Stéphane Adjemian authored 1 week ago and Stéphane Adjemian committed 5 days ago

By the way, pruning is missing in this filter...

Stéphane Adjemian authored 3 weeks ago and Stéphane Adjemian committed 5 days ago

To pass the test on the value of the approximated log-likelihood.

This test should not be included in the testsuite (far too slow)

Stéphane Adjemian authored 3 weeks ago and Stéphane Adjemian committed 5 days ago

The mod file is not yet part of the testsuite sicne something is
clearly wrong here.

Stéphane Adjemian authored 3 weeks ago and Stéphane Adjemian committed 5 days ago

We verify that, in a linear model, the likelihood value obtained using
the SIS algorithm is equal to the likelihood value calculated with a
standard linear Kalman filter.

Stéphane Adjemian authored 3 weeks ago and Stéphane Adjemian committed 5 days ago

The value of the likelihood at the mod will be used to test various
nonlinear filters.

Stéphane Adjemian authored 3 weeks ago and Stéphane Adjemian committed 5 days ago

Under oo_.likelihood_at_initial_parameters.

🐛 identification: shut off slice_initialize_with_mode option with slice to prevent crash

Closes #1957

See merge request !2356

Closes #1957

– gracefully error out when a PAC model is not used in a pac_expectation
  operator
– fix handling of model local variable in DataTree copy constructor

[skip ci]

In particular, this now removes float.h which was conflicting with the one from
a recent MinGW snapshot.

By the way, rename “stop” variable to “converged” for clarity.

Ref. !2353

[CI skip]

🐛 OccBin: disable incompatible options

See merge request Dynare/dynare!2352

Ref. !2351

Perfect foresight: improve sanity checks for linear_approximation and endogenous_terminal_period options

🐛 Fix crash of perfect foresight w/ expectation errors + marginal linearization + several learnt_in blocks

[skip ci]

Ref. !2350

Prevents cryptic crashes

Leads to a simpler code.

I am not sure I want to repair this...