Stéphane Adjemian (Ryûk)
87ecfa9ed1
Allow nonlinear solver to fail when simulating a static model.
...
Print a message instead of throwing an error if the nonlinear solver fails in a
period, since we do not need previous or future values of the endogenous
variables. If the nonlinear solver fails in period t, the endogenous variables
are set to nan in period t.
2022-04-10 20:57:34 +02:00
Stéphane Adjemian (Charybdis)
f1aff2b370
Remove calls to dbstack in dynare_solve.
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Adding three input parameters for maxit, tolf and tolx.
Closes #1841 .
2022-04-10 20:29:57 +02:00
Stéphane Adjemian (Ryûk)
01203f7e39
Stop deterministic simulation if nonlinear solver failure.
...
Only for purely backward/forward models. In the case of purely static models the
solution for the previous or following period is not required.
2022-04-10 10:55:40 +02:00
Stéphane Adjemian (Ryûk)
23a72d7aaa
Use dynare_solve to simulate purely forward deterministic models.
2022-04-10 09:39:28 +02:00
Stéphane Adjemian (Ryûk)
ef2bb4e669
Return and use errorcode from dynare_solve.
...
Note that the interpretation of the error code depends on the nonlinear solver.
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
fe7d05f46a
Remove unnecessary condition (Octave/fsolve).
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Since we already have checked that the initial guess is not a solution.
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
33b1827ea5
Bug fix (mixed complementarity problems).
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
48c41e6b0d
Return the initial guess if nonlinear system is ill-behaved...
...
At the initial guess, and we were not able to find another guess (randomizing).
2022-04-09 16:06:24 +02:00
Stéphane Adjemian (Ryûk)
56863d6e2f
Exit if initial guess is a solution...
...
Without entering in the nonlinear solvers.
2022-04-09 16:06:24 +02:00
Sébastien Villemot
b236027365
Windows: soften wording regarding dependency on MATLAB
2022-04-06 18:37:35 +02:00
Sébastien Villemot
1ed6d0f0e5
Windows package: bump dependencies
2022-04-06 16:48:40 +02:00
Sébastien Villemot
947402c197
Release announcement for 5.1
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[skip ci]
2022-04-06 14:34:36 +02:00
Sébastien Villemot
0779816457
Merge branch 'resid' into 'master'
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resid: Fix display of name tags with Ramsey equations
See merge request Dynare/dynare!2017
2022-04-05 06:16:39 +00:00
Johannes Pfeifer
a5fe22bd1c
resid: Fix display of name tags with Ramsey equations
2022-04-04 22:50:16 +02:00
Sébastien Villemot
896a35b07e
Merge branch 'chol_SE' into 'master'
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chol_SE.m: fix logical condition and assure symmetry instead of erroring out
See merge request Dynare/dynare!2016
2022-04-04 13:51:33 +00:00
Johannes Pfeifer
c5557b5418
chol_SE.m: fix logical condition and assure symmetry instead of erroring out
2022-04-04 13:52:54 +02:00
Stéphane Adjemian
700a0e3a6d
Merge branch 'test_error' into 'master'
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fs2000_uncorr_ME_missing.mod: use calibration instead of estimation
See merge request Dynare/dynare!2015
2022-04-03 05:55:31 +00:00
Johannes Pfeifer
b103cc9259
fs2000_uncorr_ME_missing.mod: use calibration instead of estimation
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mode on some machines triggered numerical instabilities in the initialization of Pstar due to near singularity
2022-04-02 19:41:00 +02:00
Sébastien Villemot
b4ce69db3a
Remove options_.slowc field
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There was no user interface, and the feature that it provides has lost
relevance over time.
Note that algorithms for block and/or bytecode still internally use some
equivalent of this parameter, but its initial value will no longer be
modifiable (which could lead to bugs, see commit
e49e7e906f
).
2022-03-31 17:39:43 +02:00
Sébastien Villemot
82070e4048
Merge branch 'mom_xls2' into 'master'
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MoM: fix reading of XLS-files by assigning sheet info to base workspace
Closes #1840
See merge request Dynare/dynare!2014
2022-03-31 06:49:59 +00:00
Sébastien Villemot
3b4ef0df49
Add new “log” option to “var” statement
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Ref. #349
2022-03-30 18:01:22 +02:00
Johannes Pfeifer
176baa2215
MoM: fix reading of XLS-files by assigning sheet info to base workspace
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1840
2022-03-30 09:59:36 +02:00
Sébastien Villemot
7d3ab36743
Merge branch 'occbin_prefilter' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2013
2022-03-29 16:47:32 +02:00
Sébastien Villemot
6988f0a3d8
Preprocessor: refactor parsing of symbol lists
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Incidentally, this change allows a sligthly more flexible syntax in
“svar_identification”, so document it.
2022-03-29 15:11:28 +02:00
Sébastien Villemot
d9feb04503
Manual: remove nonexisting syntax in “svar_identification”
2022-03-29 15:11:25 +02:00
Sébastien Villemot
d7b5973cce
Testsuite: increase tolerance in block_bytecode/lola_stochastic_block.mod
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Apparently needed with MATLAB R2022a on AVX-512 processors.
2022-03-29 14:10:41 +02:00
Johannes Pfeifer
35c30dc037
Occbin: use data instead of rawdata and gracefully exit if prefilter option is specified
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Closes #1842
2022-03-29 12:16:48 +02:00
Sébastien Villemot
c5a3658110
Block trust region: cosmetics
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In particular, avoid using the deprecated dble() function. Rather use the
real() cast function, with the appropriate kind parameter.
2022-03-29 10:34:35 +02:00
Stéphane Adjemian (Ryûk)
53324aad69
Return initial guess if trust_region fails.
2022-03-26 09:21:25 +01:00
Stéphane Adjemian (Ryûk)
cdd85f32a7
Update unit tests for trust region routines.
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
b9bc1e7cb1
Revert update if residuals or jacobian have NaNs (block_trust_region).
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
4cccdd9074
Bug fix. Revert to previous Jacobian matrix if updated one is ill-behaved.
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
79cad99446
Harmonise exit codes and fix convergence test.
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
f2bf98ee76
Return the value of info as a third argument (block_trust_region).
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
24d5ba0290
Change nonlinear solvers in some integration tests.
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Trust region with block decomposition (as provided by dmperm) fails to provide
correct simulations (most likely due to the interpretation of tolf which
depends on the number and size of blocks).
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
aa8439d4cc
New implementation of the trust region algorithm.
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Main difference is the presence of traps for NaN/Inf/Complex numbers in
residuals or the Jacobian matrix. Also added new unit tests.
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
1b2b3db380
Fix definition of the Rosenbrock function.
2022-03-25 19:42:40 +01:00
Sébastien Villemot
968eb28771
Merge branch 'fortran_not' into 'master'
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perfect_foresight_solver_core.m: fix Fortran not
See merge request Dynare/dynare!2011
2022-03-25 13:34:08 +00:00
Johannes Pfeifer
1ed765b8c4
perfect_foresight_solver_core.m: fix Fortran not
2022-03-25 14:23:11 +01:00
Sébastien Villemot
facab0f81b
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2008
2022-03-25 12:51:40 +01:00
Sébastien Villemot
e49e7e906f
Forbid changing the value of “slowc” if “block” or “bytecode” is used
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The code is buggy and leads to wrong results, so forbid this combination.
2022-03-25 12:36:36 +01:00
Sébastien Villemot
014a3c3f2e
Merge branch 'sensitivity' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2009
2022-03-24 17:53:34 +01:00
Sébastien Villemot
9a4e08fe15
CI: bump to MATLAB R2022a
2022-03-24 17:44:51 +01:00
Sébastien Villemot
b31fe76dfd
Provisions for MATLAB R2022a
2022-03-24 17:43:40 +01:00
Johannes Pfeifer
f3bf8fb814
MOM: add missing debug option
2022-03-24 15:28:03 +01:00
Sébastien Villemot
7f58ec5963
Testsuite: increase tolerance in block_bytecode/lola_solve_one_boundary_mfs2.mod
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This is made necessary by commit dd1ec10ec8
.
2022-03-24 14:18:18 +01:00
Johannes Pfeifer
a1ebd20a88
dynare_sensitivity.m: provide warning if order is reset
2022-03-24 13:02:25 +01:00
Sébastien Villemot
4da9d1e718
Block (without bytecode): avoid silent failures in some corner cases
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Either ensure that oo_.determinstic_simulation.status is set, or really error out.
2022-03-23 17:33:37 +01:00
Sébastien Villemot
dd1ec10ec8
Block (without bytecode): use dynatol.f as convergence criterion for perfect foresight
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Was incorrectly using solve_tolf.
2022-03-23 17:25:32 +01:00
Sébastien Villemot
e5f4d96c71
Fix typo
2022-03-23 16:58:59 +01:00