Stéphane Adjemian (Charybdis)
046960c4a8
Merge remote-tracking branch community/master into enterprise
2020-04-03 11:33:46 +02:00
Johannes Pfeifer
b8b05300c1
missing_DiffuseKalmanSmootherH1_Z.m: fix bug with variable dimension
2020-04-02 19:22:55 +02:00
Willi Mutschler
64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution
2020-04-01 14:46:22 +02:00
Sébastien Villemot
43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise
2020-03-27 16:28:41 +01:00
Johannes Pfeifer
16cbfa7f29
noprint: add integration test
2020-03-08 09:01:00 +01:00
Sébastien Villemot
3ec1d15107
Fix interaction of “predetermined_variables” with “histval” (preprocessor#47)
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Also add a corresponding regression test case.
2020-03-02 17:10:58 +01:00
Stéphane Adjemian
c1541bebbf
Merge branch 'Ramsey_estimation' into 'master'
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testsuite: add integration test for estimation with Ramsey
See merge request Dynare/dynare!1719
2020-03-02 08:30:13 +00:00
Johannes Pfeifer
068a3e4bde
testsuite: add integration test for estimation with Ramsey
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[skip ci]
2020-03-02 09:17:36 +01:00
Stéphane Adjemian (Charybdis)
2083246a35
Add initial condition for mh_tune_jscale.
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Closes #1717 .
2020-02-29 13:25:24 +01:00
Johannes Pfeifer
f89c1b58d8
Add integration test for steady state parameter updating
2020-02-25 14:48:29 +01:00
Johannes Pfeifer
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
Willi Mutschler
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
Houtan Bastani
71def361fb
macro processor: add test of tuple index in @#for loop
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[skip ci]
2020-02-14 17:29:41 +01:00
Sébastien Villemot
633f1ad85a
Testsuite: change the seed for some Octave test
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Under Octave, the default seed in fs2000ns_uncorr_ME.mod leads to a generated
dataset that makes fs2000ns_corr_ME.mod and fs2000ns_corr_ME_missing.mod
fail (due to a large difference between univariate and multivariate diffuse
filters).
2020-02-13 18:12:10 +01:00
Sébastien Villemot
3b60e26e63
Testsuite: properly clean generated datafiles under kalman/likelihood_from_dynare/
2020-02-12 18:02:08 +01:00
Johannes Pfeifer
30bfa16211
Fixes related to estimation under discretion
2020-02-06 13:30:00 +01:00
Sébastien Villemot
a8e54d791a
Testsuite: set the random seed for unitary tests, for reproducibility
2020-02-04 18:19:35 +01:00
Sébastien Villemot
177c5c359f
Implement estimation under discretionary optimal policy
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Also add a test case.
For the time being, estimating parameters that appear in the discount factor is
not supported.
Ref. #1173
2020-02-03 18:29:45 +01:00
Johannes Pfeifer
6cf5e6495a
fs2000_simul.mod: make sure we use the estimated parameter vector
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Makes the simulation converge without turning to homotopy
2020-01-31 13:22:47 +01:00
Stéphane Adjemian (Odysseus)
d5e2b0f9f8
Updated integration test with new interface for aggregate routine.
2020-01-29 18:28:35 +01:00
Johannes Pfeifer
9e82432f87
Gali_discretion.mod: filter out NaN in planner_objective
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Related to https://git.dynare.org/Dynare/dynare/issues/1699
2020-01-29 17:48:16 +01:00
Sébastien Villemot
7f02fe5a78
Testsuite: increase numerical tolerance for sw_minimal.mod test
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Needed for some runners, e.g. lupi
2020-01-27 23:16:41 +01:00
Stéphane Adjemian (Charybdis)
82f642fbca
Added missing case in integration tests for particle filters.
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There was not test for the conditional particle filter (CPF).
2020-01-27 22:57:41 +01:00
Sébastien Villemot
fc27fad46d
Preprocessor: Do not simplify constant equations which have a tag attached
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In particular, in the case of an 'mcp' tag, this could lead to a convergence
failure.
Also modify the lmmpc/rbcii.mod test so that it fails if convergence is not
obtained, in order to detect such regressions earlier.
Closes : #1697
This preprocessor update also includes the following changes:
— removal of license.txt, now merged in back in the main Dynare one
– various code simplifications and modernizations in the macro processor
— minor code simplification in parsing of the --+ options: … +-- line
2020-01-27 16:12:25 +01:00
Sébastien Villemot
01d5d734c6
CI: skip two further tests under MATLAB R2009b, that apparently trigger a MATLAB bug
2020-01-24 16:40:55 +01:00
Sébastien Villemot
3b9cc0e9f7
Testsuite: use whitespace-separated syntax for options in .mod file
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Follows from d3e90a8dbf
.
2020-01-24 16:01:17 +01:00
Willi Mutschler
3d51ee9e23
✅ Added unit tests for minimal state space system
2020-01-24 14:20:05 +01:00
Willi Mutschler
aa0f278edc
📃 Update license
2020-01-24 12:45:15 +01:00
Willi Mutschler
5525a7c515
🏇 Better minimal state space handling and unit tests
2020-01-24 12:45:08 +01:00
Willi Mutschler
c4f7c416fa
🐛 Fix #1694 by robust rank tolerance and histc
2020-01-24 12:44:26 +01:00
Sébastien Villemot
66a5113500
Preprocessor: fix derivation order for “identification” without “stoch_simul”
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Also add a regression test.
Closes: preprocessor#40
2020-01-20 17:28:05 +01:00
Sébastien Villemot
e371b1a94b
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
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The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.
Closes : #1093
2020-01-20 16:23:10 +01:00
Sébastien Villemot
a753c18d61
Testsuite: add various missing files to source tarball
2020-01-16 16:54:47 +01:00
Sébastien Villemot
3ee9ada8d3
Octave compatibility fix: skip unit test for load_m_file_data_legacy.m
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The failure is impossible to reproduce outside the runners. Skip the test, for
lack of a better solution.
2020-01-14 14:58:38 +01:00
Sébastien Villemot
9bac6a0d32
Octave compatibility fix: skip some tests under Octave 5.1, due to a bug in ordeig
2020-01-14 11:49:41 +01:00
Sébastien Villemot
c5f50a34e2
MATLAB compatibility fix: skip identification/kim/kim2.mod test under R2009b
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MATLAB crashes, most likely due to an internal bug.
2020-01-14 11:45:03 +01:00
Sébastien Villemot
7c2338034f
Testsuite: drop useless version check (we require at least MATLAB R2009b/7.9)
2020-01-14 11:26:06 +01:00
Sébastien Villemot
fd13063a5c
Octave compatibility fix: “fig” format is unsupported
2020-01-13 18:33:47 +01:00
Sébastien Villemot
bde2f1977c
MATLAB compatibility fix: skip mode_compute=3 test under R2009b
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In this version, fminunc fails due to Inf value.
2020-01-13 18:30:28 +01:00
Sébastien Villemot
d9b9f78392
Merge branch 'particle_check' into 'master'
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Particle filters: provide error if trends or prefiltering is used
Closes #1690
See merge request Dynare/dynare!1695
2020-01-13 11:02:29 +00:00
Johannes Pfeifer
23cac089f1
fs2000_ns_common.inc: set order of approximation explicitly to 1
2020-01-12 17:13:24 +01:00
Sébastien Villemot
7e770f69e7
Remove workaround for errors in MEX files
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Because at some point throwing exceptions from MEX files (with mexErrMsgTxt())
was not working under Windows 64-bit, we had designed a workaround to avoid
using exceptions.
Most MEX files were returning an error code as their first (or sometimes last)
argument, and that code would have to be checked from the MATLAB code.
Since this workaround is no longer needed, this commit removes it. As a
consequence, the interface of many MEX files is modified.
For some background, see https://www.dynare.org/pipermail/dev/2010-September/000895.html
2020-01-10 18:33:11 +01:00
Houtan Bastani
bf102030cb
support saving exogenous variables in `dynasave`, `dynasave`; fix bugs in `dynasave`; add test
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- `dynasave`: if a variable being saved was named `n` or `s`, the `eval` statements would break the code
- `dynasave`: use the `-struct` option to `save` to avoid `eval` statements
- `dynasave` and `dynatype`: do everything in 1 loop instead of 2
- `dynasave` and `dynatype`: use `strcmp` instead of `strfind`
- preprocessor update contains:
- Partial reversion of global indentation of macro processor header files introduced in e2d5a83592634f0604d8c86409748cd2ec5906d2
- Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
- Allow `dynasave` and `dynatype` to support exogenous variables in their var_list
issue #1691
2020-01-06 12:45:44 +01:00
Willi Mutschler
45e9771eb8
Fixed bug regarding non-stationary variables in pruned moments
2019-12-20 12:30:53 +01:00
Willi Mutschler
8b9b49f8d7
Finished identification order=1|2|3
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Note that I still need to do a code clean up (provide some licenses for functions from other people) and to double check order=3. There is also much room for speed and memory improvement, but the code works fine for now. I will also provide more information to the merge request soon about the detailed changes for future reference.
2019-12-20 12:28:55 +01:00
Sébastien Villemot
d40b775260
Preprocessor: new “with_epilogue” option and related fixes
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Ref. !1688
2019-12-20 11:57:34 +01:00
Sébastien Villemot
c04c111d97
Merge branch 'rattoma/dynare-epilogue'
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Ref. !1688
2019-12-20 11:51:41 +01:00
Stéphane Adjemian (Charybdis)
78c36dd0b7
Fixed data files for nonlinear filter's integration test.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Charybdis)
53c9d9de69
Use steady_state_model in tests/particles/dsge_base2.mod.
2019-12-20 11:31:56 +01:00
Stéphane Adjemian (Odysseus)
58da5e7120
Added timing for comparing the mex iterating on the nonlinear reduced form model.
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local_state_space_iteration_k is significantly slower than old local_state_space_iteration_2...
2019-12-20 11:31:56 +01:00