e9ffb16ec6
Merge branch 'model_comp_tol' into 'master'
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fs2000_model_comparison.mod: increase test tolerance due to problems on some runners
See merge request Dynare/dynare!2234
2023-12-18 10:11:43 +00:00
Stéphane Adjemian (Ryûk)
735bd66d4d
Remove unused output arguments.
2023-12-18 07:48:27 +01:00
72a8d53df8
fs2000_model_comparison.mod: increase test tolerance due to problems on some runners
2023-12-15 21:44:10 +01:00
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
d8f1e49221
Merge branch 'newrat' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2231
2023-12-15 11:25:47 +01:00
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
281f01f29e
bug fixes and examples in testsuite
2023-12-14 22:26:40 +01:00
8710ce0898
newrat: trigger new option in testsuite
2023-12-14 22:25:37 +01:00
66bc9fd9c2
Rename “dynare_sensitivity” command to “sensitivity”
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The old name is still accepted, but will trigger a deprecation warning.
2023-12-14 18:38:23 +01:00
c3268c0279
Move various functions from main matlab folder to subfolders
2023-12-14 18:29:04 +01:00
75cd1042c8
conditional_forecast: remove globals and move to namespace
2023-12-14 17:46:27 +01:00
0c07460f3b
DSGE_smoother.m: clean up file and enable LaTeX output
2023-12-14 16:03:53 +01:00
a7f5fd571d
Merge branch 'steady_check' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2220
2023-12-13 17:37:09 +01:00
Stéphane Adjemian (Ryûk)
60c0ed0180
Add Sequential Monte Carlo sampler.
2023-12-13 15:30:38 +01:00
1b4fb46c75
Consistently use nocheck flag for steady state
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Fixes a bug in model_diagnostics.m
2023-12-12 18:30:30 +01:00
ec76bda254
Remove obsolete Sylvester options
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dr_block has been removed
2023-12-11 18:04:43 +01:00
c3b9c499ba
GSA: more fixes to LaTeX output
2023-12-07 12:18:00 +01:00
37ab539a10
testsuite: provide meaningful output in case of LaTeX errors
2023-12-07 12:11:38 +01:00
e68793030c
ls2003.mod: factorize tests
2023-12-07 12:11:38 +01:00
bf6d88a472
Remove globals from identification and GSA
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Incidentally cleans up files and fixes LaTeX output
2023-12-07 12:11:36 +01:00
f8a0a99683
dynare_sensitivity.m: add dollar signs for TeX output
2023-11-28 21:11:02 +01:00
c3d91d5ce8
Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy
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If a solution corresponding to 100% of the shock can’t be found in the first
informational period, marginal linearization will be performed to extrapolate a
solution.
However, in subsequent informational periods, this extrapolated solution cannot
be used for the initial conditions of endogenous variables, because the initial
conditions are not a true solution of the nonlinear model. For those subsequent
informational periods, the correct approach is to compute the two solutions
needed for marginal linearization using as initial conditions the values
obtained in the same two solutions for the previous informational
periods (stored as oo_.deterministic_simulation.{sim1,sim2}).
2023-11-28 16:26:49 +01:00
6ccc7fd69e
Testsuite: switch back to mode_compute=4 in lyapunov/fs2000_lyap.mod
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This prevents an infinite (or at least very long) loop under Octave on karaba.
2023-11-24 11:49:28 +01:00
c0e39d40a7
Testsuite: increase tolerance for estimation/fs2000_model_comparison.mod
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Needed for MATLAB R2018b, at least on AVX512-capable CPUs.
2023-11-23 22:07:49 +01:00
1d5a442fe5
Bump minimal required version of Octave to 7.1.0
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Incidentally, this means that the JSONlab submodule is no longer needed, so it
is removed in the present commit.
Closes : #1907
2023-11-22 17:46:13 +01:00
3bfe2c5500
Testsuite: compatibility fix for MATLAB R2018b
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On that version, spaces in variables names within a call to “table” are not
supported.
2023-11-22 16:49:59 +01:00
7f58e819c6
Bump minimal required version of MATLAB to R2018b
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Ref. #1907
2023-11-22 16:00:04 +01:00
56ed5bff43
Testsuite: remove useless debug mode from several .m tests
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The output is always useful (and even needed in case of test failure).
2023-11-17 12:13:36 +01:00
742a3101b1
Reporting is no longer a submodule
2023-11-17 12:08:56 +01:00
551060ae27
tests/moments/fs2000_post_moments.mod: increase tolerance under Octave
2023-11-15 15:16:06 +01:00
4b4cfba2dc
model_replace, model_remove: allow selecting an equation with several (conjunct) tags
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NB: does not (yet) works with Occbin regime-specific equations.
Ref. #1890
2023-11-15 12:08:21 +01:00
0e5f9defbc
Preprocessor: error out if an “initval” block appears after an “endval” block
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Ref. preprocessor#104
2023-11-14 17:45:54 +01:00
Stéphane Adjemian (Argos)
b863c309bd
Improve tests and timings for the Kalman mex.
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- Ensure that we always use the same DGP (e.g. same transition matrix).
- Call the mex more than once with different samples.
- Ensure that the size of the state space model is the same in tests 1, 2 and 3.
- Fix the seed (same samples across 1, 2 and 3 except for the additive noise in 2 and 3 on the observed variables).
2023-11-09 19:00:37 +01:00
Stéphane Adjemian (Argos)
9c61422a75
Improve debug mode.
2023-11-09 19:00:37 +01:00
3a461c996c
Kalman filter mex: routine and tests
2023-11-09 19:00:37 +01:00
Stéphane Adjemian (Argos)
b0a84bd6f8
Bug fixes.
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- Simulation of the model was not working since to (1) wrong commented
line (dynare comments in a verbatim block), and (2) dates are not interpreted
in a verbatim block.
- A variable was missing (the auxiliary for the PAC expectation term) causing
problems for the initialisation of the simulations in dcontribs (presence of a
NaN in the guess for the first period).
2023-10-26 18:25:35 +02:00
Stéphane Adjemian (Argos)
76a2203b50
Make debug mode easier to use.
2023-10-26 14:59:12 +02:00
Stéphane Adjemian (Argos)
cdd842cc19
Do not overwrite macro variable simulate.
2023-10-26 14:57:37 +02:00
896c48eba7
Testsuite: move some files for more consistency in tests file structure
2023-10-23 17:00:01 +02:00
8c3429bb0f
Perfect foresight with expectation errors: change the semantics of endval(learnt_in=…)
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Similarly to the regular “endval” block, any variable mentioned in this
block will jump to its new value in the period where the information is learnt.
In particular, this means that any temporary shock that may have been
anticipated on that variable (as specified through a “shocks(learnt_in=...)”
block for a previous informational period) will be overwritten.
2023-10-20 16:05:56 -04:00
df9c7d85b8
Error out if perfect_foresight_solver is called with shocks(learnt_in=…) or endval(learnt_in=…) blocks
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This is to prevent the accidental use of the regular perfect foresight solver
when one actually wants the one with expectation errors.
2023-10-20 16:05:53 -04:00
9ef3f7d0ed
Testsuite: fix test comparison value in pfwee_learnt_in.mod
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It would fail on some processors, due to tiny floating point discrepancies.
2023-10-18 21:18:52 -04:00
5145bd0708
New option “relative_to_initval” to “mshocks” block
2023-10-18 16:45:06 -04:00
39f9d4352a
The “mshocks” block now accepts the “learnt_in” option
2023-10-17 17:24:15 -04:00
3e5591d41f
New “static_mfs” option to the “model” block (and the “model_options” command)
2023-10-16 11:57:02 -04:00
a67cd58d1f
fs2000_corr_ME.mod: switch to simulated, longer data set
2023-10-11 09:26:04 -04:00
03433112a4
Testsuite: add tests for print_bytecode_{static,dynamic}_model commands
2023-10-10 17:42:12 -04:00
2e3fbfc040
New option “from_initval_to_endval” to “homotopy_setup” block
2023-10-10 13:19:12 -04:00
e4afa5eee0
Merge branch 'more_globals' into 'master'
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Eliminate some more globals
See merge request Dynare/dynare!2187
2023-10-03 12:48:34 +00:00
3a115d4fcc
Remove full oo_ input from likelihood functions
2023-10-02 09:48:34 +02:00
Sébastien Villemot
Stéphane Adjemian (Ryûk)
Johannes Pfeifer
Marco Ratto
Normann Rion