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Author SHA1 Message Date
Marco Ratto e31b313776 cosmetic change 2022-10-20 19:09:52 +02:00
Marco Ratto d0150997f6 accept periodic solution in simulations ONLY IF two regimes differ by one period, to avoid pathological solutions. 
We also do not check for periodicity when check ahead periods have been increased endogenously, again to avoid mis-identified periodicity.

Any other type of periodicity, is flagged as non-convergence with error code 313 (infinite loop of solutions).
 2022-10-20 16:13:34 +02:00
Marco Ratto 2ccd3d4a0e if max_periods is set to finite number, enforce algorithm to check ahead ONLY until max_periods (i.e. when we want agents to be myopic beyond some future period) 2022-10-20 16:11:01 +02:00
Marco Ratto 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
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
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
NormannR 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
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' 
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
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 
Ref. !2085
 2022-10-03 14:40:55 +02:00
Normann Rion 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
Sébastien Villemot 2ab174aa8c
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2087
 2022-10-03 14:31:35 +02:00
Sébastien Villemot 9938f08790
Merge branch 'occbin_error' of git.dynare.org:JohannesPfeifer/dynare 
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
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 
This should have gone into !2071.
 2022-09-26 17:55:36 +02:00
NormannR 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
Sébastien Villemot 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
Johannes Pfeifer 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
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
Johannes Pfeifer 9506e723c9 ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082 2022-09-20 12:42:04 +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 
Ref. !2079
 2022-09-19 16:25:21 +02:00
Sébastien Villemot ef5f25c17a
Merge branch 'model_inversion' of git.dynare.org:JohannesPfeifer/dynare 
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 43978cada3 mom.optimal_weighting_matrix.m: assure symmetry of W_opt 2022-09-16 11:15:15 +02:00
Sébastien Villemot 2c063175de
CI: bump to MATLAB R2022b 2022-09-15 15:59:32 +02:00
Sébastien Villemot 36a7b019fc
Provisions for MATLAB R2022b 2022-09-15 15:59:32 +02:00
Johannes Pfeifer 73ca68e052 model_inversion: Header cosmetics 2022-09-15 10:16:05 +02:00
Sébastien Villemot 68b527f8a7
Merge branch 'sim1' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2076
 2022-09-13 17:36:26 +02:00
Sébastien Villemot ac238ce625
dseries: fix bug in @dseries/plot in relation to “hold on” 2022-09-13 17:34:40 +02:00
Johannes Pfeifer 66fa6e6742 sim1_purely_backward.m: fix typo 2022-09-13 13:52:29 +02:00
Sébastien Villemot 9b787d8417 Merge branch 'mcp_steady' into 'master' 
Provisions for solving steady state with MCP-tag

See merge request Dynare/dynare!1877
 2022-09-13 09:26:08 +00:00
Johannes Pfeifer 3fbab4cbe0 Provisions for solving steady state with MCP-tag 2022-09-12 17:18:16 +02:00
Sébastien Villemot b071e85214
Merge branch 'lmmcp' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2067
 2022-09-12 16:58:05 +02:00
Sébastien Villemot 6437fc0fce Merge branch 'model_debug' into 'master' 
model_diagnostics.m: use boolean for debug option as block_trust_region expects it

See merge request Dynare/dynare!2066
 2022-09-08 15:30:55 +00:00
Sébastien Villemot 27075fa8eb
Merge branch 'path' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2073
 2022-09-06 12:29:44 +02:00
Sébastien Villemot d92fa5db17
CI: bump to Octave 7.2.0 2022-09-06 11:20:54 +02:00
Johannes Pfeifer 0225cb23ac Path solver: trigger lmmcp flag 
Solves https://git.dynare.org/Dynare/dynare/-/issues/1720 for PATH solver
 2022-09-06 09:34:20 +02:00
Johannes Pfeifer 85a894efde lmmcp: display norm of residuals in homotopy 2022-09-01 13:00:09 +02:00
Stéphane Adjemian 4aa47e521c Merge branch 'Cosmetics' into 'master' 
Cosmetic fixes to various functions

See merge request Dynare/dynare!2072
 2022-08-31 14:57:16 +00:00