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Author SHA1 Message Date
Sébastien Villemot ea42cf9ad3
Update copyright years 2022-01-03 18:11:31 +01:00
Sébastien Villemot 0c68e7336b
perfect_foresight_problem MEX: error out properly when called MATLAB function triggers an exception 
Closes: #1832
 2022-01-03 18:11:31 +01:00
Stéphane Adjemian (Ryûk) 25231f6634
Account for PAC components in evaluate routine. 
The print_expectations routine was previously only considering the
aggregate expectation (for the target). Now it updates the
database (dseries) with each component of the PAC model. The growth
neutrality correction is included in the aggregate expectation but not
in the expectations of the components.
 2022-01-03 17:28:57 +01:00
Sébastien Villemot bdb21f9ad6
ver_less_than.m: add missing semicolons in unit tests 
[skip ci]
 2022-01-03 16:09:26 +01:00
Sébastien Villemot 86b09bccf9
dseries update 
– load_m_file_data.m: pass structure instead of file
– removed utilities/misc/ordinal.m routine
 2022-01-03 15:42:03 +01:00
Sébastien Villemot 1e5b7d4e04
Merge branch 'warning' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1986
 2022-01-03 15:22:39 +01:00
Sébastien Villemot 93883aad57
Merge branch 'version_utilities' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1985
 2022-01-03 15:22:18 +01:00
Sébastien Villemot 1ee13ebdb0
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-04343' 
Ref. !1984
 2022-01-03 15:21:24 +01:00
Stéphane Adjemian (Ryûk) 7ad508532d
Documentation of semi-structural models tools. 2022-01-02 21:00:28 +01:00
Johannes Pfeifer 8cf6fe0be4 perfect_foresight_setup.m: add line skip 2021-12-30 14:27:12 +01:00
Johannes Pfeifer 086e0895cb initial_estimation_checks.m: fix warning display 2021-12-27 13:03:47 +01:00
Stéphane Adjemian (Charybdis) 1c953cca01
Moved CLI routines. 2021-12-21 16:22:30 +01:00
Stéphane Adjemian (Charybdis) 4b18aafa9b
Add CLI for evaluate_smoother. 2021-12-21 16:17:29 +01:00
Johannes Pfeifer 97b98d155e Partially revert "Remove more utilities related to conversion of oo_ between Dynare versions" 
This partially reverts commit 26597bf093.
 2021-12-21 12:44:49 +01:00
Johannes Pfeifer 028635d6e8 CONTRIBUTING.md: Fix wrong statements about unit tests 2021-12-20 12:12:42 +00:00
Sébastien Villemot 84862b8a39
Merge branch 'borrcon' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1983
 2021-12-20 12:08:57 +01:00
Sébastien Villemot 04ab1e5696
Merge branch 'steady_debug' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1982
 2021-12-20 12:08:17 +01:00
Stéphane Adjemian (Ryûk) d841fc7cc2
Do not run integration tests for NLS with Octave. 
Also moved some integration tests.
 2021-12-19 17:20:15 +01:00
Stéphane Adjemian (Ryûk) ba7a53b38b
Code factorization (NLS). 2021-12-19 17:14:25 +01:00
Johannes Pfeifer b966e5eb7a evaluate_steady_state.m: do not check auxiliary initial values if they haven't been set 2021-12-19 11:39:24 +01:00
Johannes Pfeifer 67cab849af borrcon.mod: fix LaTeX symbol and header 2021-12-19 11:37:13 +01:00
Stéphane Adjemian (Ryûk) 60d8f44c4a
Fix estimation range. 2021-12-18 22:27:45 +01:00
Stéphane Adjemian (Ryûk) 2a796c8e34
Account for logged variables under diffs. 2021-12-18 19:58:55 +01:00
Stéphane Adjemian (Ryûk) cc90bd4cf5
Fix typos in regular expressions. 2021-12-18 19:28:58 +01:00
Stéphane Adjemian (Ryûk) c43777f610
Show how to hide simulated annealing algorithm iterations. 2021-12-17 20:55:46 +01:00
Stéphane Adjemian (Ryûk) 8fa8ee8235
Bug fix (wrong dimension for exogenous variables). 
Also removed the distinction between exogenous and endogenous variables when
replacing variables by columns in the data matrix.
 2021-12-17 20:54:28 +01:00
Stéphane Adjemian (Ryûk) 4512000f0f
Display estimation results PAC/NLS. 2021-12-17 20:53:39 +01:00
Stéphane Adjemian (Ryûk) 24c817afa7
Add integration tests for NLS estimation. 2021-12-17 18:02:24 +01:00
Stéphane Adjemian (Ryûk) 8c8a2cf0fa
Add trap if SSR is not a real number. 2021-12-17 14:54:58 +01:00
Stéphane Adjemian (Ryûk) 1cf99b5227
Do not update the database if there is no aux. variables. 2021-12-17 14:21:10 +01:00
Stéphane Adjemian (Ryûk) b297353b06
PAC decomposition between stationary and non-stationary components. 
The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).

TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.
 2021-12-17 12:17:13 +01:00
Sébastien Villemot 4db2899868
estimated_params: fixes for new semantics 
The change implemented in 21a8a5794a broke the
testsuite and was incomplete.

– new option “overwrite” to provide the old behaviour (used to fix the testsuite);
– when concatenating several “estimated_params” block, the preprocessor now
  checks that paramateres are not declared twice across blocks.
 2021-12-16 15:38:09 +01:00
Sébastien Villemot 4dc60e69b2
Merge branch 'doc' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1981
 2021-12-16 10:44:15 +01:00
Sébastien Villemot ae5be8d717
Build system: add provisions for k_order_mean MEX under Octave 2021-12-16 10:42:37 +01:00
Johannes Pfeifer d4cb7f7ff2 manual: clarify heteroskedastic_shocks-block 2021-12-16 09:09:47 +01:00
Johannes Pfeifer 1ec662673e Manual: add warning on compatibility between master and slaves 2021-12-16 09:05:34 +01:00
Sébastien Villemot 21a8a5794a
Various new model editing features 
– multiple “model” and “estimated_params” block are supported
– new “model_options” statement to set model options in a global fashion
– new “model_remove” command to remove equations
– new “model_replace” block to replace equations
– new “var_remove” command to remove variables (or parameters)
– new “estimated_params_remove” block to remove estimated parameters
 2021-12-15 17:33:01 +01:00
Sébastien Villemot f8fc786459
Merge branch 'het_shocks' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1980
 2021-12-15 10:27:06 +01:00
Sébastien Villemot 600e468448
Merge branch 'cosmetics_header' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1979
 2021-12-15 10:26:52 +01:00
Willi Mutschler 488ab7a979
Update testsuite Kalman Smoother name of data file 
gen_data.mod creates a datafile called "data.mat"
test_compute_Pinf_Pstar_data.mod creates a datafile called "Data.mat"
There could be a race condition on systems that don't distinguish between upper and lower cases.
 2021-12-15 10:26:38 +01:00
Sébastien Villemot c181bae3fd
Emacs mode: add compilation_setup statement 2021-12-15 10:26:37 +01:00
Stéphane Adjemian (Ryûk) 4dd3ee8546
Add CLI for some routines. 
- steady,
 - check,
 - evaluate_likelihood,
 - evaluate_posterior_kernel, and
 - evaluate_prior.

*Example*

After running a mod file, on the Matlab's command line:

>> cli.check

EIGENVALUES:
         Modulus             Real        Imaginary

               0                0                0
       1.389e-16        1.389e-16                0
          0.6452           0.6452                0
          0.9707           0.9707                0
           1.038            1.038                0
       1.271e+16        1.271e+16                0
        2.33e+17         2.33e+17                0

There are 3 eigenvalue(s) larger than 1 in modulus
for 3 forward-looking variable(s)

The rank condition is verified.
 2021-12-14 14:45:57 +01:00
Johannes Pfeifer 3dc398f590 dynare_estimation_1.m: improve comment on Hessian recomputation 2021-12-14 11:22:41 +01:00
Johannes Pfeifer 7303275bef dsge_likelihood.m: update header 2021-12-14 11:22:41 +01:00
Johannes Pfeifer 6f87edfa3d Manual: remove wrong end; 2021-12-14 11:21:17 +01:00
Johannes Pfeifer fdb14b3af8 IVF: turn off near-singularity warning in estimation 2021-12-14 11:21:16 +01:00
Johannes Pfeifer 8a76c689ea IVF: properly deal with error code 2021-12-14 11:21:16 +01:00
Johannes Pfeifer 1bfb9ffbb9 heteroskedastic shocks: take into account first_obs 2021-12-14 11:21:16 +01:00
Sébastien Villemot 301fe42ed8
Merge branch 'varendo' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1978
 2021-12-14 11:09:47 +01:00
Sébastien Villemot 6a41cbdb13
Merge branch 'minimal_state' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1963
 2021-12-14 11:09:28 +01:00