Commit Graph

1768 Commits (ee200a03b878fceca0e485a55260d8ecf9c5cdaf)

Author SHA1 Message Date
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
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
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
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
Johannes Pfeifer 563035d070 AnScho/AnScho_MoM_common.inc: use csminwel to prevent fmincon problems under Octave 2022-09-20 12:55:30 +02:00
Johannes Pfeifer f91e4e239c varmodel.mod: use explicit seed to prevent pathological case 2022-09-16 15:13:16 +02:00
Johannes Pfeifer 7dd2dd5e24 solow_ces.mod: increase tolerance for Octave 2022-09-16 14:32:27 +02:00
Sébastien Villemot 50a08cff30
Testsuite: replace obsolete “egrep” by “grep -E” 2022-09-13 14:43:41 +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
Johannes Pfeifer a82d24fd41 rbcii_MCP.mod: increase tolerance for Octave 2022-09-08 17:41:54 +02:00
Sébastien Villemot 4bfd687be4
Merge branch 'local_state_space_iteration_3' of git.dynare.org:normann/dynare
Ref. !2045
2022-09-06 14:58:53 +02:00
Stéphane Adjemian (Ryûk) 1348c2ac4c
Fix typo. 2022-08-31 22:47:35 +02:00
Stéphane Adjemian (Ryûk) 2aa6565c18
Add test for lmmcp in extended path. 2022-08-31 13:37:00 +02:00
NormannR c6d5c48ff7 Local state-space iteration at order 3: multi-thread 3rd-order version with and without pruning 2022-08-30 14:06:19 +02:00
Stéphane Adjemian (Ryûk) 982ec2e66d
Fix copy/paste error. 2022-08-23 09:16:46 +02:00
Johannes Pfeifer 905e7c4344 load_results_after_load_mh: fix location of file 2022-08-10 12:55:00 +02:00
Johannes Pfeifer dc40862eff testsuite: add smoother_redux option 2022-07-26 22:15:39 +02:00
Johannes Pfeifer 622f831625 Inversion filter: disable unavailable smoother outputs
Related to https://git.dynare.org/Dynare/dynare/-/issues/1861
2022-07-26 14:43:31 +02:00
Willi Mutschler 30a6d35f5a
🐛 identification do plots and display results only for nonempty objects
fixes #1860
2022-07-26 10:26:13 +02:00
Sébastien Villemot 13709f6853
Add “fsolve_options” option to “steady” command
Closes: #1856
2022-07-22 14:35:19 +02:00
Sébastien Villemot 572fed3994
Merge branch 'dyn_forecast' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2051
2022-07-05 17:09:51 +02:00
Sébastien Villemot b3cff2d34d
Bytecode: remove incomplete/buggy support for exogenous deterministic 2022-07-05 13:02:17 +02:00
Johannes Pfeifer 35a25b8fb5 dyn_forecast.m: gracefully exit if decision rules and remove unused output argument 2022-07-04 17:33:20 +02:00
Johannes Pfeifer 76885870ef testsuite: provide analytical steady state to unit root models instead of relying on initial values 2022-06-27 15:19:30 +02:00
Sébastien Villemot 32cf926ef8
Macro-variables defined without a value are now set to “true”
They were previously set to 1.

Ref. preprocessor#43
2022-06-16 16:52:50 +02:00
Sébastien Villemot 06f665e231
Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode)
Previously, LBJ was available:

– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
  was not making it clear that it was LBJ)

This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
2022-06-15 15:06:33 +02:00
Stéphane Adjemian (Ryûk) ac2b3f2bdc
Add integration tests for model inversion. 2022-05-20 08:31:03 +02:00
Stéphane Adjemian (Ryûk) cd76bdff9e
Fix and update unit tests for local_state_space_iteration_2.
Add mat file with git lfs.
2022-05-13 12:13:46 +02:00
Sébastien Villemot 63a116fb28
New += and *= syntaxes in “endval(learnt_in=…)” blocks 2022-05-03 17:46:59 +02:00
Sébastien Villemot 252a592f1a
Allow “learnt_in=1” for “shocks” and “endval” 2022-04-29 15:55:57 +02:00
Stéphane Adjemian (Charybdis) 8b197bf71c
Remove duplicate assignments for parameters. 2022-04-28 12:58:22 +02:00
Stéphane Adjemian (Charybdis) 4386116c91
Fixed unit tests. 2022-04-28 12:58:22 +02:00
Sébastien Villemot a600336c92
New “add” and “multiply” keywords in “shocks(learnt_in=…)” block 2022-04-26 15:22:15 +02:00
Sébastien Villemot 8488674ce4
New shocks(learnt_in=…) and endval(learnt_in=…) blocks
For use with perfect_foresight_with_expectation_errors_setup.
2022-04-21 17:10:52 +02:00
Sébastien Villemot 96346b77e5
Octave 7 compatibility fix: in testsuite, replace --no-window-system option by xvfb-run
This is a workaround for Octave bug 62101, which affects
tests/shock_decomposition/ls2003_plot.mod, but is unlikely to be fixed.
2022-04-15 14:33:02 +02:00
Sébastien Villemot 418c290ead
Octave 7 compatibility fix: rmdir() now errors out if the directory is nonexistent 2022-04-15 14:33:02 +02:00
Sébastien Villemot 5d3b4801a3
Octave 7 compatibility fix: increase test tolerance 2022-04-15 14:33:02 +02:00
Sébastien Villemot 19246d68da
Octave 7 now has rng 2022-04-15 14:33:02 +02:00
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
It is now supported by the MATLAB editor (as of R2022a).

The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).

The particles submodule is not updated at this point, because it is in an
inconsistent state.

[skip ci]
2022-04-13 14:54:25 +02:00
Sébastien Villemot 9c8033d99e
Merge branch 'obs_test' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2019
2022-04-12 15:54:10 +02:00
Sébastien Villemot b70b864829
perfect_foresight_with_expectation_errors_setup: move terminal condition to last line of CSV file 2022-04-12 15:51:04 +02:00
Sébastien Villemot a8a9051b31
New option “constant_simulation_length” to “perfect_foresight_with_simulation_errors_solver” command 2022-04-12 15:45:50 +02:00
Johannes Pfeifer e6944521dd testsuite: use file-specific names to prevent overwriting while reading 2022-04-11 18:47:04 +02:00
Stéphane Adjemian (Charybdis) f1aff2b370
Remove calls to dbstack in dynare_solve.
Adding three input parameters for maxit, tolf and tolx.

Closes #1841.
2022-04-10 20:29:57 +02:00
Johannes Pfeifer b103cc9259 fs2000_uncorr_ME_missing.mod: use calibration instead of estimation
mode on some machines triggered numerical instabilities in the initialization of Pstar due to near singularity
2022-04-02 19:41:00 +02:00
Sébastien Villemot 3b4ef0df49
Add new “log” option to “var” statement
Ref. #349
2022-03-30 18:01:22 +02:00
Sébastien Villemot d7b5973cce
Testsuite: increase tolerance in block_bytecode/lola_stochastic_block.mod
Apparently needed with MATLAB R2022a on AVX-512 processors.
2022-03-29 14:10:41 +02:00
Stéphane Adjemian (Ryûk) cdd85f32a7
Update unit tests for trust region routines. 2022-03-25 19:42:40 +01:00