76b3f53d0b
ramst_initval_file.mod: move to non-deprecated syntax
2021-09-22 09:56:33 +02:00
fa3ed38735
Source package: fix bug introduced in d62a09cdef
2021-09-21 17:45:30 +02:00
872c0424a8
tests/block_bytecode/lola_stochastic_block.mod: increase test tolerance on ghu
...
Needed for Octave on lupi.
2021-09-21 17:00:39 +02:00
d62a09cdef
tests/ep/rbcii.mod: use supported mechanism for user-provided steady state file
...
Incidentally, this should fix random crashes under Octave (where the manually
copied steady state file was not correctly detected by the interpreter).
2021-09-21 16:26:58 +02:00
2dd6510051
smoother2histval.m: undo logging
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1407
2021-09-17 14:43:50 +02:00
49a396030b
Yet another batch of Octave compatibility fixes
2021-09-16 18:25:00 +02:00
37467a9b9d
Merge branch 'octave_fixes' of git.dynare.org:wmutschl/dynare
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Ref. !1926
2021-09-16 15:16:14 +02:00
5199ea414b
Fix for testsuite on Octave AnScho_matched_moments.mod
2021-09-16 12:45:38 +02:00
38a2dcaa8f
dynrbc_common.inc: increase maxit and check_ahead_periods
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Required for Octave
2021-09-16 10:40:44 +02:00
001971bda6
dynrbc_common.inc: provide file ending required in Octave
2021-09-16 08:56:44 +02:00
ff06b9ad10
More Octave compatibility fixes
2021-09-15 18:35:30 +02:00
4346903c65
Various Octave compatibility issues
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Also improve on e42cf2e5b4
2021-09-14 17:55:55 +02:00
e7b1d4aca5
testsuite: Fix missing dependence
2021-09-11 11:29:18 +02:00
334020fc46
evaluate_planner_objective.m: fix wrong timing in setting of shocks
2021-09-11 09:44:36 +02:00
0d483ff85f
evaluate_planner_objective.m: Factorize setting of initial condition
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also takes care of initially set shocks
2021-09-11 09:44:35 +02:00
acdad93822
Fixing the regression in behavior in evaluate_planner_objective (Ref: #1680 )
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- evaluate_planner_objective now returns conditional welfare depending on the initial value of the Lagrange multipliers when it is suitable to do so
- histval blocks are no longer ignored
2021-09-11 09:44:35 +02:00
e42cf2e5b4
Various MATLAB R2014a compatibility fixes
2021-09-08 14:15:49 +02:00
8d4f5fbd9b
Fix tests/deterministic_simulations/multiple_lead_lags/sim_endo_lead_lag.mod
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A bug was introduced in 440a0e460b
2021-09-08 14:15:49 +02:00
badb36d6d2
Fix typos introduced in c68e4801bd
2021-09-02 20:43:21 +02:00
c68e4801bd
Build system: add several test files to the source package
2021-09-02 17:14:07 +02:00
cf6621187e
Add example for system prior
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(@stepan removed trailing spaces)
2021-08-17 19:39:02 +02:00
b8c76a96e3
block_kalman_filter: add integration tests
2021-08-17 14:26:58 +02:00
bfd92e79a7
Occbin: udpate options
2021-08-16 11:37:53 +02:00
Stéphane Adjemian (Charybdis)
c00307c8cc
Fix encoding.
2021-08-16 11:23:13 +02:00
Stéphane Adjemian (Charybdis)
1c54eb21d2
Cosmetic change (remove trailing spaces).
2021-08-16 11:19:28 +02:00
0d200f3b39
MoM: Fix AFVRR test cases due to 3c67ad
2021-08-16 10:58:35 +02:00
f5ec70a06d
MoM: Refactor AnScho test case
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Instead of checking everything in one mod file, this commit separates the checks into individual mod files that test:
- whether the translation from matched_moments works
- whether the duplicate moments are found
- whether GMM and SMM both work with different estimated_params blocks.
wip
2021-08-16 10:58:35 +02:00
Stéphane Adjemian (Ryûk)
bdc95dd1d0
Add unit tests (trust_region algorithm).
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Using mex implementation (block_trust_region).
2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk)
e8cc23d3af
Bug fixes (typos).
2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk)
a905539f60
Add test functions for nonlinear solvers.
2021-07-23 19:44:16 +02:00
b34be496c5
Merge branch 'evaluate_planner' into 'master'
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evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight
See merge request Dynare/dynare!1890
2021-07-23 14:01:22 +00:00
440a0e460b
Storage of results: use subfolder
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Ref. #1758
2021-07-23 14:12:17 +02:00
e09d215964
evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight
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Also cosmetic changes to indentation
2021-07-23 13:27:30 +02:00
3206ea9684
Merge branch 'evaluate_planner_objective' into 'master'
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Streamline evaluate planner objective
See merge request Dynare/dynare!1887
2021-07-22 14:42:22 +00:00
a517c1f1de
neo_growth_ramsey_k_order.mod: call evaluate_planner_objective
2021-07-22 15:20:30 +02:00
8b8f919a0f
Merge branch 'smoother2histval' into 'master'
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Improvements for smoother2histval
See merge request Dynare/dynare!1886
2021-07-22 12:03:59 +00:00
3fb41e075f
Matlab implementation of the consider_all_endogenous_and_auxiliary option
2021-07-22 13:12:27 +02:00
0e793faeb2
Merge branch 'pf_options' into 'master'
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Particle filter: enable passing of option values and prepare for other samplers
Closes preprocessor#59
See merge request Dynare/dynare!1884
2021-07-22 09:50:10 +00:00
80cad32068
Particle filter: enable passing of option values and prepare for other samplers
2021-07-21 23:00:32 +02:00
Stéphane Adjemian (Ryûk)
cd2ed823b6
Fix constant in VAR and PAC expectations...
...
When the VAR auxiliary model has a constant.
2021-07-21 18:02:11 +02:00
Stéphane Adjemian (Ryûk)
a69f68bb7c
Modify companion matrix if VAR model has a constant.
2021-07-21 18:02:04 +02:00
1045c442a9
Merge branch 'occbin_mean' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1882
2021-07-21 16:42:00 +02:00
944bf2b68e
occbin: work with non-demeaned data and in constraints
2021-07-21 13:42:38 +02:00
ac3f04c2ff
borrcon*.mod: nostrict option is not needed anymore
2021-07-20 22:38:21 +02:00
c4e1d1e802
Occbin: new syntax for constructing multi-regime equations
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Ref. #569
2021-07-20 18:19:19 +02:00
229282a1c4
Occbin: the +<basename>/occbin_difference.m file is now generated by the preprocessor
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Some fields have also changed under M_.occbin.
Ref. #569
2021-07-20 12:35:15 +02:00
02072dde39
Add Occbin routines
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Syntax is not yet finalized (see preprocessor#68).
Documentation still to be done.
Ref. #569
2021-07-16 17:20:11 +02:00
Stéphane Adjemian (Ryûk)
54f80e88d2
Add structural VAR as an auxiliary model for VAR based expectations and PAC expectations.
...
Ref. #1785
Just add option `structural` to the `var_model` command.
2021-07-16 10:25:18 +02:00
Stéphane Adjemian (Ryûk)
547b7aef45
Activate integration test for NLS estimation.
2021-07-15 17:39:41 +02:00
Stéphane Adjemian (Ryûk)
14bc82b287
Add single equation estimation by NLS.
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Ref. #1798 .
See example in tests/estimation/example_nls.mod.
2021-07-15 16:55:49 +02:00
Stéphane Adjemian (Ryûk)
2b4572affd
Allow arbitrary nonzero mean exogenous variables in PAC equations.
...
Previously any nonzero mean exogenous variable had to be centered on
the growth rate (first difference) of the (PAC's LHS) endogenous
variable.
2021-07-11 17:06:53 +02:00
abd64c256e
New perfect_foresight_with_expectation_errors_{setup,solver} commands
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These command solve the problem where agents think they know perfectly the
future (they behave as in perfect foresight), but make expectation errors.
Hence they can potentially be surprised in every period, and their expectations
about the future (incl. the final steady state) may change.
Currently the sequence of information sets needs to be passed through a CSV
file. Another interface may be added in the future.
The algorithm uses a sequence of (true) perfect foresight simulations (not
necessarily as many as there are periods, because if the information set does
not change between two periods, there is no need to do a new computation).
There are two possibilities for guess values:
— the default is to use the initial steady state for the simulation using the
first-period information set; then use previously simulated values as guess
values
— alternatively, with the terminal_steady_state_as_guess_value option, use the
terminal steady state as guess value for all future periods (this is actually
what the “true” perfect foresight solver does by default)
2021-07-09 18:16:46 +02:00
Stéphane Adjemian (Ryûk)
fe63082c42
Add lagged information set in VAR based expectations.
2021-07-06 23:06:46 +02:00
f7a232061a
Remove unused options_-output
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Prevents accidentally changing something
2021-06-22 18:17:11 +02:00
18a172bd45
Merge branch 'mcp_ramsey' of git.dynare.org:JohannesPfeifer/dynare
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See merge request !1874
2021-06-16 17:41:40 +02:00
88b427f7bc
Compatibility fix for MATLAB R2014a
...
MATLAB R2014a does not like the syntax “abs(x).data” where “x” is a dseries.
2021-06-16 17:41:40 +02:00
1d10659b59
get_complementarity_conditions.m: fix equation numbering with ramsey_model
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M_.equation_tags already contains the correct equation number
2021-06-16 13:21:49 +02:00
Stéphane Adjemian (Ryuk)
2a5ed79be5
Do not run MCMC after online filter (integration test)
2021-06-15 22:09:35 +02:00
3d27672c58
kth-order approximation of conditional welfare
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Partially addresses issue #1680 :
- unconditional welfare resorts to dynare++ simulation tools, which shall be updated very soon
TO DO:
- implement a function computing kth-order approximation of simulated moments of y
2021-06-15 15:04:31 +02:00
2952d18343
Testsuite: improve and integrate unit test for A·(B⊗C) MEX files
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In particular, add a test for the sparse A·(B⊗C) where B≠C.
2021-06-14 15:28:34 +02:00
0116870399
pruned_state_space: handle shocks with 0 variances
2021-06-11 14:15:31 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Stéphane Adjemian (Charybdis)
27ee801a67
Add specialized version of sim1 for static models.
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Also add an integration test and fix homotopy error message.
2021-05-28 14:11:34 +02:00
Stéphane Adjemian (Charybdis)
9867203f25
Reduce simulation length in integration test.
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Also removed commented codes.
Closes #1857
2021-05-28 13:56:13 +02:00
f78ac9f5ac
EP with MCP: add test case
2021-05-28 13:49:58 +02:00
abe8a05b43
Merge branch 'smoother_redux' into 'master'
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Implement new option smoother_redux, to allow fast smoother for very large...
See merge request Dynare/dynare!1859
2021-05-27 16:33:21 +00:00
c4e0cd0565
Merge branch 'posterior_smoother' into 'master'
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prior_posterior_statistics_core.m: filter out cases where model does not solve
See merge request Dynare/dynare!1860
2021-05-27 16:09:19 +00:00
5fa6265944
Implement new option smoother_redux, to allow fast smoother for very large models. It runs smoother only for state variables and computes the remaining ones ex-post
...
Contains improvements, in order to recover as much as possible static unobserved (filtered, smoothed, updated, k-step ahead), Variance, State_uncertainty, k-step ahead variances trying to map lagged states onto current ones using pinv(T). This has exceptions (namely lagged shocks which are ONLY used to recover static NON observed variables). this exception is also trapped.
For such extensions we can only recover smoothed variables starting from d+1. Variances CANNOT be recovered for such variables (the smoother gives ZERO.)
2021-05-27 16:59:15 +02:00
5d1d5b8a85
prior_posterior_statistics_core.m: filter out cases where model does not solve
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Relax qz_criterium by factor of 10, when taking posterior subdraws. Also makes sure `prior` option works as intended.
2021-05-27 16:46:28 +02:00
1645f38269
Implement heteroskedastic filter and smoother
2021-05-26 18:45:16 +02:00
456dc86ad1
identification: support optimal policy
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Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1837
2021-05-14 13:38:42 +02:00
cf37b5151a
Testsuite: indicate that glibc bug has been fixed in version 2.34
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[skip ci]
2021-05-11 18:54:07 +02:00
0d6bc47158
Merge branch 'rattoma/dynare-mh_initialize_from_previous_mcmc'
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Ref. !1841
2021-05-11 18:51:57 +02:00
a0f2b2399b
New option mh_initialize_from_previous_mcmc that allows to pick initial values for a new MCMC from a previous one
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If an additional parameter is estimated, it is initialized using prior_draw.
2021-05-11 18:48:43 +02:00
3c7865a950
Merge branch 'rattoma/dynare-initial_estimation_checks_errors'
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Ref. !1839
2021-05-07 17:52:45 +02:00
74121c2aee
New no_init_estimation_check_first_obs option that allows to skip check of singularity in first observation
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(like deficient # of shocks in the presence of stockflow observed)
2021-05-07 17:51:03 +02:00
749fc219e5
Testsuite: increase test tolerance under Octave for ecb/SURGibbs/fulton_fish.mod
2021-05-05 15:43:19 +02:00
62e42e08a8
Testsuite: more fixes related to stochastic block decomposition + mfs > 0
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Ref. #1726
2021-05-05 10:15:52 +02:00
04ba15e5cc
Preprocessor: forbid check and stoch_simul in block-decomposed mode with mfs > 0
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Closes : #1726
2021-05-04 17:18:20 +02:00
58b2bc78c3
Testsuite: check that stochastic solution in block decomposition mode is correct
...
Only test with mfs=0, since the result is wrong for other mfs values.
Ref. #1726
2021-05-04 16:31:44 +02:00
ef58f1329a
Testsuite: factorize code between block decomposition tests based on LOLA model
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By the way, move tests files under tests/block_bytecode/, which is a more
natural place.
Ref. #1726
2021-05-04 16:17:37 +02:00
d6677f66a4
Testsuite: adapt histvalf_initvalf unit tests following previous commit
2021-04-20 12:17:23 +02:00
caef9e266b
Preprocessor: fix crash in DataTree::operator=() with model local variables
...
Also add a regression test.
Closes : #1782
2021-04-16 17:36:08 +02:00
Stéphane Adjemian (Charybdis)
a03b65bab7
Honour option solve_algo with backward models in perfect_foresight_solver.
2021-04-08 20:31:40 +02:00
d68fc14fed
Build system: remove trailing whitespace in Makefile
2021-03-29 15:27:47 +02:00
559b0b5679
Source package: fix name of ms-sbvar datafile
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Bug introduced in 11f8f9c7f4
2021-03-17 18:11:40 +01:00
11f8f9c7f4
MATLAB R2021a compatibility: rename datafile for ms-sbvar tests
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The datafile was name “data.m”, and for some unidentified reason, this stopped
working with MATLAB R2021a.
2021-03-17 17:41:27 +01:00
47477e152a
Bump minimal Octave version to 6.2.0
2021-03-12 16:21:57 +01:00
c9eb6920c9
local_state_space_iteration_k MEX: fix bug in output
...
In its output, the MEX was returning values for all endogenous variables, but
it was used in a context where only the variables from oo_.dr.restrict_var_list
were expected (as is done with local_state_space_iteration_2 MEX).
This commit fixes this discrepancy, and also fixes the test that was checking
that both MEX are returning the same output.
Closes : #1768
2021-03-10 13:45:29 +01:00
9db1265892
Asssesing welfare in perfect-foresight frameworks
...
Ref. #1680
2021-02-25 15:12:28 +01:00
9066d31dd7
Merge branch 'ramsey_problem' into 'master'
...
Ref. #1680 : 2nd-order welfare
See merge request Dynare/dynare!1828
2021-02-23 16:08:53 +00:00
f532de0f29
Adds the discretionary case to the evaluate_planner_objective function
2021-02-18 12:00:44 +01:00
e880d1bcc3
Ref. #1680 : 2nd-order welfare
2021-02-17 13:53:55 +01:00
a51bdf8948
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1831
2021-02-16 16:58:59 +01:00
788e05b2fd
smoother2histval: add test case for correctness
2021-02-16 11:25:46 +01:00
7cbb86bb64
Testsuite: rename estimation/univariate/ols/ols.mod
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Under Octave, the +ols folder conflicts with the builtin ols() function.
2021-02-09 16:58:07 +01:00
e4af502360
Testsuite / pac: Octave compatibility fix
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Use a different random seed under Octave for several tests.
Note that these tests seems fragile. Changing the seed under MATLAB often leads
to a failure.
2021-02-04 16:01:35 +01:00
f094dc71f9
Testsuite / pac/trend-component-19-growth-comb: fix accuracy check
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The test was using the comparison operator (>) on a dseries. This would give a
bogus (false) result under MATLAB, and would crash under Octave.
2021-02-04 16:01:30 +01:00
9b555ec974
Testsuite / BGP tests: compatibility fix tests with MATLAB < R2016a
2021-02-02 15:02:50 +01:00
1cd3bfbfa8
Merge branch 'kalman_initial_state' of git.dynare.org:JohannesPfeifer/dynare
2021-01-29 15:34:11 +01:00
7c8f486727
Allow setting initial state for Kalman filter
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Supersedes https://git.dynare.org/Dynare/dynare/-/merge_requests/1522
2021-01-28 17:24:27 +01:00
6ac1af7035
Merge branch 'filtered_variables' of git.dynare.org:JohannesPfeifer/dynare
2021-01-28 16:53:30 +01:00
af67b4f7c9
Testsuite: Octave 6 compatibility fix
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In Octave ≤ 5, it was impossible to take a function handle for a function in a
package (“+” folder). This bug has been fixed in Octave 6, so we can use the
same codepath as MATLAB in that case. See
https://savannah.gnu.org/bugs/index.php?46659
2021-01-28 16:36:43 +01:00
25d19fef96
Testsuite: increase numerical tolerance for minimal_state_space_system/sw_minimal.mod
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This is necessary for MATLAB R2014a on some runners.
2021-01-27 18:24:26 +01:00
6e6bc3f6c9
Testsuite: rename test files for Octave compatibility
...
Rename histval_initval_file/ramst_data.mod to ramst_data_generate.mod.
Otherwise, there is a conflict between the +ramst_data folder and the generated
ramst_data.m.
Similarily, rename shock_decomposition/shock_decomposition_backward.mod to
shock_decomposition/shock_decomp_backward.mod (otherwise it conflicts with
matlab/shock_decomposition_backward.m).
2021-01-27 18:24:22 +01:00
c596b8890e
Trend_diagnostics_MCMC_common.inc: do not store smoother results on disk
2021-01-27 17:42:15 +01:00
8ad8bf05b3
gsa/ls2003a.mod: reduce run-time
2021-01-26 10:39:38 +01:00
e9ea837b28
Reduce run-time of tune_mh_jscale/fs2000.mod
2021-01-26 10:10:29 +01:00
c507eefc23
testsuite: check values of analytic derivation likelihood to prevent regression
2021-01-24 17:41:50 +01:00
ec69174173
Improvements to particle tests
2021-01-22 21:19:07 +01:00
c9a6637ca5
Testsuite: compatibility fix for MATLAB R2014a
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Double quotes strings are not supported under older MATLAB versions.
2021-01-19 16:14:25 +01:00
783598bdeb
Testsuite / methods of moments: compatbility fix for MATLAB R2014a
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MATLAB R2014a does not like some of the variable names that are passed to
table(). Disable that call, as under Octave.
2021-01-19 16:10:40 +01:00
68af1c80fe
Testsuite: cosmetic changes to TeX and debug options
...
– Whenever possible, pass the “tex” option to Dynare commands instead of
fiddling with options_.TeX;
— For the remaining explicit options_.TeX and also for options_.debug,
use a boolean value instead of an integer.
2021-01-19 15:50:14 +01:00
654da6ecb8
Merge branch 'octave_fixes' into 'master'
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Don't do bgp/solow-1 in Octave
See merge request Dynare/dynare!1780
2021-01-18 11:28:36 +00:00
Stéphane Adjemian (Charybdis)
78a4bca383
Use nonlinear filter.
2021-01-16 17:43:30 +01:00
Stéphane Adjemian (Charybdis)
0f3dd003b7
Run mod files in tests/particle.
2021-01-16 17:42:17 +01:00
ad17b8ec33
Particle filtering: provide more informative error messages in typical problematic cases
...
Also adds test cases
2021-01-15 22:11:20 +01:00
91b0ba64c6
Testsuite: rename all test files that have the name “example.mod”
...
That filename conflicts with Octave’s builtin example() function.
2021-01-15 17:19:41 +01:00
23cb1879e9
Testsuite: fix PAC test filename
2021-01-15 17:19:41 +01:00
0a880825a1
MoM: Testsuite fixes for Octave
2021-01-14 10:04:10 +01:00
a697002a4e
MoM: Gradient-based optimizers can use analytical Jacobian for GMM
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New option analytic_jacobian for mode_compute 1, 3, and 13
2021-01-14 10:03:39 +01:00
Stéphane Adjemian (Odysseus)
b87690a9f1
Revert "Add tests for matrix notation"
...
This reverts commit 8d4a80956c
2021-01-12 16:47:56 +01:00
Stéphane Adjemian (Odysseus)
0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise
2021-01-11 11:06:55 +01:00
dabe0ada33
MoM: Add test for optimizers
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Note that mode_compute=11 and 12 need some fixing
2021-01-07 14:14:13 +01:00
2b554e0511
MoM: cosmetical changes to description of options in testsuite
2021-01-07 13:39:45 +01:00
ba8d5d364d
MoM: Update copyright years
2021-01-07 10:32:35 +01:00
562a9c737f
MoM: Improve testsuite
...
- add Andreasen, Fernandez-Villaverde, Rubio-Ramirez (2017) test models
- move models to dedicated folders
- add `make m/method_of_moments` and `make o/method_of_moments` commands to run testsuite only for method of moments
2021-01-06 14:19:17 +01:00
9c52aec23d
Adjust output of loglinear option to make clear when a logged variable is used
...
- use of function for getting labels will allow to accommodate https://git.dynare.org/Dynare/dynare/-/issues/349
- incidentally fixes a bug in the display of the simulated variance decomposition for observables with measurement error
2020-12-23 13:53:44 +01:00
5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare
2020-12-22 12:29:38 +01:00
3d912401d5
Testsuite: Octave compatibility fixes in histval_initval_file_unit_tests.m
2020-12-22 12:27:19 +01:00
4b793da2c3
discretionary_policy: allow for non-linear model to be used
2020-12-18 18:22:39 +01:00
eae5e2f029
MoM: Add analytical standard errors for GMM
...
Reset analytic_derivation_mode for steadystate file parameter changes
MoM: Fix GMM analytical standard errors wrong dimensions in autocovs
2020-12-18 16:16:10 +01:00
4cf9f7d1a7
stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified
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Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
2020-12-17 09:45:28 +01:00
Stéphane Adjemian (Charybdis)
e066556d7a
Added integration test for d8ddd9ef6.
2020-12-07 22:25:54 +01:00
1c0d1409ea
Fix the use of [static]/[dynamic] equations with the “block” option
2020-12-07 16:24:13 +01:00
fdf5bfbb58
Testsuite: cosmetic fix
2020-12-07 15:10:06 +01:00
4cc946842b
Add further Octave 6 test for intersect(…, 'stable')
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Forgotten in c160d2407
2020-12-04 18:41:53 +01:00
8ba1a15262
Remove outdated Occbin files
2020-12-03 10:50:58 +01:00
c160d24074
Octave 6 implements intersect(…, 'stable')
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[skip ci]
2020-11-30 18:26:50 +01:00
fcef3ca09f
✅ Don't do bgp/solow in Octave
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[skip ci]
The levenberg-marquardt algorithm is not available in octave's implementation of fsolve, so we check the verbatim block only in matlab
2020-11-26 17:12:57 +01:00
f27852d1ec
Add test for mshocks block
2020-11-26 15:48:57 +01:00
3c1087a369
Fix for sylvester3a for purely forward-looking models
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In purely forward-looking models ghx is empty and sylvester3a gives a "Operands to the || and && operators must be convertible to logical scalar values" error, as e becomes a "1×0 empty double row vector" and not a logical.
2020-11-21 09:46:10 +01:00
904296738d
bgp-tests: Octave compatibility fixes
2020-11-19 13:42:35 +01:00
fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
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Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.
Incidentally, this closes #1731 . This commit therefore also removes the
workaround introduced in 0391dbbeb1
2020-11-09 16:34:12 +01:00
d38a4428cc
Move macro_processor/example1_macro.mod to subfolder
2020-11-02 16:00:03 +01:00
b4f3eb4a1c
Add unit test for ifndef
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See https://git.dynare.org/Dynare/dynare/-/issues/1747
2020-11-02 16:00:03 +01:00
cf68570813
Testsuite: workaround for glibc bug #19329
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This bug is causing random crashes in the testsuite on our runners.
See https://sourceware.org/bugzilla/show_bug.cgi?id=19329
(cherry picked from commit f46dfba961
2020-10-23 15:32:07 +02:00
299769c51b
Testsuite/MATLAB: output stderr to log file
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(cherry picked from commit 2a472a0a6b
2020-10-23 15:32:06 +02:00
f46dfba961
Testsuite: workaround for glibc bug #19329
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This bug is causing random crashes in the testsuite on our runners.
See https://sourceware.org/bugzilla/show_bug.cgi?id=19329
2020-10-23 12:35:35 +02:00
2a472a0a6b
Testsuite/MATLAB: output stderr to log file
2020-10-22 18:25:42 +02:00
6f415dff61
Testsuite: add missing line continuation symbol in the list of .mod files
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This was causing some tests to be skipped.
The bug had been introduced e7162a2a69
2020-10-21 16:36:18 +02:00
e21cb1ad6b
LMMCP: fix the purely backward and purely forward cases
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Closes : #1720
2020-10-21 16:30:40 +02:00
33d8bc55f3
Redisable tests/pac/trend-component-31/example.mod, it is not yet ready (some fixes are needed in the M code)
2020-10-16 18:11:01 +02:00
8e3127d69e
Preprocessor rebase
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– PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
+ Fix order of items in this structure. Previously, items were ordered
according to the declaration order of parameters. Now, items are order
according to lag order (first lag appears first)
+ Gracefully handle the case where there is no autoregressive part
(Ref. Dynare/preprocessor#52 )
– Block decomposition:
+ bugfix for solve one boundary blocks with mfs>0
+ fix evaluation of recursive variables in solved blocks
(Ref. Dynare/dynare#1726 )
— Fix various potential bugs with model local variable
— Ensure that negative constants are never marked as temporary terms
By the way, activate tests/pac/trend-component-31/example.mod, since it should
now work.
2020-10-16 16:53:26 +02:00
7270f722e4
Activate test for two PAC equations in the same file
2020-10-16 16:30:38 +02:00
71e3e0d49e
Fix extended_path with bytecode
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By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.
Closes : #1742
2020-10-14 17:25:58 +02:00
43311a230f
Testsuite: histval_initval_file_unit_tests.m is not a TLS file
2020-10-14 17:16:35 +02:00
8acdb9f7cc
Testsuite: MATLAB R2014a compatibility fixes
2020-10-08 17:26:17 +02:00
e7162a2a69
Block decomposition: new tests for mfs>0
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Ref. #1726
2020-10-07 19:01:09 +02:00
Stéphane Adjemian (Charybdis)
80bfbc0736
Merge non linear shock decomposition for backward models.
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Closes #2 .
2020-09-29 18:17:25 +02:00
8d4a80956c
Add tests for matrix notation
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Closes : Enterprise/dynare#1
2020-09-29 16:52:20 +02:00
66361eb28d
Add test for shock decomposition of backward models
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Ref: Enterprise/dynare#2
2020-09-28 18:26:29 +02:00
Stéphane Adjemian (Charybdis)
e690c5de5a
Merge Enterprise/block_trust_region into enterprise.
2020-09-24 16:05:55 +02:00
Stéphane Adjemian (Charybdis)
17e6421ea3
Merged master into enterprise.
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Fixed conflict in
- doc/manual/source/running-dynare.rst
2020-09-23 15:28:19 +02:00
Stéphane Adjemian (Charybdis)
a40f30cada
Closes #1761 (Fixes for histval_initval_file)
2020-09-23 12:19:18 +02:00
d61f4166ad
Testsuite: add a test for a purely forward variable in block+bytecode mode
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Closes : #1727
2020-09-22 16:46:58 +02:00
c2e43c0093
fix histval_initval_file unit tests
2020-09-20 11:11:26 +02:00
9e94252d1a
fix target values for periods
2020-09-19 12:18:24 +02:00
91b4cfd3a8
fixes handling of periods in histval_file/initval_file
2020-09-19 12:14:43 +02:00
865ab47fa9
Provide block_trust_region MEX under solve_algo 13 and 14
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- block trust region solver now available under solve_algo=13
It is essentially the same as solve_algo=4, except that Jacobian by finite
difference is not handled. A test file is added for that case
- block trust region solver with shortcut for equations that can be evaluated
is now available under solve_algo=14 (in replacement of the pure-MATLAB solver)
Closes : Enterprise/dynare#3
2020-09-18 18:01:56 +02:00
fcc3a3cec2
Testsuite: fix repeated typo in equation name
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[skip ci]
2020-09-18 17:40:44 +02:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
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Fixed conflicts in:
- .gitlab-ci.yml
- matlab/dynare_config.m
- matlab/dynare_solve.m
- matlab/initvalf.m
- matlab/perfect-foresight-models/make_ex_.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m
- mex/build/matlab/Makefile.am
- mex/build/matlab/configure.ac
- mex/build/octave/Makefile.am
- mex/build/octave/configure.ac
- mex/sources/Makefile.am
- preprocessor
- tests/Makefile.am
2020-09-17 14:53:32 +02:00
96be513ecf
Remove matched_moments_ as input argument as it is now a field of M_
2020-08-05 15:58:58 +02:00
Stéphane Adjemian (Odysseus)
579fb9e685
Fixed bug introduced in edede274f2.
2020-07-24 22:30:51 +02:00
Stéphane Adjemian (Charybdis)
edede274f2
Make the detection of the target in PAC equation more robust.
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In a PAC equation, the error correction term must be written as:
β×(yₜ₋₁-xₜ₋₁)
where x is the endogenous variable determined by the equation and y
the target for x. The ordering matters, if not respected the
preprocessor wll not identify the error correction term (hence the
target) and will throw an error. The target must be an endogenous
variable or the log of an endogenous variable. For a more general
target, ie an expression, one can create an auxiliary variable.
We impose the ordering, target comes first in the error correction
term, so that the stability condition is always β>0 (this constraint
can be enforced when estimating the PAC equation).
2020-07-24 17:36:31 +02:00
Stéphane Adjemian (Charybdis)
7f50b02910
Added test where the PAC equation doesn't have lags on the endogenous variable.
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This example is currently failing.
2020-07-22 12:25:05 +02:00
Stéphane Adjemian (Charybdis)
897e2fc63b
Added test with two PAC equations in the same mod file.
2020-07-22 12:21:23 +02:00
9fa24aa7be
RBC_MoM: filter out additional pathological cases with try-catch
2020-07-17 20:35:53 +02:00
791e5e9d97
RBC_MoM-test: filter out pathological cases
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[skip CI]
2020-07-17 15:16:05 +02:00
1dbbef9f2e
Merge branch 'moment_estimation' into 'master'
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First implementation of moment estimation
See merge request Dynare/dynare!1750
2020-07-16 15:41:15 +00:00
19b7d202d2
testsuite: Add test cases
2020-07-16 14:54:04 +02:00
cda3253d2c
Merge branch 'ME_traceplots' into 'master'
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Fix trace plots with measurement errors and their correlations
See merge request Dynare/dynare!1752
2020-07-16 09:39:47 +00:00
499451d50a
Merge branch 'pruned_state_space' into 'master'
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Speed up pruned_state_space_system.m by e.g. using persistent variables
See merge request Dynare/dynare!1749
2020-07-16 09:39:01 +00:00
540f0454d2
Code Review of GMM routines
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- fix prefilter option
- Implement iterative GMM
2020-07-16 11:38:40 +02:00
3615962a61
First draft of method of moments toolbox with GMM and SMM
2020-07-16 11:38:38 +02:00
8a00ee3dff
AnSchorfheide_pruned_state_space.mod: remove test part that only showcases that in Andreasen's code there is an error
2020-07-15 15:37:49 +02:00
f717712ed6
Fix trace plots with measurement errors and their correlations
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Problem was introduced when transitioning to cell arrays
2020-07-15 14:34:04 +02:00
51278b2f90
Testsuite / External functions: also test coefficients of 2nd order policy function
2020-07-10 18:25:23 +02:00
acdca03e43
Testsuite / External functions: add file missing in previous commit
2020-07-09 18:42:17 +02:00
5b88113668
Testsuite / External functions: add check for numerical results
2020-07-09 18:40:36 +02:00
4913cfb3f0
Merge branch 'third_order_moments' into 'master'
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Add display of theoretical moments at order=3 with pruning
See merge request Dynare/dynare!1744
2020-06-30 14:38:22 +00:00
dfc7357636
Add display of theoretical moments at order=3 with pruning
2020-06-30 13:46:54 +02:00
ac728c0492
Add test cases for moments with measurement errors
2020-06-29 13:21:08 +02:00
ee05ff6c6a
Block decomposition now compatible with 'use_dll' option
2020-06-23 15:49:27 +02:00
42503e102e
✔️ Add unit tests for correct identification analysis
2020-06-20 22:38:47 +02:00
97134cc362
🐛 Fix issue with endogenous params in steady state
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Identification should switch to analytic_derivation_mode=-2 if steady state block/file changes parameter values. Dynare/dynare!1732 already adresses this when there is a prior specified. This fix also addresses this when there are no priors.
kim2.mod is now not only an integration test but also a unit test for this.
2020-06-20 22:38:47 +02:00
d0fb9ce5b8
Preprocessor update
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— Bug fix: allow external functions in model local variables (also add corresponding
integration test)
— JSON output:
+ do not append two underscores after model local variable names in their
definition
+ when writing the model after computing pass, use TEF terms for (not
derived) external functions
+ write model local variables in parsed model (modfile.json) (Closes : #1723 )
— In the driver file, provide mapping between model local variables and indices
in the temporary terms vector (Closes : #1722 )
2020-06-05 17:16:11 +02:00
bd7eb2f88d
Fixes to solve_algo ≥ 9
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— allow solve_algo=9 without block nor bytecode
— allow solve_algo≥9 with block without bytecode
— test solve_algo=9
2020-05-25 17:22:17 +02:00
b70d99d1b4
Refactoring of initval_file and histval_file
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initval_file and hisvfal_file are now more flexible and have functionalities
similar to option datafile in estimation.
Closes : #1671
2020-05-14 16:45:54 +02:00
e5f45ef7b1
Testsuite: fix calls to fataltest.m
2020-05-13 14:58:09 +02:00
Johannes Pfeifer
Sébastien Villemot
Willi Mutschler
NormannR
Marco Ratto
Michel Juillard