Commit Graph

16568 Commits (c3b9c499baeb4422da58868e625ee0d5c7a499d3)

Author SHA1 Message Date
Johannes Pfeifer c3b9c499ba
GSA: more fixes to LaTeX output 2023-12-07 12:18:00 +01:00
Johannes Pfeifer 7f027d8f5e
dyn_table.m: reduce white space in output 2023-12-07 12:18:00 +01:00
Johannes Pfeifer 9efb784763
GSA: remove some unused functions and move other to inline ones 2023-12-07 12:18:00 +01:00
Johannes Pfeifer 19b2619d06
Remove unused gsa/gsa_speed.m 2023-12-07 12:17:59 +01:00
Johannes Pfeifer 5d07ff9f8b
GSA: decrease waitbar refresh frequency 2023-12-07 12:11:38 +01:00
Johannes Pfeifer fca782f8e4
Correct LaTeX output by disentangling purpose of input arguments 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 43fc6263af
dyn_latex_table.m: make code robust to including dollar signs in labels and headers 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 37ab539a10
testsuite: provide meaningful output in case of LaTeX errors 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 6adf1c2639
Various cosmetic changes to functions 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 709ef9230f
get_the_name.m: do not pass full options structure as input 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 0ba91259d8
GSA: cosmetic fixes to log_trans_.m and gsa_skewness.m 2023-12-07 12:11:38 +01:00
Johannes Pfeifer dce0967deb
GSA: replace deprecated hist() syntax under MATLAB 2023-12-07 12:11:38 +01:00
Johannes Pfeifer 392721097c
Identification: various cosmetic fixes 2023-12-07 12:11:38 +01:00
Johannes Pfeifer e68793030c
ls2003.mod: factorize tests 2023-12-07 12:11:38 +01:00
Johannes Pfeifer bf6d88a472
Remove globals from identification and GSA
Incidentally cleans up files and fixes LaTeX output
2023-12-07 12:11:36 +01:00
Johannes Pfeifer 526e6841b1 Sampling_Function_2.m: clean up and fix wrong logical conditions 2023-12-04 12:07:58 +01:00
Johannes Pfeifer c21199a3e9 prior_draw.m: remove wrong note 2023-12-04 12:07:57 +01:00
Johannes Pfeifer 36a4ad0fbc Fix Remove globals and clean up map_ident_.m and friends 2023-12-04 12:07:56 +01:00
Johannes Pfeifer f218127220 GSA: remove globals from various routines 2023-12-04 12:07:46 +01:00
Johannes Pfeifer d5f7fbe96a redform_screen.m: remove globals 2023-11-28 21:11:03 +01:00
Johannes Pfeifer d29228bb5f dynare_sensitivity: clean up file 2023-11-28 21:11:03 +01:00
Johannes Pfeifer 152991864d GSA: cleanup and removal of globals in filt_mc_.m 2023-11-28 21:11:03 +01:00
Johannes Pfeifer f8a0a99683 dynare_sensitivity.m: add dollar signs for TeX output 2023-11-28 21:11:02 +01:00
Johannes Pfeifer 5060f246ea GSA: Remove globals and clean up map_ident_.m and friends 2023-11-28 21:11:02 +01:00
Johannes Pfeifer 4199f57788 GSA scatter plots: clean up files and enable TeX-output 2023-11-28 21:11:02 +01:00
Johannes Pfeifer 94c1343671 identification_analysis.m: remove global inputs 2023-11-28 21:11:02 +01:00
Johannes Pfeifer a80ead7d94 map_ident_.m: clean up and remove globals 2023-11-28 21:11:02 +01:00
Johannes Pfeifer da438d5099 Clean up Morris_Measure_Groups.m 2023-11-28 21:11:01 +01:00
Johannes Pfeifer ffaf6c8559 ident_bruteforce.m: remove globals 2023-11-28 21:11:01 +01:00
Sébastien Villemot 54e72a4d35
Emacs default settings for editing C and C++: indent at 100 columns
For consistency with the clang-format settings.

[skip ci]
2023-11-28 18:10:38 +01:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot b0197da05f
Manual: fix code block formatting
[skip ci]
2023-11-28 12:28:43 +01:00
Sébastien Villemot 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
Johannes Pfeifer e718402357 mode_check.m: fix LaTeX output on Windows by using slash 2023-11-27 14:19:13 +01:00
Johannes Pfeifer 59c9f70a7d identification: fix latex output 2023-11-27 14:18:58 +01:00
Sébastien Villemot 6ccc7fd69e
Testsuite: switch back to mode_compute=4 in lyapunov/fs2000_lyap.mod
This prevents an infinite (or at least very long) loop under Octave on karaba.
2023-11-24 11:49:28 +01:00
Sébastien Villemot b220be6d3e
Merge branch 'mcmc_diag' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2212
2023-11-24 10:38:49 +01:00
Sébastien Villemot f21fda7dfa
Build system: enable the interleaved API in MEX files for Octave ⩾ 8.4.0
Unfortunately it is not possible to enable it for all supported Octave
versions (which would have allowed us to remove the old codepath), because of
this bug: https://savannah.gnu.org/bugs/?64687
2023-11-24 10:36:47 +01:00
Sébastien Villemot c0e39d40a7
Testsuite: increase tolerance for estimation/fs2000_model_comparison.mod
Needed for MATLAB R2018b, at least on AVX512-capable CPUs.
2023-11-23 22:07:49 +01:00
Johannes Pfeifer d0e99daf9a mcmc_diagnostics.m: compute Geweke and Raftery/Lewis also with more than one chain 2023-11-23 16:59:02 +01:00
Sébastien Villemot f62d76cbcf
Merge branch 'shock_decomp' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2211
2023-11-23 14:51:26 +01:00
Sébastien Villemot 56410be973
CI: enable FF_ENABLE_BASH_EXIT_CODE_CHECK to avoid unintuitive behaviour with && operator 2023-11-23 14:51:06 +01:00
Johannes Pfeifer 07d859d018 graph_decomp.m: make sure figure fits on screen and close button is accessible 2023-11-23 01:27:10 +01:00
Sébastien Villemot b513214570
perfect_foresight_homotopy: minor simplification 2023-11-22 20:34:03 +01:00
Sébastien Villemot 9545dcc8d9
perfect_foresight_solver.m: improve local functions documentation 2023-11-22 20:34:02 +01:00
Sébastien Villemot 08c9eca8ee
perfect foresight homotopy + marginal linearization: fix percentages in information messages 2023-11-22 20:34:02 +01:00
Sébastien Villemot 701afd2c7c
Consolidate the routines for loading JSON files, now that jsondecode is always available 2023-11-22 17:46:16 +01:00
Sébastien Villemot 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
Sébastien Villemot d55b6c68f9
Octave compatibility fix: sum(…, 'omitnan') does not exist under Octave
Replace it by nansum from the statistics package.
2023-11-22 17:06:52 +01:00