ffaf6c8559
ident_bruteforce.m: remove globals
2023-11-28 21:11:01 +01:00
c3d91d5ce8
Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy
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If a solution corresponding to 100% of the shock can’t be found in the first
informational period, marginal linearization will be performed to extrapolate a
solution.
However, in subsequent informational periods, this extrapolated solution cannot
be used for the initial conditions of endogenous variables, because the initial
conditions are not a true solution of the nonlinear model. For those subsequent
informational periods, the correct approach is to compute the two solutions
needed for marginal linearization using as initial conditions the values
obtained in the same two solutions for the previous informational
periods (stored as oo_.deterministic_simulation.{sim1,sim2}).
2023-11-28 16:26:49 +01:00
c6c6f4f549
perfect_foresight_solver + homotopy + (marginal) linearization: store intermediate simulations
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First simulation before doing extrapolation is stored in several fields of
oo_.deterministic_simulation.sim1.
For marginal linearization, the second simulation used to compute the marginal
contribution is stored in oo_.deterministic_simulation.sim2.
2023-11-28 12:29:34 +01:00
ccff7d3560
Merge branch 'tex_identification' into 'master'
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Fix LaTeX Output in identification command for advanced option
See merge request Dynare/dynare!2209
2023-11-27 15:13:19 +00:00
e718402357
mode_check.m: fix LaTeX output on Windows by using slash
2023-11-27 14:19:13 +01:00
59c9f70a7d
identification: fix latex output
2023-11-27 14:18:58 +01:00
b220be6d3e
Merge branch 'mcmc_diag' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2212
2023-11-24 10:38:49 +01:00
d0e99daf9a
mcmc_diagnostics.m: compute Geweke and Raftery/Lewis also with more than one chain
2023-11-23 16:59:02 +01:00
f62d76cbcf
Merge branch 'shock_decomp' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2211
2023-11-23 14:51:26 +01:00
07d859d018
graph_decomp.m: make sure figure fits on screen and close button is accessible
2023-11-23 01:27:10 +01:00
b513214570
perfect_foresight_homotopy: minor simplification
2023-11-22 20:34:03 +01:00
9545dcc8d9
perfect_foresight_solver.m: improve local functions documentation
2023-11-22 20:34:02 +01:00
08c9eca8ee
perfect foresight homotopy + marginal linearization: fix percentages in information messages
2023-11-22 20:34:02 +01:00
701afd2c7c
Consolidate the routines for loading JSON files, now that jsondecode is always available
2023-11-22 17:46:16 +01:00
1d5a442fe5
Bump minimal required version of Octave to 7.1.0
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Incidentally, this means that the JSONlab submodule is no longer needed, so it
is removed in the present commit.
Closes : #1907
2023-11-22 17:46:13 +01:00
d55b6c68f9
Octave compatibility fix: sum(…, 'omitnan') does not exist under Octave
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Replace it by nansum from the statistics package.
2023-11-22 17:06:52 +01:00
72ac69eb97
Octave compatibility: mean(…, 'omitnan') implemented in Octave 8
2023-11-22 16:55:25 +01:00
7f58e819c6
Bump minimal required version of MATLAB to R2018b
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Ref. #1907
2023-11-22 16:00:04 +01:00
37f747bb3b
CheckPath.m and plot_priors.m: use slash even on Windows to not cause LaTeX-problems
2023-11-21 02:29:04 +01:00
742a3101b1
Reporting is no longer a submodule
2023-11-17 12:08:56 +01:00
50a53a22ee
Merge rewritten history of reporting submodule
2023-11-17 11:44:48 +01:00
b053b96f6a
compute_Pinf_Pstar.m: cosmetic changes
2023-11-15 21:39:51 +01:00
50ed6b2387
dynare_solve.m: remove display of blocks
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Information is rarely helpful but clutters output of model_diagnostics
2023-11-14 08:35:02 +01:00
b1519b8c3c
model_diagnostics.m: add check for non-zero exogenous with OccBin
2023-11-13 18:04:40 +01:00
Stéphane Adjemian (Argos)
666aa46dfb
Add undocumented option for kalman_filter_mex.
2023-11-09 19:00:37 +01:00
77a7d5c3de
For bytecode+block, use the LBJ implementation in .m
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The latter is now much faster than the implementation in the bytecode
MEX (which this commit thus removes).
2023-11-08 17:21:44 +01:00
be648d350b
Much faster .m implementation of LBJ with block option
2023-11-08 17:21:42 +01:00
0839ff78ae
🐛 sim1_lbj.m: use options_.dynatol.x and not options_.dynatol.f for terminal condition
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The maximum error is computed over the change in endogenous (i.e. ΔY).
2023-11-08 17:15:18 +01:00
4bee919c31
sim1_lbj.m: misc cosmetic changes
2023-11-08 17:15:02 +01:00
158b7462bf
solve_two_boundaries.m: strip down the number of input arguments
2023-11-08 17:10:29 +01:00
b36507d005
solve_two_boundaries.m: do not modify lambda when stack_solve_algo=4
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That algorithm (optimal path length) does not use it.
2023-11-08 17:09:34 +01:00
8556043c9a
solve_two_boundaries.m: remove an unused variable
2023-11-08 17:09:20 +01:00
Stéphane Adjemian (Argos)
368a7e2478
Fix bug introduced in d95154f.
2023-11-07 13:06:58 +01:00
f6adb1d9ad
Bytecode: safer handling of block= option
2023-11-02 16:51:02 +01:00
25000ca693
Merge branch 'PKF' into 'master'
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PKF: add period to debugging information
See merge request Dynare/dynare!2204
2023-11-02 09:12:12 +00:00
Stéphane Adjemian (Argos)
33f2456acf
Add new option (--method).
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Possible values are cumulate (default value) or diff.
2023-10-30 12:09:39 +01:00
5103d55cb4
PKF: add period to debugging information
2023-10-29 11:30:23 +01:00
Stéphane Adjemian (Argos)
12cca117bc
Change the definition of the default baseline.
2023-10-26 18:30:43 +02:00
b1b76f7783
Merge branch 'naming_consistency' into 'master'
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Implement even more naming consistency
See merge request Dynare/dynare!2203
2023-10-25 20:30:11 +00:00
4701dfd158
Merge branch 'prior_function' into 'master'
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execute_prior_posterior_function.m: correct warning message
See merge request Dynare/dynare!2201
2023-10-25 15:44:21 +00:00
0561200f1c
Implement even more naming consistency
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Mostly removes M for M_
2023-10-25 17:29:55 +02:00
aca148e8ef
Minor simplification
2023-10-25 15:57:57 +02:00
ff2b8512b9
Reporting: make naming of globals consistent
2023-10-25 15:57:56 +02:00
0295e5ede8
Merge branch 'variable_naming' into 'master'
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Move many functions towards consistent naming
See merge request Dynare/dynare!2202
2023-10-25 13:56:17 +00:00
b3ce518433
Further naming consistency improvements
2023-10-25 11:22:50 +02:00
c19469f01a
Make naming of globals consistent
2023-10-25 10:16:51 +02:00
879d92fbf8
Move many functions towards consistent naming
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Related to #1776
2023-10-24 22:21:15 +02:00
04ea0d0659
Fix comment
2023-10-24 17:36:53 +02:00
caaa70ab7e
Perfect foresight + block decomposition: minor simplifications
2023-10-24 17:36:51 +02:00
17b016d983
Perfect foresight: with stack_solve_algo={1,6}+bytecode (without block), use the same solver as without bytecode
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The solver in the bytecode MEX is slower.
2023-10-24 15:26:55 +02:00
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Argos)