3765ef77cd
add option reset_check_ahead_periods_in_new_period:
...
when performing stochastic simulations, check ahead periods may increase endogenously at some point for regimes very long in expectation. such longer check ahead periods may considerably slow down convergence in subsequent periods, so users may want to avoid this.
2022-10-20 16:10:14 +02:00
f8adfa3fa5
with smoother_redux, factor out definition of nk to reconstruct filtered variables, and use a local variable nk (so options_.nk may remain empty).
2022-10-20 15:30:37 +02:00
bb9e45d0d0
max size for QMC is 1111
2022-10-20 15:14:39 +02:00
1a46c1dc89
impede prior_trunc=0 when doing sensitivity
2022-10-20 15:14:09 +02:00
eb41618614
trap errors also in univariate update step for occbin
2022-10-20 15:06:36 +02:00
ce21248e97
set noprint = true when simulating, to avoid crashes; only save info1 file under debug option
2022-10-20 15:06:26 +02:00
eb6f17e783
check if initial states are empty, and set them to zero.
2022-10-20 15:05:39 +02:00
8f4b626828
Preprocessor update
...
— 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
067b2a2524
Merge branch 'steady_initval' into 'master'
...
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
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
62da76590a
Merge branch 'logarithmic_reduction' into 'master'
...
Logarithmic reduction: fixes
See merge request Dynare/dynare!2091
2022-10-12 16:59:38 +00:00
fe0606ae06
logarithmic_reduction.m: use positive penalty add-on
2022-10-11 16:13:03 +02:00
5226db4b3c
logarithmic_reduction.m: add missing error codes
2022-10-11 16:12:03 +02:00
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
afb044c23e
Fix cycle reduction:
...
(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
855887b249
Implements a logarithmic reduction Fortran routine and the associated test
2022-10-11 12:11:06 +02:00
3ea0baf21e
Matlab logarithmic reduction: making norms and error codes consistent with cyclic reduction codes
2022-10-11 09:51:22 +02:00
e8444c16a7
Merge branch 'kalman_algo_3' into 'master'
...
kalman_update_algo_3.m: correct options name
See merge request Dynare/dynare!2090
2022-10-10 15:36:03 +00:00
95a15815a8
kalman_update_algo_3.m: correct options name
2022-10-08 18:01:05 +02:00
0cf1d172e9
Preprocessor update
...
— 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
01f471ae8a
Merge branch 'cycle_reduction' into 'master'
...
Cycle reduction: account for new error codes
See merge request Dynare/dynare!2088
2022-10-04 09:43:05 +00:00
7874c302a0
Cycle reduction: account for new error codes
2022-10-03 17:15:20 +02:00
5b8fee5237
Merge branch 'cycle_reduction_fortran' of git.dynare.org:normann/dynare
...
Ref. !2085
2022-10-03 14:40:55 +02:00
d17204cc84
Implements a cycle reduction Fortran routine and the associated test.
...
The Fortran routine replaces the former Matlab code in matlab/cycle_reduction.m
2022-10-03 14:38:12 +02:00
2ab174aa8c
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2087
2022-10-03 14:31:35 +02:00
9938f08790
Merge branch 'occbin_error' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2086
2022-10-03 14:31:02 +02:00
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
d5d3e9060b
calibrate_mh_scale_parameter.m: fix typo in error message
...
[skip CI]
2022-09-30 14:01:34 +02:00
5defbdeb92
dsge_likelihood.m: add missing penalty for Occbin
2022-09-30 09:55:00 +02:00
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
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
39ac1f7628
Particles submodule update
...
This should have gone into !2071 .
2022-09-26 17:55:36 +02:00
be4a1c9a1a
Merge branch 'local_state_space_iteration_3_matlab' of git.dynare.org:normann/dynare
...
Ref. !2071
2022-09-26 17:51:01 +02:00
f8b5448c30
Preprocessor update
...
– fix bug in ModelTree::writeParamsDerivativesFileHelper() which could cause a
segmentation fault
– various refactorings
2022-09-26 17:49:56 +02:00
1d721da9ad
macOS package: when compiling x13as, statically link libgcc, libgfortran and libquadmath
...
Closes : #1865
2022-09-26 12:18:49 +02:00
4cdb763ea4
Integrates the local_state_space_iteration_3 mex into dynare's bayesian estimation eco-system
...
Should be merged after the mex MR !2045 and the particles MR !16
2022-09-26 09:14:34 +02:00
755c5645a6
Merge branch 'irf' into 'master'
...
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
ee8dfb76c4
Fix posterior IRF generation with loglinear
...
The unlogged steady state was used for both the starting value and the baseline
2022-09-21 10:14:23 +02:00
12ec1ec0e6
PosteriorIRF_core1.m: replace function using globals
2022-09-21 09:29:43 +02:00
be2dd4456d
getIrfShocksIndx.m: replace global variables by inputs
2022-09-21 09:27:43 +02:00
945379a318
resol.m: use isempty instead of length
2022-09-21 09:25:06 +02:00
a8054c16ba
Merge branch 'octave_ispd' into 'master'
...
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
563035d070
AnScho/AnScho_MoM_common.inc: use csminwel to prevent fmincon problems under Octave
2022-09-20 12:55:30 +02:00
9506e723c9
ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082
2022-09-20 12:42:04 +02:00
e732f9e4a3
Preprocessor update
...
– 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
128eaa2da5
Add SMC samplers.
...
Ref. !2005
2022-09-19 16:32:28 +02:00
83836350e0
Merge branch 'stacked' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2079
2022-09-19 16:25:21 +02:00
ef5f25c17a
Merge branch 'model_inversion' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2080
2022-09-19 16:22:42 +02:00
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
Marco Ratto
Sébastien Villemot
Johannes Pfeifer
NormannR
Stéphane Adjemian (Ryûk)
Frédéric Karamé