acb9518dec
get_perturbation_params_derivs and friends: do not pass full oo_ structure
2023-10-02 09:18:58 +02:00
7da5ff4fad
gsa: reduce sample size of tests
2023-10-01 18:04:35 +02:00
776c247b9b
testsuite: use silent_optimizer option to not clutter meson log-file
2023-10-01 18:04:16 +02:00
0e5bba7567
Testsuite: fix workaround for TeX option with MATLAB R2014a
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MATLAB R2014a run with -nodisplay crashes with the TeX option. A workaround was
introduced in commit f946baf6c5
2023-09-28 15:17:00 +02:00
2600a878da
Testsuite: tolerance increase
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estimation/fs2000_model_comparison.mod fails with MATLAB R2023b on the “pluto”
runner (which has AVX2).
2023-09-28 11:46:21 +02:00
01833b8a76
Testsuite: factorization between MATLAB and Octave
2023-09-26 15:59:38 +02:00
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
5231fc04c1
Remove global variables from prior_posterior_statistics.m and PosteriorIRF.m
2023-09-25 12:08:41 +02:00
9a1f150e38
Merge branch 'default_mode_compute' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2160
2023-09-22 14:35:45 +02:00
6dd55726e6
Drop autoconf/automake build system
2023-09-20 15:33:44 +02:00
834b04bcb4
Testsuite: compatibility fix with MATLAB < R2017a
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Double quotes were introduced in R2017a.
2023-09-20 14:00:55 +02:00
e549bbba7a
Meson build system: testsuite now fully implemented
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By the way, switch the CI to use the Meson testsuite, because some test files
have been modified and no longer work with the old build system.
2023-09-20 13:55:55 +02:00
1f723ebd7e
fs2000: remove asymptote in prior for rho, which caused corner solutions
2023-09-20 12:55:30 +02:00
6f5e346bf6
Merge branch 'preparations_irf_matching' of git.dynare.org:wmutschl/dynare
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Ref. !2181
2023-09-20 10:17:14 +02:00
f6a8473144
estimation: support additional_optimizer_steps
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
2023-09-19 18:14:24 +02:00
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
8a79899189
Meson build system: implement most of the testsuite
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The tests that are individually listed in {M,O}_TRS_FILES of tests/Makefile.am
are still missing.
2023-09-16 14:25:38 +02:00
eb16bb4373
Merge branch 'dynare-osr_analytic'
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Ref. !2171
2023-09-13 11:19:20 +02:00
885fda0e20
OSR: allow using analytic gradient
2023-09-13 11:19:13 +02:00
a57f81b3aa
Testsuite: move load_octave_packages.m to utils/ subdirectory
2023-09-12 12:39:26 +02:00
baf8243fac
generate_trace_plots.m: allow for plotting traces of multiple chains
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Closes #1904
2023-09-08 22:04:25 +02:00
d601ca4a2e
Merge branch 'var_decomp' into 'master'
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Add variance decomposition for pruned state space
Closes #1836
See merge request Dynare/dynare!2163
2023-09-08 12:55:19 +00:00
4e58e22bdd
Variance decomposition with pruning: add unit test
2023-09-08 07:02:43 +02:00
a0b443b9f8
Cosmetical changes to headers and message strings
2023-09-07 09:36:27 +02:00
c3327e000c
method_of_moments: refactor matched moments block transformations
2023-09-07 09:36:27 +02:00
d60a19ce49
Finish implementation of truncated normal distribution
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1593
2023-09-06 12:46:41 +02:00
8888711266
Testsuite: remove workaround for glibc bug #19329
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The bug is fixed in glibc 2.34, which is included in Debian “bookworm” 12 and
Ubuntu 22.04 LTS.
2023-08-30 11:38:01 +02:00
710589eb5b
Adds pruning in k_order_simul
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See issue #1643 about beyond-third-order pruning
2023-07-20 06:58:35 +01:00
Stéphane Adjemian (Argos)
bd0493d135
Add routine for dynamic contributions in semi-structural models.
2023-07-06 22:26:09 +02:00
9b2c0fb94d
Add brooks_gelman_plotrows to manual and testsuite
2023-07-06 09:32:19 -04:00
23dbb2b4b9
Fixes local_state_space_iteration_3 and adds a test comparing the various pruning routines used in dynare up to order 3.
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The considered pruning routines can be found in
- `simult_.m`
- `local_state_space_iteration_2` MEX
- `local_state_space_iteration_3` MEX
- `pruned_state_space_system.m`
2023-07-04 19:15:43 +02:00
d5a3a8e16a
Various improvements to perfect foresight homotopy
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– new option “endval_steady” to pf_setup command to recompute terminal
steady state in the homotopy loop
– new options “homotopy_linearization_fallback” and
“homotopy_marginal_linearization_fallback” to pf_solver and pfwee_solver
commands, to get an approximate solution when homotopy fails to go to 100%
– new options “homotopy_initial_step_size”, “homotopy_min_step_size”,
“homotopy_step_size_increase_success_count” and “homotopy_max_completion_share”
to pf_solver and pfwee_solver commands to fine tune the homotopy behaviour
– removed option “homotopy_alt_starting_point” to pf_solver command, not really
useful
– new options “steady_solve_algo”, “steady_tolf”, “steady_tolx”,
“steady_maxit”, “steady_markowitz” to pf_solver and pfwee_solver commands, to
control the computation of the terminal steady state (and remove the
equivalent options which previously had different names in pfwee_solver command)
2023-06-21 15:58:23 +02:00
c1b78e26ac
perfect_foresight_with_expectation_errors_{setup,solver}: streamline handling of guess values
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– Remove the terminal_steady_state_as_guess_value option to pfwee_solver
– pfwee_setup now sets the same guess values as pf_setup (i.e. terminal steady
state at all periods)
– With constant_simulation_length option, pfwee_solver uses terminal steady
state as guess values for periods that are added to the simulation
2023-06-15 15:37:48 +02:00
3ef833ac5f
Testsuite: remove unused test
2023-06-12 14:14:53 +02:00
c0294bb343
Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/
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With the exception of ramst2.mod which was not run by the testsuite and has
thus been deleted.
2023-06-12 14:14:53 +02:00
4459f9a488
Testsuite: move homotopy/ folder under the steady_state/ folder
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To clarify that those tests are about homotopy for steady state computation,
and not for perfect foresight simulation.
2023-06-12 14:14:53 +02:00
9c88bab247
Testsuite: remove obsolete Julia tests
2023-06-12 14:14:53 +02:00
37870e4a40
evaluate_steady_state: accept exogenous steady state as argument instead of whole oo_ structure
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This is a move towards a more functional programming style.
2023-06-07 17:58:19 +02:00
d41501bc6d
Misc updates to gitignore files
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[skip ci]
2023-05-30 20:59:59 +02:00
Stéphane Adjemian (Ryûk)
51ffe77fb7
Add error flag (new output) to simul_backward_model routine.
2023-04-05 11:09:59 +02:00
Stéphane Adjemian (Ryûk)
b8c70eba3b
Initialize parameter delta.
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To prevent name mangling with potentially available function (matlab toolbox).
2023-04-05 11:09:59 +02:00
d5ee4dcb75
Testsuite: add a test for deprecated simul command
2023-03-29 17:01:09 +02:00
ec908386b6
Testsuite: no longer use deprecated ramsey_policy, except a in a dedicated test
2023-03-29 16:57:01 +02:00
89fc53716e
testsuite: add integration test for model_diagnostics with block
2023-03-17 12:20:30 -04:00
64c69b4cd2
testsuite: do not delete non-existent jnl-files
2023-03-17 11:56:06 -04:00
4837a4d444
testsuite: clean up main folder
2023-03-17 10:35:00 -04:00
Stéphane Adjemian (Ryûk)
cc0d22cf4c
Fix integration tests.
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print_equations() has been replaced by search().
2023-03-06 17:17:31 +01:00
65053667cf
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command
2023-02-07 14:49:00 -05:00
d6370a6d28
Merge branch 'occbin_init_smo' into 'master'
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occbin enhancements and bug fixes
See merge request Dynare/dynare!2123
2023-02-07 14:23:14 +00:00
c3524d33d0
Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver”
2023-02-06 15:42:34 -05:00
22e6fb1814
make sure also ALL updated variables in period 1 are reconstructed with smoother_redux. test model changed accordingly.
2023-02-03 14:20:28 +01:00
a4dc58db8e
adjust smoother redux test, to consider that now ALL smoothed variables must be properly reconstructed also in period 1
2023-02-03 14:19:39 +01:00
21443e0988
add consistency check of results using smoother_redux with occbin
2023-02-03 14:18:43 +01:00
cef1ce33ed
Preprocessor: remove some incorrect normalization rules for the case mfs=3
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As a consequence, increase the tolerance for a test with mfs=3 (it now uses the
same tolerance as the corresponding test for mfs=2).
2023-01-25 18:39:47 +01:00
5aca770931
perfect_foresight_with_expectation_errors_{setup,solver}: fix bugs with several exogenous
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Closes : #1883
2023-01-24 15:02:07 +01:00
e30314e75d
Drop the “Sigma_e” statement
2023-01-16 16:52:42 +01:00
1b47c8a5e5
Drop the “periods” statement
2023-01-16 16:52:40 +01:00
8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter
2023-01-13 16:57:49 +01:00
Stéphane Adjemian (Ryûk)
b7693c3273
Add routine for conditional likelihood (first order).
2023-01-06 14:57:45 +01:00
f93a7f7192
Merge branch 'disp_aux_4' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2118
2023-01-04 10:59:21 +01:00
45450651a2
model_info.m: fix display of block decomposition
2023-01-03 16:17:43 +01:00
c1922c3ad0
Stop building and shipping the Dynare++ executable
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Incidentally, no longer run Dynare++ unit tests, since they are intricated in
the Dynare++ build system. If we finally decide not to drop the Dynare++
codebase for our MEX files, then we should probably find a way to build and run
them again.
Ref. #1825
2023-01-03 14:51:07 +01:00
Stéphane Adjemian (Guts)
5b72a3041c
Use new unit tests interface.
2023-01-02 22:58:20 +01:00
d574705b4a
Design and performance improvement to solve_algo={12,14}
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Use the new time-recursive block decomposition computed by the preprocessor
for:
- the simulation of backward models with “simul_backward”
- the perfect foresight simulation of purely backward/forward/static models
Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it
minimizes the set of feedback variables and tries to renormalize equations).
This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus
an ad hoc identification of some equations that can be evaluated (those with a
LHS equal to a variable, the log of a variable, or the diff-log of a variable).
By the way, the block_trust_region MEX has been modified so that it accepts a
boolean argument to decide whether it performs a Dulmage-Mendelsohn
decomposition (if not, then it performs a simple trust region on the whole
nonlinear system).
This provides a significant performance improvement (of almost an order of
magnitude for solve_algo=14 on a 700 equations model).
2022-11-30 14:47:57 +01:00
4e08aadafa
Test suite: remove unused field in .trs files
2022-11-30 10:26:28 +01:00
595f3d1dce
Makefile indentation fixes
2022-11-29 17:40:20 +01:00
9976649c78
Test suite: fix logic of unit tests for nonlinear solvers
2022-11-29 17:34:16 +01:00
e530f7cbaa
OccBin: add calib_smoother testfile
2022-11-23 16:48:08 +01:00
c90368d48c
NKM.mod: clean up file
2022-11-23 15:17:51 +01:00
93a2a097c6
Fix: scale the matrices in tests/riccatiupdate.m to control the size of errors
2022-11-22 15:07:56 +01:00
dbdda7bf93
Merge branch 'Pinf' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2105
2022-11-22 11:25:14 +01:00
d554b79772
Merge branch 'occ_test' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2103
2022-11-22 11:24:57 +01:00
a35ac95a9d
Testsuite: fix logic of unit tests for cycle/logarithmic reduction + Riccati update
2022-11-21 16:22:07 +01:00
801baacc8c
fs2000_smoother_only_ns.mod: check for correctness of smoothed observables
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Related to 178e892e
2022-11-18 22:04:58 +01:00
67ba8127f4
dynrbc_common.inc: decrease number of simulation periods to prevent testsuite crashes
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(cherry picked from commit 7c4c0fe4114775aae67b9362918a124ff0d09ce9)
2022-11-17 22:43:39 +01:00
a245fbb390
Implements a Fortran update of the states variance-covariance matrix for the Kalman filter
2022-11-14 16:24:46 +00:00
6737d9f81e
truncate stochastic shocks to 90 periods, to avoid no convergence in period 91
2022-10-20 19:19:34 +02:00
cbbbdf4b3d
make_y_.m: fix interaction with steady_state_model
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closes https://git.dynare.org/Dynare/dynare/-/issues/1866
2022-10-13 16:33:58 +02:00
afb044c23e
Fix cycle reduction:
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(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
855887b249
Implements a logarithmic reduction Fortran routine and the associated test
2022-10-11 12:11:06 +02:00
d17204cc84
Implements a cycle reduction Fortran routine and the associated test.
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The Fortran routine replaces the former Matlab code in matlab/cycle_reduction.m
2022-10-03 14:38:12 +02:00
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
563035d070
AnScho/AnScho_MoM_common.inc: use csminwel to prevent fmincon problems under Octave
2022-09-20 12:55:30 +02:00
f91e4e239c
varmodel.mod: use explicit seed to prevent pathological case
2022-09-16 15:13:16 +02:00
7dd2dd5e24
solow_ces.mod: increase tolerance for Octave
2022-09-16 14:32:27 +02:00
50a08cff30
Testsuite: replace obsolete “egrep” by “grep -E”
2022-09-13 14:43:41 +02:00
9b787d8417
Merge branch 'mcp_steady' into 'master'
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Provisions for solving steady state with MCP-tag
See merge request Dynare/dynare!1877
2022-09-13 09:26:08 +00:00
3fbab4cbe0
Provisions for solving steady state with MCP-tag
2022-09-12 17:18:16 +02:00
a82d24fd41
rbcii_MCP.mod: increase tolerance for Octave
2022-09-08 17:41:54 +02:00
4bfd687be4
Merge branch 'local_state_space_iteration_3' of git.dynare.org:normann/dynare
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Ref. !2045
2022-09-06 14:58:53 +02:00
Stéphane Adjemian (Ryûk)
1348c2ac4c
Fix typo.
2022-08-31 22:47:35 +02:00
Stéphane Adjemian (Ryûk)
2aa6565c18
Add test for lmmcp in extended path.
2022-08-31 13:37:00 +02:00
c6d5c48ff7
Local state-space iteration at order 3: multi-thread 3rd-order version with and without pruning
2022-08-30 14:06:19 +02:00
Stéphane Adjemian (Ryûk)
982ec2e66d
Fix copy/paste error.
2022-08-23 09:16:46 +02:00
905e7c4344
load_results_after_load_mh: fix location of file
2022-08-10 12:55:00 +02:00
dc40862eff
testsuite: add smoother_redux option
2022-07-26 22:15:39 +02:00
622f831625
Inversion filter: disable unavailable smoother outputs
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
2022-07-26 14:43:31 +02:00
30a6d35f5a
🐛 identification do plots and display results only for nonempty objects
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fixes #1860
2022-07-26 10:26:13 +02:00
13709f6853
Add “fsolve_options” option to “steady” command
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Closes : #1856
2022-07-22 14:35:19 +02:00
572fed3994
Merge branch 'dyn_forecast' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2051
2022-07-05 17:09:51 +02:00
Johannes Pfeifer
Sébastien Villemot
Willi Mutschler
Normann Rion
Stéphane Adjemian (Argos)
Marco Ratto