eb043406e6
Merge branch 'path' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2233
2023-12-15 16:32:08 +01:00
ae082cffbe
Make function names consistent with filenames
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Detected and automatically fixed by MATLAB Code Analyzer app.
2023-12-15 16:30:32 +01:00
febd39713e
dseries: more fixes performed with MATLAB Code Analyzer app
2023-12-15 16:28:38 +01:00
20b2c79ffb
Remove unneeded uses of feval
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Detected and automatically fixed by MATLAB Code Analyzer app.
2023-12-15 16:28:38 +01:00
458926b17b
Remove useless semicolons
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Detected and automatically fixed by MATLAB Code Analyzer app.
2023-12-15 16:28:36 +01:00
162ca815bc
Replace calls to isdir by isfolder
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isfolder is the modern replacement to isdir, and is available in MATLAB ⩾
R2017b and in Octave ⩾ 7.
Detected and automatically fixed by MATLAB Code Analyzer app.
2023-12-15 15:40:25 +01:00
ff7cc9267e
Remove useless commas
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Detected and automatically fixed by MATLAB Code Analyzer app.
2023-12-15 15:37:35 +01:00
56e97e29aa
dseries: various fixes performed with MATLAB Code Analyzer app
2023-12-15 15:31:52 +01:00
adddcf6197
minus_logged_prior_density.m: fix syntax error with output arguments
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It’s not possible to use tildes for declaration of output arguments (otherwise
these arguments will be uninitialized if requested).
Detected by MATLAB Code Analyzer app.
2023-12-15 15:31:52 +01:00
79959aa587
Remove duplicate branches in if/then/else statements
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Detected by MATLAB Code Analyzer app.
2023-12-15 15:31:52 +01:00
a0bafbcb95
Remove duplicate case value
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Detected by MATLAB Code Analyzer app.
2023-12-15 15:31:52 +01:00
2005f292e5
Fix syntax error
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Detected by MATLAB Code Analyzer app.
2023-12-15 15:31:52 +01:00
Stéphane Adjemian (Guts)
4a6783c690
Fix #1914 .
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Also the first input argument of was wrong (we do not pass bayestopt_
anymore but only the list of estimated parameter names, field `name`).
2023-12-15 14:13:56 +01:00
3e7291b573
dynare_config.m: remove paths eliminated due to namespaces
2023-12-15 13:12:39 +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
8ddd35ddd8
newrat: properly initialize penalty
2023-12-14 22:09:42 +01:00
3ee963c908
newrat: distinguish between TolFun (optimizer termination criterion) and TolGstep/TolGstepRel, used for tuning gradient step
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Allows using e.g. TolFun=1.e-5 with coarser values for TolGstep; helpful whenmaximizing non smooth surfaces (e.g. PKF or very large models), where numerical noise may count. By default TolGstep=TolFun as in usual historical behavior.
2023-12-14 22:08:34 +01:00
d25d95b3b5
newrat.m: add robust option that uses quadratic approximation to better adapt line search to noisy likelihood shapes
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Triggered when line search hits and error code
2023-12-14 21:57:49 +01:00
2898407764
newrat: enforce last parameter vector to be inside bounds
2023-12-14 21:48:58 +01:00
3931451250
mr_hessian.m: refined algorithm that calibrates gradient step according to target variation in objective function
2023-12-14 21:45:55 +01:00
e1e79d3177
mr_gstep.m: increase buffer for check of hitting upper/lower bound of parameters
2023-12-14 21:43:53 +01:00
d94e5bd7b9
Merge branch 'occbin_utilities' into 'master'
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new Occbin utilities
See merge request Dynare/dynare!2225
2023-12-14 19:48:56 +00:00
f05a2de89e
get_perturbation_params_derivs.m: replace try-catch by proper check of file existence
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Let's other errors though with explicit message
2023-12-14 18:29:04 +01:00
c3268c0279
Move various functions from main matlab folder to subfolders
2023-12-14 18:29:04 +01:00
2e73856f5a
GSA and identification: move files to namespace
2023-12-14 18:29:01 +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
1b2e1d2856
evaluate_steady_state_file.m: remove useless assignin and evalin statement
2023-12-14 11:40:38 +01:00
81cd0f1cb5
Merge branch 'plus_folders' into 'master'
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Start cleaning up main Matlab folder by moving various functions to subfolders and removing unused ones
See merge request Dynare/dynare!2216
2023-12-14 10:29:07 +00:00
441ef7e102
Merge branch 'fixes_6.x' into 'master'
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collection of small individual bug fixes
See merge request Dynare/dynare!2223
2023-12-14 09:12:42 +00:00
2df08f88c7
Move estimation files to separate folder
2023-12-13 22:57:06 +01:00
f102a992aa
fixed for the case when mcmc is incomplete WITHIN a block file (useful for expensive models and expensive methods like slice or TaRB)
2023-12-13 21:01:21 +01:00
53b57da8ba
fix computation of initial prc0 under mh_recover (to avoid 0% being always displayed when recovery starts)
2023-12-13 21:01:15 +01:00
aad5c36081
bug fix: with option mh_initialize_from_previous_mcmc, we need also to check if some prior changed, which may lead last draw in previous mcmc falling outside new prior bounds.
2023-12-13 21:01:09 +01:00
de152a3de3
bug fix: indexing must also contain smpl+1 (needed for 1 step ahead forecast in last period when filtering).
2023-12-13 21:01:02 +01:00
8f73564634
bug fix with non-zero lb bound of invgamma distribution
2023-12-13 21:00:56 +01:00
0c4b59b19e
utility to squeeze occbin shock decompositions
2023-12-13 20:56:24 +01:00
9b71845b87
utility to plot occbin regimes history
2023-12-13 20:54:20 +01:00
91a2cd2496
add utilities for forecast, irf, plot_irf, and their relevant options
2023-12-13 20:53:53 +01:00
858b534c22
Merge branch 'sim1' into 'master'
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sim1.m: add debugging information to diagnose singular Jacobians
See merge request Dynare/dynare!2222
2023-12-13 18:33:06 +00:00
e17bf15042
sim1.m: add debugging information to diagnose singular Jacobians
2023-12-13 17:40:39 +01:00
ea28fcb4b4
Merge branch 'model_diag' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2221
2023-12-13 17:37:33 +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
42fc1ec40a
model_diagnostics.m: fix typos
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[skip CI]
2023-12-12 19:38:57 +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
Stéphane Adjemian (Ryûk)
2fbbe66c0a
Add member to dprior class.
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Name of the parameter.
2023-12-12 18:18:38 +01:00
Sébastien Villemot
Stéphane Adjemian (Guts)
Johannes Pfeifer
Marco Ratto