Related to Dynare/preprocessor!29
Also convert it to lowercase as all other options

Otherwise, division by 0 will result in incorrect moment displays

Closes #1736

Do not save files by default; prevents horse-race write access crashes for fast mod-files under Windows

The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.

Closes: #1093

Sébastien Villemot authored Jun 28, 2019 and Stéphane Adjemian committed Dec 20, 2019

It applies the approximated policy function to a set of particles, using
Dynare++ routines.

There is support for parallelization, using Dynare++ multithreading
model (itself based on C++11 threads; we don’t use OpenMP because it is
incompatible with MKL). For the time being, default to a single thread. This
should be later refined through empirical testing.

In case the epilogue formula is non-linear, the non additive non-linear term is distributed proportionally to the size of the individual shock contribution.
It is triggered by new option with_epilogue, applicable to commands:
1) shock_decomposition, realtime_shock_decomposition,
where preprocessor should trigger
options_.shock_decomp.with_epilogue=true;
2) initial_condition_decomposition
where preprocessor should trigger
options_.initial_condition_decomp.with_epilogue=true;

Closes Dynare/dynare#1666

In updating the preprocessor, also update call to plot_icforecast

Testing shows that it is slower than the BLAS path.

By the way, enable the option in example1_korder.mod (it does not work, but no
harm since it’s not in the testsuite).

This is more elegant, and makes it easier to distinguish them from integer
options.

Also simplify test expressions for these boolean options.

This fixes crashes under Octave (while MATLAB seems to accept array-indexing
with cell arrays).

- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/

The new code relies on qz(..., 'real'), ordqz and ordeig, and returns a real
decomposition. The previous version was using Sims' qzdiv and returned a
complex decomposition.

As a consequence, we can drop options_.qzdiv, which was used to detect when
imaginary parts had to be dropped.

This code does not work on Octave for the time being, but this is acceptable
since it is only a fallback.

Works only with the Random Walk Metropolis Hastings algorithm.

Closes #1598

Get rid of unused and superseded options_.colormap and make sure options_.plot_shock_decomp.colormap is set

Marco Ratto authored Jan 06, 2017 and Stéphane Adjemian committed Mar 17, 2017

- New option init_state [options_.shock_decomp.init_state] to compute the shock decomposition conditional to the state variables in period 1;
- force plot_priors=0
- when grouping shocks, include the residual group Others, since user defined groups may not add up to the smoothed variable.

 + Code factorization.
 + Added an option for using the penalized objective when computing numerically
 the hessian at the mode.

Previous behaviour (introduced with penalty_hessian routine) was to compute the
hessian matrix at the mode with the penalized objective function (instead of
the original objective function). This behaviour hides problematic situations,
where the computed hessian (using the original objective) would not be full
rank. For instance, if the estimation ends up with a parameter on (or very
close to) the bounds of its possible values (which is often not a desirable
outcome), the estimated posterior variance would be zero for this
parameter (with the original objective) because the hessian is not finite in
this direction, while the posterior variance would be positive if the penalized
objective is used instead. But this estimate would not be reliable by
construction of the penalty which is quite ad-hoc (more fundamentally I do not
think that there exists any rational for approximating the covariance matrix
with the inverse of the hessian matrix if the mode is on the border of the set
of possible values).

This commit restore the behaviour previous to 2446ab02.

An option is available for computing the hessian with the penalized
objective function.

Only available under Matlab if the Global Optimization Toolbox is installed.