Commit Graph

16510 Commits (eb8444889a65da0c97ea5571c4fe933e2c860359)

Author SHA1 Message Date
Sébastien Villemot 727f925f01
steady: set a more sensible default value for homotopy_steps (10)
Also document it.
2023-10-06 16:11:53 -04:00
Sébastien Villemot d4b6e61497
steady: check that the homotopy_setup block is present when homotopy_mode is specified 2023-10-06 16:07:41 -04:00
Sébastien Villemot c3680b9f85
steady: fix typo in comments 2023-10-06 16:02:02 -04:00
Sébastien Villemot 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
Sébastien Villemot 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
Sébastien Villemot 375f65c213
Merge branch 'dynare-octave_fig'
Ref. !2192
2023-10-05 10:28:59 -04:00
Johannes Pfeifer 32d5bc05a1
Octave: support ofig graph format 2023-10-05 10:28:28 -04:00
Sébastien Villemot d77561e241
Update comment following the switch to Meson
[skip ci]
2023-10-03 15:02:07 +02:00
Sébastien Villemot 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
Sébastien Villemot da9789038d Merge branch 'silent_test' into 'master'
testsuite: use silent_optimizer option to not clutter meson log-file

See merge request Dynare/dynare!2190
2023-10-02 14:27:45 +00:00
Johannes Pfeifer 7ff7561280 Use consistent variable naming and add/fix headers 2023-10-02 11:12:31 +02:00
Johannes Pfeifer 3a115d4fcc Remove full oo_ input from likelihood functions 2023-10-02 09:48:34 +02:00
Johannes Pfeifer 268a668f32 occbin.dynare_resolve.m: remove oo_ structure as full input 2023-10-02 09:29:15 +02:00
Johannes Pfeifer ab61f79c9e dsge_likelihood.m: use consistent naming of global objects 2023-10-02 09:24:32 +02:00
Johannes Pfeifer f34653b0f7 mom.objective_function.m: remove unused input 2023-10-02 09:22:36 +02:00
Johannes Pfeifer fa29689b13 mom.get_data_moments.m: do not pass full oo_ structure 2023-10-02 09:19:29 +02:00
Johannes Pfeifer acb9518dec get_perturbation_params_derivs and friends: do not pass full oo_ structure 2023-10-02 09:18:58 +02:00
Johannes Pfeifer 7da5ff4fad gsa: reduce sample size of tests 2023-10-01 18:04:35 +02:00
Johannes Pfeifer c5ab1c7f11 Decrease waitbar refresh rates to not clutter the console output 2023-10-01 18:04:34 +02:00
Johannes Pfeifer 776c247b9b testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
Johannes Pfeifer e65662151f Eliminate set_dynare_seed.m calls with globals 2023-09-28 17:00:21 +02:00
Sébastien Villemot f2abdb6ec8
Merge branch 'doc' of git.dynare.org:wmutschl/dynare
Ref. !2188
2023-09-28 15:38:17 +02:00
Sébastien Villemot 285c1ef244
Preprocessor: gracefully handle division by zero when attempting equation normalization 2023-09-28 15:36:00 +02:00
Sébastien Villemot 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. The present
commit updates this workaround following the move to the Meson build system.

By the way, use consistent variable naming in tests/run_mod_file.m.
2023-09-28 15:17:00 +02:00
Sébastien Villemot 2600a878da
Testsuite: tolerance increase
estimation/fs2000_model_comparison.mod fails with MATLAB R2023b on the “pluto”
runner (which has AVX2).
2023-09-28 11:46:21 +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
Sébastien Villemot b4a34f8ebc
Preprocessor: no longer write bytecode for discretionary optimal policy models
These models don’t have as many variables as equations, and this case is not
supported by bytecode.
2023-09-27 14:51:57 +02:00
Sébastien Villemot ceff825ed4
Fix typo 2023-09-27 13:24:51 +02:00
Sébastien Villemot befe645728
Simplify function for getting the path to MEX files
This function could optionally modify the path, but that possibility was never
used.
2023-09-27 13:24:51 +02:00
Sébastien Villemot 432fd2d1b1
aggregate: Octave compatibility fix
The textscan() function under Octave does not accept delimiters specified as a
cell array.
2023-09-27 12:27:47 +02:00
Sébastien Villemot 2993c79a85
Preprocessor update
– fix illegal memory access when doing Ramsey
– use same default variable cleaning rule under Octave as under MATLAB ⩾ 8.6
2023-09-27 12:27:28 +02:00
Sébastien Villemot 50319b7620
Build system: fix compilation of MS-SBVAR MEX under Linux+Octave
Add the -Bsymbolic linker flag. This ensures that the main() symbols defined in
both MS-SBVAR MEX won’t step on each other.
2023-09-27 11:41:14 +02:00
Willi Mutschler e6aff20142
doc: clarify NumberOfThreadsPerJob and SingleCompThread
[skip ci]
2023-09-27 10:40:27 +02:00
Sébastien Villemot b65f641b72 Merge branch 'doc' into 'master'
Documentation: parallel SingleCompThread option

See merge request Dynare/dynare!2186
2023-09-27 06:59:15 +00:00
Willi Mutschler 2c2d93f36b
doc: clarify SingleCompThread option
[skip ci]
2023-09-27 08:22:28 +02:00
Sébastien Villemot 64f47723bf
Testsuite: fix batch arguments for old MATLAB under Linux 2023-09-26 16:55:05 +02:00
Sébastien Villemot 01833b8a76
Testsuite: factorization between MATLAB and Octave 2023-09-26 15:59:38 +02:00
Sébastien Villemot 82a2aeaae4
Block trust region MEX: gracefully handle the singular Jacobian case
When the Jacobian of the problem is singular, compute a solution to the least
squares problem instead of crashing.

Closes #1889
2023-09-26 15:30:33 +02:00
Sébastien Villemot c4a5c36c52
Merge branch 'dynare-dynare_estimation_1'
Ref. !2182
2023-09-25 17:18:07 +02:00
Johannes Pfeifer 9b86dd4c33
bug: simul_backward_model_init.m: fix error message 2023-09-25 17:17:37 +02:00
Johannes Pfeifer 13bf261088
prior_posterior_statistics_core.m: remove unused variables 2023-09-25 17:17:37 +02:00
Johannes Pfeifer 710a5fba52
slice: cosmetic changes 2023-09-25 17:17:37 +02:00
Johannes Pfeifer 6d8927775b
Remove unused steadystate_partial option and related inline function restricted_steadystate.m 2023-09-25 17:17:37 +02:00
Johannes Pfeifer bf7ac27fd7
prior_posterior_statistics_core.m: consolidate both forecast functions into one inline function 2023-09-25 17:17:37 +02:00
Johannes Pfeifer dc9560e610
selec_posterior_draws.m: remove global variables 2023-09-25 17:17:37 +02:00
Johannes Pfeifer b4104584a2
gmhmaxlik_core.m: remove unused global variables 2023-09-25 17:17:37 +02:00
Johannes Pfeifer 71b63c6e8e
Remove unused lik_algo-option 2023-09-25 17:17:37 +02:00
Johannes Pfeifer 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
Sébastien Villemot 7557dfb70d
Meson: add install rules 2023-09-25 16:38:29 +02:00