Merge pull request #60 from thorek1/nonlinear_obc

Nonlinear_obc
thorek1 · Dec 21, 2023 · 3d596ce · 3d596ce
2 parents c3cc4d8 + 114e429
commit 3d596ce
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diff --git a/Project.toml b/Project.toml
@@ -14,13 +14,11 @@ DynarePreprocessor_jll = "23afba7c-24e5-5ee2-bc2c-b42e07f0492a"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 ImplicitDifferentiation = "57b37032-215b-411a-8a7c-41a003a55207"
 JSON = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
-JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
 Krylov = "ba0b0d4f-ebba-5204-a429-3ac8c609bfb7"
 LaTeXStrings = "b964fa9f-0449-5b57-a5c2-d3ea65f4040f"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 LinearOperators = "5c8ed15e-5a4c-59e4-a42b-c7e8811fb125"
 MacroTools = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
-MadNLP = "2621e9c9-9eb4-46b1-8089-e8c72242dfb6"
 MatrixEquations = "99c1a7ee-ab34-5fd5-8076-27c950a045f4"
 NLopt = "76087f3c-5699-56af-9a33-bf431cd00edd"
 PrecompileTools = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
@@ -59,15 +57,13 @@ ForwardDiff = "^0.10"
 ImplicitDifferentiation = "^0.5"
 JET = "0.7, 0.8"
 JSON = "^0.21"
-JuMP = "^1"
 Krylov = "^0.9"
 LaTeXStrings = "^1"
 LineSearches = "^7"
 LinearAlgebra = "^1"
 LinearOperators = "^2"
 MCMCChains = "^6"
 MacroTools = "^0.5"
-MadNLP = "^0.7"
 MatrixEquations = "^2"
 NLopt = "0.6, ^1"
 Optim = "^1"

diff --git a/docs/src/unfinished_docs/todo.md b/docs/src/unfinished_docs/todo.md
@@ -176,6 +176,7 @@
 ## Not high priority
 
 - [ ] estimation codes with missing values (adopt kalman filter)
+- [ ] decide on whether levels = false means deviations from NSSS or relevant SS
 - [ ] whats a good error measure for higher order solutions (taking whole dist of future shock into account)? use mean error for n number of future shocks
 - [ ] improve redundant calculations of SS and other parts of solution
 - [ ] restructure functions and containers so that compiler knows what types to expect

diff --git a/src/MacroModelling.jl b/src/MacroModelling.jl
diff --git a/src/get_functions.jl b/src/get_functions.jl
diff --git a/src/macros.jl b/src/macros.jl
@@ -867,13 +867,13 @@ macro model(𝓂,ex...)
                         solver_parameters(eps(), eps(), 250, 2.9912988764832833, 0.8725, 0.0027, 0.028948770826150612, 8.04, 4.076413176215408, 0.06375413238034794, 0.24284340766769424, 0.5634017580097571, 0.009549630552246828, 0.6342888355132347, 0.5275522227754195, 1.0, 0.06178989216048817, 0.5234277812131813, 0.422, 0.011209254402846185, 0.5047, 0.6020757011698457, 1, 0.0, 2),
 
                         solution(
-                            perturbation(   perturbation_solution(SparseMatrixCSC{Float64, Int64}(ℒ.I,0,0), x->x),
-                                            perturbation_solution(SparseMatrixCSC{Float64, Int64}(ℒ.I,0,0), x->x),
-                                            perturbation_solution(SparseMatrixCSC{Float64, Int64}(ℒ.I,0,0), x->x),
-                                            second_order_perturbation_solution(SparseMatrixCSC{Float64, Int64}(ℒ.I,0,0), [],x->x),
-                                            second_order_perturbation_solution(SparseMatrixCSC{Float64, Int64}(ℒ.I,0,0), [],x->x),
-                                            third_order_perturbation_solution(SparseMatrixCSC{Float64, Int64}(ℒ.I,0,0), [],x->x),
-                                            third_order_perturbation_solution(SparseMatrixCSC{Float64, Int64}(ℒ.I,0,0), [],x->x),
+                            perturbation(   perturbation_solution(SparseMatrixCSC{Float64, Int64}(ℒ.I,0,0), (x,y)->nothing, nothing),
+                                            perturbation_solution(SparseMatrixCSC{Float64, Int64}(ℒ.I,0,0), (x,y)->nothing, nothing),
+                                            perturbation_solution(SparseMatrixCSC{Float64, Int64}(ℒ.I,0,0), (x,y)->nothing, nothing),
+                                            second_order_perturbation_solution(SparseMatrixCSC{Float64, Int64}(ℒ.I,0,0), [], (x,y)->nothing, nothing),
+                                            second_order_perturbation_solution(SparseMatrixCSC{Float64, Int64}(ℒ.I,0,0), [], (x,y)->nothing, nothing),
+                                            third_order_perturbation_solution(SparseMatrixCSC{Float64, Int64}(ℒ.I,0,0), [], (x,y)->nothing, nothing),
+                                            third_order_perturbation_solution(SparseMatrixCSC{Float64, Int64}(ℒ.I,0,0), [], (x,y)->nothing, nothing),
                                             auxilliary_indices(Int[],Int[],Int[],Int[],Int[]),
                                             second_order_auxilliary_matrices(SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0)),
                                             third_order_auxilliary_matrices(SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0),SparseMatrixCSC{Int, Int64}(ℒ.I,0,0))