- Jan 26, 2023
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Marco Ratto authored
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Marco Ratto authored
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Marco Ratto authored
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- Dec 02, 2022
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Marco Ratto authored
make sure also ALL updated variables in period 1 are reconstructed with smoother_redux. test model changed accordingly.
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Marco Ratto authored
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Marco Ratto authored
eliminate buggy and useless check for existence of guess regime variable. this may create bugs in running PKF update step!
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Marco Ratto authored
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Marco Ratto authored
adjust smoother redux test, to consider that now ALL smoothed variables must be properly reconstructed also in period 1
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Marco Ratto authored
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Marco Ratto authored
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Marco Ratto authored
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Marco Ratto authored
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Marco Ratto authored
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Marco Ratto authored
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Marco Ratto authored
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Marco Ratto authored
- allow having binding regimes in period 1 with occbin - further improve recovering of smoothed variables in period 1 under smoother_redux option
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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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