Merge branch 'master' into ecb-master

Fixed conflict in dseries submodule.

NEWS

@@ -1,3 +1,56 @@
+Announcement for Dynare 4.5.4 (on 2018-01-29)
+=============================================
+
+We are pleased to announce the release of Dynare 4.5.4.
+
+This is a bugfix release.
+
+The Windows packages are already available for download at:
+
+ http://www.dynare.org/download/dynare-stable
+
+The Mac and GNU/Linux packages (for Debian and Ubuntu LTS) should follow soon.
+
+This release is compatible with MATLAB versions 7.5 (R2007b) to 9.3 (R2017b)
+and with GNU Octave versions 4.2.
+
+Here is a list of the problems identified in version 4.5.3 and that have been
+fixed in version 4.5.4:
+
+ - The `type` option of `plot_shock_decomposition` was always set to `qoq` regardless of what is specified.
+
+ - Bug in GSA when no parameter was detected below pvalue threshold.
+
+ - Various bug fixes in shock decompositions.
+
+ - Bug in reading in macro arrays passed on `dynare` command line via the `-D` option.
+
+ - Estimation with missing values was crashing if the `prefilter` option was used.
+
+ - Added a workaround for a difference in behaviour between Octave and Matlab regarding the creation
+   of function handles for functions that do not exist in the path. With Octave 4.2.1, steady state
+   files did not work if no auxiliary variables were created.
+
+ - The `stoch_simul` command was crashing with a cryptic message if option `order=3` was used without
+   setting `k_order_solver`.
+
+ - In cases where the prior bounds are infinite and the mode is estimated at exactly 0, no `mode_check`
+   graphs were displayed.
+
+ - Parallel execution of MCMC was broken in models without auxiliary variables.
+
+ - Reading data with column names from Excel might crash.
+
+ - The multivariate Kalman smoother was crashing in case of missing data in the observations and
+   `Finf` became singular.
+
+ - The `plot_shock_decomposition` command ignored various user-defined options like `fig_name`,
+   `use_shock_groups` or `interactive` and instead used the default options.
+
+ - Nested `@#ifdef` and `@#ifndef` statements don't work in the macroprocessor.
+
+
+
 Announcement for Dynare 4.5.3 (on 2017-10-19)
 =============================================
 
@@ -12,7 +65,7 @@ The Windows packages are already available for download at:
 
 The Mac and GNU/Linux packages (for Debian and Ubuntu LTS) should follow soon.
 
-This release is compatible with MATLAB versions 7.3 (R2006b) to 9.3 (R2017b)
+This release is compatible with MATLAB versions 7.5 (R2007b) to 9.3 (R2017b)
 and with GNU Octave versions 4.2.
 
 Here is a list of the problems identified in version 4.5.2 and that have been
@@ -37,7 +90,7 @@ The Windows packages are already available for download at:
 
 The Mac and GNU/Linux packages (for Debian and Ubuntu LTS) should follow soon.
 
-This release is compatible with MATLAB versions 7.3 (R2006b) to 9.3 (R2017b)
+This release is compatible with MATLAB versions 7.5 (R2007b) to 9.3 (R2017b)
 and with GNU Octave versions 4.2.
 
 Here is a list of the problems identified in version 4.5.1 and that have been
@@ -116,7 +169,7 @@ The Windows packages are already available for download at:
 
 The Mac and GNU/Linux packages (for Debian and Ubuntu LTS) should follow soon.
 
-This release is compatible with MATLAB versions 7.3 (R2006b) to 9.2 (R2017a)
+This release is compatible with MATLAB versions 7.5 (R2007b) to 9.2 (R2017a)
 and with GNU Octave versions 4.2.
 
 Here is a list of the problems identified in version 4.5.0 and that have been
@@ -162,7 +215,7 @@ The Mac and Debian/Ubuntu packages should follow soon.
 
 All users are strongly encouraged to upgrade.
 
-This release is compatible with MATLAB versions ranging from 7.3 (R2006b) to
+This release is compatible with MATLAB versions ranging from 7.5 (R2007b) to
 9.2 (R2017a) and with GNU Octave version 4.2.
 
 Here is the list of major user-visible changes:

doc/dynare.texi

@@ -7602,9 +7602,9 @@ model).
 (@xref{plot_shock_decomposition}).
 
 @item presample = @var{INTEGER}
-@anchor{presample_shock_decomposition} First data point from which recursive
+@anchor{presample_shock_decomposition} Data point above which recursive
 realtime shock decompositions are computed, @i{i.e.} for
-@math{T=[@code{presample}@dots{}@code{nobs}]}.
+@math{T=[@code{presample+1}@dots{}@code{nobs}]}.
 
 @item forecast = @var{INTEGER}
 @anchor{forecast_shock_decomposition} Compute shock decompositions up to
@@ -7613,6 +7613,13 @@ realtime shock decompositions are computed, @i{i.e.} for
 @item save_realtime = @var{INTEGER_VECTOR}
 @anchor{save_realtime} Choose for which vintages to save the full realtime
 shock decomposition. Default: @math{0}.
+
+@item fast_realtime = @var{INTEGER}
+@anchor{fast_realtime} Runs the smoother only twice: once for the last in-sample 
+and once for the last out-of-sample data point, where the provided integer defines the last observation 
+(equivalent to @ref{nobs}). 
+Default: not enabled.
+
 @end table
 
 @outputhead

matlab/DsgeSmoother.m

@@ -58,7 +58,7 @@ function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T,R,P,PK,de
 % SPECIAL REQUIREMENTS
 %   None
 
-% Copyright (C) 2006-2017 Dynare Team
+% Copyright (C) 2006-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -183,7 +183,7 @@ elseif options_.lik_init == 3           % Diffuse Kalman filter
             Z   = [Z, eye(vobs)];
         end
     end
-    [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,options_.qz_criterium,oo_.dr.restrict_var_list);
+    [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,options_.qz_criterium);
 elseif options_.lik_init == 4           % Start from the solution of the Riccati equation.
     [err, Pstar] = kalman_steady_state(transpose(T),R*Q*transpose(R),transpose(build_selection_matrix(mf,np,vobs)),H);
     mexErrCheck('kalman_steady_state',err);

matlab/check_list_of_variables.m

@@ -31,8 +31,7 @@ function varlist = check_list_of_variables(options_, M_, varlist)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-%get uniques
+% Get uniques
-
 [junk1, junk2, index_uniques] = varlist_indices(varlist, M_.endo_names);
 varlist = varlist(index_uniques);
 
@@ -130,7 +129,7 @@ elseif isempty(varlist) && isempty(options_.endo_vars_for_moment_computations_in
                 elseif choice==2
                     varlist = options_.varobs;
                 elseif choice==3
-                    varlist = NaN;
+                    varlist = cell(0);
                 else
                     skipline()
                     disp('YOU HAVE TO ANSWER 1, 2 or 3!')
@@ -138,7 +137,7 @@ elseif isempty(varlist) && isempty(options_.endo_vars_for_moment_computations_in
                 end
             end
         end
-        if isnan(varlist)
+        if isempty(varlist)
             edit([M_.fname '.mod'])
         end
         skipline()

matlab/compute_Pinf_Pstar.m

@@ -30,7 +30,7 @@ function [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_colum
 % SPECIAL REQUIREMENTS
 %   None
 
-% Copyright (C) 2006-2017 Dynare Team
+% Copyright (C) 2006-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -48,8 +48,22 @@ function [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_colum
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
 np = size(T,1);
+if nargin == 6
+    indx = restrict_columns;
+    indx0=find(~ismember([1:np],indx));
+else
+    indx=(find(max(abs(T))>=1.e-10));
+    indx0=(find(max(abs(T))<1.e-10));
+end
+np0=length(indx0);
+Tbkp = T;
+T0=T(indx0,indx); % static variables vs. dynamic ones
+R0=R(indx0,:);    % matrix of shocks for static variables
 
-% perform Kitagawa transformation
+% Perform Kitagawa transformation only for non-zero columns of T
+T=T(indx,indx);
+R=R(indx,:);
+np = size(T,1);
 [QT,ST] = schur(T);
 e1 = abs(ordeig(ST)) > 2-qz_criterium;
 [QT,ST] = ordschur(QT,ST,e1);
@@ -59,7 +73,6 @@ nk1 = nk+1;
 Pstar = zeros(np,np);
 R1 = QT'*R;
 B = R1*Q*R1';
-% computes variance of stationary block (lower right)
 i = np;
 while i >= nk+2
     if ST(i,i-1) == 0
@@ -100,13 +113,64 @@ if i == nk+1
     Pstar(nk1,nk1)=(B(nk1,nk1)+c)/(1-ST(nk1,nk1)*ST(nk1,nk1));
 end
 
+if np0
+    ST1=ST;
+    % Now I recover stationarized static variables using
+    % ss = s-A*z
+    % and
+    % z-z(-1) (growth rates of unit roots) only depends on stationary variables
+    Pstar = blkdiag(zeros(np0),Pstar);
+    ST = [zeros(length(Pstar),length(indx0)) [T0*QT ;ST]];
+    R1 = [R0; R1];
+    % Build the matrix for stationarized variables
+    STinf = ST(np0+1:np0+nk,np0+1:np0+nk);
+    iSTinf = inv(STinf);
+    ST0=ST;
+    ST0(:,1:np0+nk)=0;  % stationarized static + 1st difference only respond to lagged stationary states
+    ST00 = ST(1:np0,np0+1:np0+nk);
+    %     A\B is the matrix division of A into B, which is roughly the
+    %     same as INV(A)*B
+    ST0(1:np0,np0+nk+1:end) = ST(1:np0,np0+nk+1:end)-ST00*(iSTinf*ST(np0+1:np0+nk,np0+nk+1:end)); % snip non-stationary part
+    R10 = R1;
+    R10(1:np0,:) = R1(1:np0,:)-ST00*(iSTinf*R1(np0+1:np0+nk,:)); % snip non-stationary part
+    % Kill non-stationary part before projecting Pstar
+    ST0(np0+1:np0+nk,:)=0;
+    R10(np0+1:np0+nk,:)=0; % is this questionable???? IT HAS TO in order to match Michel's version!!!
+    % project Pstar onto static x
+    Pstar = ST0*Pstar*ST0'+R10*Q*R10';
+    % QT(1:np0,np0+1:np0+nk) = QT(1:np0,np0+1:np0+nk)+ST(1:np0,np0+1:np0+nk);  %%% is this questionable ????
+    % reorder QT entries
+else
+    STinf = ST(np0+1:np0+nk,np0+1:np0+nk);
+end
+
 % stochastic trends with no influence on observed variables are
 % arbitrarily initialized to zero
 Pinf = zeros(np,np);
 Pinf(1:nk,1:nk) = eye(nk);
-for k = 1:nk
+if np0
-    if norm(QT(mf,:)*ST(:,k)) < 1e-8
+    STtriu = STinf-eye(nk);
-        Pinf(k,k) = 0;
+%     A\B is the matrix division of A into B, which is roughly the
+%     same as INV(A)*B
+    STinf0 = ST00*(eye(nk)-iSTinf*STtriu);
+    Pinf = blkdiag(zeros(np0),Pinf);
+    QT = blkdiag(eye(np0),QT);
+    QTinf = QT;
+    QTinf(1:np0,np0+1:np0+nk) = STinf0;
+    QTinf([indx0(:); indx(:)],:) = QTinf;
+    STinf1 = [zeros(np0+np,np0) [STinf0; eye(nk); zeros(np-nk,nk)] zeros(np0+np,np-nk)];
+    for k = 1:nk
+        if norm(QTinf(mf,:)*ST([indx0(:); indx(:)],k+np0)) < 1e-8
+            Pinf(k+np0,k+np0) = 0;
+        end
+    end
+    Pinf = STinf1*Pinf*STinf1';
+    QT([indx0(:); indx(:)],:) = QT;
+else
+    for k = 1:nk
+        if norm(QT(mf,:)*ST(:,k)) < 1e-8
+            Pinf(k+np0,k+np0) = 0;
+        end
     end
 end
 

matlab/discretionary_policy_engine.m

@@ -48,7 +48,7 @@ function [H,G,retcode]=discretionary_policy_engine(AAlag,AA0,AAlead,BB,bigw,inst
 %  Dennis, Richard (2007): Optimal policy in rational expectations models: new solution algorithms,
 %       Macroeconomic Dynamics, 11, 31–55.
 
-% Copyright (C) 2007-2017 Dynare Team
+% Copyright (C) 2007-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -112,9 +112,9 @@ F1=F10;
 while 1
     iter=iter+1;
     P=SylvesterDoubling(W+beta*F1'*Q*F1,beta*H1',H1,discretion_tol,solve_maxit);
-    if any(any(isnan(P)))
+    if any(any(isnan(P))) || any(any(isinf(P)))
         P=SylvesterHessenbergSchur(W+beta*F1'*Q*F1,beta*H1',H1);
-        if any(any(isnan(P)))
+        if any(any(isnan(P))) || any(any(isinf(P)))
             retcode=2;
             return
         end

matlab/disp_steady_state.m

@@ -32,9 +32,9 @@ function disp_steady_state(M,oo)
 skipline()
 disp('STEADY-STATE RESULTS:')
 skipline()
-endo_names = M.endo_names;
+endo_names = char(M.endo_names);
 steady_state = oo.steady_state;
 
 for i = 1:M.orig_endo_nbr
-    disp(sprintf('%s \t\t %g', endo_names{i}, steady_state(i)));
+    fprintf('%s \t\t %g\n', endo_names(i,:), steady_state(i));
 end

matlab/dsge_likelihood.m

@@ -115,7 +115,7 @@ function [fval,info,exit_flag,DLIK,Hess,SteadyState,trend_coeff,Model,DynareOpti
 %! @end deftypefn
 %@eod:
 
-% Copyright (C) 2004-2017 Dynare Team
+% Copyright (C) 2004-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -372,7 +372,7 @@ switch DynareOptions.lik_init
         error(['The model requires Diffuse filter, but you specified a different Kalman filter. You must set options_.kalman_algo ' ...
                'to 0 (default), 3 or 4'])
     end
-    [Pstar,Pinf] = compute_Pinf_Pstar(Z,T,R,Q,DynareOptions.qz_criterium,[1:length(T)]);
+    [Pstar,Pinf] = compute_Pinf_Pstar(Z,T,R,Q,DynareOptions.qz_criterium);
     Z =zeros(length(BayesInfo.mf),size(T,1));
     for i = 1:length(BayesInfo.mf)
         Z(i,BayesInfo.mf(i))=1;

matlab/dynare_estimation_1.m

@@ -422,6 +422,7 @@ end
 
 if (any(bayestopt_.pshape  >0 ) && options_.mh_replic) || ...
         (any(bayestopt_.pshape >0 ) && options_.load_mh_file)  %% not ML estimation
+    bounds = prior_bounds(bayestopt_, options_.prior_trunc); %reset bounds as lb and ub must only be operational during mode-finding
     outside_bound_pars=find(xparam1 < bounds.lb | xparam1 > bounds.ub);
     if ~isempty(outside_bound_pars)
         for ii=1:length(outside_bound_pars)

matlab/evaluate_steady_state_file.m

@@ -70,7 +70,14 @@ else
     updated_params_flag = 0;
 end
 
-h_set_auxiliary_variables = str2func([M.fname '_set_auxiliary_variables']);
+if M.set_auxiliary_variables
+    % Define function handle for the function setting the auxiliary
+    % variables only if the model has auxiliary variables. Otherwise
+    % Octave may crash (see https://savannah.gnu.org/bugs/?52568) because
+    % the function does not exist in the path.
+    h_set_auxiliary_variables = str2func([M.fname '_set_auxiliary_variables']);
+end
+
 if  isnan(updated_params_flag) || (updated_params_flag  && any(isnan(params(~isnan(params))-params1(~isnan(params))))) %checks if new NaNs were added
     info(1) = 24;
     info(2) = NaN;

matlab/expand_group.m

@@ -34,16 +34,19 @@ mydata=get(findobj(gcf,'tag',['group' int2str(ic)]),'userdata');
 if isfield(mydata,'shock_decomp')
     options.shock_decomp=mydata.shock_decomp;
 end
+options.plot_shock_decomp=mydata.plot_shock_decomp;
+options.first_obs=mydata.first_obs;
+options.nobs=mydata.nobs;
 % define expanded group
 label = mydata.shock_group.label;
 shocks = mydata.shock_group.shocks;
-options.shock_decomp.fig_name = [mydata.fig_name '. Expand'];
+options.plot_shock_decomp.fig_name = [mydata.fig_name '. Expand'];
-options.use_shock_groups = strrep(label,' ','_'); %[use_shock_groups_old int2str(ic)];
+options.plot_shock_decomp.use_shock_groups = strrep(label,' ','_'); %[use_shock_groups_old int2str(ic)];
 for j=1:length(shocks)
-    M.shock_groups.(options.use_shock_groups).(['group' int2str(j)]).label=shocks{j};
+    M.shock_groups.(options.plot_shock_decomp.use_shock_groups).(['group' int2str(j)]).label=shocks{j};
-    M.shock_groups.(options.use_shock_groups).(['group' int2str(j)]).shocks=shocks(j);
+    M.shock_groups.(options.plot_shock_decomp.use_shock_groups).(['group' int2str(j)]).shocks=shocks(j);
 end
 
-options.shock_decomp.interactive=0;
+options.plot_shock_decomp.interactive=0;
-options.shock_decomp.expand=1;
+options.plot_shock_decomp.expand=1;
 plot_shock_decomposition(M,oo,options,var_list_);

matlab/graph_decomp.m

@@ -193,12 +193,15 @@ for j=1:nvar
             mydata.fig_name = DynareOptions.plot_shock_decomp.fig_name(2:end);
             mydata.use_shock_groups = DynareOptions.plot_shock_decomp.use_shock_groups;
             mydata.shock_group = shock_groups.(shock_ind{i});
-            mydata.shock_decomp = DynareOptions.plot_shock_decomp;
+            mydata.shock_decomp = DynareOptions.shock_decomp;
-            if ~isempty(mydata.shock_group.shocks{1})
+            mydata.plot_shock_decomp = DynareOptions.plot_shock_decomp;
+            mydata.first_obs = DynareOptions.first_obs;
+            mydata.nobs = DynareOptions.nobs;
+            if ~isempty(mydata.shock_group.shocks)
                 c = uicontextmenu;
                 hl.UIContextMenu=c;
                 browse_menu = uimenu(c,'Label','Browse group');
-                expand_menu = uimenu(c,'Label','Expand group','Callback',['expand_group(''' mydata.use_shock_groups ''',''' deblank(mydata.shock_decomp.orig_varlist(j,:)) ''',' int2str(i) ')']);
+                expand_menu = uimenu(c,'Label','Expand group','Callback',['expand_group(''' mydata.plot_shock_decomp.use_shock_groups ''',''' deblank(mydata.plot_shock_decomp.orig_varlist{j}) ''',' int2str(i) ')']);
                 set(expand_menu,'UserData',mydata,'Tag',['group' int2str(i)]);
                 for jmember = mydata.shock_group.shocks
                     uimenu('parent',browse_menu,'Label',char(jmember))

matlab/graph_decomp_detail.m

@@ -195,12 +195,15 @@ for j=1:nvar
                 mydata.fig_name = DynareOptions.plot_shock_decomp.fig_name(2:end);
                 mydata.use_shock_groups = DynareOptions.plot_shock_decomp.use_shock_groups;
                 mydata.shock_group = shock_groups.(shock_ind{ic});
-                mydata.shock_decomp = DynareOptions.plot_shock_decomp;
+                mydata.shock_decomp = DynareOptions.shock_decomp;
+                mydata.plot_shock_decomp = DynareOptions.plot_shock_decomp;
+                mydata.first_obs = DynareOptions.first_obs;
+                mydata.nobs = DynareOptions.nobs;
                 if ~isempty(mydata.shock_group.shocks)
                     c = uicontextmenu;
                     hax.UIContextMenu=c;
                     browse_menu = uimenu(c,'Label','Browse group');
-                    expand_menu = uimenu(c,'Label','Expand group','Callback',['expand_group(''' mydata.use_shock_groups ''',''' deblank(mydata.shock_decomp.orig_varlist(j,:)) ''',' int2str(ic) ')']);
+                    expand_menu = uimenu(c,'Label','Expand group','Callback',['expand_group(''' mydata.plot_shock_decomp.use_shock_groups ''',''' deblank(mydata.plot_shock_decomp.orig_varlist{j}) ''',' int2str(ic) ')']);
                     set(expand_menu,'UserData',mydata,'Tag',['group' int2str(ic)]);
                     for jmember = mydata.shock_group.shocks
                         uimenu('parent',browse_menu,'Label',char(jmember))

matlab/gsa/redform_map.m

@@ -232,10 +232,27 @@ for j = 1:length(anamendo)
                             istable=[1:length(iy)];
                             save([xdir,filesep, fname_ '_' type '_' namendo,'_vs_', namexo '_threshold' ],'lpmat','lpmat0','istable','y0','x0','xx0','iy','iyc')
                             lpmat=[]; lpmat0=[]; istable=[];
+                            if length(iy)<=10 || length(iyc)<=10
+                                icheck = [];  % do the generic plot in any case
+                            end
                         else
                             icheck=[];
                         end
                         if isempty(icheck)
+                            if length(iy)<=10 
+                                if isempty(iy)
+                                    disp(['There are NO MC samples in the desired range [' num2str(threshold) ']!'])
+                                else
+                                    disp(['There are TOO FEW (<=10) MC samples  in the desired range [' num2str(threshold) ']!'])
+                                end
+                            elseif length(iyc)<=10
+                                if isempty(iyc)
+                                    disp(['ALL MC samples are in the desired range [' num2str(threshold) ']!'])
+                                else
+                                    disp(['Almost ALL MC samples are in the desired range [' num2str(threshold) ']!'])
+                                    disp('There are TOO FEW (<=10) MC samples OUTSIDE the desired range!')
+                                end
+                            end
                             atitle0=['Monte Carlo Filtering for ',namendo,' vs ', namexo];
                             options_mcf.title = atitle0;
                             indmcf = redform_mcf(y0, x0, options_mcf, options_);
@@ -280,6 +297,8 @@ for j = 1:length(anamendo)
                     end
                 end
 
+            else
+               disp(['This entry in the shock matrix is CONSTANT = ' num2str(mean(y0),3)])
             end
         end
     end
@@ -369,11 +388,28 @@ for j = 1:length(anamendo)
                             istable=[1:length(iy)];
                             save([xdir,filesep, fname_ '_' type '_' namendo,'_vs_', namlagendo '_threshold' ],'lpmat','lpmat0','istable','y0','x0','xx0','iy','iyc')
                             lpmat=[]; lpmat0=[]; istable=[];
+                            if length(iy)<=10 || length(iyc)<=10,
+                                icheck = [];  % do the generic plot in any case
+                            end
 
                         else
                             icheck = [];
                         end
                         if isempty(icheck)
+                            if length(iy)<=10 
+                                if isempty(iy)
+                                    disp(['There are NO MC samples in the desired range [' num2str(threshold) ']!'])
+                                else
+                                    disp(['There are TOO FEW (<=10) MC samples  in the desired range [' num2str(threshold) ']!'])
+                                end
+                            elseif length(iyc)<=10
+                                if isempty(iyc)
+                                    disp(['ALL MC samples are in the desired range [' num2str(threshold) ']!'])
+                                else
+                                    disp(['Almost ALL MC samples are in the desired range [' num2str(threshold) ']!'])
+                                    disp('There are TOO FEW (<=10) MC samples OUTSIDE the desired range!')
+                                end
+                            end
                             atitle0=['Monte Carlo Filtering for ',namendo,' vs ', namlagendo];
                             options_mcf.title = atitle0;
                             indmcf = redform_mcf(y0, x0, options_mcf, options_);
@@ -417,6 +453,8 @@ for j = 1:length(anamendo)
                     end
                 end
 
+            else
+               disp(['This entry in the transition matrix is CONSTANT = ' num2str(mean(y0),3)])
             end
         end
     end
@@ -736,6 +774,11 @@ for jt=1:10
 end
 [proba, dproba] = stab_map_1(x0, indy{1}, indy{end}, [],0);
 indmcf=find(proba<options_mcf.pvalue_ks);
+if isempty(indmcf)
+    [tmp,jtmp] = sort(proba,2,'ascend');
+    indmcf = jtmp(1);
+%     indmcf = jtmp(1:min(2,length(proba)));
+end
 [tmp,jtmp] = sort(proba(indmcf),2,'ascend');
 indmcf = indmcf(jtmp);
 nbr_par = length(indmcf);

matlab/identification_analysis.m

@@ -28,7 +28,7 @@ function [ide_hess, ide_moments, ide_model, ide_lre, derivatives_info, info, opt
 % SPECIAL REQUIREMENTS
 %    None
 
-% Copyright (C) 2008-2017 Dynare Team
+% Copyright (C) 2008-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -152,10 +152,10 @@ if info(1)==0
             end
             analytic_derivation = options_.analytic_derivation;
             options_.analytic_derivation = -2;
-            info = stoch_simul(char(options_.varobs));
+            info = stoch_simul(options_.varobs);
             dataset_ = dseries(oo_.endo_simul(options_.varobs_id,100+1:end)',dates('1Q1'), options_.varobs);
             derivatives_info.no_DLIK=1;
-            %bounds = prior_bounds(bayestopt_, options_.prior_trunc);
+            bounds = prior_bounds(bayestopt_, options_.prior_trunc); %reset bounds as lb and ub must only be operational during mode-finding
             [fval,info,cost_flag,DLIK,AHess,ys,trend_coeff,M_,options_,bayestopt_,oo_] = dsge_likelihood(params',dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,bounds,oo_,derivatives_info);
             %                 fval = DsgeLikelihood(xparam1,data_info,options_,M_,estim_params_,bayestopt_,oo_);
             options_.analytic_derivation = analytic_derivation;

matlab/initial_condition_decomposition.m

@@ -128,6 +128,11 @@ M_.exo_nbr = M_.endo_nbr;
 options_.plot_shock_decomp.realtime=0;
 options_.plot_shock_decomp.screen_shocks=1;
 options_.plot_shock_decomp.use_shock_groups = '';
-options_.plot_shock_decomp.fig_names='initval';
+fig_name = options_.plot_shock_decomp.fig_name;
-plot_shock_decomposition(M_, oo, options_, varlist);
+if ~isempty(fig_name)
+    options_.plot_shock_decomp.fig_name=[fig_name '_initval'];
+else
+options_.plot_shock_decomp.fig_name='initval';
+end   
+plot_shock_decomposition(M_,oo,options_,varlist);
 % end

matlab/kalman/likelihood/kalman_filter_d.m

@@ -36,7 +36,7 @@ function [dLIK,dlik,a,Pstar] = kalman_filter_d(Y, start, last, a, Pinf, Pstar, k
 %   Durbin/Koopman (2012): "Time Series Analysis by State Space Methods", Oxford University Press,
 %   Second Edition, Ch. 5 and 7.2
 
-% Copyright (C) 2004-2017 Dynare Team
+% Copyright (C) 2004-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -65,7 +65,7 @@ dLIK = Inf;                % Default value of the log likelihood.
 oldK = Inf;
 s    = 0;
 
-while rank(Pinf,diffuse_kalman_tol) && (t<=last)
+while rank(Z*Pinf*Z',diffuse_kalman_tol) && (t<=last)
     s = t-start+1;
     v = Y(:,t)-Z*a;                                                     %get prediction error v^(0) in (5.13) DK (2012)
     Finf  = Z*Pinf*Z';                                                  % (5.7) in DK (2012)

matlab/kalman/likelihood/univariate_kalman_filter_d.m

@@ -87,7 +87,7 @@ function [dLIK, dlikk, a, Pstar, llik] = univariate_kalman_filter_d(data_index,
 %   Series Analysis by State Space Methods", Oxford University Press,
 %   Second Edition, Ch. 5, 6.4 + 7.2.5
 
-% Copyright (C) 2004-2017 Dynare Team
+% Copyright (C) 2004-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -154,7 +154,7 @@ while newRank && (t<=last)
         end
     end
     if newRank
-        oldRank = rank(Pinf,diffuse_kalman_tol);
+        oldRank = rank(Z*Pinf*Z',diffuse_kalman_tol);
     else
         oldRank = 0;
     end
@@ -162,10 +162,11 @@ while newRank && (t<=last)
     Pstar = T*Pstar*T'+QQ;
     Pinf  = T*Pinf*T';
     if newRank
-        newRank = rank(Pinf,diffuse_kalman_tol);
+        newRank = rank(Z*Pinf*Z',diffuse_kalman_tol);
     end
     if oldRank ~= newRank
         disp('univariate_diffuse_kalman_filter:: T does influence the rank of Pinf!')
+        disp('This may happen for models with order of integration >1.')
     end
     t = t+1;
 end

matlab/missing/nanmean/nanmean.m

@@ -1,36 +1,20 @@
-function y = nanmean(x)
+function y = nanmean(x, dim)
-% Computes the mean of each column of a matrix with some NaNs.
 
-%@info:
+% Returns the mean of a matrix with some NaNs.
-%! @deftypefn {Function File} {@var{y} =} nanmean (@var{x})
+%
-%! @anchor{nanmean}
+% INPUTS
-%! @sp 1
+% - x      [double]    m*n matrix
-%! Computes the mean of each column of a matrix with some NaNs.
+% - dim    [integer]   scalar, dimension along which the mean has to be computed.
-%! @sp 2
+%
-%! @strong{Inputs}
+% OUTPUTS
-%! @table @ @var
+% - y      [double]    1*n vector (if dim=1) or m*1 vector (if dim=2).
-%! @item x
+%
-%! Matlab matrix (T-by-N).
+% REMARKS
-%! @end table
+% (1) Default value for dim is the first non singleton dimension.
-%! @sp 2
+% (2) Works with vector and matrices, not implemented for arrays with more
-%! @strong{Outputs}
+% than two dimensions.
-%! @table @ @var
-%! @item y
-%! Matlab vector (1-by-N), the mean.
-%! @end table
-%! @sp 2
-%! @strong{This function is called by:}
-%! @sp 1
-%! @ref{compute_cova}, @ref{compute_acov}, @ref{compute_std}, @ref{nandemean}
-%! @sp 2
-%! @strong{This function calls:}
-%! @sp 1
-%! @ref{ndim}
-%!
-%! @end deftypefn
-%@eod:
 
-% Copyright (C) 2011 Dynare Team
+% Copyright (C) 2011-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -47,16 +31,39 @@ function y = nanmean(x)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
+if nargin<2
+    % By default dim is the first non singleton dimension
+    nonsingletondims = find(find(size(x)>1));
+    if ~isempty(nonsingletondims)
+        dim = nonsingletondims(1);
+    else
+        dim = NaN;
+    end
+end
 
-switch ndim(x)
+switch ndims(x)
   case 1
-    y = mean(x(find(~isnan(x))));
+    if isnan(dim)
+        y = x;
+    else
+        y = mean(x(find(~isnan(x))), dim);
+    end
   case 2
-    y = NaN(1,size(x,2));
+    if isnan(dim)
-    for i = 1:size(x,2)
+        y = x;
-        y(i) = mean(x(find(~isnan(x(:,i))),i));
+    else
+        if isequal(dim, 1)
+            y = NaN(1, size(x, 2));
+            for i = 1:size(x, 2)
+                y(i) = mean(x(find(~isnan(x(:,i))),i));
+            end
+        else
+            y = NaN(size(x, 1), 1);
+            for i = 1:size(x, 1)
+                y(i) = mean(x(i, find(~isnan(x(i,:)))));
+            end
+        end
     end
   otherwise
-    error('descriptive_statistics::nanmean:: This function is not implemented for arrays with dimension greater than two!')
+    error('This function is not implemented for arrays with dimension greater than two!')
 end

matlab/missing_DiffuseKalmanSmootherH1_Z.m

@@ -49,7 +49,7 @@ function [alphahat,epsilonhat,etahat,atilde,P,aK,PK,decomp,V] = missing_DiffuseK
 %   Durbin/Koopman (2012): "Time Series Analysis by State Space Methods", Oxford University Press,
 %   Second Edition, Ch. 5
 
-% Copyright (C) 2004-2017 Dynare Team
+% Copyright (C) 2004-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -134,9 +134,9 @@ while rank(Pinf(:,:,t+1),diffuse_kalman_tol) && t<smpl
                 return
             else                                                            %rank of F_{\infty,t} is 0
                 Finf_singular(1,t) = 1;
-                Fstar(:,:,t)  = ZZ*Pstar(:,:,t)*ZZ' + H(di,di);             % (5.7) in DK (2012)
+                Fstar(di,di,t)  = ZZ*Pstar(:,:,t)*ZZ' + H(di,di);             % (5.7) in DK (2012)
-                if rcond(Fstar(:,:,t)) < kalman_tol                         %F_{*} is singular
+                if rcond(Fstar(di,di,t)) < kalman_tol                         %F_{*} is singular
-                    if ~all(abs(Fstar(:,:,t))<kalman_tol)
+                    if ~all(all(abs(Fstar(di,di,t))<kalman_tol))
                         % The univariate diffuse kalman filter should be used.
                         alphahat = Inf;
                         return
@@ -146,12 +146,12 @@ while rank(Pinf(:,:,t+1),diffuse_kalman_tol) && t<smpl
                         Pinf(:,:,t+1)  = T*Pinf(:,:,t)*transpose(T);
                     end
                 else
-                    iFstar(:,:,t)   = inv(Fstar(:,:,t));
+                    iFstar(di,di,t) = inv(Fstar(di,di,t));
-                    Kstar(:,:,t)    = Pstar(:,:,t)*ZZ'*iFstar(:,:,t);       %(5.15) of DK (2012) with Kstar=T^{-1}*K^(0)
+                    Kstar(:,di,t)   = Pstar(:,:,t)*ZZ'*iFstar(di,di,t);       %(5.15) of DK (2012) with Kstar=T^{-1}*K^(0)
                     Pinf(:,:,t+1)   = T*Pinf(:,:,t)*transpose(T);           % DK (2012), 5.16
                     Lstar(:,:,t)    = T - T*Kstar(:,di,t)*ZZ;               %L^(0) in DK (2012), eq. 5.12
                     Pstar(:,:,t+1)  = T*Pstar(:,:,t)*Lstar(:,:,t)'+QQ;      % (5.17) DK (2012)
-                    a(:,t+1)        = T*(a(:,t)+Kstar(:,:,t)*v(:,t));       % (5.13) DK (2012)
+                    a(:,t+1)        = T*(a(:,t)+Kstar(:,di,t)*v(di,t));       % (5.13) DK (2012)
                 end
             end
         else

matlab/missing_DiffuseKalmanSmootherH3_Z.m

@@ -56,7 +56,7 @@ function [alphahat,epsilonhat,etahat,a,P,aK,PK,decomp,V] = missing_DiffuseKalman
 %   Models", S.J. Koopman and J. Durbin (2003), in Journal of Time Series
 %   Analysis, vol. 24(1), pp. 85-98.
 
-% Copyright (C) 2004-2017 Dynare Team
+% Copyright (C) 2004-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -184,6 +184,7 @@ while newRank && t < smpl
     end
     if oldRank ~= newRank
         disp('univariate_diffuse_kalman_filter:: T does influence the rank of Pinf!')
+        disp('This may happen for models with order of integration >1.')
     end
 end
 

matlab/mode_check.m

@@ -111,14 +111,22 @@ for plt = 1:nbplt
             end
         end
         xx = x;
-        if x(kk)~=0
+        if x(kk)~=0 || ~isinf(BoundsInfo.lb(kk)) || ~isinf(BoundsInfo.lb(kk))
             l1 = max(BoundsInfo.lb(kk),(1-sign(x(kk))*ll)*x(kk)); m1 = 0; %lower bound
             l2 = min(BoundsInfo.ub(kk),(1+sign(x(kk))*ll)*x(kk)); %upper bound
         else
             %size info for 0 parameter is missing, use prior standard
             %deviation
-            l1 = max(BoundsInfo.lb(kk),-BayesInfo.p2(kk)); m1 = 0; %lower bound
+            upper_bound=BoundsInfo.lb(kk);
-            l2 = min(BoundsInfo.ub(kk),BayesInfo.p2(kk)); %upper bound
+            if isinf(upper_bound)
+                upper_bound=-1e-6*DynareOptions.huge_number;
+            end
+            lower_bound=BoundsInfo.ub(kk);
+            if isinf(lower_bound)
+                lower_bound=-1e-6*DynareOptions.huge_number;
+            end
+            l1 = max(lower_bound,-BayesInfo.p2(kk)); m1 = 0; %lower bound
+            l2 = min(upper_bound,BayesInfo.p2(kk)); %upper bound
         end            
         binding_lower_bound=0;
         binding_upper_bound=0;

matlab/model_diagnostics.m

@@ -154,7 +154,7 @@ for b=1:nb
                     break
                 end
             end
-            disp(endo_names{k})
+            fprintf('%s\n',endo_names{k})
         end
         neq = null(jacob');
         n_rel = size(neq,2);

matlab/modules/dseries

@@ -1 +1 @@
-Subproject commit cad90545bd355f671c112fd072b9be1545cbb2c4
+Subproject commit 656e63e360d9fa979f932b601c46b1c1ea8aa1a4

matlab/parallel/AnalyseComputationalEnvironment.m

@@ -251,10 +251,7 @@ for Node=1:length(DataInput) % To obtain a recoursive function remove the 'for'
         % computer!
 
         if Environment
-
+            % This check can be removed ... according to the dynare parser strategy.
-            % This check can be removed ... according to the dynare parser
-            % strategy.
-
             if  isempty(DataInput(Node).RemoteDirectory)
                 disp('The field RemoteDirectory is empty!')
                 skipline()
@@ -263,10 +260,7 @@ for Node=1:length(DataInput) % To obtain a recoursive function remove the 'for'
                 ErrorCode=5;
                 return
             end
-
+            % This check can be removed ... according to the dynare parser strategy.
-            % This check can be removed ... according to the dynare parser
-            % strategy.
-
             if (~isempty(DataInput(Node).RemoteDrive))
                 disp('[WARNING] The fields RemoteDrive should be empty under unix or mac!')
                 skipline()
@@ -276,35 +270,14 @@ for Node=1:length(DataInput) % To obtain a recoursive function remove the 'for'
                 skipline(2)
                 ErrorCode=5;
             end
-
-            si2=[];
-            de2=[];
             if ~isempty(DataInput(Node).Port)
                 ssh_token = ['-p ',DataInput(Node).Port];
             else
                 ssh_token = '';
             end
-
+            command_string = ['ssh ',ssh_token,' ',DataInput(Node).UserName,'@',DataInput(Node).ComputerName,' ls ',DataInput(Node).RemoteDirectory,'/',RemoteTmpFolder,'/'];
-            [si2 de2]=system(['ssh ',ssh_token,' ',DataInput(Node).UserName,'@',DataInput(Node).ComputerName,' ls ',DataInput(Node).RemoteDirectory,'/',RemoteTmpFolder,'/']);
-
-            if (si2)
-                disp ('Remote Directory does not exist or is not reachable!')
-                skipline()
-                disp('ErrorCode 5.')
-                skipline(2)
-                ErrorCode=5;
-                return
-            end
-
-            disp('Check on RemoteDirectory Variable ..... Ok!')
-            skipline(2)
-            disp('Check on RemoteDrive Variable ..... Ok!')
-            skipline(2)
-
         else
-            % This check can be removed ... according to the dynare parser
+            % This check can be removed ... according to the dynare parser strategy.
-            % strategy.
-
             if (isempty(DataInput(Node).RemoteDrive)||isempty(DataInput(Node).RemoteDirectory))
                 disp('Remote RemoteDrive and/or RemoteDirectory is/are empty!')
                 skipline()
@@ -313,32 +286,31 @@ for Node=1:length(DataInput) % To obtain a recoursive function remove the 'for'
                 ErrorCode=5;
                 return
             end
-
+            command_string = ['dir \\',DataInput(Node).ComputerName,'\',DataInput(Node).RemoteDrive,'$\',DataInput(Node).RemoteDirectory,'\',RemoteTmpFolder];
-
-            si2=[];
-            de2=[];
-            [si2 de2]=system(['dir \\',DataInput(Node).ComputerName,'\',DataInput(Node).RemoteDrive,'$\',DataInput(Node).RemoteDirectory,'\',RemoteTmpFolder]);
-
-            if (si2)
-                disp ('Remote Directory does not exist or it is not reachable!')
-                skipline()
-                disp('ErrorCode 5.')
-                skipline(2)
-                ErrorCode=5;
-                return
-            end
-
-            disp('Check on RemoteDirectory Variable ..... Ok!')
-            skipline(2)
-            disp('Check on RemoteDrive Variable ..... Ok!')
-            skipline(2)
-
         end
 
+        [si2, de2] = system(command_string);
 
-        % Now we verify if it possible to exchange data with the remote
+        if (si2)
-        % computer:
+            disp ('Remote Directory does not exist or is not reachable!')
+            skipline()
+            disp('ErrorCode 5.')
+            skipline(2)
+            disp('The command causing the error was:')
+            disp(command_string)
+            disp('The system returned:')
+            disp(de2)
+            skipline(2)
+            ErrorCode=5;
+            return
+        end
 
+        disp('Check on RemoteDirectory Variable ..... Ok!')
+        skipline(2)
+        disp('Check on RemoteDrive Variable ..... Ok!')
+        skipline(2)
+
+        % Now we verify if it possible to exchange data with the remote computer.
 
         % Build a command file to test the matlab execution and dynare path ...
 
@@ -506,13 +478,8 @@ for Node=1:length(DataInput) % To obtain a recoursive function remove the 'for'
 
 
         % Now we verify if it is possible delete remote computational traces!
-
         dynareParallelRmDir(RemoteTmpFolder,DataInput(Node));
-
+        si3 = dynareParallelDir('Tracing.m', RemoteTmpFolder,DataInput(Node));
-        si3=[];
-
-        si3=dynareParallelDir('Tracing.m', RemoteTmpFolder,DataInput(Node));
-
         if (isempty(si3))
             disp ('Check on Delete Remote Computational Traces ..... Ok!')
             skipline(2)
@@ -550,22 +517,18 @@ for Node=1:length(DataInput) % To obtain a recoursive function remove the 'for'
 
 
     % We look for the information on local computer hardware.
-
+    Environment1 = Environment;
-    si0=[];
-    de0=[];
-
-    Environment1=Environment;
     disp('Checking Hardware please wait ...');
     if (DataInput(Node).Local == 1)
         if Environment
             if ~ismac
-                [si0 de0]=system('grep processor /proc/cpuinfo');
+                [si0, de0] = system('grep processor /proc/cpuinfo');
             else
-                [si0 de0]=system('sysctl -n hw.ncpu');
+                [si0, de0] = system('sysctl -n hw.ncpu');
-                Environment1=2;
+                Environment1 = 2;
             end
         else
-            [si0 de0]=system(['psinfo \\']);
+            [si0, de0] = system(['psinfo \\']);
         end
     else
         if Environment
@@ -576,19 +539,27 @@ for Node=1:length(DataInput) % To obtain a recoursive function remove the 'for'
             end
             if OStargetUnix
                 if RemoteEnvironment ==1
-                    [si0 de0]=system(['ssh ',ssh_token,' ',DataInput(Node).UserName,'@',DataInput(Node).ComputerName,' grep processor /proc/cpuinfo']);
+                    command_string = ['ssh ',ssh_token,' ',DataInput(Node).UserName,'@',DataInput(Node).ComputerName,' grep processor /proc/cpuinfo'];
                 else % it is MAC
-                    [si0 de0]=system(['ssh ',ssh_token,' ',DataInput(Node).UserName,'@',DataInput(Node).ComputerName,' sysctl -n hw.ncpu']);
+                    command_string = ['ssh ',ssh_token,' ',DataInput(Node).UserName,'@',DataInput(Node).ComputerName,' sysctl -n hw.ncpu'];
-                    Environment1=2;
+                    Environment1 = 2;
                 end
             else
-                [si0 de0]=system(['ssh ',ssh_token,' ',DataInput(Node).UserName,'@',DataInput(Node).ComputerName,' psinfo']);
+                command_string = ['ssh ',ssh_token,' ',DataInput(Node).UserName,'@',DataInput(Node).ComputerName,' psinfo'];
             end
         else
-            [si0 de0]=system(['psinfo \\',DataInput(Node).ComputerName,' -u ',DataInput(Node).UserName,' -p ',DataInput(Node).Password]);
+            command_string = ['psinfo \\',DataInput(Node).ComputerName,' -u ',DataInput(Node).UserName,' -p ',DataInput(Node).Password];
         end
+        [si0, de0] = system(command_string);
     end
 
+    if (si0)
+        disp('The command causing the error was:')
+        disp(command_string)
+        disp('The system returned:')
+        disp(de0)        
+        skipline(2)
+    end
 
     RealCPUnbr='';
     %    keyboard;

matlab/parallel/masterParallel.m

@@ -347,9 +347,9 @@ for j=1:totCPU
                 end
             else    % Hybrid computing Matlab(Master)->Octave(Slaves) and Vice Versa!
                 if  regexpi([Parallel(indPC).MatlabOctavePath], 'octave')
-                    command1=['psexec -d -W "',DyMo, '" -a ',my_affinity,' -low  ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7''); addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
+                    command1=['psexec -accepteula -d -W "',DyMo, '" -a ',my_affinity,' -low  ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7''); addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
                 else
-                    command1=['psexec -d -W "',DyMo, '" -a ',my_affinity,' -low  ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
+                    command1=['psexec -accepteula -d -W "',DyMo, '" -a ',my_affinity,' -low  ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
                 end
             end
         else                                                            % 0.2 Parallel(indPC).Local==0: Run using network on remote machine or also on local machine.
@@ -387,20 +387,20 @@ for j=1:totCPU
                 if ~strcmpi(Parallel(indPC).ComputerName,MasterName)  % 0.3 Run on a remote machine!
                                                                       % Hybrid computing Matlab(Master)-> Octave(Slaves) and Vice Versa!
                     if  regexpi([Parallel(indPC).MatlabOctavePath], 'octave')
-                        command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
+                        command1=['psexec \\',Parallel(indPC).ComputerName,' -accepteula -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
                                   ' -low  ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7''); addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
                     else
 
-                        command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
+                        command1=['psexec \\',Parallel(indPC).ComputerName,' -accepteula -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
                                   ' -low  ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
                     end
                 else                                                  % 0.4 Run on the local machine via the network
                                                                       % Hybrid computing Matlab(Master)->Octave(Slaves) and Vice Versa!
                     if  regexpi([Parallel(indPC).MatlabOctavePath], 'octave')
-                        command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
+                        command1=['psexec \\',Parallel(indPC).ComputerName,' -accepteula -d -e -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
                                   ' -low  ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7''); addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
                     else
-                        command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
+                        command1=['psexec \\',Parallel(indPC).ComputerName,' -accepteula -d -e -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
                                   ' -low  ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
                     end
                 end
@@ -418,9 +418,9 @@ for j=1:totCPU
                 end
             else    % Hybrid computing Matlab(Master)->Octave(Slaves) and Vice Versa!
                 if  regexpi([Parallel(indPC).MatlabOctavePath], 'octave')
-                    command1=['psexec -d -W "',DyMo, '" -a ',my_affinity,' -low  ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7'');addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
+                    command1=['psexec -accepteula -d -W "',DyMo, '" -a ',my_affinity,' -low  ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7'');addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
                 else
-                    command1=['psexec -d -W "',DyMo, '" -a ',my_affinity,' -low  ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
+                    command1=['psexec -accepteula -d -W "',DyMo, '" -a ',my_affinity,' -low  ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
                 end
             end
         elseif Parallel(indPC).Local==0                                % 1.2 Run using network on remote machine or also on local machine.
@@ -462,19 +462,19 @@ for j=1:totCPU
                     if ~strcmpi(Parallel(indPC).ComputerName,MasterName) % 1.3 Run on a remote machine.
                                                                          % Hybrid computing Matlab(Master)->Octave(Slaves) and Vice Versa!
                         if  regexpi([Parallel(indPC).MatlabOctavePath], 'octave')
-                            command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
+                            command1=['psexec \\',Parallel(indPC).ComputerName,' -accepteula -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
                                       ' -low  ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7'');addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
                         else
-                            command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
+                            command1=['psexec \\',Parallel(indPC).ComputerName,' -accepteula -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
                                       ' -low  ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
                         end
                     else                                                % 1.4 Run on the local machine via the network.
                                                                         % Hybrid computing Matlab(Master)->Octave(Slaves) and Vice Versa!
                         if  regexpi([Parallel(indPC).MatlabOctavePath], 'octave')
-                            command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
+                            command1=['psexec \\',Parallel(indPC).ComputerName,' -accepteula -d -e -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
                                       ' -low  ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7''); addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
                         else
-                            command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
+                            command1=['psexec \\',Parallel(indPC).ComputerName,' -accepteula -d -e -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',my_affinity, ...
                                       ' -low  ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
                         end
                     end

matlab/perfect-foresight-models/sim1_linear.m

@@ -116,7 +116,7 @@ x = repmat(transpose(steadystate_x), 1+M.maximum_exo_lag+M.maximum_exo_lead, 1);
 [d1, jacobian] = dynamicmodel(z, x, params, steadystate_y, M.maximum_exo_lag+1);
 
 % Check that the dynamic model was evaluated at the steady state.
-if max(abs(d1))>1e-12
+if max(abs(d1))>options.solve_tolf
     error('Jacobian is not evaluated at the steady state!')
 end
 

matlab/posterior_sampler.m

@@ -127,7 +127,7 @@ else
     % which files have to be copied to run remotely
     NamFileInput(1,:) = {'',[ModelName '_static.m']};
     NamFileInput(2,:) = {'',[ModelName '_dynamic.m']};
-    if M.set_auxiliary_variables
+    if M_.set_auxiliary_variables
         NamFileInput(3,:) = {'',[M_.fname '_set_auxiliary_variables.m']};
     end
     if options_.steadystate_flag

matlab/read_variables.m

@@ -91,7 +91,7 @@ switch (extension)
   case { '.xls', '.xlsx' }
     [freq,init,data,varlist] = load_xls_file_data(fullname,xls_sheet,xls_range);
     for dyn_i_01=1:var_size_01
-        iv = strmatch(strtrim(var_names_01(dyn_i_01,:)),varlist,'exact');
+        iv = strmatch(strtrim(var_names_01{dyn_i_01}),varlist,'exact');
         if ~isempty(iv)
             dyn_tmp_01 = [data(:,iv)]';
             if length(dyn_tmp_01) > dyn_size_01 && dyn_size_01 > 0
@@ -101,7 +101,7 @@ switch (extension)
             dyn_data_01(:,dyn_i_01) = dyn_tmp_01;
         else
             cd(old_pwd)
-            error([strtrim(var_names_01(dyn_i_01,:)) ' not found in ' fullname])
+            error([strtrim(var_names_01{dyn_i_01}) ' not found in ' fullname])
         end
     end
   case '.csv'

matlab/smoother2histval.m

@@ -193,36 +193,38 @@ end
 
 % Handle auxiliary variables for lags (both on endogenous and exogenous)
 for i = 1:length(M_.aux_vars)
-    if M_.aux_vars(i).type ~= 1 && M_.aux_vars(i).type ~= 3
+    if ~ ismember(M_.endo_names{M_.aux_vars(i).endo_index},invars)
-        continue
+        if M_.aux_vars(i).type ~= 1 && M_.aux_vars(i).type ~= 3
-    end
+            continue
-    if M_.aux_vars(i).type == 1
-        % Endogenous
-        orig_var = M_.endo_names{M_.aux_vars(i).orig_index};
-    else
-        % Exogenous
-        orig_var = M_.exo_names{M_.aux_vars(i).orig_index};
-    end
-    [m, k] = ismember(orig_var, outvars);
-    if m
-        if ~isempty(strmatch(invars{k}, M_.endo_names))
-            s = getfield(smoothedvars, invars{k});
-        else
-            s = getfield(smoothedshocks, invars{k});
         end
-        l = M_.aux_vars(i).orig_lead_lag;
+        if M_.aux_vars(i).type == 1
-        if period-M_.maximum_endo_lag+1+l < 1
+            % Endogenous
-            error('The period that you indicated is too small to construct initial conditions')
+            orig_var = M_.endo_names{M_.aux_vars(i).orig_index};
-        end
-        j = M_.aux_vars(i).endo_index;
-        v = s((period-M_.maximum_endo_lag+1+l):(period+l)); %+steady_state(j);
-        if ~isfield(opts, 'outfile')
-            M_.endo_histval(j, :) = v;
         else
-            % When saving to a file, x(-2) is in the variable called "x_l2"
+            % Exogenous
-            lead_lag = num2str(l);
+            orig_var = M_.exo_names{M_.aux_vars(i).orig_index};
-            lead_lag = regexprep(lead_lag, '-', 'l');
+        end
-            o = setfield(o, [ orig_var '_' lead_lag ], v);
+        [m, k] = ismember(orig_var, outvars);
+        if m
+            if ~isempty(strmatch(invars{k}, M_.endo_names))
+                s = getfield(smoothedvars, invars{k});
+            else
+                s = getfield(smoothedshocks, invars{k});
+            end
+            l = M_.aux_vars(i).orig_lead_lag;
+            if period-M_.maximum_endo_lag+1+l < 1
+                error('The period that you indicated is too small to construct initial conditions')
+            end
+            j = M_.aux_vars(i).endo_index;
+            v = s((period-M_.maximum_endo_lag+1+l):(period+l)); %+steady_state(j);
+            if ~isfield(opts, 'outfile')
+                M_.endo_histval(j, :) = v;
+            else
+                % When saving to a file, x(-2) is in the variable called "x_l2"
+                lead_lag = num2str(l);
+                lead_lag = regexprep(lead_lag, '-', 'l');
+                o = setfield(o, [ orig_var '_' lead_lag ], v);
+            end
         end
     end
 end

matlab/stochastic_solvers.m

@@ -29,7 +29,7 @@ function [dr,info] = stochastic_solvers(dr,task,M_,options_,oo_)
 %   none.
 %
 
-% Copyright (C) 1996-2017 Dynare Team
+% Copyright (C) 1996-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -57,6 +57,9 @@ if M_.hessian_eq_zero && local_order~=1
     local_order = 1;
     warning('stochastic_solvers: using order = 1 because Hessian is equal to zero');
 end
+if options_.order>2 && ~options_.k_order_solver
+    error('You need to set k_order_solver for order>2')
+end
 
 if (options_.aim_solver == 1) && (local_order > 1)
     error('Option "aim_solver" is incompatible with order >= 2')

matlab/utilities/dataset/makedataset.m

@@ -24,7 +24,7 @@ function [DynareDataset, DatasetInfo, newdatainterface] = makedataset(DynareOpti
 %
 % See also dynare_estimation_init
 
-% Copyright (C) 2014-2017 Dynare Team
+% Copyright (C) 2014-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -81,7 +81,7 @@ elseif isempty(DynareOptions.datafile) && ~isempty(DynareOptions.dataset.series)
 elseif ~isempty(DynareOptions.datafile) && isempty(DynareOptions.dataset.file)
     datafile = DynareOptions.datafile;
     newdatainterface = 0;
-elseif isempty(DynareOptions.datafile) && ~isempty(DynareOptions.dataset.file)
+elseif ~isempty(DynareOptions.datafile) && ~isempty(DynareOptions.dataset.file)
     error('makedataset: You cannot simultaneously use the data command and the datafile option (in the estimation command)!')
 else
     error('makedataset: You have to specify the datafile!')
@@ -267,7 +267,7 @@ else
 end
 
 % Compute the empirical mean of the observed variables.
-DatasetInfo.descriptive.mean = nanmean(DynareDataset.data);
+DatasetInfo.descriptive.mean = nanmean(DynareDataset.data,1);
 
 % Compute the empirical covariance matrix of the observed variables.
 DatasetInfo.descriptive.covariance = nancovariance(DynareDataset.data);

matlab/utilities/dataset/nancovariance.m

@@ -51,7 +51,7 @@ function CovarianceMatrix = nancovariance(data)
 CovarianceMatrix = zeros(size(data,2));
 
 if isanynan(data)
-    data = bsxfun(@minus,data,nanmean(data));
+    data = bsxfun(@minus,data,nanmean(data,1));
     for i=1:size(data,2)
         for j=i:size(data,2)
             CovarianceMatrix(i,j) = nanmean(data(:,i).*data(:,j));
@@ -61,7 +61,7 @@ if isanynan(data)
         end
     end
 else
-    data = bsxfun(@minus,data,mean(data));
+    data = bsxfun(@minus,data,mean(data,1));
     CovarianceMatrix = (transpose(data)*data)/size(data,1);
 end
 

matlab/utilities/dataset/quarterly2annual.m

@@ -14,6 +14,7 @@ function [ya, yass, gya, gyass] = quarterly2annual(y,yss,GYTREND0,type,islog,aux
 %          5 annual price as quantity weighted average
 %          6 annual quantity from average price
 %          7 annual nominal from Q real and deflator
+%          8 annual ratio [e.g. trade balance to GDP]
 % islog    0 level (default)
 %          1 log-level
 %          2 growth rate Q frequency
@@ -120,6 +121,19 @@ switch type
     yn = (y+yss).*(yaux+yauxss) - yss.*yauxss;
     [ya, yass] = quarterly2annual(yn,yss.*yauxss,GYTREND0+GYTREND0aux,typeaux,0,0);
     GYTREND0=GYTREND0+GYTREND0aux;
+
+    case 8
+        % numerator
+        yn = y;
+        [yna, ynass] = quarterly2annual(yn,yss,GYTREND0,typeaux(1),0,0);
+        % denominator
+        yd = yaux;
+        [yda, ydass] = quarterly2annual(yd,yauxss,GYTREND0aux,typeaux(2),0,0);
+        % ratio
+        yass = ynass/ydass;
+        ya = (yna+ynass)./(yda+ydass)-yass;    
+        GYTREND0 = GYTREND0 - GYTREND0aux;
+
   otherwise
     error('Wrong type input')
 end

matlab/utilities/general/demean.m

@@ -1,33 +1,14 @@
 function c = demean(x)
+
 % Removes the mean of each column of a matrix.
+%
+% INPUTS 
+% - x    [double]   T*N matrix of data.
+%
+% OUTPUTS 
+% - c    [double]   T*N matrix of demeaned data.
 
-%@info:
+% Copyright (C) 2011-2018 Dynare Team
-%! @deftypefn {Function File} {@var{c} =} demean (@var{x})
-%! @anchor{demean}
-%! This function removes the mean of each column of a matrix.
-%!
-%! @strong{Inputs}
-%! @table @var
-%! @item x
-%! Matlab matrix (T-by-N).
-%! @end table
-%!
-%! @strong{Outputs}
-%! @table @var
-%! @item c
-%! Matlab matrix (T-by-N). The demeaned x matrix.
-%! @end table
-%!
-%! @strong{This function is called by:}
-%! @ref{compute_cova}, @ref{compute_acov}, @ref{compute_std}.
-%!
-%! @strong{This function calls:}
-%! @ref{ndim},
-%!
-%! @end deftypefn
-%@eod:
-
-% Copyright (C) 2011-2017 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -44,12 +25,8 @@ function c = demean(x)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
+if ndim(x)>2
+    error('This function is not implemented for arrays with dimension greater than two!')
+end
 
-if ndim(x)==1
+c = bsxfun(@minus, x, nanmean(x));
-    c = x-mean(x);
-elseif ndim(x)==2
-    c = bsxfun(@minus,x,mean(x));
-else
-    error('descriptive_statistics::demean:: This function is not implemented for arrays with dimension greater than two!')
-end

preprocessor/ComputingTasks.cc

@@ -2686,7 +2686,7 @@ InitialConditionDecompositionStatement::writeOutput(ostream &output, const strin
   output << "options_ = set_default_initial_condition_decomposition_options(options_);" << endl;
   options_list.writeOutput(output);
   symbol_list.writeOutput("var_list_", output);
-  output << "initial_condition_decomposition(M_, oo_, options_, var_list_, bayestopt_, estim_params_);" << endl;
+  output << "oo_ = initial_condition_decomposition(M_, oo_, options_, var_list_, bayestopt_, estim_params_);" << endl;
 }
 
 ConditionalForecastStatement::ConditionalForecastStatement(const OptionsList &options_list_arg) :

preprocessor/DynareBison.yy

@@ -114,7 +114,7 @@ class ParsingDriver;
 %token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW WRITE_EQUATION_TAGS METHOD
 %token NONLINEAR_FILTER_INITIALIZATION FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
 %token <string_val> NAME
-%token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN INIT_STATE RESCALE_PREDICTION_ERROR_COVARIANCE GENERATE_IRFS
+%token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN INIT_STATE FAST_REALTIME RESCALE_PREDICTION_ERROR_COVARIANCE GENERATE_IRFS
 %token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY
 %token NOGRAPH POSTERIOR_NOGRAPH POSTERIOR_GRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS MODEL_NAME STDERR_MULTIPLES DIAGONAL_ONLY
 %token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
@@ -2827,6 +2827,7 @@ realtime_shock_decomposition_option : o_parameter_set
                                     | o_shock_decomposition_presample
                                     | o_shock_decomposition_forecast
                                     | o_save_realtime
+                                    | o_fast_realtime
                                     ;
 
 plot_shock_decomposition_options_list : plot_shock_decomposition_option COMMA plot_shock_decomposition_options_list
@@ -2860,6 +2861,9 @@ initial_condition_decomposition_option : o_icd_type
                                        | o_icd_write_xls
                                        | o_icd_plot_init_date
                                        | o_icd_plot_end_date
+                                       | o_nodisplay
+                                       | o_graph_format
+                                       | o_psd_fig_name
                                        ;
 
 homotopy_setup: HOMOTOPY_SETUP ';' homotopy_list END ';'
@@ -3240,6 +3244,7 @@ o_init_state : INIT_STATE EQUAL INT_NUMBER { driver.option_num("shock_decomp.ini
 o_shock_decomposition_presample : PRESAMPLE EQUAL INT_NUMBER { driver.option_num("shock_decomp.presample", $3); };
 o_shock_decomposition_forecast : FORECAST EQUAL INT_NUMBER { driver.option_num("shock_decomp.forecast", $3); };
 o_save_realtime : SAVE_REALTIME EQUAL vec_int { driver.option_vec_int("shock_decomp.save_realtime", $3); };
+o_fast_realtime : FAST_REALTIME EQUAL INT_NUMBER { driver.option_num("shock_decomp.fast_realtime", $3); };
 o_nodisplay : NODISPLAY { driver.option_num("nodisplay","1"); };
 o_psd_nodisplay : NODISPLAY { driver.option_num("plot_shock_decomp.nodisplay","1"); };
 o_graph_format : GRAPH_FORMAT EQUAL allowed_graph_formats

preprocessor/DynareFlex.ll

@@ -594,6 +594,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>controlled_varexo {return token::CONTROLLED_VAREXO; }
 <DYNARE_STATEMENT>parameter_set {return token::PARAMETER_SET; }
 <DYNARE_STATEMENT>init_state {return token::INIT_STATE; }
+<DYNARE_STATEMENT>fast_realtime {return token::FAST_REALTIME; }
 <DYNARE_STATEMENT>save_realtime {return token::SAVE_REALTIME;}
 <DYNARE_STATEMENT>detail_plot {return token::DETAIL_PLOT;}
 <DYNARE_STATEMENT>interactive {return token::INTERACTIVE;}

preprocessor/macro/MacroDriver.cc

@@ -1,5 +1,5 @@
 /*
- * Copyright (C) 2008-2017 Dynare Team
+ * Copyright (C) 2008-2018 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -60,7 +60,11 @@ MacroDriver::parse(const string &f, const string &fb, const string &modfiletxt,
       }
     catch (boost::bad_lexical_cast &)
       {
-        file_with_endl << "@#define " << it->first << " = \"" << it->second << "\"" << endl;
+        if (!it->second.empty() && it->second.at(0) == '[' && it->second.at(it->second.length()-1) == ']')
+          // If the input is an array. Issue #1578
+          file_with_endl << "@#define " << it->first << " = " << it->second << endl;
+        else
+          file_with_endl << "@#define " << it->first << " = \"" << it->second << "\"" << endl;
       }
   file_with_endl << modfiletxt << endl;
 

preprocessor/macro/MacroFlex.ll

@@ -1,5 +1,5 @@
 /*
- * Copyright (C) 2008-2017 Dynare Team
+ * Copyright (C) 2008-2018 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -71,6 +71,8 @@ CONT \\\\
   yylloc->step();
 %}
 
+<STMT,EXPR,FOR_BODY,THEN_BODY,ELSE_BODY>["/"]["/"].*
+
 <INITIAL>^{SPC}*@#{SPC}*includepath{SPC}+\"([^\"\r\n:;|<>]*){1}(:[^\"\r\n:;|<>]*)*\"{SPC}*{EOL} {
                               yylloc->lines(1);
                               yylloc->step();
@@ -303,6 +305,16 @@ CONT \\\\
                               then_body_tmp.append(yytext);
                               yylloc->step();
                             }
+<THEN_BODY>^{SPC}*@#{SPC}*ifdef({SPC}|{CONT}) {
+                              nested_if_nb++;
+                              then_body_tmp.append(yytext);
+                              yylloc->step();
+                            }
+<THEN_BODY>^{SPC}*@#{SPC}*ifndef({SPC}|{CONT}) {
+                              nested_if_nb++;
+                              then_body_tmp.append(yytext);
+                              yylloc->step();
+                            }
 <THEN_BODY>.                { then_body_tmp.append(yytext); yylloc->step(); }
 <THEN_BODY><<EOF>>          { driver.error(if_stmt_loc_tmp, "@#if/@#ifdef/@#ifndef not matched by an @#endif or file does not end with a new line (unexpected end of file)"); }
 <THEN_BODY>^{SPC}*@#{SPC}*else{SPC}*(\/\/.*)?{EOL} {

tests/shock_decomposition/ls2003_plot.mod

@@ -129,6 +129,12 @@ close all
 plot_shock_decomposition(detail_plot, interactive, use_shock_groups = row, type = qoq);
 plot_shock_decomposition(detail_plot, interactive, realtime = 3, vintage = 29);
 
+close all,
+
+
+// testing realtime decomposition with fast_realtime option
+realtime_shock_decomposition(fast_realtime=75);
+
 collect_latex_files;
 if system(['pdflatex -halt-on-error -interaction=batchmode ' M_.fname '_TeX_binder.tex'])
     error('TeX-File did not compile.')

windows/README.txt

@@ -61,7 +61,7 @@ This version of Dynare is compiled for Octave 4.2.1 (MinGW, 32bit and 64bit), an
 with other versions of Octave. The recommended version of Octave can be
 downloaded at:
 
-  http://www.dynare.org/download/octave/windows
+  https://www.gnu.org/software/octave/download.html
 
 Every time you run Octave, you should type the two following commands (assuming
 that you have installed Dynare at the standard location, and replacing '4.x.y'