Stéphane Adjemian (Ryûk)
4982ce06b4
Remove unnecessary square brackets.
2023-12-18 10:49:49 +01:00
Stéphane Adjemian (Ryûk)
735bd66d4d
Remove unused output arguments.
2023-12-18 07:48:27 +01:00
Sébastien Villemot
9225e6b6df
Merge branch 'occbin_utilities' of git.dynare.org:rattoma/dynare
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Ref. !2232
2023-12-15 11:25:58 +01:00
Sébastien Villemot
1239842909
Merge branch 'occbin_smoother' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2230
2023-12-15 11:25:35 +01:00
Marco Ratto
281f01f29e
bug fixes and examples in testsuite
2023-12-14 22:26:40 +01:00
Johannes Pfeifer
0c07460f3b
DSGE_smoother.m: clean up file and enable LaTeX output
2023-12-14 16:03:53 +01:00
Marco Ratto
0c4b59b19e
utility to squeeze occbin shock decompositions
2023-12-13 20:56:24 +01:00
Marco Ratto
9b71845b87
utility to plot occbin regimes history
2023-12-13 20:54:20 +01:00
Marco Ratto
91a2cd2496
add utilities for forecast, irf, plot_irf, and their relevant options
2023-12-13 20:53:53 +01:00
Sébastien Villemot
7f58e819c6
Bump minimal required version of MATLAB to R2018b
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Ref. #1907
2023-11-22 16:00:04 +01:00
Johannes Pfeifer
7ff7561280
Use consistent variable naming and add/fix headers
2023-10-02 11:12:31 +02:00
Johannes Pfeifer
3a115d4fcc
Remove full oo_ input from likelihood functions
2023-10-02 09:48:34 +02:00
Johannes Pfeifer
268a668f32
occbin.dynare_resolve.m: remove oo_ structure as full input
2023-10-02 09:29:15 +02:00
Johannes Pfeifer
8da98057b9
Have computation of decision rules and smoother only input and output required arguments instead of full oo_ and M_
2023-09-25 17:17:34 +02:00
Willi Mutschler
649f668dd1
cosmetical: don't use hh for figure/plot/table handles
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We use it to denote the hessian and even store it in many mat files.
2023-09-19 13:26:33 +02:00
Marco Ratto
63a299f64e
new error codes introduced and applied for occbin smoother.
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- 321 when simulation within occbin smoother fails
- 322 when occbin smoother does not converge.
2023-02-06 14:58:42 +01:00
Marco Ratto
f565a0a84a
bug fix and avoid missing output arguments and when smoother exits after non convergence of simulation.
2023-02-06 11:39:24 +01:00
Marco Ratto
b886de92dc
trap case when simulation does not converge within smoother
2023-02-03 14:25:32 +01:00
Marco Ratto
cdd195576e
store binding_indicator_history once it has been set
2023-02-03 14:24:58 +01:00
Marco Ratto
035db8b8c4
bug fixes when using guess regime
2023-02-03 14:20:51 +01:00
Marco Ratto
77e87be48b
try with base regime before returning error
2023-02-03 14:20:39 +01:00
Marco Ratto
50aa20c742
eliminate buggy and useless check for existence of guess regime variable. this may create bugs in running PKF update step!
2023-02-03 14:20:02 +01:00
Marco Ratto
6598d615d1
in some cases, order is not yet set to 1
2023-02-03 14:19:16 +01:00
Marco Ratto
a91c36f920
first_period_occbin_update is an index, not a boolean
2023-02-03 14:19:05 +01:00
Marco Ratto
b90dff1986
retrieve states in period 0 from smoother and deploy this to:
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- allow having binding regimes in period 1 with occbin
- further improve recovering of smoothed variables in period 1 under smoother_redux option
2023-02-03 14:18:10 +01:00
Johannes Pfeifer
80f6799c38
IVF: only store smoother results if requested
2022-11-23 16:44:18 +01:00
Johannes Pfeifer
1e2fb88d32
IVF: fix error handling for smoother
2022-11-23 15:37:12 +01:00
Johannes Pfeifer
eeecccd29b
IVF_core.m: fix header
2022-11-23 15:18:44 +01:00
Sébastien Villemot
3184db12f2
Merge branch 'occbin_smoother' into 'master'
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OccBin Smoother: do not write non-converged results to oo_
Closes #1863
See merge request Dynare/dynare!2100
2022-11-16 18:40:05 +00:00
Johannes Pfeifer
4d603fb335
OccBin Smoother: do not write non-converged results to oo_
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1863
2022-11-16 17:13:08 +01:00
Marco Ratto
b0ce054c00
missing line that stores info on violation of constraint in expectation (needed to check for periodic solutions)
2022-11-15 23:09:48 +01:00
Sébastien Villemot
b336fbeb0d
Merge branch 'occbin_features' of git.dynare.org:rattoma/dynare
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Ref. !2094
2022-11-04 14:59:06 +01:00
Marco Ratto
a1e0c35c1f
bug fix when max_check_ahead_periods interacts with curb_retrench
2022-11-04 11:20:52 +01:00
Marco Ratto
2f23604824
new option max_check_ahead_periods (renaming old undocumented option max_periods), that truncates the number of periods for which agents check ahead the regime (a sort of myopic behavior beyond max_check_ahead_periods),
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the option is valid for simul, smoother and likelihood.
2022-11-04 11:17:37 +01:00
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.
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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:
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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
Marco Ratto
eb41618614
trap errors also in univariate update step for occbin
2022-10-20 15:06:36 +02:00
Marco Ratto
ce21248e97
set noprint = true when simulating, to avoid crashes; only save info1 file under debug option
2022-10-20 15:06:26 +02:00
Marco Ratto
eb6f17e783
check if initial states are empty, and set them to zero.
2022-10-20 15:05:39 +02:00
Johannes Pfeifer
95a15815a8
kalman_update_algo_3.m: correct options name
2022-10-08 18:01:05 +02:00
Marco Ratto
3c0f8ec624
bug fixes in error traps in PKF update steps
2022-07-29 16:39:59 +02:00
Sébastien Villemot
ad97361f67
Fix bug under MATLAB < R2016b introduced in 906062cfe5
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The logic for testing the MATLAB version was incorrect.
2022-07-26 22:36:30 +02:00
Marco Ratto
906062cfe5
fix bug in ambiguity in the first regime stored, between 01 10 and 11.
2022-07-26 12:44:55 +02:00
Marco Ratto
3575afdf1d
save info1 file only under debugging
2022-06-02 09:52:48 +02:00
Johannes Pfeifer
c623696b4b
kalman_update_algo_1.m: properly set array dimensions
2022-05-25 14:15:18 +02:00
Johannes Pfeifer
0f333f29eb
kalman_update_algo_1.m: introduce error handling
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1854
2022-05-19 11:56:42 +02:00
Johannes Pfeifer
6536e135cb
Occbin: filter out problems in solving the baseline model
2022-04-28 13:33:48 +02:00
Sébastien Villemot
ec5468c431
Octave 7 compatibility fix: suppress spurious warnings
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In this version of Octave, “warning on” really enables all warnings (while this
was not the case in Octave 6, suprisingly; I think this used to be different
with even older Octave releases).
We therefore need to explicitly disable the Octave:array-as-logical warnings,
that is triggered by some internal Octave functions.
We also need to be careful to call “warning_config” instead of “warning on”
when restoring warnings to their default state.
2022-04-15 14:32:54 +02:00