Commit Graph

7071 Commits (da3943beba3837aed01c2cf44988b3f578213e1b)

Author SHA1 Message Date
Johannes Pfeifer da3943beba Make sure output is saved in dname-folder
That's where other functions are looking for them
2020-12-16 22:41:55 +01:00
Sébastien Villemot 4aa25e26b2 Merge branch 'ramsey_tag' into 'master'
get_complementarity_conditions.m: fix variable naming

See merge request Dynare/dynare!1788
2020-12-14 17:55:37 +00:00
Johannes Pfeifer 3f18acb1f2 get_complementarity_conditions.m: fix variable naming
Model structure must be named M_ for eval-statement with parameters replaced by position in M_.params to work
2020-12-14 17:46:08 +01:00
Sébastien Villemot 9351fd662f Merge branch 'cova_compute' into 'master'
🐛 allow cova_compute=0 with user-defined MCMC_jumping_covariance

See merge request Dynare/dynare!1787
2020-12-10 11:35:51 +00:00
Johannes Pfeifer 35b1a6859f 🐛 allow cova_compute=0 with user-defined MCMC_jumping_covariance 2020-12-09 22:31:43 +01:00
Stéphane Adjemian (Charybdis) 12ef75314a
Apply d8ddd9ef6 to deterministic exogenous variables.
(cherry picked from commit eceba8d6da)
2020-12-09 14:59:20 +01:00
Stéphane Adjemian (Charybdis) ffa828a659
Fixed multiple periods expected shocks in the case of mshocks.
(cherry picked from commit d8ddd9ef61)
2020-12-09 14:59:20 +01:00
Sébastien Villemot 7e9a87c313
evaluate_steady_state.m: small simplification 2020-12-07 16:25:01 +01:00
Sébastien Villemot 1c0d1409ea
Fix the use of [static]/[dynamic] equations with the “block” option 2020-12-07 16:24:13 +01:00
Houtan Bastani a16023103b
ensure only lowercase files are retrieved 2020-12-07 12:31:37 +01:00
Sébastien Villemot 05c7925620
Accessors for posterior distributions of objects, needed by the MATLAB GUI 2020-12-07 12:31:26 +01:00
Sébastien Villemot 8ba1a15262
Remove outdated Occbin files 2020-12-03 10:50:58 +01:00
Sébastien Villemot c160d24074
Octave 6 implements intersect(…, 'stable')
[skip ci]
2020-11-30 18:26:50 +01:00
Willi Mutschler 03641585e4
Fix lsqnonlin in Octave 2020-11-26 17:07:46 +01:00
Willi Mutschler 25f1641db1
Change order of checks for NaN moments, improve warnings and errors 2020-11-26 16:45:07 +01:00
Sébastien Villemot 21e61ef954
Merge branch 'identification_fixes' of git.dynare.org:wmutschl/dynare 2020-11-26 16:36:34 +01:00
Willi Mutschler a710532c3a
🐛 Fix identification error with unit root observables and diffuse_filter set
Fixes #1752
2020-11-26 13:49:14 +01:00
Willi Mutschler 4aa0fa540e
Display minimum in check plots in method of moments 2020-11-26 13:28:29 +01:00
Sébastien Villemot 8c63c97d3c Merge branch 'numprocs' into 'master'
Add num_procs.m function in missing

See merge request Dynare/dynare!1778
2020-11-23 16:51:42 +00:00
Johannes Pfeifer eb52fd1eaa Add num_procs.m function in missing
Preserves ability to run Dynare with m-replacements

[skip CI]
2020-11-23 15:51:55 +01:00
Johannes Pfeifer 27946a7553 dyn_second_order_solver.m: remove unused code
Redundant due to transformation to one lead-lag problem
2020-11-22 21:23:55 +01:00
Willi Mutschler 3c1087a369
Fix for sylvester3a for purely forward-looking models
In purely forward-looking models ghx is empty and sylvester3a gives a "Operands to the || and && operators must be convertible to logical scalar values" error, as e becomes a "1×0 empty double row vector" and not a logical.
2020-11-21 09:46:10 +01:00
Johannes Pfeifer e42654b812 method_of_moments.m: Octave compatibility fix
Octave does not support randstream; related to https://git.dynare.org/Dynare/dynare/-/issues/1749
2020-11-19 10:07:35 +01:00
Sébastien Villemot 426e52e2d9 Merge branch 'mjdgges' into 'master'
Add mjdgges.m unit test

Closes #1438

See merge request Dynare/dynare!1771
2020-11-13 17:10:14 +00:00
Johannes Pfeifer c4c8a0256d Add mjdgges.m unit test
Closes https://git.dynare.org/Dynare/dynare/-/issues/1438
2020-11-13 15:55:20 +01:00
Sébastien Villemot 6dac5a5d1f
Particules submodule update
– Consistently use LaTeX labels in figures instead of relying on psfrag
– Fix eps-TeX-loaders
– auxiliary_particle_filter.m: set undefined variable (Ref. #1718)
2020-11-13 13:19:34 +01:00
Sébastien Villemot 79652f13d7 Merge branch 'nanmean_octave' into 'master'
nanmean: Compatibility fix for Octave

See merge request Dynare/dynare!1769
2020-11-13 12:18:40 +00:00
Sébastien Villemot e6c8daf922 Merge branch 'endog_prior_NaN' into 'master'
endogenous_prior.m: deal with missing data

Closes #1744

See merge request Dynare/dynare!1768
2020-11-13 11:53:19 +00:00
Johannes Pfeifer e9ef9a5f4b nanmean: Compatibility fix for Octave
Octave does not support Matlab's recommended syntax
2020-11-13 12:03:17 +01:00
Johannes Pfeifer 445cbf67d2 endogenous_prior.m: deal with missing data
Closes https://git.dynare.org/Dynare/dynare/-/issues/1744
2020-11-13 10:54:44 +01:00
Sébastien Villemot 74d7c8a7f4 Merge branch 'pf_init' into 'master'
Fix initialization of state variances

See merge request Dynare/dynare!1762
2020-11-12 11:22:41 +00:00
Johannes Pfeifer dab5d38068 Fix initialization of state variances
- incomplete computation of variances in case 1
- wrong ordering for case 2
2020-11-12 10:43:04 +01:00
Johannes Pfeifer c0c1b98326 discretionary_policy_1.m: take care of presence of auxiliary equations
Happens e.g. with news shocks
2020-11-11 22:08:19 +01:00
Sébastien Villemot fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.

Incidentally, this closes #1731. This commit therefore also removes the
workaround introduced in 0391dbbeb1.
2020-11-09 16:34:12 +01:00
Sébastien Villemot 029ab65e68
Perfect foresight with initval_file: fix another bug when M_.orig_maximum_lag ≠ M_.maximum_lag
Similar to 95dcb5f4b7.
2020-11-05 16:08:57 +01:00
Sébastien Villemot 95dcb5f4b7
Perfect foresight with initval_file: fix bug when M_.orig_maximum_lag ≠ M_.maximum_lag
By the way, remove inexact comment about a similar code in histvalf.m
2020-11-05 15:39:55 +01:00
Sébastien Villemot 5fab01c534
Perfect foresight: fix case where max lead/lag on exo is greater than max lead/lag on endo
Bug introduced in commit e21cb1ad6b

Ref. #1720
2020-10-21 19:12:22 +02:00
Sébastien Villemot e21cb1ad6b
LMMCP: fix the purely backward and purely forward cases
Closes: #1720
2020-10-21 16:30:40 +02:00
Sébastien Villemot 4ba0f0a9c3
LMMCP: don’t report a wrong maxerror, rather put NaN 2020-10-20 18:27:19 +02:00
Sébastien Villemot 46da76c0ce
LMMCP: fix bug when periods=1
The fix in commit 24cc67e585 was incorrect.
2020-10-20 18:20:04 +02:00
Sébastien Villemot 87cc519321
LMMCP / linear perfect foresight: fix bug for models with a single equation
The routines use the find() function applied to a subset of columns of the
Jacobian, which in this case is a row vector. When passed a row vector, find()
returns row vectors (while it returns column vectors when passed a column
vector or a matrix). This case was not correctly handled.
2020-10-20 18:20:02 +02:00
Sébastien Villemot df58037feb
Reporting: rename @graph class to @report_graph, to avoid name clash with MATLAB’s @graph 2020-10-20 14:39:47 +02:00
Sébastien Villemot e3207b1d8c
Extended path: remove ep.use_bytecode flag
It’s actually useless and complicates the code. Simply rely on
options_.bytecode.

Ref. #1742
2020-10-15 11:06:59 +02:00
Sébastien Villemot 10333f99e2
Fix extended_path + bytecode under Octave
Ref. #1742
2020-10-15 10:59:15 +02:00
Sébastien Villemot 71e3e0d49e
Fix extended_path with bytecode
By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.

Closes: #1742
2020-10-14 17:25:58 +02:00
Sébastien Villemot e576dc8c81
Block decomposition: fix evaluation of recursive variables in solved blocks
Ref. #1726
2020-10-06 18:31:13 +02:00
Sébastien Villemot fa12e5abfc
Provisions for MATLAB R2020b 2020-09-24 15:43:06 +02:00
Stéphane Adjemian (Charybdis) 202bf913c0
Cosmetic changes. 2020-09-23 13:56:08 +02:00
Michel Juillard c366a8c3da fix bugs 2020-09-20 16:52:31 +02:00
Michel Juillard c2e43c0093 fix histval_initval_file unit tests 2020-09-20 11:11:26 +02:00