0273d9ffa3
Merge branch '5.3' into 'master'
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NEWS.md: release notes for 5.3
See merge request Dynare/dynare!2107
2022-11-19 14:41:58 +00:00
573ce33381
NEWS.md: release notes for 5.3
2022-11-18 22:44:23 +01:00
801baacc8c
fs2000_smoother_only_ns.mod: check for correctness of smoothed observables
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Related to 178e892e
2022-11-18 22:04:58 +01:00
2c879cc64c
compute_trend_coefficients.m: fix header
2022-11-18 22:04:07 +01:00
aa9f52e29b
Merge branch 'fixes' into 'master'
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big fix in diffuse filter initialization:
See merge request Dynare/dynare!2104
2022-11-18 17:07:58 +00:00
178e892e04
big fix for initialization of diffuse filter with correlated observation error covariance matrix
2022-11-18 12:41:15 +01:00
81ba952414
big fix in diffuse filter initialization: incorrect mapping of observables when removing zero columns of T
2022-11-18 10:52:37 +01:00
67ba8127f4
dynrbc_common.inc: decrease number of simulation periods to prevent testsuite crashes
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(cherry picked from commit 7c4c0fe4114775aae67b9362918a124ff0d09ce9)
2022-11-17 22:43:39 +01:00
3184db12f2
Merge branch 'occbin_smoother' into 'master'
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OccBin Smoother: do not write non-converged results to oo_
Closes #1863
See merge request Dynare/dynare!2100
2022-11-16 18:40:05 +00:00
4d603fb335
OccBin Smoother: do not write non-converged results to oo_
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1863
2022-11-16 17:13:08 +01:00
15b58954cd
Merge branch 'riccati_equation' into 'master'
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Implements a Fortran update of the states variance-covariance matrix for the Kalman filter
See merge request Dynare/dynare!2099
2022-11-16 10:55:11 +00:00
ee6e9ad6a9
Merge branch 'fixes' of git.dynare.org:rattoma/dynare
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Ref. !2101
2022-11-16 11:27:27 +01:00
1aec92b791
Preprocessor: new debug files for evaluating separately the LHS and RHS of each equation
2022-11-16 11:26:42 +01:00
03f93c5329
bug fix with steady state when plotting the expand of groups of shocks
2022-11-15 23:10:38 +01:00
b0ce054c00
missing line that stores info on violation of constraint in expectation (needed to check for periodic solutions)
2022-11-15 23:09:48 +01:00
a245fbb390
Implements a Fortran update of the states variance-covariance matrix for the Kalman filter
2022-11-14 16:24:46 +00:00
c74cba4ab0
Preprocessor update
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– use_dll: fix race condition with compilation of power_deriv.{c,h}
– Performance improvement of chain rule derivation, using caching
2022-11-14 13:45:49 +01:00
Stéphane Adjemian
abbc321e11
Merge branch 'doc' into 'master'
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Manual: fix typo
See merge request Dynare/dynare!2098
2022-11-12 09:55:05 +00:00
169985ae8e
Manual: fix typo
2022-11-11 09:42:05 +01:00
1a665fbdb4
Customize the CoC title
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[skip ci]
2022-11-10 11:20:52 +01:00
293bf894ce
Add a code of conduct
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Adapted from the Contributor Covenant Code of Conduct version 2.1.
[skip ci]
2022-11-10 11:14:13 +01:00
b27041af12
Merge branch 'occbin_opt' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2095
2022-11-07 16:32:56 +01:00
92482eb602
Preprocessor: OccBin: add interface for max_check_ahead_periods option
2022-11-07 16:32:19 +01:00
b35cb903d6
Preprocessor: new sparse model representation
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Ref. #1859
2022-11-07 16:31:10 +01:00
7075e05ddf
Merge branch 'cosmetic' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2096
2022-11-07 14:21:26 +01:00
a3779e7446
Windows package: bump to Octave 7.3.0
2022-11-07 14:16:29 +01:00
d4414fd4b3
Manual: document support for Octave 7.3.0
2022-11-07 14:15:17 +01:00
d602453bb6
CI: bump to Octave 7.3.0
2022-11-07 14:11:27 +01:00
5dbbe6d72c
compute_Pinf_Pstar.m: fix header
2022-11-07 10:12:34 +01:00
272e438c2b
OccBin: document simul_reset_check_ahead_periods and simul_max_check_ahead_periods
2022-11-04 23:16:21 +01:00
b336fbeb0d
Merge branch 'occbin_features' of git.dynare.org:rattoma/dynare
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Ref. !2094
2022-11-04 14:59:06 +01:00
7ee31ea3ad
Preprocessor update
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— block decomposition: fix computation of recursive variables with mfs>0
— fix segfault of notmpterms option with block decomposition
2022-11-04 14:58:04 +01:00
a1e0c35c1f
bug fix when max_check_ahead_periods interacts with curb_retrench
2022-11-04 11:20:52 +01:00
2f23604824
new option max_check_ahead_periods (renaming old undocumented option max_periods), that truncates the number of periods for which agents check ahead the regime (a sort of myopic behavior beyond max_check_ahead_periods),
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the option is valid for simul, smoother and likelihood.
2022-11-04 11:17:37 +01:00
36dc18764f
Preprocessor: provisions for new sparse representation of dynamic/static files
2022-11-03 14:42:42 +01:00
ee200a03b8
isoctave: performance improvement
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Explicitly specify that OCTAVE_VERSION is a builtin. Otherwise the call to
“exists” will look for a file, among other things, which takes a lot of time.
2022-11-02 17:54:58 +01:00
1cb3085667
Preprocessor: bugfix in temporary terms with block decomposition and mfs=3
2022-10-26 17:38:56 +02:00
720de52702
Make get_equation_number_by_tag more robust
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The implementation was relying on the fact that in M_.equations_tags, all
equations have a name tag and they appear in the order given by equation
numbers. There is no guarantee that this will always be the case, so use a more
robust approach.
By the way, improve the implementation of get_equation_name_by_number.
2022-10-26 14:18:59 +02:00
5f6946a1b9
Display equation names in “model_info” command
2022-10-25 18:41:17 +02:00
417108643a
Manual: minor improvements to description of solve_algo={1,2,9}
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[skip ci]
2022-10-24 18:05:15 +02:00
befc6f59b9
Improve comments
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[skip ci]
2022-10-24 18:05:15 +02:00
56505d9bbe
Merge branch 'fixes' into 'master'
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small bug fixes
See merge request Dynare/dynare!2093
2022-10-24 12:12:23 +00:00
6737d9f81e
truncate stochastic shocks to 90 periods, to avoid no convergence in period 91
2022-10-20 19:19:34 +02:00
e31b313776
cosmetic change
2022-10-20 19:09:52 +02:00
d0150997f6
accept periodic solution in simulations ONLY IF two regimes differ by one period, to avoid pathological solutions.
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We also do not check for periodicity when check ahead periods have been increased endogenously, again to avoid mis-identified periodicity.
Any other type of periodicity, is flagged as non-convergence with error code 313 (infinite loop of solutions).
2022-10-20 16:13:34 +02:00
2ccd3d4a0e
if max_periods is set to finite number, enforce algorithm to check ahead ONLY until max_periods (i.e. when we want agents to be myopic beyond some future period)
2022-10-20 16:11:01 +02:00
3765ef77cd
add option reset_check_ahead_periods_in_new_period:
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when performing stochastic simulations, check ahead periods may increase endogenously at some point for regimes very long in expectation. such longer check ahead periods may considerably slow down convergence in subsequent periods, so users may want to avoid this.
2022-10-20 16:10:14 +02:00
f8adfa3fa5
with smoother_redux, factor out definition of nk to reconstruct filtered variables, and use a local variable nk (so options_.nk may remain empty).
2022-10-20 15:30:37 +02:00
bb9e45d0d0
max size for QMC is 1111
2022-10-20 15:14:39 +02:00
1a46c1dc89
impede prior_trunc=0 when doing sensitivity
2022-10-20 15:14:09 +02:00
Sébastien Villemot
Johannes Pfeifer
Marco Ratto
NormannR
Stéphane Adjemian