- Dec 14, 2022
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Sébastien Villemot authored
TODO: – investigate and fix the multi-threading performance issues – fix compilation failure on macOS – add support for the Microsoft x64 ABI (for Windows) — create a separate unit test (instead of hijacking an existing test) – add a version with pruning? [skip CI]
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- Dec 12, 2022
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Sébastien Villemot authored
– Sparse representation: fix bug in output of indices in driver and JSON files – Minor simplification in static block decomposition driver output
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- Dec 09, 2022
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Sébastien Villemot authored
dynare_estimation_init.m: set observable mapping for inversion filter if only smoother is used See merge request !2116
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Johannes Pfeifer authored
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- Dec 08, 2022
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Sébastien Villemot authored
– Sparse representation: compatibility fix with MATLAB < R2020a (Closes: #1875) – Sparse representation: fix bug in output of indices in driver and JSON files
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- Dec 07, 2022
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Sébastien Villemot authored
Manual: document passing of strings to macro processor Closes #1877 See merge request !2115
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- Dec 06, 2022
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Johannes Pfeifer authored
Closes #1877
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Sébastien Villemot authored
Intigriti reference: DYNARE-7TULYVR8
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Sébastien Villemot authored
prior_posterior_statistics.m: fix logical condition See merge request !2114
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- Dec 05, 2022
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Johannes Pfeifer authored
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- Dec 04, 2022
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Sébastien Villemot authored
Make default jscale depend on number of estimated parameters See merge request Dynare/dynare!2041
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- Dec 03, 2022
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Johannes Pfeifer authored
Related to #1849
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- Nov 30, 2022
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Sébastien Villemot authored
[skip ci]
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Sébastien Villemot authored
Use the new time-recursive block decomposition computed by the preprocessor for: - the simulation of backward models with “simul_backward” - the perfect foresight simulation of purely backward/forward/static models Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it minimizes the set of feedback variables and tries to renormalize equations). This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus an ad hoc identification of some equations that can be evaluated (those with a LHS equal to a variable, the log of a variable, or the diff-log of a variable). By the way, the block_trust_region MEX has been modified so that it accepts a boolean argument to decide whether it performs a Dulmage-Mendelsohn decomposition (if not, then it performs a simple trust region on the whole nonlinear system). This provides a significant performance improvement (of almost an order of magnitude for solve_algo=14 on a 700 equations model).
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Sébastien Villemot authored
If the function to be solved returns a sparse Jacobian, simply convert it to a dense representation.
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Sébastien Villemot authored
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Sébastien Villemot authored
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- Nov 29, 2022
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
sim1.m: use operation that preserves sparsity See merge request !2111
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- Nov 28, 2022
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Johannes Pfeifer authored
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Sébastien Villemot authored
Ref. !2019
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Sébastien Villemot authored
Ref. !2110
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Sébastien Villemot authored
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- Nov 24, 2022
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Stéphane Adjemian authored
Was crashing if the auxiliary model contains a constant. See https://forum.dynare.org/t/iterative-ols-for-pac-equation/21379.
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Johannes Pfeifer authored
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- Nov 23, 2022
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Johannes Pfeifer authored
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Johannes Pfeifer authored
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Johannes Pfeifer authored
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Johannes Pfeifer authored
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Johannes Pfeifer authored
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Johannes Pfeifer authored
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- Nov 22, 2022
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Sébastien Villemot authored
Fix: scale the matrices in tests/riccatiupdate.m to control the size of errors See merge request !2108
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Normann Rion authored
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Sébastien Villemot authored
Ref. !2105
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Sébastien Villemot authored
Ref. !2103
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- Nov 21, 2022
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Sébastien Villemot authored
Also capitalize MATLAB. [skip ci]
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Sébastien Villemot authored
[skip ci]
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Sébastien Villemot authored
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Sébastien Villemot authored
[skip ci]
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