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15021 Commits (c8039c26d12b8015db997934233643622b2bacf7)

Author SHA1 Message Date
Marco Ratto 16bc2b3e5e plot_shock_decomposition: filter out other forbidden characters (parentheses and dot) for field name 2022-06-02 09:52:21 +02:00
Marco Ratto 61632ef28f marginal_density.m: make computation of log(det(sigma)) robust numerically 2022-06-02 09:51:12 +02:00
Marco Ratto 48ec0a60e8 Trap the case when Q is null matrix 2022-06-02 09:49:38 +02:00
Sébastien Villemot 924db129cb Merge branch 'tolx_doc' into 'master' 
Document tolx option of steady

See merge request Dynare/dynare!2039
 2022-05-31 15:47:49 +00:00
Johannes Pfeifer 8ac72590da PKF: document incompatibilities and throw proper errors if triggered 2022-05-31 17:40:03 +02:00
Johannes Pfeifer e24ff8e91f Document tolx option of steady 2022-05-31 14:37:11 +02:00
Sébastien Villemot 09f2541550 Merge branch 'PKF' into 'master' 
Bug fixes for PKF

See merge request Dynare/dynare!2038
 2022-05-31 08:00:22 +00:00
Sébastien Villemot 5f403e9f62
Merge branch 'solve1' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2035
 2022-05-25 18:49:38 +02:00
Johannes Pfeifer c9fd266cbb solve1.m: trap zero Jacobian case 2022-05-25 14:31:12 +02:00
Johannes Pfeifer c91e1f895b trust_region.m: trap case where linear combination with weight 0 on infinite value returns NaN 2022-05-25 14:21:16 +02:00
Johannes Pfeifer cf548b467d dsge_likelihood.m: distinguish PKF problems with singularity in other KFs 2022-05-25 14:15:29 +02:00
Johannes Pfeifer c623696b4b kalman_update_algo_1.m: properly set array dimensions 2022-05-25 14:15:18 +02:00
Sébastien Villemot efcb567fee
Merge branch 'gsa_bug' of git.dynare.org:rattoma/dynare 
Ref. !2036
 2022-05-25 14:14:48 +02:00
Johannes Pfeifer 93ae4849b7 missing_observations_kalman_filter.m: remove unused output whose dimensions grow over time 2022-05-25 12:55:05 +02:00
Marco Ratto 2279529851 fixed bug in sampling in the neighborhood of a critical point 2022-05-24 15:08:50 +02:00
Sébastien Villemot 20f8dd780f
README: mention the requirement for Git LFS 2022-05-20 12:43:04 +02:00
Sébastien Villemot 10678648b2
README: update name of stable branch 2022-05-20 12:39:59 +02:00
Sébastien Villemot 666d2d70a2
Preprocessor update 
– Always create bytecode output
– Forbid multiple identical clauses in “occbin_constraints” block
 2022-05-20 12:38:24 +02:00
Stéphane Adjemian (Ryûk) 45c0e82f3b
Fix bug introduced in fdb1daad. 2022-05-20 10:29:44 +02:00
Stéphane Adjemian (Ryûk) fdb1daadc9
Deactivate third unit test (local_state_space_iteration_2). 2022-05-20 08:44:28 +02:00
Stéphane Adjemian (Ryûk) ac2b3f2bdc
Add integration tests for model inversion. 2022-05-20 08:31:03 +02:00
Stéphane Adjemian (Ryûk) 0df38369a7
Fix typo. 2022-05-20 08:31:03 +02:00
Sébastien Villemot 5138d41ac6
Merge branch 'kalman_update' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2032
 2022-05-19 14:55:45 +02:00
Sébastien Villemot a83570e1f4
Merge branch 'foresight_resids' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2031
 2022-05-19 14:55:08 +02:00
Sébastien Villemot 3496c26699
Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2030
 2022-05-19 14:54:28 +02:00
Sébastien Villemot 962d66807c
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2025
 2022-05-19 14:53:35 +02:00
Sébastien Villemot 253d1385b4
Dynare++: mark IntSequence move constructor as noexcept 
For better performance where used within containers (e.g. in Smolyak
integration).
 2022-05-19 13:50:37 +02:00
Johannes Pfeifer 0f333f29eb kalman_update_algo_1.m: introduce error handling 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1854
 2022-05-19 11:56:42 +02:00
Sébastien Villemot 11743eff54
Preprocessor: fix bug with new estimation syntax 2022-05-18 19:27:49 +02:00
Sébastien Villemot 1a029475b7
Preprocessor: various fixes to JSON output 2022-05-18 17:54:57 +02:00
Johannes Pfeifer 74dc4f81f0 perfect_foresight_solver.m: loop over dynamic file when mex cannot be used 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1850
 2022-05-18 08:59:39 +02:00
Johannes Pfeifer b037bc9438 GSA sampling from prior range: replace infinity by huge number to avoid NaN 2022-05-17 18:29:42 +02:00
Johannes Pfeifer 9f265c5b5b stab_map_.m: remove redundant and commented out code to make file readable 2022-05-17 18:29:05 +02:00
Sébastien Villemot 05ab494d6c
Merge branch 'dyn_ramsey' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2029
 2022-05-17 18:23:57 +02:00
Sébastien Villemot 1f2e22712f
Merge branch 'tolx' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2028
 2022-05-17 18:23:37 +02:00
Sébastien Villemot 047c489450
Merge branch 'NK_baseline' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2027
 2022-05-17 18:23:02 +02:00
Sébastien Villemot 35c7f2d0db
Merge branch 'occ_manual' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2026
 2022-05-17 18:22:01 +02:00
Johannes Pfeifer 26db005e61 evaluate_planner_objective.m: add warning if planner discount is not smaller than 1 2022-05-17 18:10:56 +02:00
Johannes Pfeifer 9b45886526 dyn_ramsey_static.m: remove unnecessary piece of code 2022-05-17 15:31:19 +02:00
Johannes Pfeifer 31ea784a5c dynare_solve.m: honor tolx in fsolve 2022-05-17 15:27:21 +02:00
Johannes Pfeifer ab6b642596 NK_baseline_steadystate.m: provide proper error handling 2022-05-17 12:34:48 +02:00
Johannes Pfeifer aeac54bd15 occbin: clarify concept of baseline regime 2022-05-17 12:25:14 +02:00
Johannes Pfeifer 0685e03ecd occbin: add warning on spurious regime transitions 2022-05-17 12:25:14 +02:00
Sébastien Villemot 40871519fc
Merge branch 'mom_SE' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2024
 2022-05-16 19:10:52 +02:00
Sébastien Villemot e8a71a18fe
Preprocessor: various modernizations and simplifications 2022-05-16 19:10:27 +02:00
Sébastien Villemot a95531f357
Dynare++: drop redundant move-assignment operator in Vector class 2022-05-16 17:59:50 +02:00
Stéphane Adjemian (Ryûk) c033a08cec
Remove third unit test in local_state_space_iteration_2. 2022-05-13 22:14:07 +02:00
Stéphane Adjemian (Ryûk) 2ff705f15c
Change second unit test for local_state_space_iteration_2... 
To something closer to what we actually do when we estimate a model.
 2022-05-13 22:12:09 +02:00
Stéphane Adjemian (Ryûk) cd76bdff9e
Fix and update unit tests for local_state_space_iteration_2. 
Add mat file with git lfs.
 2022-05-13 12:13:46 +02:00
Stéphane Adjemian (Ryûk) f7204e6ec8
Bug fix (pruning at second order in estimation). 
Closes #1853.
 2022-05-13 11:39:49 +02:00