Commit Graph

6808 Commits (eb73cf427355706d6a5204390536b037429e6441)

Author SHA1 Message Date
Marco Ratto eb73cf4273 implement provisions for options_.no_graph.plot_shock_decomposition 2019-12-15 15:40:10 +01:00
Marco Ratto 83f38c9533 check also whether shock_decomposition field exists (happens when skipinsample=0 and realtime=1) 2019-12-15 15:40:10 +01:00
Marco Ratto 71fa8cac9f fixed bug with steady state of annualized variables requiring auxiliary while doing expand 2019-12-15 15:40:10 +01:00
Marco Ratto ac511ca756 bug fix for computing shock decomp for auxiliary variable with groups 2019-12-15 15:40:10 +01:00
Marco Ratto c8c473cc60 provisions for changing the preprocessor call to plot_shock_decoposition with one output argument 2019-12-15 15:40:10 +01:00
Marco Ratto 6932ac4993 fixed name of new option to a more meaningful one: max_nrows. 2019-12-15 15:40:10 +01:00
Marco Ratto 019545e2b3 fixed bugs in interactive mode of plot shock decomp that led to crashed with aoa 2019-12-15 15:40:10 +01:00
Marco Ratto 2d1402b899 to reduce memory in oo_, only store results for periods specified in save_realtime 2019-12-15 15:40:10 +01:00
Marco Ratto cc11a054c4 when varlist=0, we only compute decomposition and return restuls in oo_ without plotting. useful when squeezed oo_ misses initval decomp for requested variables. 2019-12-15 15:40:10 +01:00
Marco Ratto 7d70a1917b fixed bug of aoa with aux variable. completed computation of annualized_realtime_forecast_shock_decomposition.pool which so far triggered an error (vintage=0 in realtime shock decomp) 2019-12-15 15:40:10 +01:00
Marco Ratto 8b9d7490e3 plot_shock_decomposition stores info of plotted variables. This can be optionally used by squeeze_shock_decomp to store in oo_ only variables plotted so far. Users can optionally define the list of vars to sotre in squeezed oo_ for shock decomps. Also allow aoa plots for lists of input variables. fixed error in wrong field name var_type of q2a. fixed aoa call, storing the wrong decomp data for interactive mode. 2019-12-15 15:40:10 +01:00
Marco Ratto f167c01eee trap case when option is cell 2019-12-15 15:40:10 +01:00
Marco Ratto 3cbb039fbf utilities to get steadystate smoothed updated of endogenous by name, irfs by shock and endo name, shock std err by shock name 2019-12-15 15:40:10 +01:00
Sébastien Villemot 416532b6c3
dseries: new “nanmean” and “backcast” methods 2019-12-14 11:11:31 +01:00
Sébastien Villemot 7170ac0423 Merge branch 'ramsey' into 'master'
New Ramsey syntax

See merge request Dynare/dynare!1685
2019-12-13 17:32:42 +00:00
Sébastien Villemot ce4aa9a8e1
Preprocessor update
— deprecation warning for “simul” (#1683)
— Ramsey: use information from transformed model for filling
  M_.nonzero_hessian_eqs. (Closes: #1681)
  Also, M_.hessian_eq_zero is not generated if order = 1
— New field M_.endo_trends (#1648)
2019-12-13 18:22:12 +01:00
Johannes Pfeifer c0c3a4c05c evaluate_planner_objective.m: add warning if order>1 is used
Also modernizes output format
2019-12-13 14:37:00 +01:00
Sébastien Villemot 6b308ccbd8 Merge branch 'dynare_solve' into 'master'
dynare_solve.m: return with valid solution even if Jacobian is ill-behaved

See merge request Dynare/dynare!1682
2019-12-12 20:06:38 +00:00
Johannes Pfeifer 1b56a56e78 dynare_solve.m: return with valid solution even if Jacobian is ill-behaved
In pathological cases, the Jacobian at the initial but true steady state value is ill-behaved. In this case we should return with the valid steady state instead of trying random starting values
2019-12-12 19:08:43 +01:00
Marco Ratto 35b63e87d6 properly handle labelling, grouping and expand under init2shocks option 2019-12-12 16:45:57 +01:00
Marco Ratto 06c2b49897 provisions for init2shocks: initial conditions are added to its correspondiong shock for shock decompositions, while they are removed in initial condition decompositions. 2019-12-12 15:21:47 +01:00
Johannes Pfeifer 9208bcf049 Modified harmonic mean: Transform hard-coded tolerance to parameter
Closes https://git.dynare.org/Dynare/dynare/issues/1666
2019-12-12 11:49:57 +01:00
Dóra Kocsis 716b18989d Factorize interpret_resol_info into print_info. Closes: Dynare/dynare#1308 2019-12-09 17:02:15 +01:00
Sébastien Villemot 3f3f49c465 Merge branch 'flip_diff' into 'master'
Flip diff

See merge request Dynare/dynare!1677
2019-12-06 15:29:07 +00:00
Houtan Bastani dec7d4fdb4
dynare.m: simplify code 2019-12-06 12:01:58 +01:00
Houtan Bastani 3a223e9c08
fix uncommon bug in parsing dynare command line options
previously, `nopathchange` and `nopreprocessoroutput` were set even if they were values instead of option names.

`nopathchange` would further remove all options that contained `'nopathchange'`

e.g. `dynare example1.mod savemacro=nopathchange` would erroneously set `nopathchange` to true and would delete the `savemacro` option altogether

In the fix, just check that the match starts in position 1 as, if the argument passed is longer than the matching pattern (e.g. nopathchangee), the preprocessor will stop processing with a usage error
2019-12-06 12:01:57 +01:00
Marco Ratto 5fe495852e Intregrate full list of options to initial_condition_decompositions, including defaults.
Adapt figure names when initial conditions are ploteed instead of shocks
2019-12-05 16:50:18 +01:00
Marco Ratto a14b174f93 provide info about flip diff options in the name of files and figures 2019-12-05 14:41:06 +01:00
Marco Ratto 79bdde79e0 implement new options flip and diff for plotting decompositions 2019-12-05 13:20:12 +01:00
Stéphane Adjemian (Charybdis) 2184195826 Updated dseries submodule.
[ci skip]
2019-12-05 12:10:36 +01:00
Dóra Kocsis b9af92eb8a Save conditional forecast output in oo_. Closes: Dynare/dynare#1672 2019-11-29 15:25:05 +01:00
Houtan Bastani f2205ed4a1
add nograph option to plot_shock_decomposition
In updating the preprocessor, also update call to plot_icforecast
2019-11-29 15:17:41 +01:00
Houtan Bastani 14384c233f
reporting: correctly handle `showDate` option of report 2019-11-29 12:02:00 +01:00
Houtan Bastani 3ef8564279
reporting: add ability to make title page 2019-11-29 11:36:00 +01:00
Sébastien Villemot c5537e23ae Merge branch 'tolerance' into 'master'
Nonlinear solver: tolerance for first Newton iteration is now smaller than for subsequent ones

See merge request Dynare/dynare!1674
2019-11-27 13:21:51 +00:00
Michel Juillard f70f7761db Nonlinear solver: tolerance for first Newton iteration is now
smaller than for subsequent ones. Closes: #1668
2019-11-27 14:19:01 +01:00
Sébastien Villemot 4a8dd1e8fa Merge branch 'steadystate_file' into 'master'
Remove globals from user-defined steadystate file

See merge request Dynare/dynare!1673
2019-11-26 17:26:19 +00:00
Johannes Pfeifer 0c01c31491 Remove global variables from user-defined steady state files
M_ and options_ are now passed as an input; params is an output as in the _steadystate2.m files
2019-11-26 17:05:14 +01:00
Sébastien Villemot 55d7397d40
Remove utilites for converting oo_ between Dynare versions
It’s not clear that such utilities are useful (people should rather update
their MATLAB). It’s also a lot of work, and it’s probably better to focus on
documenting the incompatibilities.

Closes: #915
2019-11-26 16:26:50 +01:00
Michel Juillard d0247277f9 after check, oo_.dr isn't empty but oo_.dr.ghx + friends don't exist 2019-11-25 21:54:53 +01:00
Michel Juillard f6daa359b7 fix tolf and tolx options for sim1_purely_forward 2019-11-23 22:47:17 +01:00
Michel Juillard 2652cb0dd7 fix tolf and tolx options for sim1_purely_backward 2019-11-23 22:44:10 +01:00
Sébastien Villemot 900fbe86e7 Merge branch 'plot_identification' into 'master'
plot_identification.m: fix placing of white dots for infinite values

See merge request Dynare/dynare!1668
2019-11-22 09:29:26 +00:00
Johannes Pfeifer 8a171b82a8 plot_identification.m: fix placing of white dots for infinite values 2019-11-21 16:25:19 +01:00
Sébastien Villemot a327e2c9b8 Merge branch 'tex_subfolder' into 'master'
Move remaining LaTeX-file to subfolder

Closes #1655

See merge request Dynare/dynare!1667
2019-11-21 14:15:54 +00:00
Johannes Pfeifer 8e5fd8dc4e Move creation of subfolder outside of TeX-check
Required if we only want the figure
2019-11-21 11:58:16 +01:00
Johannes Pfeifer 0075776716 Laplace approximation: filter out non-positive definite Hessians
Closes https://git.dynare.org/Dynare/dynare/issues/1659
2019-11-21 11:32:13 +01:00
Johannes Pfeifer a59534a284 Move remaining figures and related TeX output from main folder to graphs 2019-11-21 10:14:48 +01:00
Johannes Pfeifer c6b757646e Move remaining LaTeX-files to subfolder
Closes https://git.dynare.org/Dynare/dynare/issues/1655
2019-11-21 10:14:48 +01:00
Stéphane Adjemian (Charybdis) 9f5f4b6981 Cosmetic changes. 2019-11-18 21:48:52 +01:00