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8625 Commits (ee200a03b878fceca0e485a55260d8ecf9c5cdaf)

Author SHA1 Message Date
Sébastien Villemot ee200a03b8
isoctave: performance improvement 
Explicitly specify that OCTAVE_VERSION is a builtin. Otherwise the call to
“exists” will look for a file, among other things, which takes a lot of time.
 2022-11-02 17:54:58 +01:00
Sébastien Villemot 720de52702
Make get_equation_number_by_tag more robust 
The implementation was relying on the fact that in M_.equations_tags, all
equations have a name tag and they appear in the order given by equation
numbers. There is no guarantee that this will always be the case, so use a more
robust approach.

By the way, improve the implementation of get_equation_name_by_number.
 2022-10-26 14:18:59 +02:00
Sébastien Villemot 5f6946a1b9
Display equation names in “model_info” command 2022-10-25 18:41:17 +02:00
Sébastien Villemot befc6f59b9
Improve comments 
[skip ci]
 2022-10-24 18:05:15 +02:00
Marco Ratto f8adfa3fa5 with smoother_redux, factor out definition of nk to reconstruct filtered variables, and use a local variable nk (so options_.nk may remain empty). 2022-10-20 15:30:37 +02:00
Marco Ratto bb9e45d0d0 max size for QMC is 1111 2022-10-20 15:14:39 +02:00
Marco Ratto 1a46c1dc89 impede prior_trunc=0 when doing sensitivity 2022-10-20 15:14:09 +02:00
Marco Ratto eb41618614 trap errors also in univariate update step for occbin 2022-10-20 15:06:36 +02:00
Marco Ratto ce21248e97 set noprint = true when simulating, to avoid crashes; only save info1 file under debug option 2022-10-20 15:06:26 +02:00
Marco Ratto eb6f17e783 check if initial states are empty, and set them to zero. 2022-10-20 15:05:39 +02:00
Johannes Pfeifer cbbbdf4b3d make_y_.m: fix interaction with steady_state_model 
closes https://git.dynare.org/Dynare/dynare/-/issues/1866
 2022-10-13 16:33:58 +02:00
Johannes Pfeifer fe0606ae06 logarithmic_reduction.m: use positive penalty add-on 2022-10-11 16:13:03 +02:00
Johannes Pfeifer 5226db4b3c logarithmic_reduction.m: add missing error codes 2022-10-11 16:12:03 +02:00
NormannR afb044c23e Fix cycle reduction: 
(i) making the norms consistent between cycle_reduction and its test;
(ii) remove hard errors in cycle_reduction Fortran and Matlab routines
 2022-10-11 12:11:30 +02:00
NormannR 855887b249 Implements a logarithmic reduction Fortran routine and the associated test 2022-10-11 12:11:06 +02:00
NormannR 3ea0baf21e Matlab logarithmic reduction: making norms and error codes consistent with cyclic reduction codes 2022-10-11 09:51:22 +02:00
Sébastien Villemot e8444c16a7 Merge branch 'kalman_algo_3' into 'master' 
kalman_update_algo_3.m: correct options name

See merge request Dynare/dynare!2090
 2022-10-10 15:36:03 +00:00
Johannes Pfeifer 95a15815a8 kalman_update_algo_3.m: correct options name 2022-10-08 18:01:05 +02:00
Johannes Pfeifer 7874c302a0 Cycle reduction: account for new error codes 2022-10-03 17:15:20 +02:00
Sébastien Villemot 5b8fee5237
Merge branch 'cycle_reduction_fortran' of git.dynare.org:normann/dynare 
Ref. !2085
 2022-10-03 14:40:55 +02:00
Normann Rion d17204cc84 Implements a cycle reduction Fortran routine and the associated test. 
The Fortran routine replaces the former Matlab code in matlab/cycle_reduction.m
 2022-10-03 14:38:12 +02:00
Sébastien Villemot 2ab174aa8c
Merge branch 'cosmetics' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2087
 2022-10-03 14:31:35 +02:00
Sébastien Villemot 9938f08790
Merge branch 'occbin_error' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2086
 2022-10-03 14:31:02 +02:00
Normann Rion 7af14aaa0d Fix cycle_reduction.m: 
- a condition of an if-then-else block is never fulfilled
   - dimensions are inconsistent in the solution-check output message
 2022-10-03 11:21:15 +02:00
Johannes Pfeifer d5d3e9060b calibrate_mh_scale_parameter.m: fix typo in error message 
[skip CI]
 2022-09-30 14:01:34 +02:00
Johannes Pfeifer 5defbdeb92 dsge_likelihood.m: add missing penalty for Occbin 2022-09-30 09:55:00 +02:00
Normann Rion 1b12d9e44b Fixes local_state_space_iteration_3_test: sets a default value for the number of threads local_state_space_iteration_3 may use 2022-09-27 11:03:36 +02:00
Sébastien Villemot 39ac1f7628
Particles submodule update 
This should have gone into !2071.
 2022-09-26 17:55:36 +02:00
NormannR 4cdb763ea4 Integrates the local_state_space_iteration_3 mex into dynare's bayesian estimation eco-system 
Should be merged after the mex MR !2045 and the particles MR !16
 2022-09-26 09:14:34 +02:00
Sébastien Villemot 755c5645a6 Merge branch 'irf' into 'master' 
Fix posterior IRF generation with loglinear option

See merge request Dynare/dynare!2083
 2022-09-21 15:44:11 +00:00
Stéphane Adjemian (Ryûk) 9ea8e17ff2
Update dseries submodule. 
Add function returning dummy variable in a dseries object.
 2022-09-21 10:56:53 +02:00
Johannes Pfeifer ee8dfb76c4 Fix posterior IRF generation with loglinear 
The unlogged steady state was used for both the starting value and the baseline
 2022-09-21 10:14:23 +02:00
Johannes Pfeifer 12ec1ec0e6 PosteriorIRF_core1.m: replace function using globals 2022-09-21 09:29:43 +02:00
Johannes Pfeifer be2dd4456d getIrfShocksIndx.m: replace global variables by inputs 2022-09-21 09:27:43 +02:00
Johannes Pfeifer 945379a318 resol.m: use isempty instead of length 2022-09-21 09:25:06 +02:00
Johannes Pfeifer 9506e723c9 ispd.m: filter out Octave incompatibility https://savannah.gnu.org/bugs/?63082 2022-09-20 12:42:04 +02:00
Frédéric Karamé 128eaa2da5
Add SMC samplers. 
Ref. !2005
 2022-09-19 16:32:28 +02:00
Sébastien Villemot 83836350e0
Merge branch 'stacked' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2079
 2022-09-19 16:25:21 +02:00
Sébastien Villemot ef5f25c17a
Merge branch 'model_inversion' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2080
 2022-09-19 16:22:42 +02:00
Johannes Pfeifer cf7b06e96d perfect-foresight-models/solve_stacked_problem.m: restore compatibility with Matlab before auto expansion was introduced 2022-09-16 19:27:23 +02:00
Johannes Pfeifer 43978cada3 mom.optimal_weighting_matrix.m: assure symmetry of W_opt 2022-09-16 11:15:15 +02:00
Sébastien Villemot 2c063175de
CI: bump to MATLAB R2022b 2022-09-15 15:59:32 +02:00
Sébastien Villemot 36a7b019fc
Provisions for MATLAB R2022b 2022-09-15 15:59:32 +02:00
Johannes Pfeifer 73ca68e052 model_inversion: Header cosmetics 2022-09-15 10:16:05 +02:00
Sébastien Villemot 68b527f8a7
Merge branch 'sim1' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2076
 2022-09-13 17:36:26 +02:00
Sébastien Villemot ac238ce625
dseries: fix bug in @dseries/plot in relation to “hold on” 2022-09-13 17:34:40 +02:00
Johannes Pfeifer 66fa6e6742 sim1_purely_backward.m: fix typo 2022-09-13 13:52:29 +02:00
Sébastien Villemot 9b787d8417 Merge branch 'mcp_steady' into 'master' 
Provisions for solving steady state with MCP-tag

See merge request Dynare/dynare!1877
 2022-09-13 09:26:08 +00:00
Johannes Pfeifer 3fbab4cbe0 Provisions for solving steady state with MCP-tag 2022-09-12 17:18:16 +02:00
Sébastien Villemot b071e85214
Merge branch 'lmmcp' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2067
 2022-09-12 16:58:05 +02:00