f102a992aa
fixed for the case when mcmc is incomplete WITHIN a block file (useful for expensive models and expensive methods like slice or TaRB)
2023-12-13 21:01:21 +01:00
53b57da8ba
fix computation of initial prc0 under mh_recover (to avoid 0% being always displayed when recovery starts)
2023-12-13 21:01:15 +01:00
aad5c36081
bug fix: with option mh_initialize_from_previous_mcmc, we need also to check if some prior changed, which may lead last draw in previous mcmc falling outside new prior bounds.
2023-12-13 21:01:09 +01:00
de152a3de3
bug fix: indexing must also contain smpl+1 (needed for 1 step ahead forecast in last period when filtering).
2023-12-13 21:01:02 +01:00
8f73564634
bug fix with non-zero lb bound of invgamma distribution
2023-12-13 21:00:56 +01:00
0c4b59b19e
utility to squeeze occbin shock decompositions
2023-12-13 20:56:24 +01:00
9b71845b87
utility to plot occbin regimes history
2023-12-13 20:54:20 +01:00
91a2cd2496
add utilities for forecast, irf, plot_irf, and their relevant options
2023-12-13 20:53:53 +01:00
858b534c22
Merge branch 'sim1' into 'master'
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sim1.m: add debugging information to diagnose singular Jacobians
See merge request Dynare/dynare!2222
2023-12-13 18:33:06 +00:00
e17bf15042
sim1.m: add debugging information to diagnose singular Jacobians
2023-12-13 17:40:39 +01:00
ea28fcb4b4
Merge branch 'model_diag' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2221
2023-12-13 17:37:33 +01:00
a7f5fd571d
Merge branch 'steady_check' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2220
2023-12-13 17:37:09 +01:00
Stéphane Adjemian (Ryûk)
60c0ed0180
Add Sequential Monte Carlo sampler.
2023-12-13 15:30:38 +01:00
42fc1ec40a
model_diagnostics.m: fix typos
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[skip CI]
2023-12-12 19:38:57 +01:00
1b4fb46c75
Consistently use nocheck flag for steady state
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Fixes a bug in model_diagnostics.m
2023-12-12 18:30:30 +01:00
Stéphane Adjemian (Ryûk)
2fbbe66c0a
Add member to dprior class.
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Name of the parameter.
2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk)
61498e644a
One file per method.
2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk)
3606b10f05
Add methods for computing moments.
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- prior mean
- prior mode
- prior median
- prior variance
2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk)
5077969aad
Add members to @dprior class.
2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk)
3d50844ae4
Make last input argument optional.
2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk)
3c3353b7ed
Add methods to dprior (density and densities).
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Will be used as a replacement for priordens.
2023-12-12 18:18:38 +01:00
Stéphane Adjemian (Ryûk)
03a68ddb89
Cosmetic changes.
2023-12-12 18:18:38 +01:00
62b31aa279
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2218
2023-12-12 17:15:38 +01:00
9d6a25e368
dseries: update to CI configuration
2023-12-12 17:10:42 +01:00
b7805cc667
Merge branch 'remove_files' into 'master'
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Remove various unused files
See merge request Dynare/dynare!2217
2023-12-11 20:38:06 +00:00
ec76bda254
Remove obsolete Sylvester options
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dr_block has been removed
2023-12-11 18:04:43 +01:00
021b9dbb25
identication.checks.m: remove wrong condition
2023-12-11 18:04:43 +01:00
daecd1f720
DsgeSmoother.m: remove unnecessary space
2023-12-11 18:04:42 +01:00
5a3d545db2
var_sample_moments.m: cosmetic changes
2023-12-11 18:04:42 +01:00
ed80c4ff3f
load_last_mh_history_file.m: cosmetic changes
2023-12-11 18:04:42 +01:00
678bd7aca9
dyn_forecast.m: cosmetic header fix
2023-12-11 18:04:42 +01:00
97f6a4219b
smirnov_test.m: update call to histc under Matlab
2023-12-11 18:04:41 +01:00
31c91080e1
Remove shiftS.m, which is a duplicate of the one in dseries
2023-12-11 18:01:34 +01:00
62e8b275a0
Remove further unused function from matlab folder
2023-12-11 18:01:33 +01:00
435b103cf5
Remove unused functions, mostly related to old analytical derivatives
2023-12-11 18:01:33 +01:00
d844043877
Merge branch 'plot_shock_decomposition' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2215
2023-12-08 15:49:19 +01:00
54c4e9df09
plot_shock_decomposition.m: filter out case where data to plot is empty and writing the Excel file will crash
2023-12-07 13:50:18 +01:00
Stéphane Adjemian (Guts)
8d8176fc30
Remove unused (saved on disk) vector of indices.
2023-12-07 12:29:28 +01:00
40ef192e37
Merge branch 'dynare-ident_globals'
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Ref. !2213
2023-12-07 12:19:04 +01:00
1e5a04c2c5
filt_mc_.m: clarify R2 concept
2023-12-07 12:18:00 +01:00
f3a1ba56e3
GSA: removed non-working UI context menu and associated functions
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Decision taken in Town Square
2023-12-07 12:18:00 +01:00
af53c65172
dynare_sensitivity.m: update header
2023-12-07 12:18:00 +01:00
c3b9c499ba
GSA: more fixes to LaTeX output
2023-12-07 12:18:00 +01:00
7f027d8f5e
dyn_table.m: reduce white space in output
2023-12-07 12:18:00 +01:00
9efb784763
GSA: remove some unused functions and move other to inline ones
2023-12-07 12:18:00 +01:00
19b2619d06
Remove unused gsa/gsa_speed.m
2023-12-07 12:17:59 +01:00
5d07ff9f8b
GSA: decrease waitbar refresh frequency
2023-12-07 12:11:38 +01:00
fca782f8e4
Correct LaTeX output by disentangling purpose of input arguments
2023-12-07 12:11:38 +01:00
43fc6263af
dyn_latex_table.m: make code robust to including dollar signs in labels and headers
2023-12-07 12:11:38 +01:00
6adf1c2639
Various cosmetic changes to functions
2023-12-07 12:11:38 +01:00
709ef9230f
get_the_name.m: do not pass full options structure as input
2023-12-07 12:11:38 +01:00
0ba91259d8
GSA: cosmetic fixes to log_trans_.m and gsa_skewness.m
2023-12-07 12:11:38 +01:00
dce0967deb
GSA: replace deprecated hist() syntax under MATLAB
2023-12-07 12:11:38 +01:00
392721097c
Identification: various cosmetic fixes
2023-12-07 12:11:38 +01:00
bf6d88a472
Remove globals from identification and GSA
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Incidentally cleans up files and fixes LaTeX output
2023-12-07 12:11:36 +01:00
53f12e81fa
Raftery/Lewis: fix case with only one parameter
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Dimension for max needs to be specified
2023-12-04 16:25:00 +01:00
526e6841b1
Sampling_Function_2.m: clean up and fix wrong logical conditions
2023-12-04 12:07:58 +01:00
c21199a3e9
prior_draw.m: remove wrong note
2023-12-04 12:07:57 +01:00
36a4ad0fbc
Fix Remove globals and clean up map_ident_.m and friends
2023-12-04 12:07:56 +01:00
f218127220
GSA: remove globals from various routines
2023-12-04 12:07:46 +01:00
Stéphane Adjemian (Ryûk)
edaf938582
Add --log option to dcontrib command.
2023-11-30 21:55:35 +01:00
Stéphane Adjemian (Ryûk)
dadcd9a2bf
Dynare does not ship jsonlab anymore.
...
See 1d5a442fe5
2023-11-30 16:52:02 +01:00
d5f7fbe96a
redform_screen.m: remove globals
2023-11-28 21:11:03 +01:00
d29228bb5f
dynare_sensitivity: clean up file
2023-11-28 21:11:03 +01:00
152991864d
GSA: cleanup and removal of globals in filt_mc_.m
2023-11-28 21:11:03 +01:00
f8a0a99683
dynare_sensitivity.m: add dollar signs for TeX output
2023-11-28 21:11:02 +01:00
5060f246ea
GSA: Remove globals and clean up map_ident_.m and friends
2023-11-28 21:11:02 +01:00
4199f57788
GSA scatter plots: clean up files and enable TeX-output
2023-11-28 21:11:02 +01:00
94c1343671
identification_analysis.m: remove global inputs
2023-11-28 21:11:02 +01:00
a80ead7d94
map_ident_.m: clean up and remove globals
2023-11-28 21:11:02 +01:00
da438d5099
Clean up Morris_Measure_Groups.m
2023-11-28 21:11:01 +01:00
ffaf6c8559
ident_bruteforce.m: remove globals
2023-11-28 21:11:01 +01:00
c3d91d5ce8
Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy
...
If a solution corresponding to 100% of the shock can’t be found in the first
informational period, marginal linearization will be performed to extrapolate a
solution.
However, in subsequent informational periods, this extrapolated solution cannot
be used for the initial conditions of endogenous variables, because the initial
conditions are not a true solution of the nonlinear model. For those subsequent
informational periods, the correct approach is to compute the two solutions
needed for marginal linearization using as initial conditions the values
obtained in the same two solutions for the previous informational
periods (stored as oo_.deterministic_simulation.{sim1,sim2}).
2023-11-28 16:26:49 +01:00
c6c6f4f549
perfect_foresight_solver + homotopy + (marginal) linearization: store intermediate simulations
...
First simulation before doing extrapolation is stored in several fields of
oo_.deterministic_simulation.sim1.
For marginal linearization, the second simulation used to compute the marginal
contribution is stored in oo_.deterministic_simulation.sim2.
2023-11-28 12:29:34 +01:00
ccff7d3560
Merge branch 'tex_identification' into 'master'
...
Fix LaTeX Output in identification command for advanced option
See merge request Dynare/dynare!2209
2023-11-27 15:13:19 +00:00
e718402357
mode_check.m: fix LaTeX output on Windows by using slash
2023-11-27 14:19:13 +01:00
59c9f70a7d
identification: fix latex output
2023-11-27 14:18:58 +01:00
b220be6d3e
Merge branch 'mcmc_diag' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2212
2023-11-24 10:38:49 +01:00
d0e99daf9a
mcmc_diagnostics.m: compute Geweke and Raftery/Lewis also with more than one chain
2023-11-23 16:59:02 +01:00
f62d76cbcf
Merge branch 'shock_decomp' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2211
2023-11-23 14:51:26 +01:00
07d859d018
graph_decomp.m: make sure figure fits on screen and close button is accessible
2023-11-23 01:27:10 +01:00
b513214570
perfect_foresight_homotopy: minor simplification
2023-11-22 20:34:03 +01:00
9545dcc8d9
perfect_foresight_solver.m: improve local functions documentation
2023-11-22 20:34:02 +01:00
08c9eca8ee
perfect foresight homotopy + marginal linearization: fix percentages in information messages
2023-11-22 20:34:02 +01:00
701afd2c7c
Consolidate the routines for loading JSON files, now that jsondecode is always available
2023-11-22 17:46:16 +01:00
1d5a442fe5
Bump minimal required version of Octave to 7.1.0
...
Incidentally, this means that the JSONlab submodule is no longer needed, so it
is removed in the present commit.
Closes : #1907
2023-11-22 17:46:13 +01:00
d55b6c68f9
Octave compatibility fix: sum(…, 'omitnan') does not exist under Octave
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Replace it by nansum from the statistics package.
2023-11-22 17:06:52 +01:00
72ac69eb97
Octave compatibility: mean(…, 'omitnan') implemented in Octave 8
2023-11-22 16:55:25 +01:00
7f58e819c6
Bump minimal required version of MATLAB to R2018b
...
Ref. #1907
2023-11-22 16:00:04 +01:00
37f747bb3b
CheckPath.m and plot_priors.m: use slash even on Windows to not cause LaTeX-problems
2023-11-21 02:29:04 +01:00
742a3101b1
Reporting is no longer a submodule
2023-11-17 12:08:56 +01:00
50a53a22ee
Merge rewritten history of reporting submodule
2023-11-17 11:44:48 +01:00
b053b96f6a
compute_Pinf_Pstar.m: cosmetic changes
2023-11-15 21:39:51 +01:00
50ed6b2387
dynare_solve.m: remove display of blocks
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Information is rarely helpful but clutters output of model_diagnostics
2023-11-14 08:35:02 +01:00
b1519b8c3c
model_diagnostics.m: add check for non-zero exogenous with OccBin
2023-11-13 18:04:40 +01:00
Stéphane Adjemian (Argos)
666aa46dfb
Add undocumented option for kalman_filter_mex.
2023-11-09 19:00:37 +01:00
77a7d5c3de
For bytecode+block, use the LBJ implementation in .m
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The latter is now much faster than the implementation in the bytecode
MEX (which this commit thus removes).
2023-11-08 17:21:44 +01:00
be648d350b
Much faster .m implementation of LBJ with block option
2023-11-08 17:21:42 +01:00
0839ff78ae
🐛 sim1_lbj.m: use options_.dynatol.x and not options_.dynatol.f for terminal condition
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The maximum error is computed over the change in endogenous (i.e. ΔY).
2023-11-08 17:15:18 +01:00
4bee919c31
sim1_lbj.m: misc cosmetic changes
2023-11-08 17:15:02 +01:00
Marco Ratto
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Ryûk)