Allows to pass a dseries object saved on disk in a .mat file or .m to
initialize the paths for the endogenous variables and set the paths
for the exogenous variables. It is not required to pass the auxiliary
variables (automatically computed by initvalf routine), which is useful
if the baseline comes from another model. In this case, the
initval_file command or the datafile option of the
perfect_foresight_setup command sets the value of periods (deduced
from the number of observation in the dseries object and the number of
lags/leads in the model).
If there were more than 10 files of Metropolis parameter draws, the ordering
the files containing the posterior moments could be different from that of the
parameter draws. This is because the “dir()” command was used to order the
files containing the parameter draws, and because the command uses alphabetic
ordering, file #10 would come before #2.
This commit enforces the numerical ordering of files.
Removed threshold for detecting the non zero elements in the rows of
the Jacobian matrix. Using tolf as a threshold parameter for identifying
the non zero elements leaded (not systematically) the algorithm to not
reevaluate the residuals of the dynamic model while necessary.
- Even in models where there is only one endogenous variable in the
LHS and where all the LHS are unique, it may be that because of the
preprocessor transformations an auxiliary variable appears in more
than one LHS. If diff(X) is on the LHS of an equation in the original
model, the preprocessor will create an auxiliary variable AUX_DIFF
which will appear in the the original equation, replacing diff(X),
and in a new equation defining the auxiliary variable. In this case
the, the Dulmage-Mendelsohn decomposition will associate AUX_DIFF
with the original equation and X with the equation. This was
problematic in the previous version of the algorithm, since it was
assumed that each equation determines the LHS variable (here AUX_DIFF
= X - X(-1) determines a RHS variable (X).
- Changed the expression for evaluating an LHS variable under a log.
- Improved efficiency by not evaluating the residuals of the model if
not required for solving the current univariate block.
- did not account for cases when username not set (namely when remote is localhost)
- did not account for cases when remote directory was not set (namely when remote is localhost)
- added unnecessary `filesep` to `pname` when `pname` was empty
- ignore unused output arguments (it is necessary to explicitly ignore them to prevent unwanted output from the `system` call)
- globbing did not work as it was expanded on the calling machine not the remote; pass call to `bash -c` to handle this
These algorithms are alternative versions of 2 and 4 specialized for
models where each equation has only one endogenous variable on the
left hand side (only allowed expression on LHS is the log of an
endogenous variable). Univariate recursive blocks are then not solved
with a non linear but by evaluating the RHS expression.