 Incorrect stochastic transformation with endo lead ⩾ 2 or exo lead ⩾ 1 in
external functions
– New solution for solving the Ramsey steady state with Lagrange multipliers
with lead or lag ⩾ 2. Now generates a dedicated file for derivatives of static
model w.r.t. multipliers using chain rule derivation (#633 , #1119 , #1133 )
– 🐛 Incorrect cost table used when computing temporary terms in static model
with “use_dll”
– 🐛 Crash when writing the (static) set_auxiliary_variables file in the
presence of external functions
2023-03-28 14:49:28 +02:00
9fa64ee0d4
ramsey_policy and estimation: remove incorrect check about number of instruments
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These should only be warnings, and they are already implemented in
model_diagnostics (see 39ae080997
2023-03-24 12:31:41 +01:00
43190b001f
Fix typo in commit 647ff5cd20
2023-03-17 18:19:03 +01:00
4f52ba0dbc
CI: bump to MATLAB R2023a
2023-03-17 16:32:13 +01:00
13908ee068
Provisions for MATLAB R2023a
2023-03-17 16:32:09 +01:00
647ff5cd20
MATLAB compatibility: warning subscripting:noSubscriptsSpecified removed in R2023a
2023-03-17 16:03:37 +01:00
f07d73e63e
CI: use system-wide Octave binary
2023-03-16 17:43:39 +01:00
816e94e9f9
Octave fix: do not change the global recursive delete confirmation setting
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Only change the setting locally, as is done in isolder.m and
parallel/dynareParallelRmDir.m.
2023-03-16 17:24:18 +01:00
060c694066
model_diagnostics: remove workaround for Octave
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The rank() and null() functions accept a tolerance argument since at least
Octave 3.8.
2023-03-16 17:24:18 +01:00
441173ec5a
Remove workaround for eig() function under Octave
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The eig() function has been been able to return the left eigenvectors since at
least Octave 4.4.
2023-03-16 17:24:18 +01:00
b7477ac0b6
cmaes: remove broken local isoctave() function
2023-03-16 17:24:18 +01:00
56ffc87e1c
Remove workaround for gaminv() bug fixed in Octave 4.4
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See #161 and http://savannah.gnu.org/bugs/?52569
2023-03-16 17:24:18 +01:00
Stéphane Adjemian (Ryûk)
Johannes Pfeifer
Sébastien Villemot
Willi Mutschler