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16892 Commits (cfa978b39ead9815c608b2e24ed528e79c085c1a)

Author SHA1 Message Date
Sébastien Villemot adddcf6197
minus_logged_prior_density.m: fix syntax error with output arguments 
It’s not possible to use tildes for declaration of output arguments (otherwise
these arguments will be uninitialized if requested).

Detected by MATLAB Code Analyzer app.
 2023-12-15 15:31:52 +01:00
Sébastien Villemot 79959aa587
Remove duplicate branches in if/then/else statements 
Detected by MATLAB Code Analyzer app.
 2023-12-15 15:31:52 +01:00
Sébastien Villemot a0bafbcb95
Remove duplicate case value 
Detected by MATLAB Code Analyzer app.
 2023-12-15 15:31:52 +01:00
Sébastien Villemot 2005f292e5
Fix syntax error 
Detected by MATLAB Code Analyzer app.
 2023-12-15 15:31:52 +01:00
Stéphane Adjemian (Guts) 4a6783c690
Fix #1914. 
Also the first input argument of was wrong (we do not pass bayestopt_
anymore but only the list of estimated parameter names, field `name`).
 2023-12-15 14:13:56 +01:00
Johannes Pfeifer 3e7291b573 dynare_config.m: remove paths eliminated due to namespaces 2023-12-15 13:12:39 +01:00
Sébastien Villemot 9225e6b6df
Merge branch 'occbin_utilities' of git.dynare.org:rattoma/dynare 
Ref. !2232
 2023-12-15 11:25:58 +01:00
Sébastien Villemot d8f1e49221
Merge branch 'newrat' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2231
 2023-12-15 11:25:47 +01:00
Sébastien Villemot 1239842909
Merge branch 'occbin_smoother' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2230
 2023-12-15 11:25:35 +01:00
Marco Ratto 281f01f29e bug fixes and examples in testsuite 2023-12-14 22:26:40 +01:00
Johannes Pfeifer 8710ce0898 newrat: trigger new option in testsuite 2023-12-14 22:25:37 +01:00
Johannes Pfeifer 74ac072549 newrat: document new options 2023-12-14 22:16:57 +01:00
Marco Ratto 8ddd35ddd8 newrat: properly initialize penalty 2023-12-14 22:09:42 +01:00
Marco Ratto 3ee963c908 newrat: distinguish between TolFun (optimizer termination criterion) and TolGstep/TolGstepRel, used for tuning gradient step 
Allows using e.g. TolFun=1.e-5 with coarser values for TolGstep; helpful whenmaximizing non smooth surfaces (e.g. PKF or very large models), where numerical noise may count. By default TolGstep=TolFun as in usual historical behavior.
 2023-12-14 22:08:34 +01:00
Johannes Pfeifer d25d95b3b5 newrat.m: add robust option that uses quadratic approximation to better adapt line search to noisy likelihood shapes 
Triggered when line search hits and error code
 2023-12-14 21:57:49 +01:00
Marco Ratto 2898407764 newrat: enforce last parameter vector to be inside bounds 2023-12-14 21:48:58 +01:00
Marco Ratto 3931451250 mr_hessian.m: refined algorithm that calibrates gradient step according to target variation in objective function 2023-12-14 21:45:55 +01:00
Marco Ratto e1e79d3177 mr_gstep.m: increase buffer for check of hitting upper/lower bound of parameters 2023-12-14 21:43:53 +01:00
Sébastien Villemot d94e5bd7b9 Merge branch 'occbin_utilities' into 'master' 
new Occbin utilities

See merge request Dynare/dynare!2225
 2023-12-14 19:48:56 +00:00
Sébastien Villemot 66bc9fd9c2
Rename “dynare_sensitivity” command to “sensitivity” 
The old name is still accepted, but will trigger a deprecation warning.
 2023-12-14 18:38:23 +01:00
Sébastien Villemot 19dcd4a0f2
Merge branch 'dynare-globals_and_namespace' 
Ref. !2219
 2023-12-14 18:29:28 +01:00
Johannes Pfeifer f05a2de89e
get_perturbation_params_derivs.m: replace try-catch by proper check of file existence 
Let's other errors though with explicit message
 2023-12-14 18:29:04 +01:00
Johannes Pfeifer c3268c0279
Move various functions from main matlab folder to subfolders 2023-12-14 18:29:04 +01:00
Johannes Pfeifer 2e73856f5a
GSA and identification: move files to namespace 2023-12-14 18:29:01 +01:00
Sébastien Villemot 565667c6b7
Merge branch 'dynare-cond_forecast' 
Ref. !2228
 2023-12-14 17:47:05 +01:00
Johannes Pfeifer 75cd1042c8
conditional_forecast: remove globals and move to namespace 2023-12-14 17:46:27 +01:00
Sébastien Villemot fd0d93ba13
Merge branch 'steady_evalin' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2227
 2023-12-14 17:31:36 +01:00
Sébastien Villemot 668f6de5df
Bytecode MEX: adapt for refactorings in the preprocessor 2023-12-14 17:31:26 +01:00
Johannes Pfeifer 0c07460f3b DSGE_smoother.m: clean up file and enable LaTeX output 2023-12-14 16:03:53 +01:00
Johannes Pfeifer dbcc0aeb9f GetPosteriorMeanVariance.m: fix header 
[skip CI]
 2023-12-14 16:01:51 +01:00
Stéphane Adjemian (Guts) 1983dc13a3
Make examples/fs2000.mod closer to the original code. 
- Use (old default) mode_compute=4 which is closer to the algorithm
   used by Frank Schorfheide and ensures that the hessian matrix is well
   behaved (contrary to the new default, because of the asymptote at 0
   in the beta prior for autoregressive parameter ρ).

 - Change parameterization for mst. A normal prior on mst is not
   equivalent to a normal prior on log(mst) (which is done the
   parameterization in the JAE paper).

Closes #2177.
 2023-12-14 14:05:37 +01:00
Johannes Pfeifer 162813225d
fs2000.mod: provide actual replication 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1905
 2023-12-14 14:05:37 +01:00
Johannes Pfeifer 1b2e1d2856 evaluate_steady_state_file.m: remove useless assignin and evalin statement 2023-12-14 11:40:38 +01:00
Sébastien Villemot 81cd0f1cb5 Merge branch 'plus_folders' into 'master' 
Start cleaning up main Matlab folder by moving various functions to subfolders and removing unused ones

See merge request Dynare/dynare!2216
 2023-12-14 10:29:07 +00:00
Sébastien Villemot 441ef7e102 Merge branch 'fixes_6.x' into 'master' 
collection of small individual bug fixes

See merge request Dynare/dynare!2223
 2023-12-14 09:12:42 +00:00
Johannes Pfeifer 2df08f88c7 Move estimation files to separate folder 2023-12-13 22:57:06 +01:00
Marco Ratto 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
Marco Ratto 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
Marco Ratto 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
Marco Ratto 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
Marco Ratto 8f73564634 bug fix with non-zero lb bound of invgamma distribution 2023-12-13 21:00:56 +01:00
Marco Ratto 0c4b59b19e utility to squeeze occbin shock decompositions 2023-12-13 20:56:24 +01:00
Marco Ratto 9b71845b87 utility to plot occbin regimes history 2023-12-13 20:54:20 +01:00
Marco Ratto 91a2cd2496 add utilities for forecast, irf, plot_irf, and their relevant options 2023-12-13 20:53:53 +01:00
Sébastien Villemot 858b534c22 Merge branch 'sim1' into 'master' 
sim1.m: add debugging information to diagnose singular Jacobians

See merge request Dynare/dynare!2222
 2023-12-13 18:33:06 +00:00
Johannes Pfeifer e17bf15042 sim1.m: add debugging information to diagnose singular Jacobians 2023-12-13 17:40:39 +01:00
Sébastien Villemot ea28fcb4b4
Merge branch 'model_diag' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2221
 2023-12-13 17:37:33 +01:00
Sébastien Villemot a7f5fd571d
Merge branch 'steady_check' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2220
 2023-12-13 17:37:09 +01:00
Sébastien Villemot 05cb10f8f7
Enable performance-* checks in clang-tidy 2023-12-13 17:33:55 +01:00
Sébastien Villemot 594facdb03
MEX files: homogeneize include guards 
Also ensure that guards are not reserved identifiers (i.e. starting with an
underscore).
 2023-12-13 17:33:55 +01:00