Streamline evaluate planner objective

See merge request Dynare/dynare!1887

Improvements for smoother2histval

See merge request Dynare/dynare!1886

Particle filter: enable passing of option values and prepare for other samplers

Closes preprocessor#59

See merge request Dynare/dynare!1884

occbin fixes and two small new features

See merge request Dynare/dynare!1883

1) algo_truncation: sets the number of iterations for a truncated guess-verify algorithm (i.e. if max_iter<=algo_truncation, no error is triggered on output, but the user is happy with the last regime in the algorithm)
2) reset_regime_in_new_period: is set to true, it resets the guess regimes to unconstrained when a new shock arrives, instead of starting with a guess regime consistent with the one identified in previous time periods. this sometimes allows more robust convergence/identification of the regimes

When the VAR auxiliary model has a constant.

make header names compatible with earlier versions of MATLAB (e.g. it would crash with MATLAB 2017b)

1) if not using relaxation, initial guess regime in verify step(occbin simul) is set equal to the guess regime used to updated states and shocks
2) fixed treatment of periodic solution in algo=3, now harmonized to algo=1

Initialize state space matrices with occbin smoother, when realtime regimes are computed, otherwise they are set to 0 for t<first_period_occbin_update!

with occbin smoother do not overwrite updated variables that have been already computed with reduced state space

Ref. !1882

Ref. !1881

— Fix preprocessor crash when a [static] equation contains a “var_expectation” operator
– Occbin: handle external functions in “occbin_constraints”
— Occbin: add more sanity checks on expressions in “occbin_constraints” block

Ref. #569

Some fields have also changed under M_.occbin.

Ref. #569

license.txt: correct Occbin license information

See merge request Dynare/dynare!1880

[skip CI]

Marco Ratto authored May 17, 2021 and Sébastien Villemot committed Jul 16, 2021

Syntax is not yet finalized (see preprocessor#68).
Documentation still to be done.

Ref. #569

Ref. #1785

Just add option `structural` to the `var_model` command.

NLS estimation does not work if the equation has expected variables.

Previous definition could detect lags in an equation without any lag, for
instance if we have the following expression in the RHS: +(-1)*x.

Ref. #1798.

See example in tests/estimation/example_nls.mod.

initial_estimation_checks.m: error out if data is complex

See merge request Dynare/dynare!1879

Prevents cryptic message that likelihood became complex