f0aa2fb86f
cosmetic change
2023-02-03 14:25:59 +01:00
b886de92dc
trap case when simulation does not converge within smoother
2023-02-03 14:25:32 +01:00
cdd195576e
store binding_indicator_history once it has been set
2023-02-03 14:24:58 +01:00
783c237d17
evaluate set_prior only when needed
2023-02-03 14:21:02 +01:00
035db8b8c4
bug fixes when using guess regime
2023-02-03 14:20:51 +01:00
77e87be48b
try with base regime before returning error
2023-02-03 14:20:39 +01:00
22e6fb1814
make sure also ALL updated variables in period 1 are reconstructed with smoother_redux. test model changed accordingly.
2023-02-03 14:20:28 +01:00
7132cb593e
bug fix for init variables to be defined only with occbin PKF
2023-02-03 14:20:16 +01:00
50aa20c742
eliminate buggy and useless check for existence of guess regime variable. this may create bugs in running PKF update step!
2023-02-03 14:20:02 +01:00
e51a30eaf5
Bug fix for the case where no prior is defined for estim params
2023-02-03 14:19:50 +01:00
a4dc58db8e
adjust smoother redux test, to consider that now ALL smoothed variables must be properly reconstructed also in period 1
2023-02-03 14:19:39 +01:00
a346639020
when filter is NOT diffuse, allow likelihood to handle violation of constraints in period 1.
2023-02-03 14:19:28 +01:00
6598d615d1
in some cases, order is not yet set to 1
2023-02-03 14:19:16 +01:00
a91c36f920
first_period_occbin_update is an index, not a boolean
2023-02-03 14:19:05 +01:00
74acb2d1f5
bug fix using index t
2023-02-03 14:18:54 +01:00
21443e0988
add consistency check of results using smoother_redux with occbin
2023-02-03 14:18:43 +01:00
21c9d59e8c
incorporate information about states in period 0 for occbin with smoother_redux
2023-02-03 14:18:32 +01:00
0622f01f4e
filter out t=1 when storing aalphahat and eetahat
2023-02-03 14:18:21 +01:00
b90dff1986
retrieve states in period 0 from smoother and deploy this to:
...
- allow having binding regimes in period 1 with occbin
- further improve recovering of smoothed variables in period 1 under smoother_redux option
2023-02-03 14:18:10 +01:00
ef7dc09b8e
Manual: link to the openSUSE package
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[skip ci]
2023-01-30 15:59:45 +01:00
0c06ab1cc1
Block decomposition: make mfs=1 the default
2023-01-25 18:43:59 +01:00
cef1ce33ed
Preprocessor: remove some incorrect normalization rules for the case mfs=3
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As a consequence, increase the tolerance for a test with mfs=3 (it now uses the
same tolerance as the corresponding test for mfs=2).
2023-01-25 18:39:47 +01:00
5aca770931
perfect_foresight_with_expectation_errors_{setup,solver}: fix bugs with several exogenous
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Closes : #1883
2023-01-24 15:02:07 +01:00
35b32ded34
Preprocessor: fix bug if “trend_var” is used without “var(deflator=…)”
2023-01-24 14:16:32 +01:00
5093264b8a
Manual: use logo with orange line
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Closes: website#3
2023-01-24 13:51:26 +01:00
fa7839ea39
Preprocessor update
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– Drop dynamic_g1_nz.m generated file
– Fix size of dynamic derivatives (legacy representation) when there are unused
exogenous and “nostrict” option is given
– Block decomposition: another fix for sparse indices of static Jacobian when
mfs > 0
2023-01-24 13:43:02 +01:00
c3e1480a52
C++17 modernization: use std::extent_v to get raw arrays size
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This can prevent mistakes when the array is modified.
2023-01-24 13:43:02 +01:00
7922fc011e
perfect_foresight_problem MEX: move to the sparse representation
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Ref. #1859
2023-01-24 13:43:00 +01:00
538f38d269
Merge branch 'occbin_debug' into 'master'
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missing_observations_kalman_filter.m: provide debugging information on PKF problems
See merge request Dynare/dynare!2122
2023-01-23 10:39:17 +00:00
4307711c60
missing_observations_kalman_filter.m: provide debugging information on PKF problems
2023-01-19 11:57:35 +01:00
cfaf5a685d
Preprocessor: actually obey the “mfs” option for the static model
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As a consequence, fix steady state computation when mfs > 0.
2023-01-17 19:08:32 +01:00
8200c356a7
Emacs mode: fix indentation in blocks which are given options
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E.g. indentation was incorrect following “model(block);”.
[skip ci]
2023-01-17 18:20:11 +01:00
fcdd810eb4
Emacs mode: “periods” and “Sigma_e” commands removed
2023-01-17 16:17:49 +01:00
8aabdaee9c
Consolidate functions for solving steady state with block and/or bytecode
2023-01-17 15:25:47 +01:00
7b6058509f
Drop unused function
2023-01-17 14:48:36 +01:00
005769210a
Drop unused function
2023-01-17 14:47:52 +01:00
5342476196
Drop unused function
2023-01-17 14:46:50 +01:00
023afc7ebb
Drop unused function
2023-01-17 14:46:46 +01:00
4ecc78a931
Preprocessor: drop unused per-block max lead/lag fields
2023-01-17 14:43:56 +01:00
0c5c96e724
Bytecode w/ block decomposition: no longer output derivatives w.r.t. exogenous and endogenous outside the block
2023-01-17 14:24:02 +01:00
2bdc185f1d
Preprocessor: Octave compatibility fix
2023-01-16 17:15:07 +01:00
e30314e75d
Drop the “Sigma_e” statement
2023-01-16 16:52:42 +01:00
1b47c8a5e5
Drop the “periods” statement
2023-01-16 16:52:40 +01:00
1c5c1639e1
Drop unused function
2023-01-16 14:38:09 +01:00
e5f100b152
Drop unused function
2023-01-16 14:38:06 +01:00
c187d0ead9
Drop unused function
...
It should probably have been removed in 9c6e219990
2023-01-16 14:38:03 +01:00
8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter
2023-01-13 16:57:49 +01:00
Stéphane Adjemian (Ryûk)
91dd917d62
Cosmetic/Efficiency changes.
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- Use bsxfun for centering data if possible,
- Factorise LU decomposition,
- Remove useless operations during the presampling step.
2023-01-12 17:45:51 +01:00
e250067959
Use sparse representation for block-decomposed perfect foresight and steady state computation
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Ref. #1859
2023-01-12 16:28:02 +01:00
3c55aa57e1
Use sparse representation for evaluating the static model
...
We also take advantage of the fact that the non-block version is always
available next to the block one, so when we are only interested in the residual
as a whole, we simplify by using the non-block version.
2023-01-10 16:21:44 +01:00
Marco Ratto
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Ryûk)