Using mex implementation (block_trust_region).

trust_region_initial_step_bound_factor is determinining thye initial
step bound. Default value is 100 (previous hard coded value was 1).

evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight

See merge request Dynare/dynare!1890

Johannes Pfeifer authored Jul 22, 2021 and Sébastien Villemot committed Jul 23, 2021

Ref. #1758

Also cosmetic changes to indentation

check_model.m: fix logic of check for non-contemporaneous variables and remove redundant checks

Closes #1792

See merge request Dynare/dynare!1885

Closes Dynare/dynare#1792

dsge_simulated_theoretical_correlation/dsge_simulated_theoretical_covariance:...

Closes #1769

See merge request Dynare/dynare!1888

dsge_simulated_theoretical_correlation/dsge_simulated_theoretical_covariance: only do computations once

Closes Dynare/dynare#1769

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