5060f246ea
GSA: Remove globals and clean up map_ident_.m and friends
2023-11-28 21:11:02 +01:00
4199f57788
GSA scatter plots: clean up files and enable TeX-output
2023-11-28 21:11:02 +01:00
94c1343671
identification_analysis.m: remove global inputs
2023-11-28 21:11:02 +01:00
a80ead7d94
map_ident_.m: clean up and remove globals
2023-11-28 21:11:02 +01:00
da438d5099
Clean up Morris_Measure_Groups.m
2023-11-28 21:11:01 +01:00
ffaf6c8559
ident_bruteforce.m: remove globals
2023-11-28 21:11:01 +01:00
c3d91d5ce8
Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy
...
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
c6c6f4f549
perfect_foresight_solver + homotopy + (marginal) linearization: store intermediate simulations
...
First simulation before doing extrapolation is stored in several fields of
oo_.deterministic_simulation.sim1.
For marginal linearization, the second simulation used to compute the marginal
contribution is stored in oo_.deterministic_simulation.sim2.
2023-11-28 12:29:34 +01:00
ccff7d3560
Merge branch 'tex_identification' into 'master'
...
Fix LaTeX Output in identification command for advanced option
See merge request Dynare/dynare!2209
2023-11-27 15:13:19 +00:00
e718402357
mode_check.m: fix LaTeX output on Windows by using slash
2023-11-27 14:19:13 +01:00
59c9f70a7d
identification: fix latex output
2023-11-27 14:18:58 +01:00
b220be6d3e
Merge branch 'mcmc_diag' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2212
2023-11-24 10:38:49 +01:00
d0e99daf9a
mcmc_diagnostics.m: compute Geweke and Raftery/Lewis also with more than one chain
2023-11-23 16:59:02 +01:00
f62d76cbcf
Merge branch 'shock_decomp' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2211
2023-11-23 14:51:26 +01:00
07d859d018
graph_decomp.m: make sure figure fits on screen and close button is accessible
2023-11-23 01:27:10 +01:00
b513214570
perfect_foresight_homotopy: minor simplification
2023-11-22 20:34:03 +01:00
9545dcc8d9
perfect_foresight_solver.m: improve local functions documentation
2023-11-22 20:34:02 +01:00
08c9eca8ee
perfect foresight homotopy + marginal linearization: fix percentages in information messages
2023-11-22 20:34:02 +01:00
701afd2c7c
Consolidate the routines for loading JSON files, now that jsondecode is always available
2023-11-22 17:46:16 +01:00
1d5a442fe5
Bump minimal required version of Octave to 7.1.0
...
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
d55b6c68f9
Octave compatibility fix: sum(…, 'omitnan') does not exist under Octave
...
Replace it by nansum from the statistics package.
2023-11-22 17:06:52 +01:00
72ac69eb97
Octave compatibility: mean(…, 'omitnan') implemented in Octave 8
2023-11-22 16:55:25 +01:00
7f58e819c6
Bump minimal required version of MATLAB to R2018b
...
Ref. #1907
2023-11-22 16:00:04 +01:00
37f747bb3b
CheckPath.m and plot_priors.m: use slash even on Windows to not cause LaTeX-problems
2023-11-21 02:29:04 +01:00
742a3101b1
Reporting is no longer a submodule
2023-11-17 12:08:56 +01:00
50a53a22ee
Merge rewritten history of reporting submodule
2023-11-17 11:44:48 +01:00
b053b96f6a
compute_Pinf_Pstar.m: cosmetic changes
2023-11-15 21:39:51 +01:00
50ed6b2387
dynare_solve.m: remove display of blocks
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Information is rarely helpful but clutters output of model_diagnostics
2023-11-14 08:35:02 +01:00
b1519b8c3c
model_diagnostics.m: add check for non-zero exogenous with OccBin
2023-11-13 18:04:40 +01:00
Stéphane Adjemian (Argos)
666aa46dfb
Add undocumented option for kalman_filter_mex.
2023-11-09 19:00:37 +01:00
77a7d5c3de
For bytecode+block, use the LBJ implementation in .m
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The latter is now much faster than the implementation in the bytecode
MEX (which this commit thus removes).
2023-11-08 17:21:44 +01:00
be648d350b
Much faster .m implementation of LBJ with block option
2023-11-08 17:21:42 +01:00
0839ff78ae
🐛 sim1_lbj.m: use options_.dynatol.x and not options_.dynatol.f for terminal condition
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The maximum error is computed over the change in endogenous (i.e. ΔY).
2023-11-08 17:15:18 +01:00
4bee919c31
sim1_lbj.m: misc cosmetic changes
2023-11-08 17:15:02 +01:00
158b7462bf
solve_two_boundaries.m: strip down the number of input arguments
2023-11-08 17:10:29 +01:00
b36507d005
solve_two_boundaries.m: do not modify lambda when stack_solve_algo=4
...
That algorithm (optimal path length) does not use it.
2023-11-08 17:09:34 +01:00
8556043c9a
solve_two_boundaries.m: remove an unused variable
2023-11-08 17:09:20 +01:00
Stéphane Adjemian (Argos)
368a7e2478
Fix bug introduced in d95154f.
2023-11-07 13:06:58 +01:00
f6adb1d9ad
Bytecode: safer handling of block= option
2023-11-02 16:51:02 +01:00
25000ca693
Merge branch 'PKF' into 'master'
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PKF: add period to debugging information
See merge request Dynare/dynare!2204
2023-11-02 09:12:12 +00:00
Stéphane Adjemian (Argos)
33f2456acf
Add new option (--method).
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Possible values are cumulate (default value) or diff.
2023-10-30 12:09:39 +01:00
5103d55cb4
PKF: add period to debugging information
2023-10-29 11:30:23 +01:00
Stéphane Adjemian (Argos)
12cca117bc
Change the definition of the default baseline.
2023-10-26 18:30:43 +02:00
b1b76f7783
Merge branch 'naming_consistency' into 'master'
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Implement even more naming consistency
See merge request Dynare/dynare!2203
2023-10-25 20:30:11 +00:00
4701dfd158
Merge branch 'prior_function' into 'master'
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execute_prior_posterior_function.m: correct warning message
See merge request Dynare/dynare!2201
2023-10-25 15:44:21 +00:00
0561200f1c
Implement even more naming consistency
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Mostly removes M for M_
2023-10-25 17:29:55 +02:00
aca148e8ef
Minor simplification
2023-10-25 15:57:57 +02:00
ff2b8512b9
Reporting: make naming of globals consistent
2023-10-25 15:57:56 +02:00
0295e5ede8
Merge branch 'variable_naming' into 'master'
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Move many functions towards consistent naming
See merge request Dynare/dynare!2202
2023-10-25 13:56:17 +00:00
b3ce518433
Further naming consistency improvements
2023-10-25 11:22:50 +02:00
c19469f01a
Make naming of globals consistent
2023-10-25 10:16:51 +02:00
879d92fbf8
Move many functions towards consistent naming
...
Related to #1776
2023-10-24 22:21:15 +02:00
04ea0d0659
Fix comment
2023-10-24 17:36:53 +02:00
caaa70ab7e
Perfect foresight + block decomposition: minor simplifications
2023-10-24 17:36:51 +02:00
17b016d983
Perfect foresight: with stack_solve_algo={1,6}+bytecode (without block), use the same solver as without bytecode
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The solver in the bytecode MEX is slower.
2023-10-24 15:26:55 +02:00
a5383fdf65
execute_prior_posterior_function.m: correct warning message
2023-10-24 12:53:00 +02:00
88ce107466
Rename ys0_ into oo_.initial_steady_state and ex0_ into oo_.initial_exo_steady_state
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Also document these variables.
2023-10-24 09:38:51 +02:00
ff5ca80bbc
Merge branch 'preprocessor_output' into 'master'
...
By default display preprocessor output line by line instead of only at the end
See merge request Dynare/dynare!2200
2023-10-23 12:05:53 +00:00
Stéphane Adjemian (Argos)
d95154ffa9
Do not automagically cherrypick vars from pac_target_nonstationary.
2023-10-21 10:20:28 +02:00
8c3429bb0f
Perfect foresight with expectation errors: change the semantics of endval(learnt_in=…)
...
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
7449d26e51
Perfect foresight with homotopy + marginal linearization: improve info messages
2023-10-20 14:57:22 -04:00
643face6ed
bug: do not remove +subfolder with fast option
...
Otherwise, expected files are not present
2023-10-20 15:42:44 +02:00
fb8ff758f9
By default display preprocessor output line by line instead of only at the end
...
Allows judging how long individual steps take for big models
2023-10-20 15:42:05 +02:00
a9c581e2bc
No longer forbid bytecode with order=2 or k_order_solver
...
The two are now compatible, even though the bytecode representation will not be
used. Print a warning to make this explicit.
2023-10-19 14:10:43 -04:00
da4bc40e66
Make undocumented zero_moments_tolerance option local to disp_moments
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See discussion in https://git.dynare.org/Dynare/preprocessor/-/merge_requests/85
2023-10-18 23:27:45 +02:00
5145bd0708
New option “relative_to_initval” to “mshocks” block
2023-10-18 16:45:06 -04:00
daa6b5569d
mshocks: better match to the semantics given in the manual
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Ensure that the block is always interpreted multiplicatively relative to the
steady state, and not relative to the pre-existing shock value (if there was
already a shock declared for the same exogenous and period(s)).
2023-10-18 14:28:54 -04:00
39f9d4352a
The “mshocks” block now accepts the “learnt_in” option
2023-10-17 17:24:15 -04:00
4875554a39
Perfect foresight homotopy: make marginal linearization more robust
...
For marginal linearization, an extra simulation is needed. This extra
simulation is first computed using the first simulation as guess value. If that
does not work, the present commits adds an additional attempt for computing
that extra simulation, using a full homotopy loop from the beginning.
As a consequence, the present commits puts the homotopy loop in a dedicated
function.
2023-10-13 15:31:44 -04:00
2ae485705e
Perfect foresight homotopy: turn a nested function into a local one
...
The behaviour of local functions is easier to understand, since they do not
have access to the workspace of the caller.
2023-10-13 14:40:45 -04:00
cc7c024389
Perfect foresight homotopy: display the full output of every iteration
...
As a consequence, print the full iterations summary table after each iteration.
2023-10-13 09:19:10 -04:00
9ebd8a8372
Make perfect foresight hotomopy loop more readable
...
Only modify oo_ when the homotopy procedure is finished, now that oo_ is no
longer an input to perfect_foresight_solver_core.
By the way, fix the treatment of the exogenous steady state (it is now set
in a consistent way with the endogenous steady state, if the shock is not
simulated up to 100%).
Also fix the initial guess when doing a second attempt at recomputing the
terminal steady state and failing (in the absence of a permanent shock). It was
supposed to use the initial steady state as an initial guess for that second
attempt (through oo_.steady_state), but since that latter variable was modified
in the loop, it would actually correspond to the same initial guess as in the
first attempt.
2023-10-13 09:16:37 -04:00
a6eb943aae
Remove oo_ as an input argument to perfect_foresight_solver_core
2023-10-12 15:44:53 -04:00
e4a4d2d8e6
Bytecode MEX: get M_ and options_ through input arguments rather than as global variables
2023-10-11 18:50:32 -04:00
b59dc2cf1a
det_cond_forecast: fix bug with bytecode+block
...
The plan must immediately follow the “extended_path” string in the input
arguments of bytecode. Bug introduced in f84753025d
2023-10-11 18:50:32 -04:00
88146bcc6f
solve_block_decomposed_problem: drop oo_ as an input argument
2023-10-11 18:50:32 -04:00
a241aa2bd7
Drop (almost empty) initvalf.m wrapper
2023-10-11 18:50:32 -04:00
f94e7ae9a6
Perfect foresight homotopy: display duration of every iteration
2023-10-11 18:50:32 -04:00
Stéphane Adjemian (Ryûk)
2c923c613b
Closes #1835 .
2023-10-11 21:40:59 +02:00
Stéphane Adjemian (Argos)
06926e0153
Bug fix (missing semicolon).
2023-10-11 15:47:57 +02:00
a00eb5e1de
stoch_simul.m: add nomodelsummary option
2023-10-11 09:31:40 -04:00
cbf57b1af6
set_state_space.m: remove unused options_ input argument
2023-10-11 09:30:45 -04:00
328f6f3229
check.m and model_diagnostics.m: use consistent global naming
2023-10-11 09:26:05 -04:00
36a2a41e35
Add function signatures for command line functions
2023-10-11 09:26:05 -04:00
6f8fc22d57
bug: internals.m: account for new location of results files in 5.x
2023-10-11 09:26:05 -04:00
7f5d8b81c2
bug: minus_logged_prior_density.m: fix expected dimension of unused output arguments
...
Hessian needs to be empty for newrat
2023-10-11 09:26:04 -04:00
f0b10ca9df
Octave: workaround for intersect with stable flag providing wrong third output (Octave bug #60347 )
...
Uses function removed in 47477e152a
2023-10-11 09:26:04 -04:00
d5f8d3fffe
check_model.m: add check for negative variances to prevent cryptic message about correlations
2023-10-11 09:26:04 -04:00
94207ab851
🐛 check_for_calibrated_covariances.m: correct logic of check
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Did not properly distinguish between unset correlation and starting value of 0
2023-10-11 09:26:04 -04:00
5a3ae27b13
set_all_parameters.m: only operate on covariance matrices if necessary
2023-10-11 09:26:04 -04:00
2eb9475e0e
🐛 make sure output arguments are set before return
2023-10-11 09:26:03 -04:00
8cc646fbf6
Bytecode MEX: remove syntax where no MATLAB array is passed
...
Those arrays were then read via oo_ and options_.
As a consequence, this commit drops the dependency of bytecode MEX upon the oo_
global variable.
2023-10-10 17:44:14 -04:00
2e3fbfc040
New option “from_initval_to_endval” to “homotopy_setup” block
2023-10-10 13:19:12 -04:00
6b44e08daa
steady: add check over the value of homotopy_mode option
2023-10-06 16:41:54 -04:00
7f6f66c1c9
steady: add a warning if homotopy_setup block is present but homotopy_mode=0
2023-10-06 16:17:09 -04:00
727f925f01
steady: set a more sensible default value for homotopy_steps (10)
...
Also document it.
2023-10-06 16:11:53 -04:00
d4b6e61497
steady: check that the homotopy_setup block is present when homotopy_mode is specified
2023-10-06 16:07:41 -04:00
c3680b9f85
steady: fix typo in comments
2023-10-06 16:02:02 -04:00
4dea001d8d
steady: variable renamings in relation to homotopy
...
– use consistent naming for M_, oo_, options_
– use more explicit names for a few other variables
2023-10-06 15:42:34 -04:00
068070d336
steady: various refactoring related to homotopy
...
- homotopy_mode = 2: in case of failure, print last successful point as in the
other two modes
- homotopy_mode = 1: if there is a failure at the first iteration (starting
values), do not incorrectly report that there was a successful point
- homotopy_mode = 3: if there is a failure at the first iteration (starting
values), honour the option homotopy_force_continue
– homotopy2: remove globals
2023-10-06 15:42:31 -04:00
32d5bc05a1
Octave: support ofig graph format
2023-10-05 10:28:28 -04:00
d77561e241
Update comment following the switch to Meson
...
[skip ci]
2023-10-03 15:02:07 +02:00
e4afa5eee0
Merge branch 'more_globals' into 'master'
...
Eliminate some more globals
See merge request Dynare/dynare!2187
2023-10-03 12:48:34 +00:00
7ff7561280
Use consistent variable naming and add/fix headers
2023-10-02 11:12:31 +02:00
3a115d4fcc
Remove full oo_ input from likelihood functions
2023-10-02 09:48:34 +02:00
268a668f32
occbin.dynare_resolve.m: remove oo_ structure as full input
2023-10-02 09:29:15 +02:00
ab61f79c9e
dsge_likelihood.m: use consistent naming of global objects
2023-10-02 09:24:32 +02:00
f34653b0f7
mom.objective_function.m: remove unused input
2023-10-02 09:22:36 +02:00
fa29689b13
mom.get_data_moments.m: do not pass full oo_ structure
2023-10-02 09:19:29 +02:00
acb9518dec
get_perturbation_params_derivs and friends: do not pass full oo_ structure
2023-10-02 09:18:58 +02:00
c5ab1c7f11
Decrease waitbar refresh rates to not clutter the console output
2023-10-01 18:04:34 +02:00
e65662151f
Eliminate set_dynare_seed.m calls with globals
2023-09-28 17:00:21 +02:00
f2abdb6ec8
Merge branch 'doc' of git.dynare.org:wmutschl/dynare
...
Ref. !2188
2023-09-28 15:38:17 +02:00
0e5bba7567
Testsuite: fix workaround for TeX option with MATLAB R2014a
...
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
Stéphane Adjemian (Argos)
85e9ec7fdc
Fix cherrypicked models without parameters or exogenous variables.
2023-09-28 09:39:18 +02:00
Stéphane Adjemian (Ryûk)
de626fb4e8
Add remark.
...
[skip ci]
2023-09-28 09:01:37 +02:00
ceff825ed4
Fix typo
2023-09-27 13:24:51 +02:00
befe645728
Simplify function for getting the path to MEX files
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This function could optionally modify the path, but that possibility was never
used.
2023-09-27 13:24:51 +02:00
432fd2d1b1
aggregate: Octave compatibility fix
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The textscan() function under Octave does not accept delimiters specified as a
cell array.
2023-09-27 12:27:47 +02:00
e6aff20142
doc: clarify NumberOfThreadsPerJob and SingleCompThread
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[skip ci]
2023-09-27 10:40:27 +02:00
9b86dd4c33
bug: simul_backward_model_init.m: fix error message
2023-09-25 17:17:37 +02:00
13bf261088
prior_posterior_statistics_core.m: remove unused variables
2023-09-25 17:17:37 +02:00
710a5fba52
slice: cosmetic changes
2023-09-25 17:17:37 +02:00
6d8927775b
Remove unused steadystate_partial option and related inline function restricted_steadystate.m
2023-09-25 17:17:37 +02:00
bf7ac27fd7
prior_posterior_statistics_core.m: consolidate both forecast functions into one inline function
2023-09-25 17:17:37 +02:00
dc9560e610
selec_posterior_draws.m: remove global variables
2023-09-25 17:17:37 +02:00
b4104584a2
gmhmaxlik_core.m: remove unused global variables
2023-09-25 17:17:37 +02:00
71b63c6e8e
Remove unused lik_algo-option
2023-09-25 17:17:37 +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
4fa5df0c24
simult.m: remove oo_ as input and output
2023-09-25 12:08:47 +02:00
22c0f2279f
non_linear_dsge_likelihood.m: rename variables
2023-09-25 12:08:45 +02:00
01f29784d7
bug: initialize undefined variable in OccBin smoother
2023-09-25 12:08:44 +02:00
b5880e0e56
bug: minus_logged_prior_density.m: fix reading out of error codes
2023-09-25 12:08:43 +02:00
5231fc04c1
Remove global variables from prior_posterior_statistics.m and PosteriorIRF.m
2023-09-25 12:08:41 +02:00
782a2e8d69
dynare_estimation_1.m: move display and storing of classical smoother to separate function
2023-09-25 12:08:40 +02:00
Stéphane Adjemian (Ryûk)
6417520c09
Allow cherrypicking and aggregation with PAC/MCE.
2023-09-23 17:43:19 +02:00
Stéphane Adjemian (Ryûk)
8d7a5e69d7
Return Computing and preprocessing time.
2023-09-22 22:29:42 +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
c424366440
CI: bump to MATLAB R2023b
2023-09-22 10:52:57 +02:00
5ae5102f89
CI: bump to MATLAB R2023b
2023-09-22 10:52:17 +02:00
7eb1959f66
Provisions for MATLAB R2023b
2023-09-22 10:49:27 +02:00
552e6575cc
Use newrat as default mode-finder
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Tends to perform better than csminwel
2023-09-20 12:55:29 +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
14a71a6d98
Merge branch 'additional_optimizer_steps' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2178
2023-09-20 10:15:38 +02:00
44f307ce45
Merge branch 'dynare-complex_resid'
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Ref. !2155
2023-09-20 10:09:07 +02:00
87ce652088
Account for complex value during resid and steady
2023-09-20 10:08:53 +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
330b10ec85
cosmetical changes to headers and comments
2023-09-19 13:26:33 +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
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Argos)
Willi Mutschler