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
4598dba40c
display_static_residuals.m: remove globals
2023-09-11 16:43:26 +02:00
f26a469208
Merge branch 'further_cosmetics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2168
2023-09-11 16:26:44 +02:00
890c6b2e1d
Merge branch 'trace_plot' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2169
2023-09-11 16:25:31 +02:00
4a0b87fdaf
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2165
2023-09-11 15:34:52 +02:00
dee66e8351
Merge branch 'cleanup' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2164
2023-09-11 15:33:09 +02:00
91dd4d9a83
dyn_first_order_solver.m: remove reference to kstate
2023-09-09 09:23:07 +02:00
7eaa974484
Remove unused disp_model_summary.m
2023-09-09 09:22:41 +02:00
baf8243fac
generate_trace_plots.m: allow for plotting traces of multiple chains
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Closes #1904
2023-09-08 22:04:25 +02:00
825763b18f
Move pruned_state_space functions to subfolder
2023-09-08 15:45:41 +02:00
d601ca4a2e
Merge branch 'var_decomp' into 'master'
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Add variance decomposition for pruned state space
Closes #1836
See merge request Dynare/dynare!2163
2023-09-08 12:55:19 +00:00
af274aec3f
Remove unused dsample.m and mcompare.m
2023-09-08 14:43:02 +02:00
3a851dd8f3
disp_dr.m: remove globals
2023-09-08 14:42:38 +02:00
c72763501e
Delete unused dcompare.m
2023-09-08 14:22:09 +02:00
290f19c705
resol + stoch_simul.m: header fixes
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Also makes global naming consistent
2023-09-08 11:59:37 +02:00
74399f0728
🐛 fix check for Metropolis folder
2023-09-08 10:31:09 +02:00
5ac11449ce
slice: move saved files to subfolder
2023-09-08 10:27:35 +02:00
bd905360e0
Slice: provide convergence diagnostics even for low number of draws
2023-09-08 10:26:21 +02:00
842bf3d687
csminwel1.m: clean up file
2023-09-08 10:02:14 +02:00
2e742462b3
Rename McMCDiagnostics and McMCDiagnostics_core
2023-09-08 09:44:43 +02:00
cd05bfb8a2
Remove unused ghx2transition.m
2023-09-08 08:09:20 +02:00
c43308a07b
forcst.m: remove redundant call to make_ex_
2023-09-08 08:08:35 +02:00
2fa6c437f7
solve_model_for_online_filter.m: remove redundant call to Lyapunov solver
2023-09-08 08:05:48 +02:00
420cbc8202
kalman_transition_matrix.m: remove redundant input argument
2023-09-08 08:03:18 +02:00
c063d53646
th_autocovariances.m: fix matrix dimension
2023-09-07 18:09:28 +02:00
f2f1c48baf
compute_moments_varendo.m: cosmetic fixes
2023-09-07 17:52:31 +02:00
3dd1ffb8fe
pruned_state_space_system.m: gracefully exit in case of unit roots
2023-09-07 17:52:18 +02:00
41ac891f80
Factorize variance decomposition code
2023-09-07 17:13:09 +02:00
a0b443b9f8
Cosmetical changes to headers and message strings
2023-09-07 09:36:27 +02:00
777ec76536
method_of_moments: cosmetical changes to cleanup
2023-09-07 09:36:27 +02:00
55dc4a00d5
method_of_moments: refactor displaying of moments
2023-09-07 09:36:27 +02:00
e025d56a59
method_of_moments: refactor J-Test
2023-09-07 09:36:27 +02:00
07b62fe554
method_of_moments: refactor iterated GMM/SMM estimation
2023-09-07 09:36:27 +02:00
9dc4878f9f
method_of_moments: refactor printing of info to a utility function
2023-09-07 09:36:27 +02:00
e52c007d8b
method_of_moments: cosmetical changes to checks for objective function at initial parameters
2023-09-07 09:36:27 +02:00
fb326638f9
method_of_moments: remove redundant noconstant option check
2023-09-07 09:36:27 +02:00
e170b64713
method_of_moments: refactor steady-state check utility functions
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Reuse same functions from full-information estimation command
2023-09-07 09:36:27 +02:00
b737d46d61
method_of_moments: cosmetical changes to smm shock series
2023-09-07 09:36:27 +02:00
9914d764c2
method_of_moments: refactor data moments computation
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Also rename function to not confuse this with the variable stored in oo_.mom.datamoments.
2023-09-07 09:36:27 +02:00
c0cae0ebaa
method_of_moments: cosmetical changes to mom.objective function
2023-09-07 09:36:27 +02:00
0cd65df72a
method_of_moments: add warnings for problematic prior stderr/corr and value
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Also moved oo_.prior to oo_.mom.prior
2023-09-07 09:36:27 +02:00
017b4f05f6
method_of_moments: cosmetical changes on estimated params initializations
2023-09-07 09:36:27 +02:00
1ef026dc9d
method_of_moments: factorize correct bounds for stderr and corr
2023-09-07 09:36:27 +02:00
180b92cb1e
method_of_moments: refactor penalized estimation with laplace prior
2023-09-07 09:36:27 +02:00
c3327e000c
method_of_moments: refactor matched moments block transformations
2023-09-07 09:36:27 +02:00
0487dd4a77
method_of_moments: refactor and function for default options & initializations
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Also changed:
- options_mom_.vector_output to options_mom_.mom.vector_output
- optimizer_vec to options_mom_.optimizer_vec
- oo_.dr.obs_var to oo_.mom.obs_var
2023-09-07 09:36:27 +02:00
f25188cf2f
method_of_moments: improved header
2023-09-07 09:36:27 +02:00
3c0f3c1c24
Factorize estimation: check steady-state (static, changes parameters)
2023-09-07 09:36:27 +02:00
23f6019cdf
Factorize estimation: check prior stderr and corr parameters
2023-09-07 09:36:27 +02:00
6941bd5516
Factorize estimation: wrapper for tune_mh_jscale
2023-09-07 09:36:27 +02:00
c356db4531
Factorize estimation: set_mcmc_jumping_covariance
2023-09-07 09:36:27 +02:00
aa99eff81d
Factorize estimation: set_mcmc_prior_bounds
2023-09-07 09:36:27 +02:00
Johannes Pfeifer
Stéphane Adjemian (Ryûk)
Sébastien Villemot
Willi Mutschler