Commit Graph

6797 Commits (d5f90c837667c86ab2f593c05aa94feab3912898)

Author SHA1 Message Date
Sébastien Villemot 279bb7bc16 Merge branch 'mh_recover' into 'master'
make mh_recover robust to crashed parallel jobs

See merge request Dynare/dynare!1684
2019-12-16 09:30:48 +00:00
Sébastien Villemot 416532b6c3
dseries: new “nanmean” and “backcast” methods 2019-12-14 11:11:31 +01:00
Sébastien Villemot 7170ac0423 Merge branch 'ramsey' into 'master'
New Ramsey syntax

See merge request Dynare/dynare!1685
2019-12-13 17:32:42 +00:00
Sébastien Villemot ce4aa9a8e1
Preprocessor update
— deprecation warning for “simul” (#1683)
— Ramsey: use information from transformed model for filling
  M_.nonzero_hessian_eqs. (Closes: #1681)
  Also, M_.hessian_eq_zero is not generated if order = 1
— New field M_.endo_trends (#1648)
2019-12-13 18:22:12 +01:00
Johannes Pfeifer c0c3a4c05c evaluate_planner_objective.m: add warning if order>1 is used
Also modernizes output format
2019-12-13 14:37:00 +01:00
Marco Ratto da4baa5d50 make mh_recover robust to crashed parallel jobs 2019-12-12 22:24:30 +01:00
Sébastien Villemot 6b308ccbd8 Merge branch 'dynare_solve' into 'master'
dynare_solve.m: return with valid solution even if Jacobian is ill-behaved

See merge request Dynare/dynare!1682
2019-12-12 20:06:38 +00:00
Johannes Pfeifer 1b56a56e78 dynare_solve.m: return with valid solution even if Jacobian is ill-behaved
In pathological cases, the Jacobian at the initial but true steady state value is ill-behaved. In this case we should return with the valid steady state instead of trying random starting values
2019-12-12 19:08:43 +01:00
Marco Ratto 35b63e87d6 properly handle labelling, grouping and expand under init2shocks option 2019-12-12 16:45:57 +01:00
Marco Ratto 06c2b49897 provisions for init2shocks: initial conditions are added to its correspondiong shock for shock decompositions, while they are removed in initial condition decompositions. 2019-12-12 15:21:47 +01:00
Johannes Pfeifer 9208bcf049 Modified harmonic mean: Transform hard-coded tolerance to parameter
Closes https://git.dynare.org/Dynare/dynare/issues/1666
2019-12-12 11:49:57 +01:00
Dóra Kocsis 716b18989d Factorize interpret_resol_info into print_info. Closes: Dynare/dynare#1308 2019-12-09 17:02:15 +01:00
Sébastien Villemot 3f3f49c465 Merge branch 'flip_diff' into 'master'
Flip diff

See merge request Dynare/dynare!1677
2019-12-06 15:29:07 +00:00
Houtan Bastani dec7d4fdb4
dynare.m: simplify code 2019-12-06 12:01:58 +01:00
Houtan Bastani 3a223e9c08
fix uncommon bug in parsing dynare command line options
previously, `nopathchange` and `nopreprocessoroutput` were set even if they were values instead of option names.

`nopathchange` would further remove all options that contained `'nopathchange'`

e.g. `dynare example1.mod savemacro=nopathchange` would erroneously set `nopathchange` to true and would delete the `savemacro` option altogether

In the fix, just check that the match starts in position 1 as, if the argument passed is longer than the matching pattern (e.g. nopathchangee), the preprocessor will stop processing with a usage error
2019-12-06 12:01:57 +01:00
Marco Ratto 5fe495852e Intregrate full list of options to initial_condition_decompositions, including defaults.
Adapt figure names when initial conditions are ploteed instead of shocks
2019-12-05 16:50:18 +01:00
Marco Ratto a14b174f93 provide info about flip diff options in the name of files and figures 2019-12-05 14:41:06 +01:00
Marco Ratto 79bdde79e0 implement new options flip and diff for plotting decompositions 2019-12-05 13:20:12 +01:00
Stéphane Adjemian (Charybdis) 2184195826 Updated dseries submodule.
[ci skip]
2019-12-05 12:10:36 +01:00
Dóra Kocsis b9af92eb8a Save conditional forecast output in oo_. Closes: Dynare/dynare#1672 2019-11-29 15:25:05 +01:00
Houtan Bastani f2205ed4a1
add nograph option to plot_shock_decomposition
In updating the preprocessor, also update call to plot_icforecast
2019-11-29 15:17:41 +01:00
Houtan Bastani 14384c233f
reporting: correctly handle `showDate` option of report 2019-11-29 12:02:00 +01:00
Houtan Bastani 3ef8564279
reporting: add ability to make title page 2019-11-29 11:36:00 +01:00
Sébastien Villemot c5537e23ae Merge branch 'tolerance' into 'master'
Nonlinear solver: tolerance for first Newton iteration is now smaller than for subsequent ones

See merge request Dynare/dynare!1674
2019-11-27 13:21:51 +00:00
Michel Juillard f70f7761db Nonlinear solver: tolerance for first Newton iteration is now
smaller than for subsequent ones. Closes: #1668
2019-11-27 14:19:01 +01:00
Sébastien Villemot 4a8dd1e8fa Merge branch 'steadystate_file' into 'master'
Remove globals from user-defined steadystate file

See merge request Dynare/dynare!1673
2019-11-26 17:26:19 +00:00
Johannes Pfeifer 0c01c31491 Remove global variables from user-defined steady state files
M_ and options_ are now passed as an input; params is an output as in the _steadystate2.m files
2019-11-26 17:05:14 +01:00
Sébastien Villemot 55d7397d40
Remove utilites for converting oo_ between Dynare versions
It’s not clear that such utilities are useful (people should rather update
their MATLAB). It’s also a lot of work, and it’s probably better to focus on
documenting the incompatibilities.

Closes: #915
2019-11-26 16:26:50 +01:00
Michel Juillard d0247277f9 after check, oo_.dr isn't empty but oo_.dr.ghx + friends don't exist 2019-11-25 21:54:53 +01:00
Michel Juillard f6daa359b7 fix tolf and tolx options for sim1_purely_forward 2019-11-23 22:47:17 +01:00
Michel Juillard 2652cb0dd7 fix tolf and tolx options for sim1_purely_backward 2019-11-23 22:44:10 +01:00
Sébastien Villemot 900fbe86e7 Merge branch 'plot_identification' into 'master'
plot_identification.m: fix placing of white dots for infinite values

See merge request Dynare/dynare!1668
2019-11-22 09:29:26 +00:00
Johannes Pfeifer 8a171b82a8 plot_identification.m: fix placing of white dots for infinite values 2019-11-21 16:25:19 +01:00
Sébastien Villemot a327e2c9b8 Merge branch 'tex_subfolder' into 'master'
Move remaining LaTeX-file to subfolder

Closes #1655

See merge request Dynare/dynare!1667
2019-11-21 14:15:54 +00:00
Johannes Pfeifer 8e5fd8dc4e Move creation of subfolder outside of TeX-check
Required if we only want the figure
2019-11-21 11:58:16 +01:00
Johannes Pfeifer 0075776716 Laplace approximation: filter out non-positive definite Hessians
Closes https://git.dynare.org/Dynare/dynare/issues/1659
2019-11-21 11:32:13 +01:00
Johannes Pfeifer a59534a284 Move remaining figures and related TeX output from main folder to graphs 2019-11-21 10:14:48 +01:00
Johannes Pfeifer c6b757646e Move remaining LaTeX-files to subfolder
Closes https://git.dynare.org/Dynare/dynare/issues/1655
2019-11-21 10:14:48 +01:00
Stéphane Adjemian (Charybdis) 9f5f4b6981 Cosmetic changes. 2019-11-18 21:48:52 +01:00
Sébastien Villemot 98bdf76581
MATLAB R2009b compatibility fixes
— use XLS instead of XLSX in testsuite datafiles
— use optimset instead of optimoptions
— use quadv/quadl/quadgk instead of integral
— fix race condition in load_m_file_data_legacy.m tests
— use fallback implementation for intersect(…, 'stable')
2019-11-15 18:27:37 +01:00
Sébastien Villemot caf0c8e1f8
Trust region solver: recompute Jacobian only when necessary
Previously, the solver would recompute the Jacobian at every iteration. But, if
an iteration fails, the current point is not moved (only the radius of the
trust region changes), hence it is not necessary to recompute the Jacobian in
that case. This commit implements this optimization.
2019-11-14 16:03:50 +01:00
Dóra Kocsis 4c49eddb97 Add fallback implementation for contains and splitlines functions. 2019-11-13 13:05:28 +01:00
Houtan Bastani 0f61c5de7d
add new features to reporting
* split up report output, creating new files for the preamble, the body of the report, and each individual page of the report.
* allow the user to set the page number
* allow for the removal of headers and footers from a given page
2019-11-06 13:50:21 -05:00
Houtan Bastani c978b86a72
reporting: make horizontal line extend the width of the page 2019-10-25 17:31:46 +02:00
Houtan Bastani 5f2d60f945
fix reporting bugs with addData 2019-10-24 12:03:33 +02:00
Houtan Bastani be3c48604b
change name of mex folder in macOS to conform with Dynare minimum 2019-10-23 18:59:36 +02:00
Houtan Bastani 908523dbb8
fix bug that caused reporting not to work in MATLAB < R2012a 2019-10-23 17:37:31 +02:00
Houtan Bastani ac689b83ee
fix bug in reporting on Windows where `filesep`t results in a tab character 2019-10-23 15:11:43 +02:00
Stéphane Adjemian (Charybdis) 1211d4c01e Updated dseries submodule (changed merge behaviour). 2019-10-16 20:58:49 +02:00
Houtan Bastani 8b86f8a25b
ignore unused output variable 2019-10-09 14:53:33 +02:00