Commit Graph

8044 Commits (baa6c8dbbdda1e9a0362ba6c8530dab450287eb8)

Author SHA1 Message Date
Sébastien Villemot baa6c8dbbd
Provisions for MATLAB R2021a 2021-03-17 17:47:27 +01:00
Sébastien Villemot 47477e152a
Bump minimal Octave version to 6.2.0 2021-03-12 16:21:57 +01:00
Stéphane Adjemian (Charybdis) 3859ea0de0
Fix read_key_value_string if commas are followed by spaces. 2021-02-26 17:50:47 +01:00
Stéphane Adjemian (Charybdis) 6752426809
Bug fixes in particles submodule. 2021-02-26 10:40:37 +01:00
Stéphane Adjemian (Charybdis) 9e37e07075
Updated dseries submodule (time aggregation routines). 2021-02-26 09:44:24 +01:00
Normann Rion 9db1265892 Asssesing welfare in perfect-foresight frameworks
Ref. #1680
2021-02-25 15:12:28 +01:00
Sébastien Villemot 9066d31dd7 Merge branch 'ramsey_problem' into 'master'
Ref. #1680 : 2nd-order welfare

See merge request Dynare/dynare!1828
2021-02-23 16:08:53 +00:00
Sébastien Villemot 75882bcc11
Improve command suggestion for installing statistics package from Octave Forge
The “io” package is a dependency, hence must be explicitly installed first.

[skip ci]
2021-02-19 14:24:32 +01:00
Sébastien Villemot 3939544498
Remove remnants from estimation DLL 2021-02-18 14:26:10 +01:00
Normann Rion f532de0f29 Adds the discretionary case to the evaluate_planner_objective function 2021-02-18 12:00:44 +01:00
Normann Rion e880d1bcc3 Ref. #1680: 2nd-order welfare 2021-02-17 13:53:55 +01:00
Sébastien Villemot a51bdf8948
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1831
2021-02-16 16:58:59 +01:00
Sébastien Villemot 6d95abdb95
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-11225'
Ref. !1830
2021-02-16 16:58:04 +01:00
Sébastien Villemot 9ddad32e4e
Merge branch 'shock_decomp_fixes' of git.dynare.org:rattoma/dynare
Ref. !1829
2021-02-16 16:56:52 +01:00
Sébastien Villemot 9d06016dc3
Merge branch 'fixes_4.7' of git.dynare.org:rattoma/dynare
See !1827
2021-02-16 16:55:31 +01:00
Nikola Bokan 592cd69e25
Bug-fix: staticmodel type. 2021-02-16 15:06:43 +01:00
Johannes Pfeifer 99c7d88c53 dyn_forecast.m: set first_obs and allow for Bayesian smoother input 2021-02-16 11:26:35 +01:00
Johannes Pfeifer 6b2555f0ad smoother2histval: fix computation of data length 2021-02-16 09:00:11 +00:00
Marco Ratto 50e80fe496 write xls output in Output subdir 2021-02-16 09:56:22 +01:00
Johannes Pfeifer a0d0270679 smoother2histval.m: suppress output
[skip CI]
2021-02-16 08:11:13 +00:00
Marco Ratto f592cca59d fixed wrong naming of shock decompositions 2021-02-13 19:07:28 +01:00
Marco Ratto b1ae98845d fixed bug in var list for expand menu 2021-02-13 19:07:02 +01:00
Marco Ratto dbcdaf75a6 fixed bug when SteadyState is not used for shock decompositions
fixed names of files, removing spaces and dots
use writetable with mac OS
2021-02-13 19:05:54 +01:00
Marco Ratto c8cd0a06ce allow to export expand groups to excel (instead than plotting them) 2021-02-13 19:04:39 +01:00
Marco Ratto f8b8ec6c18 fixes around init2shocks in plotting utilities 2021-02-13 19:04:01 +01:00
Marco Ratto faa203e029 condition computation of posterior statistics also to (options_.load_mh_file && ~options_.load_results_after_load_mh) and apply it to all cases 2021-02-13 18:53:17 +01:00
Marco Ratto 5c3b0ebc95 better handle newrat options, avoiding to treat newratflag in two places 2021-02-13 16:44:50 +01:00
Marco Ratto 915502ce13 copyright year and indentation 2021-02-13 11:29:40 +01:00
Marco Ratto d56bba724c autocov is initialized NaN with the original order and then only loop up to updted order compatible with sample size. 2021-02-13 11:27:18 +01:00
Marco Ratto 15ab85788c adjusted message in case of diffuse filter, where cointegration is most of the time the reason for such a warning 2021-02-12 19:10:45 +01:00
Marco Ratto 22ef0b1413 get statistics also when load_mh_file 2021-02-12 18:55:50 +01:00
Marco Ratto b9a6462462 bug fix in trapping option newratflag 2021-02-12 18:54:07 +01:00
Marco Ratto ebec3ede8a allow negative lag (i.e. a lead) 2021-02-12 18:50:55 +01:00
Marco Ratto 1519e4673a trap case when order is too big wrt sample size 2021-02-12 18:49:33 +01:00
Sébastien Villemot 2ee03c7e28
OLS: Octave compatibility fix
Cell arrays cannot be used for derefencing fields in a structure.

For some unknown reason, this was nevertheless accepted by MATLAB in this
context.
2021-02-04 16:54:09 +01:00
Sébastien Villemot 78fdd50894
cherrypick.m: Octave compatibility fix
The plus sign (+) was unescaped in the regular expression, which was confusing
Octave.

By the way, also remove unneeded parenthesis groupings.
2021-02-04 16:01:54 +01:00
Sébastien Villemot 901d8355e3
PAC iterative OLS: compatibility fix for Octave < 6 2021-02-04 16:01:30 +01:00
Sébastien Villemot 50a7507f9b
options_.bnlms.set_dynare_seed_to_default is a boolean 2021-02-04 12:37:36 +01:00
Sébastien Villemot 8e9085eea4
PAC NLS estimation: Octave compatibility fix
In regular expressions, the end-of-word operator (\>) does not behave the same
under Octave and under MATLAB. See:
https://savannah.gnu.org/bugs/index.php?59992

In this case, we can simply drop the \> operator, since there is no risk of
matching a partial variable name (since there is already “(-1)” at the end of
the pattern).

By the way, remove a useless parenthesis grouping in the regexp.
2021-02-02 17:02:04 +01:00
Sébastien Villemot 7bbe67748b
simul_backward: Octave compatibility fix 2021-02-02 17:02:04 +01:00
Sébastien Villemot 00e36dd342
var_expectation.update: Octave compatibility fix
There was a conflict between matlab/+var_expectation/update.m and
matlab/+var_expectation/+update/. So we renamed the (single) file in the latter
directory.
2021-02-02 17:01:59 +01:00
Sébastien Villemot 44a2e6463b
lyapunov_solver: increase tolerance for 2 unit tests, for MATLAB R2014a 2021-02-02 15:05:41 +01:00
Sébastien Villemot 1bb5612474
Merge branch 'resol' of git.dynare.org:JohannesPfeifer/dynare 2021-01-29 15:34:57 +01:00
Sébastien Villemot 1cd3bfbfa8
Merge branch 'kalman_initial_state' of git.dynare.org:JohannesPfeifer/dynare 2021-01-29 15:34:11 +01:00
Sébastien Villemot 3e6224e0b6
plot_contributions.m: compatibility fixes for Octave
— use zeros instead of NaNs when decomposing between positive and negative
  contributions; otherwise some contributions are not plotted
— the bar() function returns a column-vector of graphic handles, while on
  MATLAB it returs a row-vector
2021-01-29 15:20:18 +01:00
Sébastien Villemot 5da473ac66
plot_contributions.m: compatibility fix for MATLAB ≤ R2019a 2021-01-29 14:55:06 +01:00
Sébastien Villemot dcfd45bd25
missing/unique_stable.m: also support cell arrays and 2nd output argument
Needed by aggregate.m.
2021-01-29 14:06:40 +01:00
Sébastien Villemot 3e98918690
aggregate.m: compatibility fix for MATLAB R2014a
The importdata function returns empty lines on R2014a, while it omits them in
R2020a. Moreover, importdata is not meant to parse arbitrary text file. We thus
replace it by repeated calls to fgetl.
2021-01-29 12:29:39 +01:00
Sébastien Villemot 5fc29ace8f
Merge branch 'octave_typo' of git.dynare.org:JohannesPfeifer/dynare 2021-01-29 11:19:13 +01:00
Johannes Pfeifer 585781bd4c dynare_minimize_objective.m: use analytic gradient if specified
Bug introduced in ce3e4412

[skip CI]
2021-01-29 11:10:59 +01:00