Marco Ratto
ce21248e97
set noprint = true when simulating, to avoid crashes; only save info1 file under debug option
2022-10-20 15:06:26 +02:00
Marco Ratto
eb6f17e783
check if initial states are empty, and set them to zero.
2022-10-20 15:05:39 +02:00
Sébastien Villemot
8f4b626828
Preprocessor update
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— use_dll: fix bug where operator abs() within a .mod file would return an
incorrect result
— use_dll: various improvements to parallel compilation of MEX files
— use_dll: split generated C file into smaller files that will be compiled in
parallel
— various refactorings
2022-10-18 17:42:36 +02:00
Sébastien Villemot
067b2a2524
Merge branch 'steady_initval' into 'master'
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make_y_.m: fix interaction with steady_state_model
Closes #1866
See merge request Dynare/dynare!2092
2022-10-14 10:00:38 +00:00
Johannes Pfeifer
cbbbdf4b3d
make_y_.m: fix interaction with steady_state_model
...
closes https://git.dynare.org/Dynare/dynare/-/issues/1866
2022-10-13 16:33:58 +02:00
Sébastien Villemot
62da76590a
Merge branch 'logarithmic_reduction' into 'master'
...
Logarithmic reduction: fixes
See merge request Dynare/dynare!2091
2022-10-12 16:59:38 +00:00
Johannes Pfeifer
fe0606ae06
logarithmic_reduction.m: use positive penalty add-on
2022-10-11 16:13:03 +02:00
Johannes Pfeifer
5226db4b3c
logarithmic_reduction.m: add missing error codes
2022-10-11 16:12:03 +02:00
Sébastien Villemot
39c561db96
Merge branch 'logarithmic_reduction_fortran' into 'master'
...
Implements a logarithmic reduction Fortran routine and the associated test
See merge request Dynare/dynare!2089
2022-10-11 11:42:48 +00:00
NormannR
afb044c23e
Fix cycle reduction:
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(i) making the norms consistent between cycle_reduction and its test;
(ii) remove hard errors in cycle_reduction Fortran and Matlab routines
2022-10-11 12:11:30 +02:00
NormannR
855887b249
Implements a logarithmic reduction Fortran routine and the associated test
2022-10-11 12:11:06 +02:00
NormannR
3ea0baf21e
Matlab logarithmic reduction: making norms and error codes consistent with cyclic reduction codes
2022-10-11 09:51:22 +02:00
Sébastien Villemot
e8444c16a7
Merge branch 'kalman_algo_3' into 'master'
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kalman_update_algo_3.m: correct options name
See merge request Dynare/dynare!2090
2022-10-10 15:36:03 +00:00
Johannes Pfeifer
95a15815a8
kalman_update_algo_3.m: correct options name
2022-10-08 18:01:05 +02:00
Sébastien Villemot
0cf1d172e9
Preprocessor update
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— use_dll: compile MEX files in parallel
— bugfix: “relative_irf” option passed to “irf_calibration” was also passed to next command
— various refactorings
2022-10-04 17:37:47 +02:00
Sébastien Villemot
01f471ae8a
Merge branch 'cycle_reduction' into 'master'
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Cycle reduction: account for new error codes
See merge request Dynare/dynare!2088
2022-10-04 09:43:05 +00:00
Johannes Pfeifer
7874c302a0
Cycle reduction: account for new error codes
2022-10-03 17:15:20 +02:00
Sébastien Villemot
5b8fee5237
Merge branch 'cycle_reduction_fortran' of git.dynare.org:normann/dynare
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Ref. !2085
2022-10-03 14:40:55 +02:00
Normann Rion
d17204cc84
Implements a cycle reduction Fortran routine and the associated test.
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The Fortran routine replaces the former Matlab code in matlab/cycle_reduction.m
2022-10-03 14:38:12 +02:00
Sébastien Villemot
2ab174aa8c
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2087
2022-10-03 14:31:35 +02:00
Sébastien Villemot
9938f08790
Merge branch 'occbin_error' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2086
2022-10-03 14:31:02 +02:00
Normann Rion
7af14aaa0d
Fix cycle_reduction.m:
...
- a condition of an if-then-else block is never fulfilled
- dimensions are inconsistent in the solution-check output message
2022-10-03 11:21:15 +02:00
Johannes Pfeifer
d5d3e9060b
calibrate_mh_scale_parameter.m: fix typo in error message
...
[skip CI]
2022-09-30 14:01:34 +02:00
Johannes Pfeifer
5defbdeb92
dsge_likelihood.m: add missing penalty for Occbin
2022-09-30 09:55:00 +02:00
Sébastien Villemot
790fad8b4c
Merge branch 'local_state_space_iteration_3_matlab' into 'master'
...
Fixes local_state_space_iteration_3_test: sets a default value for the number...
See merge request Dynare/dynare!2084
2022-09-27 10:29:05 +00:00
Normann Rion
1b12d9e44b
Fixes local_state_space_iteration_3_test: sets a default value for the number of threads local_state_space_iteration_3 may use
2022-09-27 11:03:36 +02:00
Sébastien Villemot
39ac1f7628
Particles submodule update
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This should have gone into !2071 .
2022-09-26 17:55:36 +02:00
Sébastien Villemot
be4a1c9a1a
Merge branch 'local_state_space_iteration_3_matlab' of git.dynare.org:normann/dynare
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Ref. !2071
2022-09-26 17:51:01 +02:00
Sébastien Villemot
f8b5448c30
Preprocessor update
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– fix bug in ModelTree::writeParamsDerivativesFileHelper() which could cause a
segmentation fault
– various refactorings
2022-09-26 17:49:56 +02:00
Sébastien Villemot
1d721da9ad
macOS package: when compiling x13as, statically link libgcc, libgfortran and libquadmath
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Closes : #1865
2022-09-26 12:18:49 +02:00
NormannR
4cdb763ea4
Integrates the local_state_space_iteration_3 mex into dynare's bayesian estimation eco-system
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Should be merged after the mex MR !2045 and the particles MR !16
2022-09-26 09:14:34 +02:00
Sébastien Villemot
755c5645a6
Merge branch 'irf' into 'master'
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Fix posterior IRF generation with loglinear option
See merge request Dynare/dynare!2083
2022-09-21 15:44:11 +00:00
Stéphane Adjemian (Ryûk)
9ea8e17ff2
Update dseries submodule.
...
Add function returning dummy variable in a dseries object.
2022-09-21 10:56:53 +02:00
Johannes Pfeifer
ee8dfb76c4
Fix posterior IRF generation with loglinear
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The unlogged steady state was used for both the starting value and the baseline
2022-09-21 10:14:23 +02:00
Johannes Pfeifer
12ec1ec0e6
PosteriorIRF_core1.m: replace function using globals
2022-09-21 09:29:43 +02:00
Johannes Pfeifer
be2dd4456d
getIrfShocksIndx.m: replace global variables by inputs
2022-09-21 09:27:43 +02:00
Johannes Pfeifer
945379a318
resol.m: use isempty instead of length
2022-09-21 09:25:06 +02:00
Sébastien Villemot
a8054c16ba
Merge branch 'octave_ispd' into 'master'
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ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082
See merge request Dynare/dynare!2082
2022-09-20 15:32:54 +00:00
Johannes Pfeifer
563035d070
AnScho/AnScho_MoM_common.inc: use csminwel to prevent fmincon problems under Octave
2022-09-20 12:55:30 +02:00
Johannes Pfeifer
9506e723c9
ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082
2022-09-20 12:42:04 +02:00
Sébastien Villemot
e732f9e4a3
Preprocessor update
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– fix bug with “graph_format” option of “identification” and
“dynare_sensitivity”
– fix check of “domain” option of new estimation prior syntax
– refactor OptionsList class
2022-09-20 11:58:10 +02:00
Frédéric Karamé
128eaa2da5
Add SMC samplers.
...
Ref. !2005
2022-09-19 16:32:28 +02:00
Sébastien Villemot
83836350e0
Merge branch 'stacked' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2079
2022-09-19 16:25:21 +02:00
Sébastien Villemot
ef5f25c17a
Merge branch 'model_inversion' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2080
2022-09-19 16:22:42 +02:00
Johannes Pfeifer
cf7b06e96d
perfect-foresight-models/solve_stacked_problem.m: restore compatibility with Matlab before auto expansion was introduced
2022-09-16 19:27:23 +02:00
Johannes Pfeifer
f91e4e239c
varmodel.mod: use explicit seed to prevent pathological case
2022-09-16 15:13:16 +02:00
Johannes Pfeifer
7dd2dd5e24
solow_ces.mod: increase tolerance for Octave
2022-09-16 14:32:27 +02:00
Sébastien Villemot
5a3f50bf2e
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2081
2022-09-16 14:26:53 +02:00
Sébastien Villemot
b38e3a50bc
Manual: no longer claim support for Windows 8.1
2022-09-16 14:26:47 +02:00
Johannes Pfeifer
43978cada3
mom.optimal_weighting_matrix.m: assure symmetry of W_opt
2022-09-16 11:15:15 +02:00