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v0.1.36

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@github-actions github-actions released this 30 Mar 19:27
· 99 commits to main since this release

MacroModelling v0.1.36

Diff since v0.1.35

  • major improvements of steady state solver:
    • initial steady state guess can be passed on to @parameters
    • auto-tuning of solver parameters (as a last resort to solver for the steady state)
    • additional steady state problem definition where parameters can deviate during optimisation
    • partial symbolic solve of smaller systems of nonlinear equations (<6 equations) if possible
    • fastest (measured by solution time) solver parameters are selected for each model and used for analysis thereafter
  • improved printing of model steady state solution
  • translate_mod_file now returns output from dynare preprocessor 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)
  • custom rrule for first order solution - speeding up reverse mode autodiff

Merged pull requests: