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SS_solver #70

Merged
merged 314 commits into from
Mar 30, 2024
Merged

SS_solver #70

merged 314 commits into from
Mar 30, 2024

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thorek1
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@thorek1 thorek1 commented Jan 28, 2024

vary both solution and parameters and already solved variabels

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codecov-commenter commented Jan 28, 2024

Codecov Report

Attention: 26 lines in your changes are missing coverage. Please review.

Comparison is base (b144a4c) 85.23% compared to head (1ee6aa3) 23.81%.
Report is 2 commits behind head on main.

Files Patch % Lines
src/macros.jl 38.88% 22 Missing ⚠️
src/get_functions.jl 50.00% 4 Missing ⚠️
Additional details and impacted files
@@             Coverage Diff             @@
##             main      #70       +/-   ##
===========================================
- Coverage   85.23%   23.81%   -61.42%     
===========================================
  Files           8        9        +1     
  Lines        5492     6109      +617     
===========================================
- Hits         4681     1455     -3226     
- Misses        811     4654     +3843     

☔ View full report in Codecov by Sentry.
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@thorek1
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thorek1 commented Mar 29, 2024

  • fixed bounds handling
  • partial solve of non-stochastic steady state system of nonlinear equations (if less than 6 equations)
  • NSSS solver auto selects fastest solver parameter combination. if he can't solve with the predefined combinatoins he searches for 60 seconds to find solver parameters which solve
  • translate_mod_file now returns output from dynare rpeprocessor if it fails
  • add function to check the residuals of the non stochastic steady state equations and calibration equations for given values (see get_non_stochastic_steady_state_residuals)
  • @model accepts a guess
  • improved printing of model steady state solution

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thorek1 commented Mar 29, 2024

NSSS solver works with extended problem (parameters can vary as well)

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thorek1 commented Mar 29, 2024

custom rrule for first order solution

@thorek1 thorek1 merged commit 85be4b5 into main Mar 30, 2024
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2 participants